Tour v528
JEF
JEFFERIES FINL GROUP
$47.43 +2.57%
◀ 9/25 14:06 ▶

Option Volume

Detail
ℹ
Current (09/25 2:05pm) 326
Calls: 149 (46%)
Puts: 177 (54%)
Prior (06/24) 1,536
Calls: 579 (38%)
Puts: 957 (62%)
Current vs Prior -78.78%
Calls: -74.27% (Calls)
Puts: -81.50% (Puts)
Prior 7-Day Total 20,042
Calls: 2,758 (14%)
Puts: 17,284 (86%)
Prior 7-Day Average 5,010
Calls: 394 (14%)
Puts: 2,469 (86%)
Current vs Prior 7-Day Avg -93.49%
Calls: -62.18%
Puts: -92.83%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/25 2:05pm) $39.8K
Calls: $24.3K (61%)
Puts: $15.5K (39%)
Prior (06/24) $376.1K
Calls: $196.9K (52%)
Puts: $179.2K (48%)
Current vs Prior -89.43%
Calls: -87.68%
Puts: -91.35%
Prior 7-Day Total $3.41M
Calls: $640.9K (19%)
Puts: $2.77M (81%)
Prior 7-Day Average $853.6K
Calls: $91.6K (19%)
Puts: $396.2K (81%)
Current vs Prior 7-Day Avg -95.34%
Calls: -73.51%
Puts: -96.09%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 2:05pm) 1.19
Prior (06/24) 1.65
Current vs Prior -28.13%
Prior 7-Day Average 2.75
Current vs Prior 7-Day Avg -56.80%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/25 2:05pm) 32,677
Calls: 10,211 (31%)
Puts: 22,466 (69%)
Prior (06/24) 43,871
Calls: 19,016 (43%)
Puts: 24,855 (57%)
Current vs Prior -25.52%
Prior 7-Day Total 237,438
Calls: 130,409 (55%)
Puts: 107,029 (45%)
Prior 7-Day Average 59,359
Calls: 32,602 (55%)
Puts: 26,757 (45%)
Current vs Prior 7-Day Avg -44.95%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 9.38% | 13.92%
Prior 10.63% | 14.40%
Current vs Prior -11.76% | -3.34%
Prior 7-Day Avg 12.90% | 17.80%
Current vs 7-Day Avg -27.25% | -21.83%
Prior 7-Day Eod 10.63% | 14.40%
Current vs 7-Day Eod -11.76% | -3.34%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 22.52% | 17.80%
Calls: 27.27% | 9.52%
Puts: 17.78% | 26.09%
Prior 9.24% | 18.21%
Calls: 8.96% | 15.73%
Puts: 9.52% | 20.69%
Current vs Prior +143.72% | -2.25%
Prior 7-Day Avg 12.12% | 21.89%
Calls: 12.12% | 16.78%
Puts: 12.11% | 26.99%
Current vs 7-Day Avg +85.86% | -18.68%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($24.3K). Light premium activity with dollar volume down 89% vs prior. Below-average activity with volume down 79% vs prior. Slightly bearish P/C ratio of 1.19.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 7 found (avg delta 0.78, highest 0.96)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 163.404.10$3.7518.7%40.6923
$47.50Oct 161.902.50$2.2027.3%80.5156
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 1612.4013.80$13.1010.7%--0.9611
$57.50Oct 169.9011.30$10.6013.2%--0.9211
$55.00Oct 167.608.70$8.1513.5%--0.9083
$52.50Oct 165.306.50$5.9020.3%--0.82152
$50.00Oct 163.504.40$3.9522.8%10.6731

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 195, top 50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 161.902.50$2.2027.3%80.5156
$50.00Oct 160.851.35$1.1045.5%50.33118
$45.00Oct 163.404.10$3.7518.7%40.6923
$55.00Oct 160.100.35$0.22113.6%30.10464
$60.00Oct 160.000.20$0.10200.0%30.0440
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.50Oct 160.050.10$0.0862.5%500.0384
$40.00Oct 160.200.25$0.2321.7%500.08149
$42.50Oct 160.500.65$0.5726.3%460.17191
$47.50Oct 162.052.45$2.2517.8%180.491.0K
$45.00Oct 161.051.40$1.2328.5%60.31323

