Tour v494
JEF
JEFFERIES FINL GROUP
$56.62 +0.53%
8/7 18:46

Option Volume

Detail
Current (08/07) 520
Calls: 175 (34%)
Puts: 345 (66%)
Prior (08/06) 272
Calls: 144 (53%)
Puts: 128 (47%)
Current vs Prior +91.18%
Calls: +21.53% (Calls)
Puts: +169.53% (Puts)
Prior 7-Day Total 10,727
Calls: 1,585 (15%)
Puts: 9,142 (85%)
Prior 7-Day Average 1,532
Calls: 226 (15%)
Puts: 1,306 (85%)
Current vs Prior 7-Day Avg -66.07%
Calls: -22.71%
Puts: -73.58%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/07) $64.1K
Calls: $51.0K (80%)
Puts: $13.1K (20%)
Prior (08/06) $49.9K
Calls: $25.3K (51%)
Puts: $24.6K (49%)
Current vs Prior +28.43%
Calls: +101.93%
Puts: -46.98%
Prior 7-Day Total $2.26M
Calls: $842.9K (37%)
Puts: $1.41M (63%)
Prior 7-Day Average $322.2K
Calls: $120.4K (37%)
Puts: $201.8K (63%)
Current vs Prior 7-Day Avg -80.12%
Calls: -57.65%
Puts: -93.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 1.97
Prior (08/06) 0.89
Current vs Prior +121.79%
Prior 7-Day Average 3.10
Current vs Prior 7-Day Avg -36.33%
Sentiment BEARISH

Open Interest

Detail
Current (08/07) 13,615
Calls: 1,653 (12%)
Puts: 11,962 (88%)
Prior (08/06) 13,087
Calls: 1,980 (15%)
Puts: 11,107 (85%)
Current vs Prior +4.03%
Prior 7-Day Total 61,061
Calls: 11,203 (18%)
Puts: 49,858 (82%)
Prior 7-Day Average 8,723
Calls: 1,600 (18%)
Puts: 7,122 (82%)
Current vs Prior 7-Day Avg +56.08%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 8.30% | 12.19%8.30% | 12.19%
Prior 8.97% | 12.61%8.97% | 12.61%
Current vs Prior -7.42% | -3.33%-7.42% | -3.33%
Prior 7-Day Avg 10.20% | 13.63%10.20% | 13.63%
Current vs 7-Day Avg -18.58% | -10.62%-18.58% | -10.62%
Prior 7-Day Eod 8.97% | 12.61%8.97% | 12.61%
Current vs 7-Day Eod -7.42% | -3.33%-7.42% | -3.33%
Sentiment BULLISHBULLISH

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 bullish conviction with 80% of dollar volume in calls ($51.0K) vs puts ($13.1K). Above-average activity with volume up 91% vs prior. Extreme bearish P/C ratio of 1.97 - heavy put buying. P/C ratio rising 122% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 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. 4 found (avg delta 0.79, highest 1.00)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 215.907.30$6.6021.2%41.00136
$47.50Sep 188.709.90$9.3012.9%150.92313
$55.00Aug 212.002.80$2.4033.3%400.65366
$55.00Sep 183.203.90$3.5519.7%10.60105
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 283, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 210.751.20$0.9845.9%910.38166
$55.00Aug 212.002.80$2.4033.3%400.65366
$47.50Sep 188.709.90$9.3012.9%150.92313
$60.00Sep 181.051.60$1.3341.4%50.32--
$50.00Aug 215.907.30$6.6021.2%41.00136
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.050.25$0.15133.3%1000.07407
$52.50Aug 210.300.50$0.4050.0%100.17--
$45.00Sep 180.200.30$0.2540.0%70.06185
$50.00Sep 180.600.75$0.6822.1%50.1710.5K
$52.50Sep 181.101.50$1.3030.8%40.27449

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 3.6%, max 9.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1835.5%35.2%1.0%41471
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Aug 21Sep 1841.5%37.9%9.5%10510.9K
$52.50Aug 21Sep 1837.7%37.5%0.4%14449

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 10.63, avg 4.93)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$60.00Sep 18$2.22$2.78$2.221.25$57.22
$55.00$57.50Aug 21$1.42$1.08$1.420.76$56.42
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Sep 18$0.43$4.57$0.4310.63$49.57
$52.50$50.00Aug 21$0.25$2.25$0.259.00$52.25
$52.50$50.00Sep 18$0.62$1.88$0.623.03$51.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 5.25, avg 1.60)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$55.00Aug 21$4.20$4.20$0.805.25$54.20
$47.50$55.00Sep 18$5.75$5.75$1.753.29$53.25
$55.00$57.50Aug 21$1.42$1.42$1.081.31$56.42
$55.00$60.00Sep 18$2.22$2.22$2.780.80$57.22
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$50.00Sep 18$0.62$0.62$1.880.33$51.88
$52.50$50.00Aug 21$0.25$0.25$2.250.11$52.25
$50.00$45.00Sep 18$0.43$0.43$4.570.09$49.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.86, cheapest $0.53)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Aug 21Sep 18$1.1535.5%35.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Aug 21Sep 18$0.5341.5%37.9%
$52.50Aug 21Sep 18$0.9037.7%37.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 11.92% of stock, avg 11.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$6.60$0.15$6.75$43.25$56.7511.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 5 found (cheapest 2.00% of stock, avg 3.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$50.00Aug 21$0.98$0.15$1.13$48.87$58.63
$57.50$52.50Aug 21$0.98$0.40$1.38$51.12$58.88
$60.00$45.00Sep 18$1.33$0.25$1.58$43.42$61.58
$60.00$50.00Sep 18$1.33$0.68$2.01$47.99$62.01
$60.00$52.50Sep 18$1.33$1.30$2.63$49.87$62.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.01, avg credit $2.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Aug 21$1.67$0.832.01$50.83$56.67
50/5255/60Sep 18$2.84$2.161.31$49.66$57.84
45/5055/60Sep 18$2.65$2.351.13$47.35$57.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 12.89, cheapest $0.18)

CALLS (0)
No calls found
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$47.50$50.00$52.50Aug 21$0.18$2.3212.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.01, 2 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$47.50$55.001:2Sep 18$2.20$5.30
$55.00$60.001:2Sep 18$0.89$4.11
$50.00$55.001:2Aug 21$1.80$3.20
$55.00$57.501:2Aug 21$0.44$2.06
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Aug 21-$0.01$2.49
$52.50$50.001:2Sep 18-$0.06$2.44
$50.00$45.001:2Sep 18$0.18$4.82
$52.50$50.001:2Aug 21$0.10$2.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.85%, avg 1.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Sep 18$1.050.326.0%1.85%7.82%5--
$57.50Aug 21$0.750.381.6%1.32%2.88%91166

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 175
Total Puts 345
Put/Call Ratio 1.97
Net Difference -170

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,585
Total Puts 9,142
Average Put/Call Ratio 3.10
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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