Tour v487
JEF
JEFFERIES FINL GROUP
$55.69 +2.00%
$55.70 (+0.02%)🌙
as of 08/03 06:37 PM
8/3 18:37

Option Volume

Detail
Current (08/03) 2,214
Calls: 50 (2%)
Puts: 2,164 (98%)
Prior (07/31) 3,181
Calls: 92 (3%)
Puts: 3,089 (97%)
Current vs Prior -30.40%
Calls: -45.65% (Calls)
Puts: -29.94% (Puts)
Prior 7-Day Total 6,234
Calls: 469 (8%)
Puts: 5,765 (92%)
Prior 7-Day Average 890
Calls: 67 (8%)
Puts: 823 (92%)
Current vs Prior 7-Day Avg +148.60%
Calls: -25.37%
Puts: +162.76%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $254.1K
Calls: $23.4K (9%)
Puts: $230.7K (91%)
Prior (07/31) $422.4K
Calls: $21.3K (5%)
Puts: $401.2K (95%)
Current vs Prior -39.85%
Calls: +10.10%
Puts: -42.50%
Prior 7-Day Total $923.2K
Calls: $142.2K (15%)
Puts: $780.9K (85%)
Prior 7-Day Average $131.9K
Calls: $20.3K (15%)
Puts: $111.6K (85%)
Current vs Prior 7-Day Avg +92.66%
Calls: +15.18%
Puts: +106.77%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/03) 43.28
Prior (07/31) 33.58
Current vs Prior +28.90%
Prior 7-Day Average 2.69
Current vs Prior 7-Day Avg +1511.27%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 10,714
Calls: 1,255 (12%)
Puts: 9,459 (88%)
Prior (07/31) 10,002
Calls: 2,125 (21%)
Puts: 7,877 (79%)
Current vs Prior +7.12%
Prior 7-Day Total 38,053
Calls: 8,939 (23%)
Puts: 29,114 (77%)
Prior 7-Day Average 5,436
Calls: 1,277 (23%)
Puts: 4,159 (77%)
Current vs Prior 7-Day Avg +97.09%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 9.70% | 13.02%
Prior 10.13% | 13.55%
Current vs Prior -4.26% | -3.94%
Prior 7-Day Avg 11.10% | 14.60%
Current vs 7-Day Avg -12.63% | -10.81%
Prior 7-Day Eod 10.13% | 13.55%
Current vs 7-Day Eod -4.26% | -3.94%
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 91% of dollar volume in puts ($230.7K) vs calls ($23.4K). Dollar volume significantly above 7-day average (93% higher). Volume explosion - 149% above 7-day average (2,214 vs avg 890). Extreme bearish P/C ratio of 43.28 - 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 1 of results (avg 7.6%, best 7.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 213.804.10$3.957.6%150.75257
PUTS (0)
No puts meet the criteria

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 0.70, highest 0.75)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 213.804.10$3.957.6%150.75257
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.903.30$3.1012.9%20.6550

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 43, top 15)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 213.804.10$3.957.6%150.75257
$60.00Aug 210.350.60$0.4852.1%30.19--
$57.50Aug 210.901.20$1.0528.6%20.35130
$62.50Aug 210.150.40$0.2889.3%10.11255
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.300.55$0.4358.1%130.14376
$55.00Aug 211.501.85$1.6820.8%50.44284
$57.50Aug 212.903.30$3.1012.9%20.6550
$45.00Aug 210.050.20$0.13115.4%10.04--
$52.50Aug 210.701.00$0.8535.3%10.26--

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. 7 found (best R:R 15.67, avg 5.57)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$62.50Aug 21$0.20$2.30$0.2011.50$60.20
$57.50$60.00Aug 21$0.57$1.93$0.573.39$58.07
$52.50$57.50Aug 21$2.90$2.10$2.900.72$55.40
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Aug 21$0.30$4.70$0.3015.67$49.70
$52.50$50.00Aug 21$0.42$2.08$0.424.95$52.08
$55.00$52.50Aug 21$0.83$1.67$0.832.01$54.17
$57.50$55.00Aug 21$1.42$1.08$1.420.76$56.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 1.38, avg 0.55)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$57.50Aug 21$2.90$2.90$2.101.38$55.40
$57.50$60.00Aug 21$0.57$0.57$1.930.30$58.07
$60.00$62.50Aug 21$0.20$0.20$2.300.09$60.20
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.50$55.00Aug 21$1.42$1.42$1.081.31$56.08
$55.00$52.50Aug 21$0.83$0.83$1.670.50$54.17
$52.50$50.00Aug 21$0.42$0.42$2.080.20$52.08
$50.00$45.00Aug 21$0.30$0.30$4.700.06$49.70

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. 2 found (cheapest 7.45% of stock, avg 8.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Aug 21$1.05$3.10$4.15$53.35$61.657.45%
$52.50Aug 21$3.95$0.85$4.80$47.70$57.308.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 1.27% of stock, avg 2.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.50$50.00Aug 21$0.28$0.43$0.71$49.29$63.21
$60.00$50.00Aug 21$0.48$0.43$0.91$49.09$60.91
$62.50$52.50Aug 21$0.28$0.85$1.13$51.37$63.63
$60.00$52.50Aug 21$0.48$0.85$1.33$51.17$61.33
$57.50$50.00Aug 21$1.05$0.43$1.48$48.52$58.98
$57.50$52.50Aug 21$1.05$0.85$1.90$50.60$59.40
$62.50$55.00Aug 21$0.28$1.68$1.96$53.04$64.46
$60.00$55.00Aug 21$0.48$1.68$2.16$52.84$62.16
$57.50$55.00Aug 21$1.05$1.68$2.73$52.27$60.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.84, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5860/62Aug 21$1.62$0.881.84$55.88$61.62
45/5052/58Aug 21$3.20$1.801.78$46.80$55.70
52/5558/60Aug 21$1.40$1.101.27$53.60$58.90
52/5560/62Aug 21$1.03$1.470.70$53.97$61.03
50/5258/60Aug 21$0.99$1.510.66$51.51$58.49
50/5260/62Aug 21$0.62$1.880.33$51.88$60.62
45/5058/60Aug 21$0.87$4.130.21$49.13$58.37
45/5060/62Aug 21$0.50$4.500.11$49.50$60.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 5.76, cheapest $0.37)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$57.50$60.00$62.50Aug 21$0.37$2.135.76
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Aug 21$0.41$2.095.10
$52.50$55.00$57.50Aug 21$0.59$1.913.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.01, 4 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Aug 21-$0.08$2.42
$52.50$57.501:2Aug 21$1.85$3.15
$57.50$60.001:2Aug 21$0.09$2.41
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Aug 21-$0.01$2.49
$55.00$52.501:2Aug 21-$0.02$2.48
$57.50$55.001:2Aug 21-$0.26$2.24
$50.00$45.001:2Aug 21$0.17$4.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.62%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Aug 21$0.900.353.2%1.62%4.87%2130
$60.00Aug 21$0.350.197.7%0.63%8.37%3--
$62.50Aug 21$0.150.1112.2%0.27%12.50%1255

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 50
Total Puts 2,164
Put/Call Ratio 43.28
Net Difference -2,114

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 469
Total Puts 5,765
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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