Tour v528
JEF
JEFFERIES FINL GROUP
$47.42 -0.56%
◀ 9/28 14:10

Option Volume

Detail
ℹ
Current (09/28 2:10pm) 2,450
Calls: 1,315 (54%)
Puts: 1,135 (46%)
Prior (09/25) 326
Calls: 149 (46%)
Puts: 177 (54%)
Current vs Prior +651.53%
Calls: +782.55% (Calls)
Puts: +541.24% (Puts)
Prior 7-Day Total 20,368
Calls: 2,907 (14%)
Puts: 17,461 (86%)
Prior 7-Day Average 4,073
Calls: 415 (14%)
Puts: 2,494 (86%)
Current vs Prior 7-Day Avg -39.86%
Calls: +216.65%
Puts: -54.50%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/28 2:10pm) $177.2K
Calls: $125.9K (71%)
Puts: $51.2K (29%)
Prior (09/25) $39.8K
Calls: $24.3K (61%)
Puts: $15.5K (39%)
Current vs Prior +345.60%
Calls: +419.16%
Puts: +230.53%
Prior 7-Day Total $3.45M
Calls: $665.2K (19%)
Puts: $2.79M (81%)
Prior 7-Day Average $690.8K
Calls: $95.0K (19%)
Puts: $398.4K (81%)
Current vs Prior 7-Day Avg -74.35%
Calls: +32.50%
Puts: -87.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/28 2:10pm) 0.86
Prior (09/25) 1.19
Current vs Prior -27.34%
Prior 7-Day Average 2.44
Current vs Prior 7-Day Avg -64.59%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/28 2:10pm) 32,962
Calls: 10,422 (32%)
Puts: 22,540 (68%)
Prior (09/25) 32,677
Calls: 10,211 (31%)
Puts: 22,466 (69%)
Current vs Prior +0.87%
Prior 7-Day Total 270,115
Calls: 140,620 (52%)
Puts: 129,495 (48%)
Prior 7-Day Average 54,023
Calls: 28,124 (52%)
Puts: 25,899 (48%)
Current vs Prior 7-Day Avg -38.99%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 8.98% | 13.56%
Prior 11.65% | 17.00%
Current vs Prior -22.92% | -20.24%
Prior 7-Day Avg 12.19% | 17.02%
Current vs 7-Day Avg -26.32% | -20.35%
Prior 7-Day Eod 11.65% | 17.00%
Current vs 7-Day Eod -22.92% | -20.24%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.78% | 17.89%
Calls: 16.43% | 18.75%
Puts: 21.13% | 17.03%
Prior 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs Prior +114.14% | -37.77%
Prior 7-Day Avg 11.28% | 23.61%
Calls: 11.66% | 22.42%
Puts: 10.90% | 24.79%
Current vs 7-Day Avg +66.49% | -24.21%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($125.9K). Massive premium surge with dollar volume up 346% vs prior. Unusually high activity with volume up 652% vs prior - elevated interest. P/C ratio dropping 27% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:10BULLISHBULLISHBULLISH
14:05BULLISHBEARISHBEARISH

📈 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. 1 found (avg $0.55, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Oct 160.500.60$0.5518.2%310.2048
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 6 found (avg delta 0.75, highest 0.91)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 163.403.90$3.6513.7%40.6927
$47.50Oct 161.952.30$2.1316.4%450.5282
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 1611.5013.30$12.4014.5%--0.9111
$55.00Oct 167.008.20$7.6015.8%--0.8983
$52.50Oct 164.906.00$5.4520.2%--0.80152
$50.00Oct 163.503.90$3.7010.8%120.6631

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 2.2K, top 561)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 160.951.25$1.1027.3%5610.34195
$57.50Oct 160.050.20$0.13115.4%4210.0640
$47.50Oct 161.952.30$2.1316.4%450.5282
$60.00Oct 160.000.25$0.13192.3%360.0540
$52.50Oct 160.500.60$0.5518.2%310.2048
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 160.400.60$0.5040.0%4830.16193
$35.00Oct 160.000.30$0.15200.0%4290.0411
$45.00Oct 161.051.25$1.1517.4%590.31324
$37.50Oct 160.050.10$0.0862.5%460.03120
$40.00Oct 160.200.40$0.3066.7%290.09155

