Tour v490
JEF
JEFFERIES FINL GROUP
$55.71 +0.04%
$56.18 (+0.84%)🌙
as of 08/04 06:52 PM
8/4 18:52

Option Volume

Detail
Current (08/04) 2,135
Calls: 984 (46%)
Puts: 1,151 (54%)
Prior (08/03) 2,214
Calls: 50 (2%)
Puts: 2,164 (98%)
Current vs Prior -3.57%
Calls: +1868.00% (Calls)
Puts: -46.81% (Puts)
Prior 7-Day Total 8,334
Calls: 476 (6%)
Puts: 7,858 (94%)
Prior 7-Day Average 1,190
Calls: 68 (6%)
Puts: 1,122 (94%)
Current vs Prior 7-Day Avg +79.33%
Calls: +1347.06%
Puts: +2.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $1.06M
Calls: $688.4K (65%)
Puts: $367.4K (35%)
Prior (08/03) $254.1K
Calls: $23.4K (9%)
Puts: $230.7K (91%)
Current vs Prior +315.52%
Calls: +2841.18%
Puts: +59.26%
Prior 7-Day Total $1.16M
Calls: $156.2K (13%)
Puts: $1.00M (87%)
Prior 7-Day Average $165.4K
Calls: $22.3K (13%)
Puts: $143.1K (87%)
Current vs Prior 7-Day Avg +538.15%
Calls: +2985.24%
Puts: +156.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 1.17
Prior (08/03) 43.28
Current vs Prior -97.30%
Prior 7-Day Average 3.16
Current vs Prior 7-Day Avg -63.04%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 6,552
Calls: 3,680 (56%)
Puts: 2,872 (44%)
Prior (08/03) 10,714
Calls: 1,255 (12%)
Puts: 9,459 (88%)
Current vs Prior -38.85%
Prior 7-Day Total 46,274
Calls: 9,466 (20%)
Puts: 36,808 (80%)
Prior 7-Day Average 6,610
Calls: 1,352 (20%)
Puts: 5,258 (80%)
Current vs Prior 7-Day Avg -0.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 10.29% | 13.16%
Prior 9.70% | 13.02%
Current vs Prior +6.07% | +1.07%
Prior 7-Day Avg 10.83% | 14.35%
Current vs 7-Day Avg -4.99% | -8.30%
Prior 7-Day Eod 9.70% | 13.02%
Current vs 7-Day Eod +6.07% | +1.07%
Sentiment BEARISH

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 65% call dollar volume ($688.4K). Massive premium surge with dollar volume up 316% vs prior. Dollar volume significantly above 7-day average (538% higher). Volume explosion - 79% above 7-day average (2,135 vs avg 1,190).

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 9.9%, best 9.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 2110.6011.70$11.159.9%11.00--
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. 10 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 2110.6011.70$11.159.9%11.00--
$47.50Sep 187.809.50$8.6519.7%4990.88--
$50.00Sep 185.707.70$6.7029.9%20.801.1K
$55.00Aug 211.902.90$2.4041.7%1570.56173
$55.00Sep 182.554.20$3.3848.8%10.55100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 218.9011.20$10.0522.9%10.94--
$62.50Sep 187.108.90$8.0022.5%1160.7818
$60.00Sep 185.006.90$5.9531.9%10.68--
$57.50Aug 212.554.10$3.3346.5%2460.6250
$57.50Sep 183.604.30$3.9517.7%1000.5540

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 1.6K, top 499)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Sep 187.809.50$8.6519.7%4990.88--
$55.00Aug 211.902.90$2.4041.7%1570.56173
$57.50Aug 211.001.55$1.2743.3%100.37--
$62.50Aug 210.000.50$0.25200.0%100.11254
$60.00Sep 181.301.80$1.5532.3%70.32218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.554.10$3.3346.5%2460.6250
$55.00Aug 211.552.00$1.7825.3%1390.44284
$62.50Sep 187.108.90$8.0022.5%1160.7818
$55.00Sep 182.653.00$2.8312.4%1110.45202
$57.50Sep 183.604.30$3.9517.7%1000.5540

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 13.8%, max 26.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1842.8%38.6%11.0%158273
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1858.6%46.5%26.0%65316
$52.50Aug 21Sep 1843.4%38.7%12.3%7575
$55.00Aug 21Sep 1842.8%38.6%11.0%250486
$50.00Aug 21Sep 1843.5%40.1%8.6%88384

