Tour v531
JEF
JEFFERIES FINL GROUP
$44.96 -1.92%
$44.90 (-0.13%)🌙
as of 10/06 06:30 PM
◀ 10/6 18:30 ▶

Option Volume

Detail
ℹ
Current (10/06) 1,153
Calls: 235 (20%)
Puts: 918 (80%)
Prior (10/05) 844
Calls: 105 (12%)
Puts: 739 (88%)
Current vs Prior +36.61%
Calls: +123.81% (Calls)
Puts: +24.22% (Puts)
Prior 7-Day Total 14,772
Calls: 5,165 (35%)
Puts: 9,607 (65%)
Prior 7-Day Average 2,110
Calls: 737 (35%)
Puts: 1,372 (65%)
Current vs Prior 7-Day Avg -45.36%
Calls: -68.15%
Puts: -33.11%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06) $224.0K
Calls: $19.0K (8%)
Puts: $205.0K (92%)
Prior (10/05) $199.4K
Calls: $9.7K (5%)
Puts: $189.6K (95%)
Current vs Prior +12.36%
Calls: +95.17%
Puts: +8.11%
Prior 7-Day Total $2.04M
Calls: $670.7K (33%)
Puts: $1.37M (67%)
Prior 7-Day Average $291.8K
Calls: $95.8K (33%)
Puts: $196.0K (67%)
Current vs Prior 7-Day Avg -23.23%
Calls: -80.16%
Puts: +4.59%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 3.91
Prior (10/05) 7.04
Current vs Prior -44.50%
Prior 7-Day Average 2.81
Current vs Prior 7-Day Avg +38.81%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06) 5,226
Calls: 704 (13%)
Puts: 4,522 (87%)
Prior (10/05) 4,960
Calls: 776 (16%)
Puts: 4,184 (84%)
Current vs Prior +5.36%
Prior 7-Day Total 80,191
Calls: 24,459 (31%)
Puts: 55,732 (69%)
Prior 7-Day Average 11,455
Calls: 3,494 (31%)
Puts: 7,961 (69%)
Current vs Prior 7-Day Avg -54.38%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 5.07% | 11.12%5.07% | 11.12%
Prior 6.00% | 11.19%6.00% | 11.19%
Current vs Prior -15.47% | -0.63%-15.47% | -0.63%
Prior 7-Day Avg 7.43% | 12.41%7.43% | 12.41%
Current vs 7-Day Avg -31.76% | -10.36%-31.76% | -10.36%
Prior 7-Day Eod 6.00% | 11.19%6.00% | 11.19%
Current vs 7-Day Eod -15.47% | -0.63%-15.47% | -0.63%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.78% | 17.89%
Calls: 16.43% | 18.75%
Puts: 21.13% | 17.03%
Prior 18.78% | 17.89%
Calls: 16.43% | 18.75%
Puts: 21.13% | 17.03%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 19.31% | 17.88%
Calls: 17.98% | 17.43%
Puts: 20.65% | 18.32%
Current vs 7-Day Avg -2.77% | +0.07%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 92% of dollar volume in puts ($205.0K) vs calls ($19.0K). Extreme bearish P/C ratio of 3.91 - heavy put buying. P/C ratio dropping 44% - sentiment shifting bullish. Put-heavy open interest (4,522 puts vs 704 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 6.8%, best 6.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 205.706.10$5.906.8%70.767

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 7 found (avg delta 0.75, highest 0.90)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 161.101.25$1.1812.7%710.5236
$45.00Nov 202.352.65$2.5012.0%10.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 209.5010.80$10.1512.8%40.90--
$55.00Oct 168.8010.30$9.5515.7%10.8972
$52.50Oct 166.307.80$7.0521.3%10.89150
$47.50Oct 162.353.00$2.6824.3%60.78972
$50.00Nov 205.706.10$5.906.8%70.767

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 404, top 150)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 160.250.55$0.4075.0%1120.23216
$45.00Oct 161.101.25$1.1812.7%710.5236
$50.00Oct 160.000.20$0.10200.0%120.07--
$50.00Nov 200.651.00$0.8342.2%30.2458
$52.50Oct 160.000.55$0.28196.4%10.11--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.50Nov 200.350.45$0.4025.0%1500.1194
$45.00Oct 160.901.30$1.1036.4%110.49--
$37.50Oct 160.000.05$0.03166.7%100.02--
$42.50Oct 160.250.50$0.3865.8%80.201.4K
$50.00Nov 205.706.10$5.906.8%70.767