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. 10 found (best R:R 11.50, avg 5.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Oct 16$1.52$0.98$1.5269%0.64$46.52
$55.00$57.50Oct 16$0.12$2.38$0.1210%19.83$55.12
$50.00$52.50Oct 16$0.55$1.95$0.5534%3.55$50.55
$47.50$50.00Oct 16$1.03$1.47$1.0352%1.43$48.53
$52.50$55.00Oct 16$0.30$2.20$0.3020%7.33$52.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$40.00Oct 16$0.20$2.30$0.2016%11.50$42.30
$47.50$45.00Oct 16$0.98$1.52$0.9848%1.55$46.52
$50.00$47.50Oct 16$1.57$0.93$1.5766%0.59$48.43
$40.00$37.50Oct 16$0.22$2.28$0.229%10.36$39.78
$45.00$42.50Oct 16$0.65$1.85$0.6531%2.85$44.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.35, avg 0.24)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$55.00Oct 16$0.30$0.30$2.2080%0.14$52.80
$47.50$50.00Oct 16$1.03$1.03$1.4748%0.70$48.53
$50.00$52.50Oct 16$0.55$0.55$1.9566%0.28$50.55
$55.00$57.50Oct 16$0.12$0.12$2.3890%0.05$55.12
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.65$0.65$1.8569%0.35$44.35
$40.00$37.50Oct 16$0.22$0.22$2.2891%0.10$39.78
$42.50$40.00Oct 16$0.20$0.20$2.3084%0.09$42.30

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 8.98% of stock, avg 9.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Oct 16$2.13$2.13$4.26$43.24$51.768.98%
$45.00Oct 16$3.65$1.15$4.80$40.20$49.8010.12%
$50.00Oct 16$1.10$3.70$4.80$45.20$54.8010.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.91% of stock, avg 3.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$40.00Oct 16$0.13$0.30$0.43$39.57$57.93
$55.00$40.00Oct 16$0.25$0.30$0.55$39.45$55.55
$57.50$42.50Oct 16$0.13$0.50$0.63$41.87$58.13
$55.00$42.50Oct 16$0.25$0.50$0.75$41.75$55.75
$52.50$40.00Oct 16$0.55$0.30$0.85$39.15$53.35
$52.50$42.50Oct 16$0.55$0.50$1.05$41.45$53.55
$57.50$45.00Oct 16$0.13$1.15$1.28$43.72$58.78
$55.00$45.00Oct 16$0.25$1.15$1.40$43.60$56.40
$50.00$40.00Oct 16$1.10$0.30$1.40$38.60$51.40
$52.50$45.00Oct 16$0.55$1.15$1.70$43.30$54.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.16, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4055/58Oct 16$0.34$2.1680%0.16$39.66$55.34
38/4052/55Oct 16$0.52$1.9871%0.26$39.48$53.02
42/4555/58Oct 16$0.77$1.7359%0.45$44.23$55.77
38/4050/52Oct 16$0.77$1.7357%0.45$39.23$50.77
42/4552/55Oct 16$0.95$1.5550%0.61$44.05$53.45
40/4255/58Oct 16$0.32$2.1874%0.15$42.18$55.32
40/4252/55Oct 16$0.50$2.0064%0.25$42.00$53.00
42/4550/52Oct 16$1.20$1.3036%0.92$43.80$51.20
40/4250/52Oct 16$0.75$1.7550%0.43$41.75$50.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 12.89, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Oct 16$0.25$2.2523%9.00
$45.00$47.50$50.00Oct 16$0.49$2.0136%4.10
$52.50$55.00$57.50Oct 16$0.18$2.3214%12.89
$47.50$50.00$52.50Oct 16$0.48$2.0232%4.21
$55.00$57.50$60.00Oct 16$0.12$2.385%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$47.50$50.00$52.50Oct 16$0.18$2.3232%12.89
$42.50$45.00$47.50Oct 16$0.33$2.1732%6.58
$45.00$47.50$50.00Oct 16$0.59$1.9136%3.24
$50.00$52.50$55.00Oct 16$0.40$2.1022%5.25
$40.00$42.50$45.00Oct 16$0.45$2.0521%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-2.80, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Oct 16-$0.61$1.89
$47.50$50.001:2Oct 16-$0.07$2.43
$50.00$52.501:2Oct 16$0.00$2.50
$55.00$57.501:2Oct 16-$0.01$2.49
$57.50$60.001:2Oct 16-$0.13$2.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Oct 16-$2.80$2.20
$50.00$47.501:2Oct 16-$0.56$1.94
$47.50$45.001:2Oct 16-$0.17$2.33
$42.50$40.001:2Oct 16-$0.10$2.40
$52.50$50.001:2Oct 16-$1.95$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.11%, avg 1.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Oct 16$1.950.520.2%4.11%4.28%4582
$50.00Oct 16$0.950.345.4%2.00%7.44%561195
$52.50Oct 16$0.500.2010.7%1.05%11.77%3148
$55.00Oct 16$0.200.1016.0%0.42%16.41%28463

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 1,315
Total Puts 1,135
Put/Call Ratio 0.86
Net Difference 180

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,907
Total Puts 17,461
Average Put/Call Ratio 2.44
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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