Tour v531
JEF
JEFFERIES FINL GROUP
$44.86 -0.33%
◀ 10/13 18:29 ▶

Option Volume

Detail
ℹ
Current (10/13) 1,152
Calls: 383 (33%)
Puts: 769 (67%)
Prior (10/12) 678
Calls: 380 (56%)
Puts: 298 (44%)
Current vs Prior +69.91%
Calls: +0.79% (Calls)
Puts: +158.05% (Puts)
Prior 7-Day Total 7,854
Calls: 1,449 (18%)
Puts: 6,405 (82%)
Prior 7-Day Average 1,122
Calls: 207 (18%)
Puts: 915 (82%)
Current vs Prior 7-Day Avg +2.67%
Calls: +85.02%
Puts: -15.96%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/13) $243.8K
Calls: $58.8K (24%)
Puts: $185.1K (76%)
Prior (10/12) $93.4K
Calls: $45.8K (49%)
Puts: $47.6K (51%)
Current vs Prior +161.07%
Calls: +28.39%
Puts: +288.56%
Prior 7-Day Total $1.67M
Calls: $269.5K (16%)
Puts: $1.40M (84%)
Prior 7-Day Average $239.1K
Calls: $38.5K (16%)
Puts: $200.6K (84%)
Current vs Prior 7-Day Avg +1.96%
Calls: +52.63%
Puts: -7.76%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/13) 2.01
Prior (10/12) 0.78
Current vs Prior +156.03%
Prior 7-Day Average 3.30
Current vs Prior 7-Day Avg -39.24%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/13) 4,883
Calls: 542 (11%)
Puts: 4,341 (89%)
Prior (10/12) 4,341
Calls: 2,366 (55%)
Puts: 1,975 (45%)
Current vs Prior +12.49%
Prior 7-Day Total 44,207
Calls: 10,343 (23%)
Puts: 33,864 (77%)
Prior 7-Day Average 6,315
Calls: 1,477 (23%)
Puts: 4,837 (77%)
Current vs Prior 7-Day Avg -22.68%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.23% | 10.43%3.23% | 10.43%
Prior 3.67% | 10.51%3.67% | 10.51%
Current vs Prior -11.83% | -0.73%-11.83% | -0.73%
Prior 7-Day Avg 5.46% | 11.38%5.46% | 11.38%
Current vs 7-Day Avg -40.77% | -8.33%-40.77% | -8.33%
Prior 7-Day Eod 3.67% | 10.51%3.67% | 10.51%
Current vs 7-Day Eod -11.83% | -0.73%-11.83% | -0.73%
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 76% of dollar volume in puts ($185.1K) vs calls ($58.8K). Massive premium surge with dollar volume up 161% vs prior. Above-average activity with volume up 70% vs prior. Extreme bearish P/C ratio of 2.01 - 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 4 found (avg delta 0.65, highest 0.91)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 202.052.55$2.3021.7%10.51--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 162.352.90$2.6320.9%170.91967
$47.50Nov 203.804.40$4.1014.6%50.6617
$45.00Oct 160.650.85$0.7526.7%710.51612

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 1.1K, top 622)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 200.901.50$1.2050.0%3170.3424
$47.50Oct 160.000.20$0.10200.0%10.11--
$45.00Nov 202.052.55$2.3021.7%10.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 202.152.60$2.3818.9%6220.49184
$45.00Oct 160.650.85$0.7526.7%710.51612
$47.50Oct 162.352.90$2.6320.9%170.91967
$40.00Nov 200.600.90$0.7540.0%140.20--
$42.50Oct 160.000.30$0.15200.0%50.131.4K

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 8.4%, max 8.4%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Oct 16Nov 2045.6%42.1%8.4%693796

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 1.55, avg 2.21)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Nov 20$1.10$1.40$1.1051%1.27$46.10
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Nov 20$0.98$1.52$0.9849%1.55$44.02
$45.00$42.50Oct 16$0.60$1.90$0.6051%3.17$44.40
$42.50$40.00Nov 20$0.65$1.85$0.6533%2.85$41.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.35, avg 0.57)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$47.50Nov 20$1.10$1.10$1.4049%0.79$46.10
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Nov 20$0.65$0.65$1.8567%0.35$41.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.63, cheapest $1.63)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Oct 16Nov 20$1.6345.6%42.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 6.09% of stock, avg 9.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Oct 16$0.10$2.63$2.73$44.77$50.236.09%
$45.00Nov 20$2.30$2.38$4.68$40.32$49.6810.43%
$47.50Nov 20$1.20$4.10$5.30$42.20$52.8011.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 0.56% of stock, avg 4.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$47.50$42.50Oct 16$0.10$0.15$0.25$42.25$47.75
$47.50$40.00Nov 20$1.20$0.75$1.95$38.05$49.45
$47.50$42.50Nov 20$1.20$1.40$2.60$39.90$50.10
$47.50$45.00Nov 20$1.20$2.38$3.58$41.42$51.08

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 0.95, cheapest $0.33)

CALLS (0)
No calls found
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$1.28$1.2278%0.95
$40.00$42.50$45.00Nov 20$0.33$2.1729%6.58
$42.50$45.00$47.50Nov 20$0.74$1.7633%2.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.10, 4 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Nov 20-$0.10$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Nov 20-$0.66$1.84
$45.00$42.501:2Nov 20-$0.42$2.08
$42.50$40.001:2Nov 20-$0.10$2.40
$47.50$45.001:2Oct 16$1.13$1.37
$45.00$42.501:2Oct 16$0.45$2.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 4.57%, avg 3.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Nov 20$2.050.510.3%4.57%4.88%1--
$47.50Nov 20$0.900.345.9%2.01%7.89%31724

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 383
Total Puts 769
Put/Call Ratio 2.01
Net Difference -386

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,449
Total Puts 6,405
Average Put/Call Ratio 3.30
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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