Tour v531
JEF
JEFFERIES FINL GROUP
$45.01 +1.42%
$45.10 (+0.20%)🌙
as of 10/12 06:29 PM
◀ 10/12 18:29 ▶

Option Volume

Detail
ℹ
Current (10/12) 678
Calls: 380 (56%)
Puts: 298 (44%)
Prior (10/08) 556
Calls: 127 (23%)
Puts: 429 (77%)
Current vs Prior +21.94%
Calls: +199.21% (Calls)
Puts: -30.54% (Puts)
Prior 7-Day Total 8,620
Calls: 1,173 (14%)
Puts: 7,447 (86%)
Prior 7-Day Average 1,231
Calls: 167 (14%)
Puts: 1,063 (86%)
Current vs Prior 7-Day Avg -44.94%
Calls: +126.77%
Puts: -71.99%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12) $93.4K
Calls: $45.8K (49%)
Puts: $47.6K (51%)
Prior (10/08) $285.6K
Calls: $37.4K (13%)
Puts: $248.2K (87%)
Current vs Prior -67.30%
Calls: +22.52%
Puts: -80.81%
Prior 7-Day Total $1.87M
Calls: $279.5K (15%)
Puts: $1.59M (85%)
Prior 7-Day Average $267.4K
Calls: $39.9K (15%)
Puts: $227.5K (85%)
Current vs Prior 7-Day Avg -65.08%
Calls: +14.61%
Puts: -79.06%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 0.78
Prior (10/08) 3.38
Current vs Prior -76.78%
Prior 7-Day Average 3.91
Current vs Prior 7-Day Avg -79.93%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/12) 4,341
Calls: 2,366 (55%)
Puts: 1,975 (45%)
Prior (10/08) 3,577
Calls: 193 (5%)
Puts: 3,384 (95%)
Current vs Prior +21.36%
Prior 7-Day Total 46,884
Calls: 9,636 (21%)
Puts: 37,248 (79%)
Prior 7-Day Average 6,697
Calls: 1,376 (21%)
Puts: 5,321 (79%)
Current vs Prior 7-Day Avg -35.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.67% | 10.51%3.67% | 10.51%
Prior 5.00% | 11.40%5.00% | 11.40%
Current vs Prior -26.68% | -7.79%-26.68% | -7.79%
Prior 7-Day Avg 5.90% | 11.59%5.90% | 11.59%
Current vs 7-Day Avg -37.82% | -9.33%-37.82% | -9.33%
Prior 7-Day Eod 5.00% | 11.40%5.00% | 11.40%
Current vs 7-Day Eod -26.68% | -7.79%-26.68% | -7.79%
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

Light premium activity with dollar volume down 67% vs prior. P/C ratio dropping 77% - sentiment shifting bullish. Rising open interest (up 21%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 2 of results (avg 8.0%, best 7.6%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 203.804.10$3.957.6%10.64--
$45.00Nov 202.302.50$2.408.3%1700.4927

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. 5 found (avg delta 0.69, highest 0.89)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 164.805.60$5.2015.4%200.89--
$45.00Oct 160.601.10$0.8558.8%790.52114
$45.00Nov 202.202.45$2.3310.7%110.5119
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 162.353.00$2.6824.3%10.89--
$47.50Nov 203.804.10$3.957.6%10.64--

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 496, top 170)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 160.000.20$0.10200.0%850.11303
$45.00Oct 160.601.10$0.8558.8%790.52114
$40.00Oct 164.805.60$5.2015.4%200.89--
$45.00Nov 202.202.45$2.3310.7%110.5119
$50.00Nov 200.450.80$0.6355.6%90.2164
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 202.302.50$2.408.3%1700.4927
$42.50Oct 160.000.20$0.10200.0%1040.101.4K
$40.00Nov 200.500.85$0.6851.5%40.19--
$45.00Oct 160.650.95$0.8037.5%30.48--
$42.50Nov 201.201.50$1.3522.2%20.32--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 4.6%, max 4.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Oct 16Nov 2043.8%41.9%4.6%90133
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Oct 16Nov 2043.8%41.9%4.6%17327

