Tour
v526
JEF
JEFFERIES FINL GROUP
$52.33
+1.06%
$52.50 (+0.32%)
as of 08/21 06:42 PM
Option Volume
Detail
Current (08/21)
1,829
Calls:
245
(13%)
Puts:
1,584
(87%)
Prior (08/20)
2,003
Calls:
217
(11%)
Puts:
1,786
(89%)
Current vs Prior
-8.69%
Calls:
+12.90%
(Calls)
Puts:
-11.31%
(Puts)
Prior 7-Day Total
7,111
Calls:
4,088
(57%)
Puts:
3,023
(43%)
Prior 7-Day Average
1,015
Calls:
584
(57%)
Puts:
431
(43%)
Current vs Prior 7-Day Avg
+80.05%
Calls:
-58.05%
Puts:
+266.79%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/21)
$347.2K
Calls:
$12.6K
(4%)
Puts:
$334.6K
(96%)
Prior (08/20)
$942.5K
Calls:
$65.5K
(7%)
Puts:
$877.0K
(93%)
Current vs Prior
-63.16%
Calls:
-80.71%
Puts:
-61.85%
Prior 7-Day Total
$3.98M
Calls:
$2.79M
(70%)
Puts:
$1.19M
(30%)
Prior 7-Day Average
$568.2K
Calls:
$398.6K
(70%)
Puts:
$169.6K
(30%)
Current vs Prior 7-Day Avg
-38.89%
Calls:
-96.83%
Puts:
+97.27%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/21)
6.47
Prior (08/20)
8.23
Current vs Prior
-21.45%
Prior 7-Day Average
1.40
Current vs Prior 7-Day Avg
+361.89%
Sentiment
BEARISH
Open Interest
Detail
Current (08/21)
13,947
Calls:
1,593
(11%)
Puts:
12,354
(89%)
Prior (08/20)
16,696
Calls:
3,708
(22%)
Puts:
12,988
(78%)
Current vs Prior
-16.47%
Prior 7-Day Total
81,250
Calls:
15,192
(19%)
Puts:
66,058
(81%)
Prior 7-Day Average
11,607
Calls:
2,170
(19%)
Puts:
9,436
(81%)
Current vs Prior 7-Day Avg
+20.16%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
4.83% | 10.47%4.83% | 10.47%
Prior
5.23% | 10.54%5.23% | 10.54%
Current vs Prior
+100.09% | +39.54%-7.62% | -0.69%
Prior 7-Day Avg
6.30% | 10.78%6.30% | 10.78%
Current vs 7-Day Avg
+66.28% | +36.56%-23.23% | -2.81%
Prior 7-Day Eod
5.23% | 10.54%5.23% | 10.54%
Current vs 7-Day Eod
+100.09% | +39.54%-7.62% | -0.69%
Sentiment
BEARISHBULLISH
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 96% of dollar volume in puts ($334.6K) vs calls ($12.6K). Light premium activity with dollar volume down 63% vs prior. Volume explosion - 80% above 7-day average (1,829 vs avg 1,015). Extreme bearish P/C ratio of 6.47 - 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
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
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
245
Total Puts
1,584
Put/Call Ratio
6.47
Net Difference
-1,339
Prior's Put/Call Breakdown
Total Calls
217
Total Puts
1,786
Put/Call Ratio
8.23
Net Difference
-1,569
Prior 7-Day Put/Call Summary
Total Calls
4,088
Total Puts
3,023
Average Put/Call Ratio
1.40
Ratio Trend
Falling
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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