Tour v346
JEF
JEFFERIES FINL GROUP
$54.87 -1.67%
$55.20 (+0.61%)🌙
as of 07/17 06:44 PM
7/17 18:44

Option Volume

Detail
Current (07/17) 912
Calls: 474 (52%)
Puts: 438 (48%)
Prior (07/16) 707
Calls: 213 (30%)
Puts: 494 (70%)
Current vs Prior +29.00%
Calls: +122.54% (Calls)
Puts: -11.34% (Puts)
Prior 7-Day Total 5,730
Calls: 2,041 (36%)
Puts: 3,689 (64%)
Prior 7-Day Average 818
Calls: 291 (36%)
Puts: 527 (64%)
Current vs Prior 7-Day Avg +11.41%
Calls: +62.57%
Puts: -16.89%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $250.2K
Calls: $166.9K (67%)
Puts: $83.3K (33%)
Prior (07/16) $218.7K
Calls: $117.8K (54%)
Puts: $100.9K (46%)
Current vs Prior +14.40%
Calls: +41.65%
Puts: -17.43%
Prior 7-Day Total $1.46M
Calls: $886.4K (61%)
Puts: $577.0K (39%)
Prior 7-Day Average $209.1K
Calls: $126.6K (61%)
Puts: $82.4K (39%)
Current vs Prior 7-Day Avg +19.67%
Calls: +31.79%
Puts: +1.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.92
Prior (07/16) 2.32
Current vs Prior -60.16%
Prior 7-Day Average 2.32
Current vs Prior 7-Day Avg -60.12%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 7,540
Calls: 3,300 (44%)
Puts: 4,240 (56%)
Prior (07/16) 8,071
Calls: 6,056 (75%)
Puts: 2,015 (25%)
Current vs Prior -6.58%
Prior 7-Day Total 46,382
Calls: 27,287 (59%)
Puts: 19,095 (41%)
Prior 7-Day Average 6,626
Calls: 3,898 (59%)
Puts: 2,727 (41%)
Current vs Prior 7-Day Avg +13.79%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.61% | 12.94%5.61% | 12.94%
Prior 5.39% | 12.78%5.39% | 12.78%
Current vs Prior +139.88% | +25.51%+4.06% | +1.27%
Prior 7-Day Avg 7.25% | 13.42%7.25% | 13.42%
Current vs 7-Day Avg +78.38% | +19.47%-22.62% | -3.61%
Prior 7-Day Eod 5.39% | 12.78%5.39% | 12.78%
Current vs 7-Day Eod +139.88% | +25.51%+4.06% | +1.27%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Prior 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($166.9K). P/C ratio dropping 60% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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. 9 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 173.705.60$4.6540.9%10.981.7K
$52.50Jul 172.102.85$2.4830.2%400.94--
$45.00Aug 219.2011.10$10.1518.7%60.9213
$45.00Jul 178.7010.70$9.7020.6%10.91--
$55.00Aug 212.502.90$2.7014.8%500.50127
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 172.053.20$2.6343.7%61.00218
$60.00Jul 174.705.60$5.1517.5%1011.00103
$62.50Jul 176.808.10$7.4517.4%11.00--
$55.00Jul 170.001.20$0.60200.0%2040.65720

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 704, top 204)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 210.200.50$0.3585.7%1230.11--
$55.00Aug 212.502.90$2.7014.8%500.50127
$52.50Jul 172.102.85$2.4830.2%400.94--
$60.00Aug 210.801.15$0.9835.7%370.25266
$55.00Jul 170.000.25$0.13192.3%240.49255
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 170.001.20$0.60200.0%2040.65720
$60.00Jul 174.705.60$5.1517.5%1011.00103
$50.00Aug 210.901.20$1.0528.6%320.23146
$52.50Aug 211.652.00$1.8319.1%110.3695
$55.00Aug 212.803.10$2.9510.2%100.49216

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 1480.3%, max 4189.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 17Aug 212082.1%48.5%4189.9%713
$62.50Jul 17Aug 21817.8%41.3%1878.2%31--
$60.00Jul 17Aug 21592.8%41.4%1330.4%38266
$55.00Jul 17Aug 2179.3%43.0%84.2%74382
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Jul 17Aug 21934.4%45.2%1969.2%3--
$50.00Jul 17Aug 21644.9%42.7%1411.2%35615
$52.50Jul 17Aug 21411.9%41.4%894.9%1395
$55.00Jul 17Aug 2179.3%43.0%84.2%214936

