Tour v509
JEF
JEFFERIES FINL GROUP
$54.56 -1.05%
8/17 18:40

Option Volume

Detail
Current (08/17) 2,655
Calls: 2,442 (92%)
Puts: 213 (8%)
Prior (08/14) 166
Calls: 120 (72%)
Puts: 46 (28%)
Current vs Prior +1499.40%
Calls: +1935.00% (Calls)
Puts: +363.04% (Puts)
Prior 7-Day Total 3,228
Calls: 2,080 (64%)
Puts: 1,148 (36%)
Prior 7-Day Average 461
Calls: 297 (64%)
Puts: 164 (36%)
Current vs Prior 7-Day Avg +475.74%
Calls: +721.83%
Puts: +29.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $2.00M
Calls: $1.91M (96%)
Puts: $87.5K (4%)
Prior (08/14) $50.7K
Calls: $40.9K (81%)
Puts: $9.8K (19%)
Current vs Prior +3836.82%
Calls: +4565.88%
Puts: +792.62%
Prior 7-Day Total $904.3K
Calls: $802.1K (89%)
Puts: $102.1K (11%)
Prior 7-Day Average $129.2K
Calls: $114.6K (89%)
Puts: $14.6K (11%)
Current vs Prior 7-Day Avg +1445.53%
Calls: +1566.00%
Puts: +499.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.09
Prior (08/14) 0.38
Current vs Prior -77.25%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -86.42%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 8,948
Calls: 4,481 (50%)
Puts: 4,467 (50%)
Prior (08/14) 2,347
Calls: 830 (35%)
Puts: 1,517 (65%)
Current vs Prior +281.25%
Prior 7-Day Total 85,656
Calls: 11,051 (13%)
Puts: 74,605 (87%)
Prior 7-Day Average 12,236
Calls: 1,578 (13%)
Puts: 10,657 (87%)
Current vs Prior 7-Day Avg -26.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 6.69% | 10.63%6.69% | 10.63%
Prior 6.86% | 10.70%6.86% | 10.70%
Current vs Prior -2.41% | -0.65%-2.41% | -0.65%
Prior 7-Day Avg 7.34% | 11.40%7.34% | 11.40%
Current vs 7-Day Avg -8.80% | -6.78%-8.80% | -6.78%
Prior 7-Day Eod 6.86% | 10.70%6.86% | 10.70%
Current vs 7-Day Eod -2.41% | -0.65%-2.41% | -0.65%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($1.91M) vs puts ($87.5K). Massive premium surge with dollar volume up 3837% vs prior. Dollar volume significantly above 7-day average (1446% higher). Unusually high activity with volume up 1499% 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 NEUTRAL
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 9.6%, best 9.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 218.909.80$9.359.6%621.00--
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 $0.98, cheapest $0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 180.901.05$0.9815.3%510.29355
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 10 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 218.909.80$9.359.6%621.00--
$47.50Aug 216.507.30$6.9011.6%1811.00--
$45.00Sep 188.4011.00$9.7026.8%2010.97--
$50.00Aug 213.905.70$4.8037.5%4200.94--
$52.50Aug 211.503.20$2.3572.3%4970.92240
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.803.90$3.3532.8%10.86424
$57.50Sep 183.904.40$4.1512.0%30.70--
$55.00Aug 210.901.70$1.3061.5%60.67306
$55.00Sep 182.352.85$2.6019.2%40.54320

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 1.8K, top 497)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 211.503.20$2.3572.3%4970.92240
$50.00Aug 213.905.70$4.8037.5%4200.94--
$45.00Sep 188.4011.00$9.7026.8%2010.97--
$47.50Aug 216.507.30$6.9011.6%1811.00--
$55.00Aug 210.100.75$0.43151.2%1770.35330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Sep 181.201.50$1.3522.2%140.36--
$50.00Aug 210.000.55$0.28196.4%90.13502
$55.00Aug 210.901.70$1.3061.5%60.67306
$50.00Sep 180.550.75$0.6530.8%40.20--
$55.00Sep 182.352.85$2.6019.2%40.54320

