Tour v492
JEF
JEFFERIES FINL GROUP
$56.19 +0.86%
$56.50 (+0.55%)🌙
as of 08/05 06:54 PM
8/5 18:54

Option Volume

Detail
Current (08/05) 512
Calls: 226 (44%)
Puts: 286 (56%)
Prior (08/04) 2,135
Calls: 984 (46%)
Puts: 1,151 (54%)
Current vs Prior -76.02%
Calls: -77.03% (Calls)
Puts: -75.15% (Puts)
Prior 7-Day Total 10,283
Calls: 1,393 (14%)
Puts: 8,890 (86%)
Prior 7-Day Average 1,469
Calls: 199 (14%)
Puts: 1,270 (86%)
Current vs Prior 7-Day Avg -65.15%
Calls: +13.57%
Puts: -77.48%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $121.2K
Calls: $53.0K (44%)
Puts: $68.2K (56%)
Prior (08/04) $1.06M
Calls: $688.4K (65%)
Puts: $367.4K (35%)
Current vs Prior -88.52%
Calls: -92.31%
Puts: -81.42%
Prior 7-Day Total $2.16M
Calls: $816.3K (38%)
Puts: $1.34M (62%)
Prior 7-Day Average $308.2K
Calls: $116.6K (38%)
Puts: $191.6K (62%)
Current vs Prior 7-Day Avg -60.67%
Calls: -54.59%
Puts: -64.38%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05) 1.27
Prior (08/04) 1.17
Current vs Prior +8.19%
Prior 7-Day Average 3.08
Current vs Prior 7-Day Avg -58.88%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 13,249
Calls: 1,076 (8%)
Puts: 12,173 (92%)
Prior (08/04) 6,552
Calls: 3,680 (56%)
Puts: 2,872 (44%)
Current vs Prior +102.21%
Prior 7-Day Total 44,937
Calls: 11,497 (26%)
Puts: 33,440 (74%)
Prior 7-Day Average 6,419
Calls: 1,642 (26%)
Puts: 4,777 (74%)
Current vs Prior 7-Day Avg +106.38%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 10.02% | 13.61%
Prior 10.29% | 13.16%
Current vs Prior -2.58% | +3.47%
Prior 7-Day Avg 10.68% | 14.13%
Current vs 7-Day Avg -6.15% | -3.66%
Prior 7-Day Eod 10.29% | 13.16%
Current vs 7-Day Eod -2.58% | +3.47%
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

Light premium activity with dollar volume down 89% vs prior. Below-average activity with volume down 76% vs prior. Bearish P/C ratio of 1.27 indicates protective positioning. Put-heavy open interest (12,173 puts vs 1,076 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 4 found (avg delta 0.66, highest 0.79)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 212.402.95$2.6820.5%1700.62240
$55.00Sep 183.305.10$4.2042.9%10.6299
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.804.80$4.3023.3%10.7915
$57.50Aug 212.203.70$2.9550.8%1580.60--

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 431, top 170)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 212.402.95$2.6820.5%1700.62240
$60.00Aug 210.300.70$0.5080.0%130.21300
$65.00Sep 180.300.70$0.5080.0%70.15194
$57.50Aug 211.001.45$1.2336.6%50.41142
$62.50Sep 180.301.10$0.70114.3%50.2195
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.203.70$2.9550.8%1580.60--
$55.00Aug 211.151.45$1.3023.1%180.38315
$50.00Sep 180.801.00$0.9022.2%180.1810.5K
$50.00Aug 210.050.60$0.33166.7%100.11403
$55.00Sep 181.802.60$2.2036.4%100.39312

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 13.0%, max 30.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Aug 21Sep 1836.6%32.3%13.3%15300
$55.00Aug 21Sep 1840.4%38.7%4.5%171339
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1865.8%50.3%30.9%6318
$50.00Aug 21Sep 1848.7%43.5%11.9%2810.9K
$55.00Aug 21Sep 1840.4%38.7%4.5%28627