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 49.00, avg 8.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$60.00Jul 17$0.10$4.90$0.1049.00$55.10
$62.50$65.00Aug 21$0.20$2.30$0.2011.50$62.70
$60.00$62.50Aug 21$0.43$2.07$0.434.81$60.43
$57.50$60.00Aug 21$0.72$1.78$0.722.47$58.22
$55.00$57.50Aug 21$1.00$1.50$1.001.50$56.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.50$45.00Aug 21$0.25$2.25$0.259.00$47.25
$50.00$47.50Aug 21$0.45$2.05$0.454.56$49.55
$55.00$52.50Jul 17$0.55$1.95$0.553.55$54.45
$52.50$50.00Aug 21$0.78$1.72$0.782.21$51.72
$55.00$52.50Aug 21$1.12$1.38$1.121.23$53.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 15.67, avg 2.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$55.00Jul 17$2.35$2.35$0.1515.67$54.85
$50.00$52.50Jul 17$2.17$2.17$0.336.58$52.17
$45.00$55.00Aug 21$7.45$7.45$2.552.92$52.45
$55.00$57.50Aug 21$1.00$1.00$1.500.67$56.00
$57.50$60.00Aug 21$0.72$0.72$1.780.40$58.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.50$60.00Jul 17$2.30$2.30$0.2011.50$60.20
$57.50$55.00Jul 17$2.03$2.03$0.474.32$55.47
$55.00$52.50Aug 21$1.12$1.12$1.380.81$53.88
$52.50$50.00Aug 21$0.78$0.78$1.720.45$51.72
$55.00$52.50Jul 17$0.55$0.55$1.950.28$54.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.28, cheapest $0.45)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$0.452082.1%48.5%
$62.50Jul 17Aug 21$0.52817.8%41.3%
$60.00Jul 17Aug 21$0.95592.8%41.4%
$55.00Jul 17Aug 21$2.5779.3%43.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Jul 17Aug 21$0.57934.4%45.2%
$50.00Jul 17Aug 21$1.02644.9%42.7%
$52.50Jul 17Aug 21$1.78411.9%41.4%
$55.00Jul 17Aug 21$2.3579.3%43.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 1.33% of stock, avg 9.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Jul 17$0.13$0.60$0.73$54.27$55.731.33%
$52.50Jul 17$2.48$0.05$2.53$49.97$55.034.61%
$50.00Jul 17$4.65$0.03$4.68$45.32$54.688.53%
$60.00Jul 17$0.03$5.15$5.18$54.82$65.189.44%
$55.00Aug 21$2.70$2.95$5.65$49.35$60.6510.30%
$62.50Jul 17$0.03$7.45$7.48$55.02$69.9813.63%
$45.00Aug 21$10.15$0.35$10.50$34.50$55.5019.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.33% of stock, avg 3.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$52.50Jul 17$0.13$0.05$0.18$52.32$55.18
$65.00$45.00Aug 21$0.35$0.35$0.70$44.30$65.70
$62.50$45.00Aug 21$0.55$0.35$0.90$44.10$63.40
$65.00$47.50Aug 21$0.35$0.60$0.95$46.55$65.95
$62.50$47.50Aug 21$0.55$0.60$1.15$46.35$63.65
$60.00$45.00Aug 21$0.98$0.35$1.33$43.67$61.33
$65.00$50.00Aug 21$0.35$1.05$1.40$48.60$66.40
$60.00$47.50Aug 21$0.98$0.60$1.58$45.92$61.58
$62.50$50.00Aug 21$0.55$1.05$1.60$48.40$64.10
$60.00$50.00Aug 21$0.98$1.05$2.03$47.97$62.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 2.79, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5558/60Aug 21$1.84$0.662.79$53.16$59.34
50/5255/58Aug 21$1.78$0.722.47$50.72$56.78
52/5560/62Aug 21$1.55$0.951.63$53.45$61.55
50/5258/60Aug 21$1.50$1.001.50$51.00$59.00
48/5055/58Aug 21$1.45$1.051.38$48.55$56.45
52/5562/65Aug 21$1.32$1.181.12$53.68$63.82
45/4855/58Aug 21$1.25$1.251.00$46.25$56.25
50/5260/62Aug 21$1.21$1.290.94$51.29$61.21
48/5058/60Aug 21$1.17$1.330.88$48.83$58.67
50/5262/65Aug 21$0.98$1.520.64$51.52$63.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 11.50, cheapest $0.20)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Aug 21$0.23$2.279.87
$55.00$57.50$60.00Aug 21$0.28$2.227.93
$57.50$60.00$62.50Aug 21$0.29$2.217.62
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$45.00$47.50$50.00Aug 21$0.20$2.3011.50
$47.50$50.00$52.50Aug 21$0.33$2.176.58
$50.00$52.50$55.00Aug 21$0.34$2.166.35
$55.00$57.50$60.00Jul 17$0.49$2.014.10
$50.00$52.50$55.00Jul 17$0.53$1.973.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.01, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Jul 17-$0.03$2.47
$60.00$62.501:2Aug 21-$0.12$2.38
$62.50$65.001:2Aug 21-$0.15$2.35
$57.50$60.001:2Aug 21-$0.26$2.24
$50.00$52.501:2Jul 17-$0.31$2.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Jul 17-$0.01$2.49
$50.00$47.501:2Jul 17-$0.03$2.47
$47.50$45.001:2Aug 21-$0.10$2.40
$60.00$57.501:2Jul 17-$0.11$2.39
$50.00$47.501:2Aug 21-$0.15$2.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 4.56%, avg 1.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Aug 21$2.500.500.2%4.56%4.79%50127
$57.50Aug 21$1.550.374.8%2.82%7.62%16--
$60.00Aug 21$0.800.259.3%1.46%10.81%37266
$62.50Aug 21$0.400.1613.9%0.73%14.63%21--
$65.00Aug 21$0.200.1118.5%0.36%18.83%123--

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 474
Total Puts 438
Put/Call Ratio 0.92
Net Difference 36

Prior's Put/Call Breakdown

Total Calls 213
Total Puts 494
Put/Call Ratio 2.32
Net Difference -281

Prior 7-Day Put/Call Summary

Total Calls 2,041
Total Puts 3,689
Average Put/Call Ratio 2.32
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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