Tour v492
JEF
JEFFERIES FINL GROUP
$56.32 +0.23%
8/6 18:51

Option Volume

Detail
Current (08/06) 272
Calls: 144 (53%)
Puts: 128 (47%)
Prior (08/05) 512
Calls: 226 (44%)
Puts: 286 (56%)
Current vs Prior -46.88%
Calls: -36.28% (Calls)
Puts: -55.24% (Puts)
Prior 7-Day Total 10,714
Calls: 1,582 (15%)
Puts: 9,132 (85%)
Prior 7-Day Average 1,530
Calls: 226 (15%)
Puts: 1,304 (85%)
Current vs Prior 7-Day Avg -82.23%
Calls: -36.28%
Puts: -90.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $49.9K
Calls: $25.3K (51%)
Puts: $24.6K (49%)
Prior (08/05) $121.2K
Calls: $53.0K (44%)
Puts: $68.2K (56%)
Current vs Prior -58.85%
Calls: -52.30%
Puts: -63.93%
Prior 7-Day Total $2.26M
Calls: $859.4K (38%)
Puts: $1.40M (62%)
Prior 7-Day Average $323.0K
Calls: $122.8K (38%)
Puts: $200.3K (62%)
Current vs Prior 7-Day Avg -84.56%
Calls: -79.43%
Puts: -87.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.89
Prior (08/05) 1.27
Current vs Prior -29.76%
Prior 7-Day Average 3.09
Current vs Prior 7-Day Avg -71.22%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/06) 13,087
Calls: 1,980 (15%)
Puts: 11,107 (85%)
Prior (08/05) 13,249
Calls: 1,076 (8%)
Puts: 12,173 (92%)
Current vs Prior -1.22%
Prior 7-Day Total 50,746
Calls: 10,460 (21%)
Puts: 40,286 (79%)
Prior 7-Day Average 7,249
Calls: 1,494 (21%)
Puts: 5,755 (79%)
Current vs Prior 7-Day Avg +80.52%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.97% | 12.61%
Prior 10.02% | 13.61%
Current vs Prior -10.51% | -7.40%
Prior 7-Day Avg 10.50% | 13.99%
Current vs 7-Day Avg -14.60% | -9.91%
Prior 7-Day Eod 10.02% | 13.61%
Current vs 7-Day Eod -10.51% | -7.40%
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
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 47% vs prior. P/C ratio dropping 30% - sentiment shifting bullish. Put-heavy open interest (11,107 puts vs 1,980 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
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 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 6.4%, best 6.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 182.252.40$2.336.4%490.42312

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. 3 found (avg delta 0.58, highest 0.61)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 212.252.95$2.6026.9%100.61376
$55.00Sep 183.003.80$3.4023.5%210.5899
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 183.304.10$3.7021.6%120.55140

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 270, top 59)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 182.202.70$2.4520.4%400.45222
$57.50Aug 210.851.45$1.1552.2%230.39143
$55.00Sep 183.003.80$3.4023.5%210.5899
$62.50Aug 210.000.45$0.23195.7%170.10254
$60.00Aug 210.300.70$0.5080.0%120.21290
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 211.051.70$1.3847.1%590.39--
$55.00Sep 182.252.40$2.336.4%490.42312
$57.50Sep 183.304.10$3.7021.6%120.55140
$50.00Sep 180.700.90$0.8025.0%70.1810.5K
$52.50Aug 210.400.75$0.5761.4%10.20132

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 7.4%, max 13.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1842.0%36.9%13.8%31475
$62.50Aug 21Sep 1841.1%40.4%1.6%22353
$60.00Aug 21Sep 1838.9%38.7%0.5%16513
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1842.0%36.9%13.8%108312

