Tour v526
JEF
JEFFERIES FINL GROUP
$51.78 -3.31%
$52.00 (+0.42%)🌙
as of 08/20 06:42 PM
8/20 18:42

Option Volume

Detail
Current (08/20) 2,003
Calls: 217 (11%)
Puts: 1,786 (89%)
Prior (08/19) 615
Calls: 149 (24%)
Puts: 466 (76%)
Current vs Prior +225.69%
Calls: +45.64% (Calls)
Puts: +283.26% (Puts)
Prior 7-Day Total 5,621
Calls: 4,250 (76%)
Puts: 1,371 (24%)
Prior 7-Day Average 803
Calls: 607 (76%)
Puts: 195 (24%)
Current vs Prior 7-Day Avg +149.44%
Calls: -64.26%
Puts: +811.89%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $942.5K
Calls: $65.5K (7%)
Puts: $877.0K (93%)
Prior (08/19) $203.1K
Calls: $37.9K (19%)
Puts: $165.2K (81%)
Current vs Prior +364.07%
Calls: +72.95%
Puts: +430.78%
Prior 7-Day Total $3.09M
Calls: $2.76M (89%)
Puts: $331.6K (11%)
Prior 7-Day Average $441.6K
Calls: $394.2K (89%)
Puts: $47.4K (11%)
Current vs Prior 7-Day Avg +113.44%
Calls: -83.39%
Puts: +1751.28%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 8.23
Prior (08/19) 3.13
Current vs Prior +163.16%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +1018.28%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 16,696
Calls: 3,708 (22%)
Puts: 12,988 (78%)
Prior (08/19) 15,160
Calls: 2,986 (20%)
Puts: 12,174 (80%)
Current vs Prior +10.13%
Prior 7-Day Total 81,466
Calls: 13,855 (17%)
Puts: 67,611 (83%)
Prior 7-Day Average 11,638
Calls: 1,979 (17%)
Puts: 9,658 (83%)
Current vs Prior 7-Day Avg +43.46%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 5.23% | 10.54%5.23% | 10.54%
Prior 5.23% | 10.38%5.23% | 10.38%
Current vs Prior +0.09% | +1.56%+0.09% | +1.56%
Prior 7-Day Avg 6.25% | 10.59%6.25% | 10.59%
Current vs 7-Day Avg -16.28% | -0.41%-16.28% | -0.41%
Prior 7-Day Eod 5.23% | 10.38%5.23% | 10.38%
Current vs 7-Day Eod +0.09% | +1.56%+0.09% | +1.56%
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
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🤖 AI Insights

Strong bearish conviction with 93% of dollar volume in puts ($877.0K) vs calls ($65.5K). Massive premium surge with dollar volume up 364% vs prior. Dollar volume significantly above 7-day average (113% higher). Unusually high activity with volume up 226% vs prior - elevated interest.

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.83, highest 1.00)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 182.853.30$3.0814.6%620.661.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 219.4011.10$10.2516.6%11.00--
$65.00Sep 1811.9014.60$13.2520.4%70.95--
$62.50Sep 189.5011.30$10.4017.3%60.94--
$65.00Aug 2111.9013.50$12.7012.6%10.93--
$55.00Aug 212.703.50$3.1025.8%260.89277

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 720, top 313)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.100.25$0.1883.3%720.08443
$50.00Sep 182.853.30$3.0814.6%620.661.1K
$57.50Sep 180.350.50$0.4334.9%200.16345
$60.00Aug 210.000.65$0.33197.0%20.12--
$55.00Sep 180.651.25$0.9563.2%20.30106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Sep 182.152.60$2.3818.9%3130.53439
$50.00Sep 181.051.35$1.2025.0%1140.3410.5K
$45.00Sep 180.150.30$0.2268.2%530.09--
$55.00Aug 212.703.50$3.1025.8%260.89277
$50.00Aug 210.000.10$0.05200.0%250.07506