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 19.83, avg 3.78)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$62.50Aug 21$1.02$3.98$1.023.90$58.52
$55.00$60.00Sep 18$1.83$3.17$1.831.73$56.83
$55.00$57.50Aug 21$1.13$1.37$1.131.21$56.13
$50.00$55.00Sep 18$3.32$1.68$3.320.51$53.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.50$45.00Aug 21$0.12$2.38$0.1219.83$47.38
$50.00$45.00Sep 18$0.62$4.38$0.627.06$49.38
$52.50$50.00Aug 21$0.52$1.98$0.523.81$51.98
$52.50$50.00Sep 18$0.71$1.79$0.712.52$51.79
$55.00$52.50Aug 21$0.93$1.57$0.931.69$54.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 8.62, avg 2.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$55.00Aug 21$8.75$8.75$1.257.00$53.75
$47.50$50.00Sep 18$1.95$1.95$0.553.55$49.45
$50.00$55.00Sep 18$3.32$3.32$1.681.98$53.32
$55.00$57.50Aug 21$1.13$1.13$1.370.82$56.13
$55.00$60.00Sep 18$1.83$1.83$3.170.58$56.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$57.50Aug 21$6.72$6.72$0.788.62$58.28
$62.50$60.00Sep 18$2.05$2.05$0.454.56$60.45
$60.00$57.50Sep 18$2.00$2.00$0.504.00$58.00
$57.50$55.00Aug 21$1.55$1.55$0.951.63$55.95
$57.50$55.00Sep 18$1.12$1.12$1.380.81$56.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.75, cheapest $0.27)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Aug 21Sep 18$0.9842.8%38.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 21Sep 18$0.2758.6%46.5%
$57.50Aug 21Sep 18$0.6243.6%48.1%
$50.00Aug 21Sep 18$0.6943.5%40.1%
$52.50Aug 21Sep 18$0.8843.4%38.7%
$55.00Aug 21Sep 18$1.0542.8%38.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 7.50% of stock, avg 12.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$2.40$1.78$4.18$50.82$59.187.50%
$57.50Aug 21$1.27$3.33$4.60$52.90$62.108.26%
$55.00Sep 18$3.38$2.83$6.21$48.79$61.2111.15%
$60.00Sep 18$1.55$5.95$7.50$52.50$67.5013.46%
$50.00Sep 18$6.70$1.02$7.72$42.28$57.7213.86%
$45.00Aug 21$11.15$0.13$11.28$33.72$56.2820.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.90% of stock, avg 3.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.50$47.50Aug 21$0.25$0.25$0.50$47.00$63.00
$62.50$50.00Aug 21$0.25$0.33$0.58$49.42$63.08
$62.50$52.50Aug 21$0.25$0.85$1.10$51.40$63.60
$57.50$47.50Aug 21$1.27$0.25$1.52$45.98$59.02
$57.50$50.00Aug 21$1.27$0.33$1.60$48.40$59.10
$60.00$45.00Sep 18$1.55$0.40$1.95$43.05$61.95
$62.50$55.00Aug 21$0.25$1.78$2.03$52.97$64.53
$57.50$52.50Aug 21$1.27$0.85$2.12$50.38$59.62
$60.00$50.00Sep 18$1.55$1.02$2.57$47.43$62.57
$57.50$55.00Aug 21$1.27$1.78$3.05$51.95$60.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 1.94, avg credit $1.79)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Aug 21$1.65$0.851.94$50.85$56.65
50/5255/60Sep 18$2.54$2.461.03$49.96$57.54
45/4855/58Aug 21$1.25$1.251.00$46.25$56.25
45/5055/60Sep 18$2.45$2.550.96$47.55$57.45
52/5558/62Aug 21$1.95$3.050.64$53.05$59.45
50/5258/62Aug 21$1.54$3.460.45$50.96$59.04
45/4858/62Aug 21$1.14$3.860.30$46.36$58.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 5.41, cheapest $0.39)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$50.00$55.00$60.00Sep 18$1.49$3.512.36
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Sep 18$0.39$2.115.41
$50.00$52.50$55.00Aug 21$0.41$2.095.10
$47.50$50.00$52.50Aug 21$0.44$2.064.68
$52.50$55.00$57.50Aug 21$0.62$1.883.03
$55.00$57.50$60.00Sep 18$0.88$1.621.84

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.06, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Sep 18-$0.06$4.94
$55.00$57.501:2Aug 21-$0.14$2.36
$55.00$60.001:2Sep 18$0.28$4.72
$57.50$62.501:2Aug 21$0.77$4.23
$45.00$55.001:2Aug 21$6.35$3.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Aug 21-$0.01$2.49
$50.00$47.501:2Aug 21-$0.17$2.33
$57.50$55.001:2Aug 21-$0.23$2.27
$52.50$50.001:2Sep 18-$0.31$2.19
$55.00$52.501:2Sep 18-$0.63$1.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.33%, avg 2.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Sep 18$1.300.327.7%2.33%10.03%7218
$57.50Aug 21$1.000.373.2%1.80%5.01%10--

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 984
Total Puts 1,151
Put/Call Ratio 1.17
Net Difference -167

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 476
Total Puts 7,858
Average Put/Call Ratio 3.16
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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