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 9.00, avg 2.84)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$52.50Nov 20$0.25$2.25$0.2521%9.00$50.25
$45.00$47.50Nov 20$1.00$1.50$1.0051%1.50$46.00
$47.50$50.00Nov 20$0.70$1.80$0.7035%2.57$48.20
$45.00$47.50Oct 16$0.75$1.75$0.7552%2.33$45.75
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Nov 20$1.05$1.45$1.0549%1.38$43.95
$47.50$45.00Nov 20$1.55$0.95$1.5564%0.61$45.95
$42.50$40.00Nov 20$0.67$1.83$0.6732%2.73$41.83
$45.00$42.50Oct 16$0.70$1.80$0.7048%2.57$44.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.39, avg 0.40)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$50.00Nov 20$0.70$0.70$1.8065%0.39$48.20
$50.00$52.50Nov 20$0.25$0.25$2.2579%0.11$50.25
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.70$0.70$1.8052%0.39$44.30
$42.50$40.00Nov 20$0.67$0.67$1.8368%0.37$41.83
$45.00$42.50Nov 20$1.05$1.05$1.4551%0.72$43.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.54, cheapest $1.48)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Oct 16Nov 20$1.4843.8%41.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Oct 16Nov 20$1.6043.8%41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 3.67% of stock, avg 8.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$0.85$0.80$1.65$43.35$46.653.67%
$47.50Oct 16$0.10$2.68$2.78$44.72$50.286.18%
$45.00Nov 20$2.33$2.40$4.73$40.27$49.7310.51%
$47.50Nov 20$1.33$3.95$5.28$42.22$52.7811.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 0.44% of stock, avg 4.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$47.50$42.50Oct 16$0.10$0.10$0.20$42.30$47.70
$52.50$40.00Nov 20$0.38$0.68$1.06$38.94$53.56
$50.00$40.00Nov 20$0.63$0.68$1.31$38.69$51.31
$47.50$45.00Oct 16$0.10$0.80$0.90$44.10$48.40
$52.50$42.50Nov 20$0.38$1.35$1.73$40.77$54.23
$50.00$42.50Nov 20$0.63$1.35$1.98$40.52$51.98
$47.50$40.00Nov 20$1.33$0.68$2.01$37.99$49.51
$47.50$42.50Nov 20$1.33$1.35$2.68$39.82$50.18
$50.00$45.00Nov 20$0.63$2.40$3.03$41.97$53.03
$47.50$45.00Nov 20$1.33$2.40$3.73$41.27$51.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.58, avg credit $0.92)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4250/52Nov 20$0.92$1.5847%0.58$41.58$50.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 1.12, cheapest $0.30)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Nov 20$0.30$2.2030%7.33
$45.00$47.50$50.00Oct 16$0.68$1.8249%2.68
$47.50$50.00$52.50Nov 20$0.45$2.0522%4.56
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$1.18$1.3279%1.12
$40.00$42.50$45.00Nov 20$0.38$2.1230%5.58
$42.50$45.00$47.50Nov 20$0.50$2.0032%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.33, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Nov 20-$0.33$2.17
$50.00$52.501:2Nov 20-$0.13$2.37
$47.50$50.001:2Nov 20$0.07$2.43
$40.00$45.001:2Oct 16$3.50$1.50
$47.50$50.001:2Oct 16$0.04$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$42.501:2Nov 20-$0.30$2.20
$47.50$45.001:2Nov 20-$0.85$1.65
$42.50$40.001:2Nov 20-$0.01$2.49
$47.50$45.001:2Oct 16$1.08$1.42
$45.00$42.501:2Oct 16$0.60$1.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.55%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Nov 20$1.150.355.5%2.55%8.09%123
$50.00Nov 20$0.450.2111.1%1.00%12.09%964
$52.50Nov 20$0.250.1316.6%0.56%17.20%5--

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 380
Total Puts 298
Put/Call Ratio 0.78
Net Difference 82

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,173
Total Puts 7,447
Average Put/Call Ratio 3.91
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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