Tour v504
JEF
JEFFERIES FINL GROUP
$55.00 -0.56%
$54.95 (-0.09%)🌙
as of 08/11 06:49 PM
8/11 18:49

Option Volume

Detail
Current (08/11) 513
Calls: 379 (74%)
Puts: 134 (26%)
Prior (08/10) 281
Calls: 231 (82%)
Puts: 50 (18%)
Current vs Prior +82.56%
Calls: +64.07% (Calls)
Puts: +168.00% (Puts)
Prior 7-Day Total 9,115
Calls: 1,902 (21%)
Puts: 7,213 (79%)
Prior 7-Day Average 1,302
Calls: 271 (21%)
Puts: 1,030 (79%)
Current vs Prior 7-Day Avg -60.60%
Calls: +39.48%
Puts: -87.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $55.8K
Calls: $34.5K (62%)
Puts: $21.3K (38%)
Prior (08/10) $25.2K
Calls: $15.3K (61%)
Puts: $9.9K (39%)
Current vs Prior +121.64%
Calls: +126.09%
Puts: +114.79%
Prior 7-Day Total $1.99M
Calls: $877.5K (44%)
Puts: $1.12M (56%)
Prior 7-Day Average $284.6K
Calls: $125.4K (44%)
Puts: $159.3K (56%)
Current vs Prior 7-Day Avg -80.38%
Calls: -72.45%
Puts: -86.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.35
Prior (08/10) 0.22
Current vs Prior +63.35%
Prior 7-Day Average 2.22
Current vs Prior 7-Day Avg -84.04%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 16,912
Calls: 2,371 (14%)
Puts: 14,541 (86%)
Prior (08/10) 14,085
Calls: 1,675 (12%)
Puts: 12,410 (88%)
Current vs Prior +20.07%
Prior 7-Day Total 81,304
Calls: 13,444 (17%)
Puts: 67,860 (83%)
Prior 7-Day Average 11,614
Calls: 1,920 (17%)
Puts: 9,694 (83%)
Current vs Prior 7-Day Avg +45.61%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.91% | 9.24%4.91% | 9.24%
Prior 7.83% | 12.38%7.83% | 12.38%
Current vs Prior -37.29% | -25.42%-37.29% | -25.42%
Prior 7-Day Avg 9.32% | 12.93%9.32% | 12.93%
Current vs 7-Day Avg -47.32% | -28.58%-47.32% | -28.57%
Prior 7-Day Eod 7.83% | 12.38%7.83% | 12.38%
Current vs 7-Day Eod -37.29% | -25.42%-37.29% | -25.42%
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 62% call dollar volume ($34.5K). Massive premium surge with dollar volume up 122% vs prior. Above-average activity with volume up 83% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (379 calls vs 134 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 6.9%, best 6.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 181.401.50$1.456.9%770.36251
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.80, cheapest $0.80)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.750.85$0.8012.5%370.2010.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.76, highest 1.00)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 2114.7016.30$15.5010.3%11.003
$40.00Sep 1813.7016.30$15.0017.3%11.0070
$55.00Sep 182.202.90$2.5527.5%100.51105
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 211.101.80$1.4548.3%100.52303

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 425, top 215)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.000.45$0.23195.7%2150.09455
$57.50Sep 181.401.50$1.456.9%770.36251
$60.00Sep 180.551.10$0.8366.3%240.23232
$55.00Aug 210.951.55$1.2548.0%180.49350
$60.00Aug 210.100.25$0.1883.3%110.10295
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.750.85$0.8012.5%370.2010.5K
$50.00Aug 210.050.20$0.13115.4%180.08507
$55.00Aug 211.101.80$1.4548.3%100.52303
$42.50Sep 180.000.40$0.20200.0%10.051.0K
$55.00Sep 182.152.90$2.5329.6%10.49--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 9.9%, max 9.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1837.9%34.5%9.9%28455
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1837.9%34.5%9.9%11303

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 6.58, avg 4.39)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$62.50Sep 18$0.33$2.17$0.3323%6.58$60.33
$57.50$60.00Sep 18$0.62$1.88$0.6236%3.03$58.12
$55.00$57.50Sep 18$1.10$1.40$1.1051%1.27$56.10
$55.00$60.00Aug 21$1.07$3.93$1.0749%3.67$56.07
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$42.50Sep 18$0.60$6.90$0.6020%11.50$49.40
$55.00$50.00Sep 18$1.73$3.27$1.7349%1.89$53.27
$55.00$50.00Aug 21$1.32$3.68$1.3252%2.79$53.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.09, avg 0.19)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$57.50$60.00Sep 18$0.62$0.62$1.8864%0.33$58.12
$60.00$62.50Sep 18$0.33$0.33$2.1777%0.15$60.33
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$42.50Sep 18$0.60$0.60$6.9080%0.09$49.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.19, cheapest $1.08)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Aug 21Sep 18$1.3037.9%34.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Aug 21Sep 18$1.0837.9%34.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 4.91% of stock, avg 7.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$1.25$1.45$2.70$52.30$57.704.91%
$55.00Sep 18$2.55$2.53$5.08$49.92$60.089.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.56% of stock, avg 3.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Aug 21$0.18$0.13$0.31$49.69$60.31
$62.50$50.00Aug 21$0.23$0.13$0.36$49.64$62.86
$62.50$50.00Sep 18$0.50$0.80$1.30$48.70$63.80
$60.00$50.00Sep 18$0.83$0.80$1.63$48.37$61.63
$55.00$50.00Aug 21$1.25$0.13$1.38$48.62$56.38
$57.50$50.00Sep 18$1.45$0.80$2.25$47.75$59.75
$60.00$55.00Sep 18$0.83$2.53$3.36$51.64$63.36
$62.50$55.00Sep 18$0.50$2.53$3.03$51.97$65.53
$57.50$55.00Sep 18$1.45$2.53$3.98$51.02$61.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.14, avg credit $0.93)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
42/5060/62Sep 18$0.93$6.5756%0.14$49.07$60.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 7.62, cheapest $0.29)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$57.50$60.00$62.50Sep 18$0.29$2.2121%7.62
$55.00$57.50$60.00Sep 18$0.48$2.0228%4.21
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 $-0.35, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$57.501:2Sep 18-$0.35$2.15
$57.50$60.001:2Sep 18-$0.21$2.29
$60.00$62.501:2Sep 18-$0.17$2.33
$60.00$62.501:2Aug 21-$0.28$2.22
$40.00$55.001:2Sep 18$9.90$5.10
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18$0.93$4.07
$50.00$42.501:2Sep 18$0.40$7.10
$55.00$50.001:2Aug 21$1.19$3.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.55%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Sep 18$1.400.364.5%2.55%7.09%77251
$55.00Sep 18$2.200.510.0%4.00%4.00%10105
$60.00Sep 18$0.550.239.1%1.00%10.09%24232
$62.50Sep 18$0.250.1513.6%0.45%14.09%1106
$55.00Aug 21$0.950.490.0%1.73%1.73%18350
$60.00Aug 21$0.100.109.1%0.18%9.27%11295

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 379
Total Puts 134
Put/Call Ratio 0.35
Net Difference 245

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,902
Total Puts 7,213
Average Put/Call Ratio 2.22
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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