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 3.90, avg 4.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$57.50Aug 21$0.23$2.27$0.2335%9.87$55.23
$52.50$55.00Sep 18$1.32$1.18$1.3265%0.89$53.82
$60.00$62.50Sep 18$0.26$2.24$0.2617%8.62$60.26
$55.00$57.50Sep 18$0.90$1.60$0.9046%1.78$55.90
$57.50$60.00Sep 18$0.50$2.00$0.5029%4.00$58.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$50.00Aug 21$1.02$3.98$1.0266%3.90$53.98
$57.50$55.00Sep 18$1.55$0.95$1.5570%0.61$55.95
$50.00$47.50Sep 18$0.35$2.15$0.3520%6.14$49.65
$52.50$50.00Sep 18$0.70$1.80$0.7036%2.57$51.80
$55.00$52.50Sep 18$1.25$1.25$1.2554%1.00$53.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 0.11, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$62.50Aug 21$0.25$0.25$2.2586%0.11$60.25
$57.50$60.00Sep 18$0.50$0.50$2.0071%0.25$58.00
$55.00$57.50Sep 18$0.90$0.90$1.6054%0.56$55.90
$60.00$62.50Sep 18$0.26$0.26$2.2483%0.12$60.26
$55.00$57.50Aug 21$0.23$0.23$2.2765%0.10$55.23
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$47.50Aug 21$0.25$0.25$2.2587%0.11$49.75
$52.50$50.00Sep 18$0.70$0.70$1.8064%0.39$51.80
$50.00$47.50Sep 18$0.35$0.35$2.1580%0.16$49.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.38, cheapest $1.30)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Aug 21Sep 18$1.4534.4%35.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Aug 21Sep 18$1.3034.4%35.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 3.17% of stock, avg 7.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$0.43$1.30$1.73$53.27$56.733.17%
$57.50Aug 21$0.20$3.35$3.55$53.95$61.056.51%
$55.00Sep 18$1.88$2.60$4.48$50.52$59.488.21%
$52.50Sep 18$3.20$1.35$4.55$47.95$57.058.34%
$50.00Aug 21$4.80$0.28$5.08$44.92$55.089.31%
$57.50Sep 18$0.98$4.15$5.13$52.37$62.639.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.88% of stock, avg 2.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$50.00Aug 21$0.20$0.28$0.48$49.52$57.98
$62.50$47.50Sep 18$0.22$0.30$0.52$46.98$63.02
$60.00$50.00Aug 21$0.33$0.28$0.61$49.39$60.61
$60.00$47.50Sep 18$0.48$0.30$0.78$46.72$60.78
$55.00$50.00Aug 21$0.43$0.28$0.71$49.29$55.71
$62.50$50.00Sep 18$0.22$0.65$0.87$49.13$63.37
$60.00$50.00Sep 18$0.48$0.65$1.13$48.87$61.13
$57.50$47.50Sep 18$0.98$0.30$1.28$46.22$58.78
$57.50$50.00Sep 18$0.98$0.65$1.63$48.37$59.13
$62.50$52.50Sep 18$0.22$1.35$1.57$50.93$64.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.25, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
48/5060/62Aug 21$0.50$2.0073%0.25$49.50$60.50
48/5060/62Sep 18$0.61$1.8963%0.32$49.39$60.61
48/5058/60Sep 18$0.85$1.6551%0.52$49.15$58.35
48/5055/58Aug 21$0.48$2.0252%0.24$49.52$55.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 3.72, cheapest $0.24)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Aug 21$0.53$1.9759%3.72
$52.50$55.00$57.50Sep 18$0.42$2.0836%4.95
$57.50$60.00$62.50Sep 18$0.24$2.2620%9.42
$55.00$57.50$60.00Sep 18$0.40$2.1029%5.25
$52.50$55.00$57.50Aug 21$1.69$0.8179%0.48
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$52.50$55.00$57.50Sep 18$0.30$2.2034%7.33
$47.50$50.00$52.50Sep 18$0.35$2.1526%6.14
$50.00$52.50$55.00Sep 18$0.55$1.9534%3.55
$45.00$47.50$50.00Aug 21$0.25$2.2512%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.10, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.50$55.001:2Sep 18-$0.56$1.94
$55.00$57.501:2Sep 18-$0.08$2.42
$57.50$60.001:2Aug 21-$0.46$2.04
$45.00$52.501:2Sep 18$3.30$4.20
$50.00$52.501:2Aug 21$0.10$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$52.501:2Sep 18-$0.10$2.40
$57.50$55.001:2Sep 18-$1.05$1.45
$47.50$45.001:2Aug 21-$0.03$2.47
$57.50$55.001:2Aug 21$0.75$1.75
$52.50$50.001:2Sep 18$0.05$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.12%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$1.700.460.8%3.12%3.92%30111
$57.50Sep 18$0.900.295.4%1.65%7.04%51355
$60.00Sep 18$0.300.1710.0%0.55%10.52%62395
$62.50Sep 18$0.100.0914.6%0.18%14.74%15--
$55.00Aug 21$0.100.350.8%0.18%0.99%177330

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 2,442
Total Puts 213
Put/Call Ratio 0.09
Net Difference 2,229

Prior's Put/Call Breakdown

Total Calls 120
Total Puts 46
Put/Call Ratio 0.38
Net Difference 74

Prior 7-Day Put/Call Summary

Total Calls 2,080
Total Puts 1,148
Average Put/Call Ratio 0.64
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