Tour v531
JEF
JEFFERIES FINL GROUP
$44.40 +0.59%
◀ 10/8 18:27 ▶

Option Volume

Detail
ℹ
Current (10/08) 556
Calls: 127 (23%)
Puts: 429 (77%)
Prior (10/07) 3,092
Calls: 203 (7%)
Puts: 2,889 (93%)
Current vs Prior -82.02%
Calls: -37.44% (Calls)
Puts: -85.15% (Puts)
Prior 7-Day Total 9,243
Calls: 1,375 (15%)
Puts: 7,868 (85%)
Prior 7-Day Average 1,320
Calls: 196 (15%)
Puts: 1,124 (85%)
Current vs Prior 7-Day Avg -57.89%
Calls: -35.35%
Puts: -61.83%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/08) $285.6K
Calls: $37.4K (13%)
Puts: $248.2K (87%)
Prior (10/07) $355.8K
Calls: $32.7K (9%)
Puts: $323.1K (91%)
Current vs Prior -19.73%
Calls: +14.09%
Puts: -23.16%
Prior 7-Day Total $1.73M
Calls: $305.3K (18%)
Puts: $1.43M (82%)
Prior 7-Day Average $247.8K
Calls: $43.6K (18%)
Puts: $204.2K (82%)
Current vs Prior 7-Day Avg +15.25%
Calls: -14.35%
Puts: +21.58%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 3.38
Prior (10/07) 14.23
Current vs Prior -76.26%
Prior 7-Day Average 3.79
Current vs Prior 7-Day Avg -10.94%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/08) 3,577
Calls: 193 (5%)
Puts: 3,384 (95%)
Prior (10/07) 6,915
Calls: 388 (6%)
Puts: 6,527 (94%)
Current vs Prior -48.27%
Prior 7-Day Total 53,796
Calls: 13,358 (25%)
Puts: 40,438 (75%)
Prior 7-Day Average 7,685
Calls: 1,908 (25%)
Puts: 5,776 (75%)
Current vs Prior 7-Day Avg -53.46%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 5.00% | 11.40%5.00% | 11.40%
Prior 5.39% | 11.10%5.39% | 11.10%
Current vs Prior -7.27% | +2.66%-7.27% | +2.66%
Prior 7-Day Avg 6.24% | 11.67%6.24% | 11.67%
Current vs 7-Day Avg -19.88% | -2.34%-19.88% | -2.34%
Prior 7-Day Eod 5.39% | 11.10%5.39% | 11.10%
Current vs 7-Day Eod -7.27% | +2.66%-7.27% | +2.66%
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 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 87% of dollar volume in puts ($248.2K) vs calls ($37.4K). Below-average activity with volume down 82% vs prior. Extreme bearish P/C ratio of 3.38 - heavy put buying. P/C ratio dropping 76% - sentiment shifting bullish.

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 -- of results (avg --%, best --%)

No options available for this category

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 0.84, highest 0.95)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 163.704.70$4.2023.8%200.94--
$42.50Oct 162.002.55$2.2824.1%210.7646
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 1610.2011.80$11.0014.5%1080.95--
$55.00Nov 2010.7011.90$11.3010.6%210.9037
$52.50Oct 167.809.30$8.5517.5%1080.89--
$45.00Oct 161.251.65$1.4527.6%30.59606

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 512, top 175)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 162.002.55$2.2824.1%210.7646
$45.00Oct 160.600.95$0.7745.5%210.41135
$40.00Oct 163.704.70$4.2023.8%200.94--
$47.50Oct 160.050.25$0.15133.3%150.12--
$45.00Nov 201.902.35$2.1321.1%100.479
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.50Nov 200.350.65$0.5060.0%1750.13198
$52.50Oct 167.809.30$8.5517.5%1080.89--
$55.00Oct 1610.2011.80$11.0014.5%1080.95--
$55.00Nov 2010.7011.90$11.3010.6%210.9037
$42.50Oct 160.250.60$0.4381.4%60.251.4K

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. 7 found (best R:R 0.66, avg 5.59)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$45.00Oct 16$1.51$0.99$1.5176%0.66$44.01
$47.50$50.00Oct 16$0.12$2.38$0.1212%19.83$47.62
$45.00$50.00Nov 20$1.50$3.50$1.5047%2.33$46.50
$45.00$47.50Oct 16$0.62$1.88$0.6241%3.03$45.62
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$37.50Nov 20$0.40$2.10$0.4023%5.25$39.60
$45.00$42.50Oct 16$1.02$1.48$1.0259%1.45$43.98
$42.50$40.00Oct 16$0.33$2.17$0.3325%6.58$42.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.33, avg 0.23)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$47.50Oct 16$0.62$0.62$1.8859%0.33$45.62
$45.00$50.00Nov 20$1.50$1.50$3.5053%0.43$46.50
$47.50$50.00Oct 16$0.12$0.12$2.3888%0.05$47.62
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Oct 16$0.33$0.33$2.1775%0.15$42.17
$40.00$37.50Nov 20$0.40$0.40$2.1077%0.19$39.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.36, cheapest $1.36)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Oct 16Nov 20$1.3641.7%42.5%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 5.00% of stock, avg 6.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$0.77$1.45$2.22$42.78$47.225.00%
$42.50Oct 16$2.28$0.43$2.71$39.79$45.216.10%
$40.00Oct 16$4.20$0.10$4.30$35.70$44.309.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.56% of stock, avg 3.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$47.50$40.00Oct 16$0.15$0.10$0.25$39.75$47.75
$47.50$42.50Oct 16$0.15$0.43$0.58$41.92$48.08
$50.00$37.50Nov 20$0.63$0.50$1.13$36.37$51.13
$45.00$40.00Oct 16$0.77$0.10$0.87$39.13$45.87
$45.00$42.50Oct 16$0.77$0.43$1.20$41.30$46.20
$50.00$40.00Nov 20$0.63$0.90$1.53$38.47$51.53
$45.00$37.50Nov 20$2.13$0.50$2.63$34.87$47.63
$45.00$40.00Nov 20$2.13$0.90$3.03$36.97$48.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.22, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4248/50Oct 16$0.45$2.0563%0.22$42.05$47.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 5.10, cheapest $0.41)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Oct 16$0.41$2.0954%5.10
$42.50$45.00$47.50Oct 16$0.89$1.6164%1.81
$45.00$47.50$50.00Oct 16$0.50$2.0038%4.00
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Oct 16$0.69$1.8152%2.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.36, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$42.501:2Oct 16-$0.36$2.14
$42.50$45.001:2Oct 16$0.74$1.76
$45.00$50.001:2Nov 20$0.87$4.13
$47.50$50.001:2Oct 16$0.09$2.41
$45.00$47.501:2Oct 16$0.47$2.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$37.501:2Nov 20-$0.10$2.40
$52.50$45.001:2Oct 16$5.65$1.85
$55.00$40.001:2Nov 20$9.50$5.50
$45.00$42.501:2Oct 16$0.59$1.91
$42.50$40.001:2Oct 16$0.23$2.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 4.28%, avg 2.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Nov 20$1.900.471.4%4.28%5.63%109
$50.00Nov 20$0.550.2012.6%1.24%13.85%1--
$45.00Oct 16$0.600.411.4%1.35%2.70%21135

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 127
Total Puts 429
Put/Call Ratio 3.38
Net Difference -302

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,375
Total Puts 7,868
Average Put/Call Ratio 3.79
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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