Tour v500
JEF
JEFFERIES FINL GROUP
$55.31 -2.31%
$55.00 (-0.56%)🌙
as of 08/10 06:47 PM
8/10 18:47

Option Volume

Detail
Current (08/10) 281
Calls: 231 (82%)
Puts: 50 (18%)
Prior (08/07) 520
Calls: 175 (34%)
Puts: 345 (66%)
Current vs Prior -45.96%
Calls: +32.00% (Calls)
Puts: -85.51% (Puts)
Prior 7-Day Total 10,973
Calls: 1,697 (15%)
Puts: 9,276 (85%)
Prior 7-Day Average 1,567
Calls: 242 (15%)
Puts: 1,325 (85%)
Current vs Prior 7-Day Avg -82.07%
Calls: -4.71%
Puts: -96.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $25.2K
Calls: $15.3K (61%)
Puts: $9.9K (39%)
Prior (08/07) $64.1K
Calls: $51.0K (80%)
Puts: $13.1K (20%)
Current vs Prior -60.67%
Calls: -70.05%
Puts: -24.01%
Prior 7-Day Total $2.25M
Calls: $867.3K (39%)
Puts: $1.38M (61%)
Prior 7-Day Average $321.6K
Calls: $123.9K (39%)
Puts: $197.7K (61%)
Current vs Prior 7-Day Avg -92.17%
Calls: -87.67%
Puts: -94.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.22
Prior (08/07) 1.97
Current vs Prior -89.02%
Prior 7-Day Average 2.90
Current vs Prior 7-Day Avg -92.53%
Sentiment BULLISH

Open Interest

Detail
Current (08/10) 14,085
Calls: 1,675 (12%)
Puts: 12,410 (88%)
Prior (08/07) 13,615
Calls: 1,653 (12%)
Puts: 11,962 (88%)
Current vs Prior +3.45%
Prior 7-Day Total 72,683
Calls: 12,187 (17%)
Puts: 60,496 (83%)
Prior 7-Day Average 10,383
Calls: 1,741 (17%)
Puts: 8,642 (83%)
Current vs Prior 7-Day Avg +35.65%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 7.83% | 12.38%7.83% | 12.38%
Prior 8.30% | 12.19%8.30% | 12.19%
Current vs Prior -5.69% | +1.63%-5.69% | +1.63%
Prior 7-Day Avg 9.74% | 13.29%9.74% | 13.29%
Current vs 7-Day Avg -19.65% | -6.80%-19.64% | -6.80%
Prior 7-Day Eod 8.30% | 12.19%8.30% | 12.19%
Current vs 7-Day Eod -5.69% | +1.63%-5.69% | +1.63%
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

Moderately bullish flow with 61% call dollar volume ($15.3K). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 46% vs prior. Extreme bullish P/C ratio of 0.22 - heavy call buying (231 calls vs 50 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.800.95$0.8817.0%70.2010.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.86, highest 0.94)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 2110.0011.70$10.8515.7%50.9218
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 219.3010.40$9.8511.2%30.945
$65.00Sep 189.7010.80$10.2510.7%20.90--
$57.50Aug 212.103.50$2.8050.0%10.69424

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 260, top 201)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.000.40$0.20200.0%2010.09254
$60.00Aug 210.100.45$0.28125.0%70.14295
$45.00Aug 2110.0011.70$10.8515.7%50.9218
$62.50Sep 180.351.00$0.6895.6%20.18104
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.901.70$1.3061.5%110.47303
$50.00Aug 210.100.25$0.1883.3%70.09507
$50.00Sep 180.800.95$0.8817.0%70.2010.5K
$47.50Aug 210.000.30$0.15200.0%40.06--
$45.00Sep 180.250.40$0.3345.5%40.08185

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 43.4%, max 89.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.50Aug 21Sep 1852.1%39.8%30.8%203358
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1888.6%46.8%89.4%6319
$65.00Aug 21Sep 1857.7%37.5%54.0%55
$47.50Aug 21Sep 1857.7%43.4%32.9%7324
$50.00Aug 21Sep 1843.4%39.4%10.0%1411.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 10.36, avg 4.59)

BULL CALL (0)
No bull call found
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.50$45.00Sep 18$0.22$2.28$0.2210.36$47.28
$50.00$47.50Sep 18$0.33$2.17$0.336.58$49.67
$55.00$50.00Aug 21$1.12$3.88$1.123.46$53.88
$55.00$50.00Sep 18$1.75$3.25$1.751.86$53.25
$57.50$55.00Aug 21$1.50$1.00$1.500.67$56.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 15.67, avg 2.98)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$60.00Aug 21$10.57$10.57$4.432.39$55.57
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$57.50Aug 21$7.05$7.05$0.4515.67$57.95
$65.00$55.00Sep 18$7.62$7.62$2.383.20$57.38
$57.50$55.00Aug 21$1.50$1.50$1.001.50$56.00
$55.00$50.00Sep 18$1.75$1.75$3.250.54$53.25
$55.00$50.00Aug 21$1.12$1.12$3.880.29$53.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.66, cheapest $0.40)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.50Aug 21Sep 18$0.4852.1%39.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Aug 21Sep 18$0.4057.7%43.4%
$65.00Aug 21Sep 18$0.4057.7%37.5%
$50.00Aug 21Sep 18$0.7043.4%39.4%
$55.00Aug 21Sep 18$1.3336.3%37.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 20.21% of stock, avg 20.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$10.85$0.33$11.18$33.82$56.1820.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.63% of stock, avg 1.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.50$47.50Aug 21$0.20$0.15$0.35$47.15$62.85
$62.50$50.00Aug 21$0.20$0.18$0.38$49.62$62.88
$60.00$47.50Aug 21$0.28$0.15$0.43$47.07$60.43
$60.00$50.00Aug 21$0.28$0.18$0.46$49.54$60.46
$62.50$45.00Aug 21$0.20$0.33$0.53$44.47$63.03
$60.00$45.00Aug 21$0.28$0.33$0.61$44.39$60.61
$62.50$45.00Sep 18$0.68$0.33$1.01$43.99$63.51
$62.50$47.50Sep 18$0.68$0.55$1.23$46.27$63.73
$62.50$55.00Aug 21$0.20$1.30$1.50$53.50$64.00
$62.50$50.00Sep 18$0.68$0.88$1.56$48.44$64.06

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 21.73, cheapest $0.11)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$45.00$47.50$50.00Sep 18$0.11$2.3921.73
$45.00$47.50$50.00Aug 21$0.21$2.2910.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.11, 5 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Aug 21-$0.12$2.38
$45.00$60.001:2Aug 21$10.29$4.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Sep 18-$0.11$2.39
$50.00$47.501:2Aug 21-$0.12$2.38
$50.00$47.501:2Sep 18-$0.22$2.28
$47.50$45.001:2Aug 21-$0.51$1.99
$65.00$55.001:2Sep 18$4.99$5.01

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.63%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$62.50Sep 18$0.350.1813.0%0.63%13.63%2104
$60.00Aug 21$0.100.148.5%0.18%8.66%7295

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 231
Total Puts 50
Put/Call Ratio 0.22
Net Difference 181

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,697
Total Puts 9,276
Average Put/Call Ratio 2.90
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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