Tour v531
JEF
JEFFERIES FINL GROUP
$44.14 -1.82%
$43.80 (-0.77%)🌙
as of 10/07 06:29 PM
◀ 10/7 18:29

Option Volume

Detail
ℹ
Current (10/07) 3,092
Calls: 203 (7%)
Puts: 2,889 (93%)
Prior (10/06) 1,153
Calls: 235 (20%)
Puts: 918 (80%)
Current vs Prior +168.17%
Calls: -13.62% (Calls)
Puts: +214.71% (Puts)
Prior 7-Day Total 15,405
Calls: 5,093 (33%)
Puts: 10,312 (67%)
Prior 7-Day Average 2,200
Calls: 727 (33%)
Puts: 1,473 (67%)
Current vs Prior 7-Day Avg +40.50%
Calls: -72.10%
Puts: +96.11%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07) $355.8K
Calls: $32.7K (9%)
Puts: $323.1K (91%)
Prior (10/06) $224.0K
Calls: $19.0K (8%)
Puts: $205.0K (92%)
Current vs Prior +58.82%
Calls: +72.28%
Puts: +57.57%
Prior 7-Day Total $2.18M
Calls: $640.8K (29%)
Puts: $1.54M (71%)
Prior 7-Day Average $311.9K
Calls: $91.5K (29%)
Puts: $220.4K (71%)
Current vs Prior 7-Day Avg +14.07%
Calls: -64.23%
Puts: +46.58%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 14.23
Prior (10/06) 3.91
Current vs Prior +264.31%
Prior 7-Day Average 3.27
Current vs Prior 7-Day Avg +334.81%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07) 6,915
Calls: 388 (6%)
Puts: 6,527 (94%)
Prior (10/06) 5,226
Calls: 704 (13%)
Puts: 4,522 (87%)
Current vs Prior +32.32%
Prior 7-Day Total 52,740
Calls: 14,952 (28%)
Puts: 37,788 (72%)
Prior 7-Day Average 7,534
Calls: 2,136 (28%)
Puts: 5,398 (72%)
Current vs Prior 7-Day Avg -8.22%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 5.39% | 11.10%5.39% | 11.10%
Prior 5.07% | 11.12%5.07% | 11.12%
Current vs Prior +6.33% | -0.18%+6.32% | -0.18%
Prior 7-Day Avg 6.85% | 12.03%6.85% | 12.03%
Current vs 7-Day Avg -21.28% | -7.75%-21.28% | -7.75%
Prior 7-Day Eod 5.07% | 11.12%5.07% | 11.12%
Current vs 7-Day Eod +6.33% | -0.18%+6.32% | -0.18%
Sentiment BEARISHBEARISH

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 18.78% | 17.89%
Calls: 16.43% | 18.75%
Puts: 21.13% | 17.03%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 91% of dollar volume in puts ($323.1K) vs calls ($32.7K). Elevated premium activity with dollar volume up 59% vs prior. Unusually high activity with volume up 168% vs prior - elevated interest. Extreme bearish P/C ratio of 14.23 - heavy put buying.

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 7.1%, best 7.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 2010.9011.70$11.307.1%150.9222

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. 6 found (avg delta 0.79, highest 0.92)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 161.902.40$2.1523.3%1100.761
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 2010.9011.70$11.307.1%150.9222
$52.50Oct 167.909.50$8.7018.4%10.89146
$47.50Oct 163.104.20$3.6530.1%70.87--
$47.50Nov 204.204.90$4.5515.4%50.697
$45.00Oct 161.351.80$1.5828.5%2580.60857

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 1.7K, top 541)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 161.902.40$2.1523.3%1100.761
$45.00Oct 160.650.95$0.8037.5%650.40102
$50.00Nov 200.550.70$0.6323.8%90.1959
$47.50Nov 200.901.30$1.1036.4%50.3024
$55.00Oct 160.000.15$0.08187.5%10.04--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 160.000.25$0.13192.3%5410.08968
$35.00Oct 160.000.25$0.13192.3%5400.04535
$45.00Oct 161.351.80$1.5828.5%2580.60857
$42.50Nov 201.501.95$1.7326.0%560.38218
$37.50Oct 160.000.10$0.05200.0%300.03571

