Tour v531
JEF
JEFFERIES FINL GROUP
$43.91 -2.12%
$43.89 (-0.05%)🌙
as of 10/14 06:30 PM
◀ 10/14 18:30 ▶

Option Volume

Detail
ℹ
Current (10/14) 2,125
Calls: 301 (14%)
Puts: 1,824 (86%)
Prior (10/13) 1,152
Calls: 383 (33%)
Puts: 769 (67%)
Current vs Prior +84.46%
Calls: -21.41% (Calls)
Puts: +137.19% (Puts)
Prior 7-Day Total 7,733
Calls: 1,602 (21%)
Puts: 6,131 (79%)
Prior 7-Day Average 1,104
Calls: 228 (21%)
Puts: 875 (79%)
Current vs Prior 7-Day Avg +92.36%
Calls: +31.52%
Puts: +108.25%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/14) $116.2K
Calls: $34.0K (29%)
Puts: $82.2K (71%)
Prior (10/13) $243.8K
Calls: $58.8K (24%)
Puts: $185.1K (76%)
Current vs Prior -52.34%
Calls: -42.15%
Puts: -55.57%
Prior 7-Day Total $1.49M
Calls: $278.5K (19%)
Puts: $1.21M (81%)
Prior 7-Day Average $213.0K
Calls: $39.8K (19%)
Puts: $173.3K (81%)
Current vs Prior 7-Day Avg -45.45%
Calls: -14.56%
Puts: -52.54%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 6.06
Prior (10/13) 2.01
Current vs Prior +201.81%
Prior 7-Day Average 2.94
Current vs Prior 7-Day Avg +105.89%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/14) 5,866
Calls: 428 (7%)
Puts: 5,438 (93%)
Prior (10/13) 4,883
Calls: 542 (11%)
Puts: 4,341 (89%)
Current vs Prior +20.13%
Prior 7-Day Total 36,341
Calls: 7,255 (20%)
Puts: 29,086 (80%)
Prior 7-Day Average 5,191
Calls: 1,036 (20%)
Puts: 4,155 (80%)
Current vs Prior 7-Day Avg +12.99%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.37% | 10.93%3.37% | 10.93%
Prior 3.23% | 10.43%3.23% | 10.43%
Current vs Prior +4.28% | +4.78%+4.28% | +4.78%
Prior 7-Day Avg 4.96% | 11.09%4.96% | 11.09%
Current vs 7-Day Avg -32.07% | -1.45%-32.07% | -1.45%
Prior 7-Day Eod 3.23% | 10.43%3.23% | 10.43%
Current vs 7-Day Eod +4.28% | +4.78%+4.28% | +4.78%
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

Moderately bearish flow with 71% put dollar volume ($82.2K). Light premium activity with dollar volume down 52% vs prior. Above-average activity with volume up 84% vs prior. Volume explosion - 92% above 7-day average (2,125 vs avg 1,104).

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. 4 found (avg delta 0.80, highest 0.98)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Oct 168.109.40$8.7514.9%100.98--
$47.50Oct 163.304.40$3.8528.6%110.86953
$45.00Oct 161.051.55$1.3038.5%2620.78652
$45.00Nov 202.703.30$3.0020.0%130.56697

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 2.0K, top 1.5K)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 160.000.40$0.20200.0%1000.13--
$45.00Oct 160.050.30$0.18138.9%650.2260
$45.00Nov 201.552.05$1.8027.8%190.4431
$50.00Nov 200.300.60$0.4566.7%20.1673
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 160.050.25$0.15133.3%1.5K0.181.4K
$45.00Oct 161.051.55$1.3038.5%2620.78652
$45.00Nov 202.703.30$3.0020.0%130.56697
$47.50Oct 163.304.40$3.8528.6%110.86953
$52.50Oct 168.109.40$8.7514.9%100.98--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 8.4%, max 18.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Oct 16Nov 2044.5%43.1%3.2%8491
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$42.50Oct 16Nov 2048.2%40.5%18.8%1.5K1.4K
$45.00Oct 16Nov 2044.5%43.1%3.2%2751.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 1.17, avg 1.60)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$50.00Nov 20$1.35$3.65$1.3544%2.70$46.35
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$1.15$1.35$1.1578%1.17$43.85
$45.00$42.50Nov 20$1.30$1.20$1.3056%0.92$43.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.37, avg 0.37)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$50.00Nov 20$1.35$1.35$3.6556%0.37$46.35
BULL PUT (0)
No bull put found

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 3.37% of stock, avg 7.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$0.18$1.30$1.48$43.52$46.483.37%
$47.50Oct 16$0.20$3.85$4.05$43.45$51.559.22%
$45.00Nov 20$1.80$3.00$4.80$40.20$49.8010.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 0.75% of stock, avg 3.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$42.50Oct 16$0.18$0.15$0.33$42.17$45.33
$47.50$42.50Oct 16$0.20$0.15$0.35$42.15$47.85
$50.00$42.50Nov 20$0.45$1.70$2.15$40.35$52.15
$45.00$42.50Nov 20$1.80$1.70$3.50$39.00$48.50

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. 1 found (best R:R 0.79, cheapest $1.40)

CALLS (0)
No calls found
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$1.40$1.1069%0.79

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 $-0.40, 2 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Oct 16-$0.22$2.28
$45.00$50.001:2Nov 20$0.90$4.10
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$45.00$42.501:2Nov 20-$0.40$2.10
$52.50$47.501:2Oct 16$1.05$3.95
$47.50$45.001:2Oct 16$1.25$1.25
$45.00$42.501:2Oct 16$1.00$1.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 3.53%, avg 2.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Nov 20$1.550.442.5%3.53%6.01%1931
$50.00Nov 20$0.300.1613.9%0.68%14.55%273

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 301
Total Puts 1,824
Put/Call Ratio 6.06
Net Difference -1,523

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,602
Total Puts 6,131
Average Put/Call Ratio 2.94
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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