Tour v526
JEF
JEFFERIES FINL GROUP
$53.55 -0.54%
8/19 18:40

Option Volume

Detail
Current (08/19) 615
Calls: 149 (24%)
Puts: 466 (76%)
Prior (08/18) 196
Calls: 129 (66%)
Puts: 67 (34%)
Current vs Prior +213.78%
Calls: +15.50% (Calls)
Puts: +595.52% (Puts)
Prior 7-Day Total 5,287
Calls: 4,332 (82%)
Puts: 955 (18%)
Prior 7-Day Average 755
Calls: 618 (82%)
Puts: 136 (18%)
Current vs Prior 7-Day Avg -18.57%
Calls: -75.92%
Puts: +241.57%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/19) $203.1K
Calls: $37.9K (19%)
Puts: $165.2K (81%)
Prior (08/18) $126.1K
Calls: $101.8K (81%)
Puts: $24.4K (19%)
Current vs Prior +61.00%
Calls: -62.81%
Puts: +578.49%
Prior 7-Day Total $2.91M
Calls: $2.74M (94%)
Puts: $176.3K (6%)
Prior 7-Day Average $416.2K
Calls: $391.0K (94%)
Puts: $25.2K (6%)
Current vs Prior 7-Day Avg -51.20%
Calls: -90.32%
Puts: +556.05%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/19) 3.13
Prior (08/18) 0.52
Current vs Prior +502.16%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +876.95%
Sentiment BEARISH

Open Interest

Detail
Current (08/19) 15,160
Calls: 2,986 (20%)
Puts: 12,174 (80%)
Prior (08/18) 12,489
Calls: 645 (5%)
Puts: 11,844 (95%)
Current vs Prior +21.39%
Prior 7-Day Total 80,391
Calls: 12,544 (16%)
Puts: 67,847 (84%)
Prior 7-Day Average 11,484
Calls: 1,792 (16%)
Puts: 9,692 (84%)
Current vs Prior 7-Day Avg +32.00%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 5.23% | 10.38%5.23% | 10.38%
Prior 5.59% | 10.46%5.59% | 10.46%
Current vs Prior -6.47% | -0.71%-6.47% | -0.71%
Prior 7-Day Avg 6.62% | 10.87%6.62% | 10.87%
Current vs 7-Day Avg -21.05% | -4.52%-21.05% | -4.52%
Prior 7-Day Eod 5.59% | 10.46%5.59% | 10.46%
Current vs 7-Day Eod -6.47% | -0.71%-6.47% | -0.71%
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 bearish conviction with 81% of dollar volume in puts ($165.2K) vs calls ($37.9K). Elevated premium activity with dollar volume up 61% vs prior. Unusually high activity with volume up 214% vs prior - elevated interest. Extreme bearish P/C ratio of 3.13 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 5 found (avg delta 0.79, highest 0.93)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 188.409.70$9.0514.4%20.933
$50.00Sep 184.104.70$4.4013.6%620.781.1K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 2110.4012.00$11.2014.3%10.902
$55.00Aug 211.202.00$1.6050.0%160.75292
$55.00Sep 182.653.10$2.8815.6%110.59323

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 213, top 67)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.200.45$0.3375.8%670.13387
$50.00Sep 184.104.70$4.4013.6%620.781.1K
$57.50Sep 180.550.80$0.6836.8%50.24345
$55.00Aug 210.000.65$0.33197.0%40.24346
$45.00Sep 188.409.70$9.0514.4%20.933
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.600.75$0.6822.1%210.2210.5K
$55.00Aug 211.202.00$1.6050.0%160.75292
$47.50Sep 180.300.55$0.4358.1%140.13--
$55.00Sep 182.653.10$2.8815.6%110.59323
$42.50Sep 180.000.25$0.13192.3%50.04--

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 69.2%, max 69.2%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 1859.2%35.0%69.2%27615

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 9.00, avg 5.70)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$57.50Sep 18$3.72$3.78$3.7278%1.02$53.72
$57.50$60.00Sep 18$0.35$2.15$0.3524%6.14$57.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$47.50Sep 18$0.25$2.25$0.2522%9.00$49.75
$55.00$52.50Sep 18$1.30$1.20$1.3059%0.92$53.70
$47.50$42.50Sep 18$0.30$4.70$0.3013%15.67$47.20
$52.50$50.00Sep 18$0.90$1.60$0.9041%1.78$51.60
$55.00$45.00Aug 21$1.57$8.43$1.5775%5.37$53.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.56, avg 0.22)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$57.50$60.00Sep 18$0.35$0.35$2.1576%0.16$57.85
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$50.00Sep 18$0.90$0.90$1.6059%0.56$51.60
$47.50$42.50Sep 18$0.30$0.30$4.7087%0.06$47.20
$50.00$47.50Sep 18$0.25$0.25$2.2578%0.11$49.75

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 3.60% of stock, avg 6.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$0.33$1.60$1.93$53.07$56.933.60%
$50.00Sep 18$4.40$0.68$5.08$44.92$55.089.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 1.27% of stock, avg 2.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.50$47.50Sep 18$0.25$0.43$0.68$46.82$63.18
$60.00$47.50Sep 18$0.33$0.43$0.76$46.74$60.76
$62.50$50.00Sep 18$0.25$0.68$0.93$49.07$63.43
$60.00$50.00Sep 18$0.33$0.68$1.01$48.99$61.01
$57.50$47.50Sep 18$0.68$0.43$1.11$46.39$58.61
$57.50$50.00Sep 18$0.68$0.68$1.36$48.64$58.86
$60.00$52.50Sep 18$0.33$1.58$1.91$50.59$61.91
$62.50$52.50Sep 18$0.25$1.58$1.83$50.67$64.33
$57.50$52.50Sep 18$0.68$1.58$2.26$50.24$59.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.32, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
48/5058/60Sep 18$0.60$1.9054%0.32$49.40$58.10
42/4858/60Sep 18$0.65$4.3563%0.15$46.85$58.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 5.25, cheapest $0.27)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$57.50$60.00$62.50Sep 18$0.27$2.2314%8.26
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Sep 18$0.40$2.1037%5.25
$45.00$55.00$65.00Aug 21$8.03$1.9788%0.25
$47.50$50.00$52.50Sep 18$0.65$1.8527%2.85

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 $-0.28, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Sep 18-$0.17$2.33
$45.00$50.001:2Sep 18$0.25$4.75
$50.00$57.501:2Sep 18$3.04$4.46
$57.50$60.001:2Sep 18$0.02$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$52.501:2Sep 18-$0.28$2.22
$50.00$47.501:2Sep 18-$0.18$2.32
$42.50$40.001:2Sep 18-$0.23$2.27
$65.00$55.001:2Aug 21$8.00$2.00
$52.50$50.001:2Sep 18$0.22$2.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.03%, avg 0.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Sep 18$0.550.247.4%1.03%8.40%5345
$60.00Sep 18$0.200.1312.0%0.37%12.42%67387

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 149
Total Puts 466
Put/Call Ratio 3.13
Net Difference -317

Prior's Put/Call Breakdown

Total Calls 129
Total Puts 67
Put/Call Ratio 0.52
Net Difference 62

Prior 7-Day Put/Call Summary

Total Calls 4,332
Total Puts 955
Average Put/Call Ratio 0.32
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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