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 8.26, avg 2.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$62.50Aug 21$0.27$2.23$0.278.26$60.27
$60.00$62.50Sep 18$0.48$2.02$0.484.21$60.48
$57.50$60.00Aug 21$0.65$1.85$0.652.85$58.15
$62.50$65.00Sep 18$0.67$1.83$0.672.73$63.17
$55.00$57.50Sep 18$0.95$1.55$0.951.63$55.95
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$50.00Sep 18$1.53$3.47$1.532.27$53.47
$55.00$52.50Aug 21$0.81$1.69$0.812.09$54.19
$57.50$55.00Sep 18$1.37$1.13$1.370.82$56.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 1.38, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$57.50Aug 21$1.45$1.45$1.051.38$56.45
$57.50$60.00Sep 18$0.97$0.97$1.530.63$58.47
$55.00$57.50Sep 18$0.95$0.95$1.550.61$55.95
$62.50$65.00Sep 18$0.67$0.67$1.830.37$63.17
$57.50$60.00Aug 21$0.65$0.65$1.850.35$58.15
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.50$55.00Sep 18$1.37$1.37$1.131.21$56.13
$55.00$52.50Aug 21$0.81$0.81$1.690.48$54.19
$55.00$50.00Sep 18$1.53$1.53$3.470.44$53.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.96, cheapest $0.77)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.50Aug 21Sep 18$0.7741.1%40.4%
$55.00Aug 21Sep 18$0.8042.0%36.9%
$60.00Aug 21Sep 18$0.9838.9%38.7%
$57.50Aug 21Sep 18$1.3038.3%40.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Aug 21Sep 18$0.9542.0%36.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 7.07% of stock, avg 9.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$2.60$1.38$3.98$51.02$58.987.07%
$55.00Sep 18$3.40$2.33$5.73$49.27$60.7310.17%
$57.50Sep 18$2.45$3.70$6.15$51.35$63.6510.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 14 found (cheapest 1.42% of stock, avg 4.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.50$52.50Aug 21$0.23$0.57$0.80$51.70$63.30
$60.00$52.50Aug 21$0.50$0.57$1.07$51.43$61.07
$65.00$50.00Sep 18$0.33$0.80$1.13$48.87$66.13
$62.50$55.00Aug 21$0.23$1.38$1.61$53.39$64.11
$57.50$52.50Aug 21$1.15$0.57$1.72$50.78$59.22
$62.50$50.00Sep 18$1.00$0.80$1.80$48.20$64.30
$60.00$55.00Aug 21$0.50$1.38$1.88$53.12$61.88
$60.00$50.00Sep 18$1.48$0.80$2.28$47.72$62.28
$57.50$55.00Aug 21$1.15$1.38$2.53$52.47$60.03
$65.00$55.00Sep 18$0.33$2.33$2.66$52.34$67.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 4.43, avg credit $1.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5862/65Sep 18$2.04$0.464.43$55.46$64.54
55/5860/62Sep 18$1.85$0.652.85$55.65$61.85
52/5558/60Aug 21$1.46$1.041.40$53.54$58.96
50/5558/60Sep 18$2.50$2.501.00$52.50$60.00
50/5562/65Sep 18$2.20$2.800.79$52.80$64.70
52/5560/62Aug 21$1.08$1.420.76$53.92$61.08
50/5560/62Sep 18$2.01$2.990.67$52.99$62.01

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 5.58, cheapest $0.38)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$57.50$60.00$62.50Aug 21$0.38$2.125.58
$57.50$60.00$62.50Sep 18$0.49$2.014.10
$55.00$57.50$60.00Aug 21$0.80$1.702.12
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.51, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.50$60.001:2Sep 18-$0.51$1.99
$60.00$62.501:2Sep 18-$0.52$1.98
$55.00$57.501:2Sep 18-$1.50$1.00
$60.00$62.501:2Aug 21$0.04$2.46
$57.50$60.001:2Aug 21$0.15$2.35
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$57.50$55.001:2Sep 18-$0.96$1.54
$55.00$50.001:2Sep 18$0.73$4.27
$55.00$52.501:2Aug 21$0.24$2.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.91%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Sep 18$2.200.452.1%3.91%6.00%40222
$60.00Sep 18$1.300.326.5%2.31%8.84%4223
$57.50Aug 21$0.850.392.1%1.51%3.60%23143
$62.50Sep 18$0.600.2311.0%1.07%12.04%599
$60.00Aug 21$0.300.216.5%0.53%7.07%12290

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 144
Total Puts 128
Put/Call Ratio 0.89
Net Difference 16

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,582
Total Puts 9,132
Average Put/Call Ratio 3.09
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All