Tour v531
JEF
JEFFERIES FINL GROUP
$44.80 -0.22%
$44.58 (-0.50%)🌙
as of 10/16 10:59 PM
◀ 10/16 22:59

Option Volume

Detail
ℹ
Current (10/16) 402
Calls: 112 (28%)
Puts: 290 (72%)
Prior (10/14) 2,125
Calls: 301 (14%)
Puts: 1,824 (86%)
Current vs Prior -81.08%
Calls: -62.79% (Calls)
Puts: -84.10% (Puts)
Prior 7-Day Total 9,600
Calls: 1,734 (18%)
Puts: 7,866 (82%)
Prior 7-Day Average 1,371
Calls: 247 (18%)
Puts: 1,123 (82%)
Current vs Prior 7-Day Avg -70.69%
Calls: -54.79%
Puts: -74.19%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/16) $83.5K
Calls: $5.7K (7%)
Puts: $77.8K (93%)
Prior (10/14) $116.2K
Calls: $34.0K (29%)
Puts: $82.2K (71%)
Current vs Prior -28.20%
Calls: -83.35%
Puts: -5.40%
Prior 7-Day Total $1.52M
Calls: $237.4K (16%)
Puts: $1.28M (84%)
Prior 7-Day Average $216.9K
Calls: $33.9K (16%)
Puts: $183.0K (84%)
Current vs Prior 7-Day Avg -61.52%
Calls: -83.31%
Puts: -57.49%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/16) 2.59
Prior (10/14) 6.06
Current vs Prior -57.27%
Prior 7-Day Average 3.58
Current vs Prior 7-Day Avg -27.72%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/16) 3,022
Calls: 324 (11%)
Puts: 2,698 (89%)
Prior (10/14) 5,866
Calls: 428 (7%)
Puts: 5,438 (93%)
Current vs Prior -48.48%
Prior 7-Day Total 35,768
Calls: 5,397 (15%)
Puts: 30,371 (85%)
Prior 7-Day Average 5,109
Calls: 771 (15%)
Puts: 4,338 (85%)
Current vs Prior 7-Day Avg -40.86%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 1.03% | 10.04%1.03% | 10.04%
Prior 3.37% | 10.93%3.37% | 10.93%
Current vs Prior +198.01% | +17.41%-69.54% | -8.11%
Prior 7-Day Avg 4.53% | 10.95%4.53% | 10.95%
Current vs 7-Day Avg +121.59% | +17.16%-77.35% | -8.31%
Prior 7-Day Eod 3.37% | 10.93%3.37% | 10.93%
Current vs 7-Day Eod +198.01% | +17.41%-69.54% | -8.11%
Sentiment BEARISHBULLISH

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 93% of dollar volume in puts ($77.8K) vs calls ($5.7K). Below-average activity with volume down 81% vs prior. Extreme bearish P/C ratio of 2.59 - heavy put buying. P/C ratio dropping 57% - 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 1 of results (avg 7.8%, best 7.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 209.9010.70$10.307.8%110.94--

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 0.79, highest 1.00)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 164.305.50$4.9024.5%21.0015
$55.00Nov 209.9010.70$10.307.8%110.94--
$47.50Oct 162.252.85$2.5523.5%800.83656
$45.00Oct 160.000.45$0.23195.7%390.66541
$45.00Nov 202.202.60$2.4016.7%530.51715

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 271, top 80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 160.000.45$0.23195.7%430.34130
$55.00Nov 200.050.20$0.13115.4%200.06--
$45.00Nov 201.902.30$2.1019.0%40.4961
$47.50Oct 160.000.50$0.25200.0%30.17--
$52.50Oct 160.000.05$0.03166.7%10.02--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 162.252.85$2.5523.5%800.83656
$45.00Nov 202.202.60$2.4016.7%530.51715
$45.00Oct 160.000.45$0.23195.7%390.66541
$55.00Nov 209.9010.70$10.307.8%110.94--
$40.00Nov 200.500.85$0.6851.5%50.19--