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 3.4%, max 3.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Oct 16Nov 2041.8%40.5%3.4%113216
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 0.58, avg 4.11)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Nov 20$1.02$1.48$1.0251%1.45$46.02
$47.50$50.00Nov 20$0.65$1.85$0.6536%2.85$48.15
$45.00$47.50Oct 16$0.78$1.72$0.7852%2.21$45.78
$47.50$50.00Oct 16$0.30$2.20$0.3023%7.33$47.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Oct 16$1.58$0.92$1.5878%0.58$45.92
$45.00$42.50Oct 16$0.72$1.78$0.7249%2.47$44.28
$40.00$37.50Nov 20$0.43$2.07$0.4320%4.81$39.57
$45.00$40.00Nov 20$1.67$3.33$1.6749%1.99$43.33
$42.50$37.50Oct 16$0.35$4.65$0.3520%13.29$42.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.08, avg 0.32)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$0.30$0.30$2.2077%0.14$47.80
$45.00$47.50Oct 16$0.78$0.78$1.7248%0.45$45.78
$47.50$50.00Nov 20$0.65$0.65$1.8564%0.35$48.15
$45.00$47.50Nov 20$1.02$1.02$1.4849%0.69$46.02
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$37.50Oct 16$0.35$0.35$4.6580%0.08$42.15
$40.00$37.50Nov 20$0.43$0.43$2.0780%0.21$39.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.36, cheapest $1.32)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Oct 16Nov 20$1.3237.6%38.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Oct 16Nov 20$1.4037.6%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 5.07% of stock, avg 7.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$1.18$1.10$2.28$42.72$47.285.07%
$47.50Oct 16$0.40$2.68$3.08$44.42$50.586.85%
$45.00Nov 20$2.50$2.50$5.00$40.00$50.0011.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 1.07% of stock, avg 3.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$42.50Oct 16$0.10$0.38$0.48$42.02$50.48
$52.50$42.50Oct 16$0.28$0.38$0.66$41.84$53.16
$47.50$42.50Oct 16$0.40$0.38$0.78$41.72$48.28
$50.00$37.50Nov 20$0.83$0.40$1.23$36.27$51.23
$50.00$40.00Nov 20$0.83$0.83$1.66$38.34$51.66
$47.50$45.00Oct 16$0.40$1.10$1.50$43.50$49.00
$50.00$45.00Oct 16$0.10$1.10$1.20$43.80$51.20
$52.50$45.00Oct 16$0.28$1.10$1.38$43.62$53.88
$47.50$37.50Nov 20$1.48$0.40$1.88$35.62$49.38
$47.50$40.00Nov 20$1.48$0.83$2.31$37.69$49.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.15, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4248/50Oct 16$0.65$4.3557%0.15$41.85$48.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 4.88, cheapest $0.37)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.48$2.0244%4.21
$45.00$47.50$50.00Nov 20$0.37$2.1328%5.76
$47.50$50.00$52.50Oct 16$0.48$2.0212%4.21
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$50.00$55.00Nov 20$0.85$4.1542%4.88
$40.00$45.00$50.00Nov 20$1.73$3.2756%1.89
$42.50$45.00$47.50Oct 16$0.86$1.6458%1.91

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-1.65, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Nov 20-$0.46$2.04
$47.50$50.001:2Nov 20-$0.18$2.32
$50.00$52.501:2Oct 16-$0.46$2.04
$45.00$47.501:2Oct 16$0.38$2.12
$47.50$50.001:2Oct 16$0.20$2.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Nov 20-$1.65$3.35
$52.50$47.501:2Oct 16$1.69$3.31
$50.00$45.001:2Nov 20$0.90$4.10
$47.50$45.001:2Oct 16$0.48$2.02
$45.00$40.001:2Nov 20$0.84$4.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 5.23%, avg 2.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Nov 20$2.350.510.1%5.23%5.32%1--
$47.50Nov 20$1.300.365.7%2.89%8.54%1--
$50.00Nov 20$0.650.2411.2%1.45%12.66%358
$45.00Oct 16$1.100.520.1%2.45%2.54%7136
$47.50Oct 16$0.250.235.7%0.56%6.21%112216

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 235
Total Puts 918
Put/Call Ratio 3.91
Net Difference -683

Prior's Put/Call Breakdown

Total Calls 105
Total Puts 739
Put/Call Ratio 7.04
Net Difference -634

Prior 7-Day Put/Call Summary

Total Calls 5,165
Total Puts 9,607
Average Put/Call Ratio 2.81
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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