Tour v477
JEF
JEFFERIES FINL GROUP
$54.60 -0.89%
7/31 18:46

Option Volume

Detail
Current (07/31) 3,181
Calls: 92 (3%)
Puts: 3,089 (97%)
Prior (07/30) 2,139
Calls: 26 (1%)
Puts: 2,113 (99%)
Current vs Prior +48.71%
Calls: +253.85% (Calls)
Puts: +46.19% (Puts)
Prior 7-Day Total 4,285
Calls: 531 (12%)
Puts: 3,754 (88%)
Prior 7-Day Average 612
Calls: 75 (12%)
Puts: 536 (88%)
Current vs Prior 7-Day Avg +419.65%
Calls: +21.28%
Puts: +476.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $422.4K
Calls: $21.3K (5%)
Puts: $401.2K (95%)
Prior (07/30) $284.0K
Calls: $5.0K (2%)
Puts: $279.0K (98%)
Current vs Prior +48.72%
Calls: +322.44%
Puts: +43.78%
Prior 7-Day Total $696.3K
Calls: $164.5K (24%)
Puts: $531.8K (76%)
Prior 7-Day Average $99.5K
Calls: $23.5K (24%)
Puts: $76.0K (76%)
Current vs Prior 7-Day Avg +324.66%
Calls: -9.55%
Puts: +428.04%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 33.58
Prior (07/30) 81.27
Current vs Prior -58.69%
Prior 7-Day Average 2.69
Current vs Prior 7-Day Avg +1150.00%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 10,002
Calls: 2,125 (21%)
Puts: 7,877 (79%)
Prior (07/30) 5,464
Calls: 418 (8%)
Puts: 5,046 (92%)
Current vs Prior +83.05%
Prior 7-Day Total 32,869
Calls: 7,854 (24%)
Puts: 25,015 (76%)
Prior 7-Day Average 4,695
Calls: 1,122 (24%)
Puts: 3,573 (76%)
Current vs Prior 7-Day Avg +113.01%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 10.13% | 13.55%
Prior 10.80% | 14.88%
Current vs Prior -6.22% | -8.95%
Prior 7-Day Avg 11.36% | 14.80%
Current vs 7-Day Avg -10.82% | -8.45%
Prior 7-Day Eod 10.80% | 14.88%
Current vs 7-Day Eod -6.22% | -8.95%
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 95% of dollar volume in puts ($401.2K) vs calls ($21.3K). Dollar volume significantly above 7-day average (325% higher). Volume explosion - 420% above 7-day average (3,181 vs avg 612). Extreme bearish P/C ratio of 33.58 - heavy put buying.

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. 1 found (avg delta 0.53, highest 0.53)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 212.052.50$2.2819.7%60.53282

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 66, top 29)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 211.552.00$1.7825.3%290.47168
$57.50Aug 210.701.10$0.9044.4%10.29131
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 211.001.40$1.2033.3%240.34126
$55.00Aug 212.052.50$2.2819.7%60.53282
$40.00Aug 210.000.15$0.08187.5%30.02--
$45.00Aug 210.050.90$0.48177.1%30.10132

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 11.50, avg 6.02)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$57.50Aug 21$0.88$1.62$0.881.84$55.88
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Aug 21$0.40$4.60$0.4011.50$44.60
$52.50$45.00Aug 21$0.72$6.78$0.729.42$51.78
$55.00$52.50Aug 21$1.08$1.42$1.081.31$53.92

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.76, avg 0.38)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$57.50Aug 21$0.88$0.88$1.620.54$55.88
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$52.50Aug 21$1.08$1.08$1.420.76$53.92
$52.50$45.00Aug 21$0.72$0.72$6.780.11$51.78
$45.00$40.00Aug 21$0.40$0.40$4.600.09$44.60

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 7.44% of stock, avg 7.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$1.78$2.28$4.06$50.94$59.067.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 2.53% of stock, avg 4.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$45.00Aug 21$0.90$0.48$1.38$43.62$58.88
$57.50$52.50Aug 21$0.90$1.20$2.10$50.40$59.60
$55.00$45.00Aug 21$1.78$0.48$2.26$42.74$57.26
$55.00$52.50Aug 21$1.78$1.20$2.98$49.52$57.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.34, avg credit $1.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
40/4555/58Aug 21$1.28$3.720.34$43.72$56.28
45/5255/58Aug 21$1.60$5.900.27$50.90$56.60

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 $-0.02, 2 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$55.00$57.501:2Aug 21-$0.02$2.48
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$55.00$52.501:2Aug 21-$0.12$2.38
$52.50$45.001:2Aug 21$0.24$7.26
$45.00$40.001:2Aug 21$0.32$4.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.84%, avg 2.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Aug 21$1.550.470.7%2.84%3.57%29168
$57.50Aug 21$0.700.295.3%1.28%6.59%1131

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 92
Total Puts 3,089
Put/Call Ratio 33.58
Net Difference -2,997

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 531
Total Puts 3,754
Average Put/Call Ratio 2.69
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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