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 593.6%, max 593.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Oct 16Nov 20293.2%42.3%593.6%47191
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Oct 16Nov 20293.2%42.3%593.6%921.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 11.50, avg 7.62)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$50.00Nov 20$0.55$1.95$0.5532%3.55$48.05
$45.00$47.50Nov 20$1.00$1.50$1.0049%1.50$46.00
$47.50$52.50Oct 16$0.22$4.78$0.2217%21.73$47.72
$50.00$55.00Nov 20$0.42$4.58$0.4219%10.90$50.42
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.20$2.30$0.2066%11.50$44.80
$45.00$42.50Nov 20$1.07$1.43$1.0751%1.34$43.93
$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. 5 found (best R:R 0.09, avg 0.29)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$55.00Nov 20$0.42$0.42$4.5881%0.09$50.42
$47.50$52.50Oct 16$0.22$0.22$4.7883%0.05$47.72
$45.00$47.50Nov 20$1.00$1.00$1.5051%0.67$46.00
$47.50$50.00Nov 20$0.55$0.55$1.9568%0.28$48.05
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. 2 found (avg debit $2.02, cheapest $1.87)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Oct 16Nov 20$1.87293.2%42.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Oct 16Nov 20$2.17293.2%42.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 1.03% of stock, avg 5.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Oct 16$0.23$0.23$0.46$44.54$45.461.03%
$47.50Oct 16$0.25$2.55$2.80$44.70$50.306.25%
$45.00Nov 20$2.10$2.40$4.50$40.50$49.5010.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 1.12% of stock, avg 3.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$47.50$40.00Oct 16$0.25$0.25$0.50$39.50$48.00
$45.00$40.00Oct 16$0.23$0.25$0.48$39.52$45.48
$55.00$40.00Nov 20$0.13$0.68$0.81$39.19$55.81
$50.00$40.00Nov 20$0.55$0.68$1.23$38.77$51.23
$55.00$42.50Nov 20$0.13$1.33$1.46$41.04$56.46
$47.50$40.00Nov 20$1.10$0.68$1.78$38.22$49.28
$50.00$42.50Nov 20$0.55$1.33$1.88$40.62$51.88
$47.50$42.50Nov 20$1.10$1.33$2.43$40.07$49.93
$45.00$40.00Nov 20$2.10$0.68$2.78$37.22$47.78
$45.00$42.50Nov 20$2.10$1.33$3.43$39.07$48.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.92, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4248/50Nov 20$1.20$1.3034%0.92$41.30$48.70
40/4250/55Nov 20$1.07$3.9348%0.27$41.43$51.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 4.95, cheapest $0.42)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Nov 20$0.45$2.0530%4.56
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Oct 16$0.42$2.0854%4.95
$40.00$42.50$45.00Nov 20$0.42$2.0831%4.95
$42.50$45.00$47.50Oct 16$2.12$0.3878%0.18

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.20, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Nov 20-$0.10$2.40
$47.50$50.001:2Nov 20$0.00$2.50
$45.00$47.501:2Oct 16-$0.27$2.23
$50.00$55.001:2Nov 20$0.29$4.71
$47.50$52.501:2Oct 16$0.19$4.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.20$2.30
$45.00$42.501:2Nov 20-$0.26$2.24
$42.50$40.001:2Nov 20-$0.03$2.47
$42.50$40.001:2Oct 16-$0.47$2.03
$55.00$45.001:2Nov 20$5.50$4.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 4.24%, avg 2.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Nov 20$1.900.490.5%4.24%4.69%461
$47.50Nov 20$0.900.326.0%2.01%8.04%1--
$50.00Nov 20$0.400.1911.6%0.89%12.50%1--

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 112
Total Puts 290
Put/Call Ratio 2.59
Net Difference -178

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,734
Total Puts 7,866
Average Put/Call Ratio 3.58
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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