Tour v472
JEF
JEFFERIES FINL GROUP
$55.09 -0.02%
7/30 18:56

Option Volume

Detail
Current (07/30) 2,139
Calls: 26 (1%)
Puts: 2,113 (99%)
Prior (07/29) 274
Calls: 63 (23%)
Puts: 211 (77%)
Current vs Prior +680.66%
Calls: -58.73% (Calls)
Puts: +901.42% (Puts)
Prior 7-Day Total 4,794
Calls: 745 (16%)
Puts: 4,049 (84%)
Prior 7-Day Average 684
Calls: 106 (16%)
Puts: 578 (84%)
Current vs Prior 7-Day Avg +212.33%
Calls: -75.57%
Puts: +265.30%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $284.0K
Calls: $5.0K (2%)
Puts: $279.0K (98%)
Prior (07/29) $68.1K
Calls: $26.7K (39%)
Puts: $41.5K (61%)
Current vs Prior +316.98%
Calls: -81.13%
Puts: +573.01%
Prior 7-Day Total $816.6K
Calls: $241.7K (30%)
Puts: $574.9K (70%)
Prior 7-Day Average $116.7K
Calls: $34.5K (30%)
Puts: $82.1K (70%)
Current vs Prior 7-Day Avg +143.47%
Calls: -85.42%
Puts: +239.68%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 81.27
Prior (07/29) 3.35
Current vs Prior +2326.52%
Prior 7-Day Average 2.69
Current vs Prior 7-Day Avg +2925.56%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 5,464
Calls: 418 (8%)
Puts: 5,046 (92%)
Prior (07/29) 1,993
Calls: 669 (34%)
Puts: 1,324 (66%)
Current vs Prior +174.16%
Prior 7-Day Total 35,887
Calls: 8,979 (25%)
Puts: 26,908 (75%)
Prior 7-Day Average 5,126
Calls: 1,282 (25%)
Puts: 3,844 (75%)
Current vs Prior 7-Day Avg +6.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 10.80% | 14.88%
Prior 11.47% | 14.61%
Current vs Prior -5.84% | +1.88%
Prior 7-Day Avg 11.55% | 14.84%
Current vs 7-Day Avg -6.50% | +0.28%
Prior 7-Day Eod 11.47% | 14.61%
Current vs 7-Day Eod -5.84% | +1.88%
Sentiment BULLISH

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

Strong bearish conviction with 98% of dollar volume in puts ($279.0K) vs calls ($5.0K). Massive premium surge with dollar volume up 317% vs prior. Dollar volume significantly above 7-day average (143% higher). Unusually high activity with volume up 681% vs prior - elevated interest.

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. 2 found (avg delta 0.82, highest 0.94)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 213.604.30$3.9517.7%20.69--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 219.5010.50$10.0010.0%10.94--

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 26, top 10)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 210.000.25$0.13192.3%100.06--
$52.50Aug 213.604.30$3.9517.7%20.69--
$60.00Aug 210.400.75$0.5761.4%20.20--
$57.50Aug 210.901.45$1.1846.6%10.34--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.050.75$0.40175.0%100.09127
$65.00Aug 219.5010.50$10.0010.0%10.94--

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. 4 found (best R:R 10.36, avg 3.84)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$65.00Aug 21$0.44$4.56$0.4410.36$60.44
$57.50$60.00Aug 21$0.61$1.89$0.613.10$58.11
$52.50$57.50Aug 21$2.77$2.23$2.770.81$55.27
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$45.00Aug 21$9.60$10.40$9.601.08$55.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 1.24, avg 0.65)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$57.50Aug 21$2.77$2.77$2.231.24$55.27
$57.50$60.00Aug 21$0.61$0.61$1.890.32$58.11
$60.00$65.00Aug 21$0.44$0.44$4.560.10$60.44
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$45.00Aug 21$9.60$9.60$10.400.92$55.40

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. 1 found (cheapest 18.39% of stock, avg 18.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$65.00Aug 21$0.13$10.00$10.13$54.87$75.1318.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 0.96% of stock, avg 1.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$45.00Aug 21$0.13$0.40$0.53$44.47$65.53
$60.00$45.00Aug 21$0.57$0.40$0.97$44.03$60.97
$57.50$45.00Aug 21$1.18$0.40$1.58$43.42$59.08

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. -- found (best R:R --, cheapest $--)

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $9.20, -- credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Aug 21$0.31$4.69
$52.50$57.501:2Aug 21$1.59$3.41
$57.50$60.001:2Aug 21$0.04$2.46
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$65.00$45.001:2Aug 21$9.20$10.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.63%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Aug 21$0.900.344.4%1.63%6.01%1--
$60.00Aug 21$0.400.208.9%0.73%9.64%2--

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 26
Total Puts 2,113
Put/Call Ratio 81.27
Net Difference -2,087

Prior's Put/Call Breakdown

Total Calls 63
Total Puts 211
Put/Call Ratio 3.35
Net Difference -148

Prior 7-Day Put/Call Summary

Total Calls 745
Total Puts 4,049
Average Put/Call Ratio 2.69
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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