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 15.67, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.50$65.00Sep 18$0.20$2.30$0.2011.50$62.70
$60.00$62.50Sep 18$0.60$1.90$0.603.17$60.60
$57.50$60.00Aug 21$0.73$1.77$0.732.42$58.23
$55.00$57.50Aug 21$1.45$1.05$1.450.72$56.45
$55.00$60.00Sep 18$2.90$2.10$2.900.72$57.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$47.50Aug 21$0.15$2.35$0.1515.67$49.85
$50.00$45.00Sep 18$0.52$4.48$0.528.62$49.48
$55.00$50.00Aug 21$0.97$4.03$0.974.15$54.03
$55.00$52.50Sep 18$0.62$1.88$0.623.03$54.38
$52.50$50.00Sep 18$0.68$1.82$0.682.68$51.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 1.94, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$57.50Aug 21$1.45$1.45$1.051.38$56.45
$55.00$60.00Sep 18$2.90$2.90$2.101.38$57.90
$57.50$60.00Aug 21$0.73$0.73$1.770.41$58.23
$60.00$62.50Sep 18$0.60$0.60$1.900.32$60.60
$62.50$65.00Sep 18$0.20$0.20$2.300.09$62.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.50$55.00Aug 21$1.65$1.65$0.851.94$55.85
$60.00$57.50Aug 21$1.35$1.35$1.151.17$58.65
$52.50$50.00Sep 18$0.68$0.68$1.820.37$51.82
$55.00$52.50Sep 18$0.62$0.62$1.880.33$54.38
$55.00$50.00Aug 21$0.97$0.97$4.030.24$54.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.80, cheapest $0.23)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Aug 21Sep 18$0.8036.6%32.3%
$55.00Aug 21Sep 18$1.5240.4%38.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 21Sep 18$0.2365.8%50.3%
$50.00Aug 21Sep 18$0.5748.7%43.5%
$55.00Aug 21Sep 18$0.9040.4%38.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 7.08% of stock, avg 8.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$2.68$1.30$3.98$51.02$58.987.08%
$57.50Aug 21$1.23$2.95$4.18$53.32$61.687.44%
$60.00Aug 21$0.50$4.30$4.80$55.20$64.808.54%
$55.00Sep 18$4.20$2.20$6.40$48.60$61.4011.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 1.21% of stock, avg 3.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$47.50Aug 21$0.50$0.18$0.68$46.82$60.68
$60.00$50.00Aug 21$0.50$0.33$0.83$49.17$60.83
$65.00$45.00Sep 18$0.50$0.38$0.88$44.12$65.88
$62.50$45.00Sep 18$0.70$0.38$1.08$43.92$63.58
$65.00$50.00Sep 18$0.50$0.90$1.40$48.60$66.40
$57.50$47.50Aug 21$1.23$0.18$1.41$46.09$58.91
$57.50$50.00Aug 21$1.23$0.33$1.56$48.44$59.06
$62.50$50.00Sep 18$0.70$0.90$1.60$48.40$64.10
$60.00$45.00Sep 18$1.30$0.38$1.68$43.32$61.68
$60.00$55.00Aug 21$0.50$1.30$1.80$53.20$61.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 2.52, avg credit $1.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/60Sep 18$3.58$1.422.52$48.92$58.58
45/5055/60Sep 18$3.42$1.582.16$46.58$58.42
48/5055/58Aug 21$1.60$0.901.78$48.40$56.60
50/5260/62Sep 18$1.28$1.221.05$51.22$61.28
52/5560/62Sep 18$1.22$1.280.95$53.78$61.22
48/5058/60Aug 21$0.88$1.620.54$49.12$58.38
50/5262/65Sep 18$0.88$1.620.54$51.62$63.38
50/5558/60Aug 21$1.70$3.300.52$53.30$59.20
52/5562/65Sep 18$0.82$1.680.49$54.18$63.32
45/5060/62Sep 18$1.12$3.880.29$48.88$61.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 19.83, cheapest $0.12)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Sep 18$0.40$2.105.25
$55.00$57.50$60.00Aug 21$0.72$1.782.47
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$45.00$47.50$50.00Aug 21$0.12$2.3819.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.03, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Sep 18-$0.10$2.40
$62.50$65.001:2Sep 18-$0.30$2.20
$55.00$60.001:2Sep 18$1.60$3.40
$55.00$57.501:2Aug 21$0.22$2.28
$57.50$60.001:2Aug 21$0.23$2.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Aug 21-$0.03$2.47
$47.50$45.001:2Aug 21-$0.12$2.38
$52.50$50.001:2Sep 18-$0.22$2.28
$55.00$52.501:2Sep 18-$0.96$1.54
$60.00$57.501:2Aug 21-$1.60$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.78%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Aug 21$1.000.412.3%1.78%4.11%5142
$60.00Sep 18$0.650.336.8%1.16%7.94%2--
$60.00Aug 21$0.300.216.8%0.53%7.31%13300
$62.50Sep 18$0.300.2111.2%0.53%11.76%595
$65.00Sep 18$0.300.1515.7%0.53%16.21%7194

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 226
Total Puts 286
Put/Call Ratio 1.27
Net Difference -60

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,393
Total Puts 8,890
Average Put/Call Ratio 3.08
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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