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 0.85, avg 5.21)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$45.00Oct 16$1.35$1.15$1.3576%0.85$43.85
$47.50$50.00Nov 20$0.47$2.03$0.4730%4.32$47.97
$50.00$55.00Nov 20$0.41$4.59$0.4119%11.20$50.41
$45.00$55.00Oct 16$0.72$9.28$0.7240%12.89$45.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$40.00Oct 16$0.25$2.25$0.2524%9.00$42.25
$47.50$42.50Nov 20$2.82$2.18$2.8269%0.77$44.68
$40.00$37.50Nov 20$0.45$2.05$0.4524%4.56$39.55
$42.50$40.00Nov 20$0.78$1.72$0.7838%2.21$41.72
$45.00$42.50Oct 16$1.20$1.30$1.2060%1.08$43.80

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 0.20)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$55.00Oct 16$0.72$0.72$9.2860%0.08$45.72
$50.00$55.00Nov 20$0.41$0.41$4.5981%0.09$50.41
$47.50$50.00Nov 20$0.47$0.47$2.0370%0.23$47.97
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Nov 20$0.78$0.78$1.7262%0.45$41.72
$40.00$37.50Nov 20$0.45$0.45$2.0576%0.22$39.55
$42.50$40.00Oct 16$0.25$0.25$2.2576%0.11$42.25

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 5.39% of stock, avg 7.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$0.80$1.58$2.38$42.62$47.385.39%
$42.50Oct 16$2.15$0.38$2.53$39.97$45.035.73%
$47.50Nov 20$1.10$4.55$5.65$41.85$53.1512.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 1.63% of stock, avg 3.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$37.50Nov 20$0.22$0.50$0.72$36.78$55.72
$50.00$37.50Nov 20$0.63$0.50$1.13$36.37$51.13
$45.00$40.00Oct 16$0.80$0.13$0.93$39.07$45.93
$55.00$40.00Nov 20$0.22$0.95$1.17$38.83$56.17
$45.00$42.50Oct 16$0.80$0.38$1.18$41.32$46.18
$50.00$40.00Nov 20$0.63$0.95$1.58$38.42$51.58
$47.50$37.50Nov 20$1.10$0.50$1.60$35.90$49.10
$47.50$40.00Nov 20$1.10$0.95$2.05$37.95$49.55
$55.00$42.50Nov 20$0.22$1.73$1.95$40.55$56.95
$50.00$42.50Nov 20$0.63$1.73$2.36$40.14$52.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.58, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4048/50Nov 20$0.92$1.5846%0.58$39.08$48.42
38/4050/55Nov 20$0.86$4.1457%0.21$39.14$50.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 1.87, cheapest $0.16)

CALLS (0)
No calls found
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$0.87$1.6363%1.87
$37.50$40.00$42.50Oct 16$0.17$2.3321%13.71
$37.50$40.00$42.50Nov 20$0.33$2.1724%6.58
$40.00$42.50$45.00Oct 16$0.95$1.5552%1.63
$35.00$37.50$40.00Oct 16$0.16$2.344%14.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.17, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$47.50$50.001:2Nov 20-$0.16$2.34
$42.50$45.001:2Oct 16$0.55$1.95
$50.00$55.001:2Nov 20$0.19$4.81
$45.00$55.001:2Oct 16$0.64$9.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.50$40.001:2Nov 20-$0.17$2.33
$40.00$37.501:2Nov 20-$0.05$2.45
$37.50$35.001:2Oct 16-$0.21$2.29
$55.00$47.501:2Nov 20$2.20$5.30
$52.50$47.501:2Oct 16$1.40$3.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.04%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Nov 20$0.900.307.6%2.04%9.65%524
$50.00Nov 20$0.550.1913.3%1.25%14.52%959
$45.00Oct 16$0.650.401.9%1.47%3.42%65102
$55.00Nov 20$0.100.0824.6%0.23%24.83%172

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 203
Total Puts 2,889
Put/Call Ratio 14.23
Net Difference -2,686

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,093
Total Puts 10,312
Average Put/Call Ratio 3.27
Ratio Trend Rising

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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