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. 9 found (best R:R 9.87, avg 7.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$52.50$55.00Oct 16$0.23$2.27$0.2318%9.87$52.73
$57.50$60.00Oct 16$0.10$2.40$0.108%24.00$57.60
$45.00$47.50Oct 16$1.55$0.95$1.5569%0.61$46.55
$47.50$50.00Oct 16$1.10$1.40$1.1051%1.27$48.60
$50.00$52.50Oct 16$0.65$1.85$0.6533%2.85$50.65
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Oct 16$1.02$1.48$1.0249%1.45$46.48
$40.00$37.50Oct 16$0.15$2.35$0.158%15.67$39.85
$42.50$40.00Oct 16$0.34$2.16$0.3417%6.35$42.16
$45.00$42.50Oct 16$0.66$1.84$0.6631%2.79$44.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.36, avg 0.27)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$52.50Oct 16$0.65$0.65$1.8567%0.35$50.65
$47.50$50.00Oct 16$1.10$1.10$1.4049%0.79$48.60
$57.50$60.00Oct 16$0.10$0.10$2.4092%0.04$57.60
$52.50$55.00Oct 16$0.23$0.23$2.2782%0.10$52.73
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.66$0.66$1.8469%0.36$44.34
$42.50$40.00Oct 16$0.34$0.34$2.1683%0.16$42.16
$40.00$37.50Oct 16$0.15$0.15$2.3592%0.06$39.85

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 9.38% of stock, avg 10.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Oct 16$2.20$2.25$4.45$43.05$51.959.38%
$45.00Oct 16$3.75$1.23$4.98$40.02$49.9810.50%
$50.00Oct 16$1.10$3.95$5.05$44.95$55.0510.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.91% of stock, avg 2.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$40.00Oct 16$0.20$0.23$0.43$39.57$57.93
$55.00$40.00Oct 16$0.22$0.23$0.45$39.55$55.45
$57.50$35.00Oct 16$0.20$0.25$0.45$34.55$57.95
$55.00$35.00Oct 16$0.22$0.25$0.47$34.53$55.47
$52.50$40.00Oct 16$0.45$0.23$0.68$39.32$53.18
$52.50$35.00Oct 16$0.45$0.25$0.70$34.30$53.20
$57.50$42.50Oct 16$0.20$0.57$0.77$41.73$58.27
$55.00$42.50Oct 16$0.22$0.57$0.79$41.71$55.79
$52.50$42.50Oct 16$0.45$0.57$1.02$41.48$53.52
$50.00$40.00Oct 16$1.10$0.23$1.33$38.67$51.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.11, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4058/60Oct 16$0.25$2.2584%0.11$39.75$57.75
40/4258/60Oct 16$0.44$2.0675%0.21$42.06$57.94
42/4558/60Oct 16$0.76$1.7461%0.44$44.24$58.26
38/4050/52Oct 16$0.80$1.7059%0.47$39.20$50.80
38/4052/55Oct 16$0.38$2.1274%0.18$39.62$52.88
40/4250/52Oct 16$0.99$1.5149%0.66$41.51$50.99
40/4252/55Oct 16$0.57$1.9365%0.30$41.93$53.07
42/4550/52Oct 16$1.31$1.1935%1.10$43.69$51.31
42/4552/55Oct 16$0.89$1.6151%0.55$44.11$53.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 9.00, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Oct 16$0.45$2.0535%4.56
$47.50$50.00$52.50Oct 16$0.45$2.0534%4.56
$50.00$52.50$55.00Oct 16$0.42$2.0824%4.95
$52.50$55.00$57.50Oct 16$0.21$2.2910%10.90
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$47.50$50.00$52.50Oct 16$0.25$2.2534%9.00
$42.50$45.00$47.50Oct 16$0.36$2.1431%5.94
$50.00$52.50$55.00Oct 16$0.30$2.2024%7.33
$55.00$57.50$60.00Oct 16$0.05$2.456%49.00
$40.00$42.50$45.00Oct 16$0.32$2.1824%6.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $--, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$50.001:2Oct 16$0.00$2.50
$45.00$47.501:2Oct 16-$0.65$1.85
$57.50$60.001:2Oct 16$0.00$2.50
$55.00$57.501:2Oct 16-$0.18$2.32
$50.00$52.501:2Oct 16$0.20$2.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.55$1.95
$47.50$45.001:2Oct 16-$0.21$2.29
$52.50$50.001:2Oct 16-$2.00$0.50
$37.50$35.001:2Oct 16-$0.42$2.08
$45.00$42.501:2Oct 16$0.09$2.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.01%, avg 1.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$1.900.510.1%4.01%4.15%856
$50.00Oct 16$0.850.335.4%1.79%7.21%5118
$52.50Oct 16$0.250.1810.7%0.53%11.22%--48
$55.00Oct 16$0.100.1016.0%0.21%16.17%3464

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 149
Total Puts 177
Put/Call Ratio 1.19
Net Difference -28

Prior's Put/Call Breakdown

Total Calls 579
Total Puts 957
Put/Call Ratio 1.65
Net Difference -378

Prior 7-Day Put/Call Summary

Total Calls 2,758
Total Puts 17,284
Average Put/Call Ratio 2.75
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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