Tour v505
JEF
JEFFERIES FINL GROUP
$54.82 -0.33%
$55.46 (+1.17%)🌙
as of 08/12 06:44 PM
8/12 18:44

Option Volume

Detail
Current (08/12) 1,101
Calls: 667 (61%)
Puts: 434 (39%)
Prior (08/11) 513
Calls: 379 (74%)
Puts: 134 (26%)
Current vs Prior +114.62%
Calls: +75.99% (Calls)
Puts: +223.88% (Puts)
Prior 7-Day Total 6,447
Calls: 2,189 (34%)
Puts: 4,258 (66%)
Prior 7-Day Average 921
Calls: 312 (34%)
Puts: 608 (66%)
Current vs Prior 7-Day Avg +19.54%
Calls: +113.29%
Puts: -28.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $569.0K
Calls: $546.3K (96%)
Puts: $22.6K (4%)
Prior (08/11) $55.8K
Calls: $34.5K (62%)
Puts: $21.3K (38%)
Current vs Prior +918.97%
Calls: +1482.09%
Puts: +6.13%
Prior 7-Day Total $1.63M
Calls: $890.8K (55%)
Puts: $735.2K (45%)
Prior 7-Day Average $232.3K
Calls: $127.3K (55%)
Puts: $105.0K (45%)
Current vs Prior 7-Day Avg +144.94%
Calls: +329.34%
Puts: -78.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.65
Prior (08/11) 0.35
Current vs Prior +84.03%
Prior 7-Day Average 1.55
Current vs Prior 7-Day Avg -58.08%
Sentiment BULLISH

Open Interest

Detail
Current (08/12) 12,971
Calls: 1,528 (12%)
Puts: 11,443 (88%)
Prior (08/11) 16,912
Calls: 2,371 (14%)
Puts: 14,541 (86%)
Current vs Prior -23.30%
Prior 7-Day Total 88,214
Calls: 13,690 (16%)
Puts: 74,524 (84%)
Prior 7-Day Average 12,602
Calls: 1,955 (16%)
Puts: 10,646 (84%)
Current vs Prior 7-Day Avg +2.93%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 7.90% | 12.15%7.90% | 12.15%
Prior 4.91% | 9.24%4.91% | 9.24%
Current vs Prior +60.90% | +31.53%+60.90% | +31.53%
Prior 7-Day Avg 8.57% | 12.31%8.57% | 12.31%
Current vs 7-Day Avg -7.86% | -1.35%-7.86% | -1.35%
Prior 7-Day Eod 4.91% | 9.24%4.91% | 9.24%
Current vs 7-Day Eod +60.90% | +31.53%+60.90% | +31.53%
Sentiment BEARISHBEARISH

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

Strong bullish conviction with 96% of dollar volume in calls ($546.3K) vs puts ($22.6K). Massive premium surge with dollar volume up 919% vs prior. Dollar volume significantly above 7-day average (145% higher). Unusually high activity with volume up 115% vs prior - elevated interest.

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 BULLISH
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 -- 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. 3 found (avg delta 0.80, highest 0.92)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 212.303.00$2.6526.4%20.92242
$52.50Sep 182.355.40$3.8878.6%10.66--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.803.40$3.1019.4%250.82--

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 367, top 177)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 181.101.35$1.2320.3%1770.34278
$60.00Sep 180.551.30$0.9380.6%1410.25236
$57.50Aug 210.150.40$0.2889.3%70.17191
$60.00Aug 210.000.25$0.13192.3%40.08--
$52.50Aug 212.303.00$2.6526.4%20.92242
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.803.40$3.1019.4%250.82--
$50.00Sep 180.600.85$0.7334.2%30.2010.5K
$52.50Sep 181.101.95$1.5355.6%20.34451
$50.00Aug 210.050.60$0.33166.7%10.14--
$55.00Sep 182.353.20$2.7830.6%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. 1 strikes (avg 12.4%, max 12.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$57.50Aug 21Sep 1837.3%33.2%12.4%184469
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 7.33, avg 3.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$57.50$60.00Sep 18$0.30$2.20$0.3034%7.33$57.80
$52.50$55.00Aug 21$1.67$0.83$1.6792%0.50$54.17
$57.50$60.00Aug 21$0.15$2.35$0.1517%15.67$57.65
$55.00$57.50Aug 21$0.70$1.80$0.7044%2.57$55.70
$52.50$57.50Sep 18$2.65$2.35$2.6566%0.89$55.15
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$57.50$50.00Aug 21$2.77$4.73$2.7782%1.71$54.73
$52.50$50.00Sep 18$0.80$1.70$0.8034%2.12$51.70
$55.00$52.50Sep 18$1.25$1.25$1.2549%1.00$53.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.47, avg 0.27)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$57.50Aug 21$0.70$0.70$1.8056%0.39$55.70
$57.50$60.00Aug 21$0.15$0.15$2.3583%0.06$57.65
$57.50$60.00Sep 18$0.30$0.30$2.2066%0.14$57.80
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$50.00Sep 18$0.80$0.80$1.7066%0.47$51.70

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 6.17% of stock, avg 8.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Aug 21$0.28$3.10$3.38$54.12$60.886.17%
$52.50Sep 18$3.88$1.53$5.41$47.09$57.919.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.84% of stock, avg 3.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Aug 21$0.13$0.33$0.46$49.54$60.46
$57.50$50.00Aug 21$0.28$0.33$0.61$49.39$58.11
$60.00$50.00Sep 18$0.93$0.73$1.66$48.34$61.66
$55.00$50.00Aug 21$0.98$0.33$1.31$48.69$56.31
$57.50$50.00Sep 18$1.23$0.73$1.96$48.04$59.46
$60.00$52.50Sep 18$0.93$1.53$2.46$50.04$62.46
$57.50$52.50Sep 18$1.23$1.53$2.76$49.74$60.26
$57.50$55.00Sep 18$1.23$2.78$4.01$50.99$61.51
$60.00$55.00Sep 18$0.93$2.78$3.71$51.29$63.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.79, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
50/5258/60Sep 18$1.10$1.4032%0.79$51.40$58.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 1.58, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$52.50$55.00$57.50Aug 21$0.97$1.5375%1.58
$57.50$60.00$62.50Aug 21$0.10$2.4012%24.00
$55.00$57.50$60.00Aug 21$0.55$1.9536%3.55
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Sep 18$0.45$2.0529%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.28, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Aug 21-$0.03$2.47
$57.50$60.001:2Sep 18-$0.63$1.87
$52.50$55.001:2Aug 21$0.69$1.81
$52.50$57.501:2Sep 18$1.42$3.58
$57.50$60.001:2Aug 21$0.02$2.48
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$55.00$52.501:2Sep 18-$0.28$2.22
$52.50$50.001:2Sep 18$0.07$2.43
$57.50$50.001:2Aug 21$2.44$5.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.01%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Sep 18$1.100.344.9%2.01%6.90%177278
$60.00Sep 18$0.550.259.4%1.00%10.45%141236
$55.00Aug 21$0.800.440.3%1.46%1.79%2334
$57.50Aug 21$0.150.174.9%0.27%5.16%7191

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 667
Total Puts 434
Put/Call Ratio 0.65
Net Difference 233

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,189
Total Puts 4,258
Average Put/Call Ratio 1.55
Ratio Trend Rising

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