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 221.2%, max 221.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 21Sep 18117.8%36.7%221.2%3106
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 0.95, avg 3.25)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$52.50Sep 18$1.28$1.22$1.2866%0.95$51.28
$52.50$55.00Sep 18$0.85$1.65$0.8547%1.94$53.35
$57.50$60.00Sep 18$0.25$2.25$0.2516%9.00$57.75
$55.00$57.50Sep 18$0.52$1.98$0.5230%3.81$55.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$52.50Sep 18$1.47$1.03$1.4770%0.70$53.53
$47.50$45.00Sep 18$0.26$2.24$0.2617%8.62$47.24
$52.50$50.00Sep 18$1.18$1.32$1.1853%1.12$51.32
$50.00$47.50Sep 18$0.72$1.78$0.7234%2.47$49.28
$55.00$50.00Aug 21$3.05$1.95$3.0588%0.64$51.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.40, avg 0.28)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$57.50Sep 18$0.52$0.52$1.9870%0.26$55.52
$57.50$60.00Sep 18$0.25$0.25$2.2584%0.11$57.75
$52.50$55.00Sep 18$0.85$0.85$1.6553%0.52$53.35
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$47.50Sep 18$0.72$0.72$1.7866%0.40$49.28
$47.50$45.00Sep 18$0.26$0.26$2.2483%0.12$47.24

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. 4 found (cheapest 6.62% of stock, avg 8.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 21$0.33$3.10$3.43$51.57$58.436.62%
$52.50Sep 18$1.80$2.38$4.18$48.32$56.688.07%
$50.00Sep 18$3.08$1.20$4.28$45.72$54.288.27%
$55.00Sep 18$0.95$3.85$4.80$50.20$59.809.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 17 found (cheapest 0.71% of stock, avg 2.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.50$45.00Sep 18$0.15$0.22$0.37$44.63$62.87
$60.00$50.00Aug 21$0.33$0.05$0.38$49.62$60.38
$60.00$45.00Sep 18$0.18$0.22$0.40$44.60$60.40
$55.00$50.00Aug 21$0.33$0.05$0.38$49.62$55.38
$57.50$45.00Sep 18$0.43$0.22$0.65$44.35$58.15
$62.50$47.50Sep 18$0.15$0.48$0.63$46.87$63.13
$60.00$47.50Sep 18$0.18$0.48$0.66$46.84$60.66
$57.50$47.50Sep 18$0.43$0.48$0.91$46.59$58.41
$55.00$45.00Sep 18$0.95$0.22$1.17$43.83$56.17
$55.00$47.50Sep 18$0.95$0.48$1.43$46.07$56.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.63, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
48/5058/60Sep 18$0.97$1.5350%0.63$49.03$58.47
45/4858/60Sep 18$0.51$1.9967%0.26$46.99$58.01
48/5055/58Sep 18$1.24$1.2636%0.98$48.76$56.24
45/4855/58Sep 18$0.78$1.7253%0.45$46.72$55.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 7.62, cheapest $0.22)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$52.50$55.00$57.50Sep 18$0.33$2.1731%6.58
$50.00$52.50$55.00Sep 18$0.43$2.0736%4.81
$55.00$57.50$60.00Sep 18$0.27$2.2322%8.26
$57.50$60.00$62.50Sep 18$0.22$2.2810%10.36
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Sep 18$0.29$2.2136%7.62
$52.50$55.00$57.50Sep 18$0.33$2.1730%6.58
$47.50$50.00$52.50Sep 18$0.46$2.0436%4.43
$45.00$47.50$50.00Sep 18$0.46$2.0426%4.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.90, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$52.501:2Sep 18-$0.52$1.98
$52.50$55.001:2Sep 18-$0.10$2.40
$55.00$60.001:2Aug 21-$0.33$4.67
$60.00$62.501:2Sep 18-$0.12$2.38
$55.00$57.501:2Sep 18$0.09$2.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.50$57.501:2Sep 18-$0.90$4.10
$52.50$50.001:2Sep 18-$0.02$2.48
$55.00$52.501:2Sep 18-$0.91$1.59
$57.50$55.001:2Sep 18-$2.05$0.45
$62.50$55.001:2Aug 21$4.05$3.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.80%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.50Sep 18$1.450.471.4%2.80%4.19%1--
$55.00Sep 18$0.650.306.2%1.26%7.47%2106
$57.50Sep 18$0.350.1611.1%0.68%11.72%20345
$60.00Sep 18$0.100.0815.9%0.19%16.07%72443

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 217
Total Puts 1,786
Put/Call Ratio 8.23
Net Difference -1,569

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,250
Total Puts 1,371
Average Put/Call Ratio 0.74
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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