Tour v526
JEF
JEFFERIES FINL GROUP
$52.33 +1.06%
$52.50 (+0.32%)🌙
as of 08/21 06:42 PM
8/21 18:42

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

📈 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 8.9%, best 8.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Sep 189.7010.60$10.158.9%31.0023

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 0.81, highest 1.00)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 183.103.90$3.5022.9%20.731.1K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Sep 189.7010.60$10.158.9%31.0023
$57.50Aug 214.105.70$4.9032.7%100.92115
$55.00Aug 211.553.20$2.3869.3%70.8686
$52.50Aug 210.000.50$0.25200.0%2880.57142

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 1.6K, top 1.0K)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 180.400.55$0.4831.3%1250.18--
$60.00Sep 180.050.30$0.18138.9%1000.08451
$50.00Sep 183.103.90$3.5022.9%20.731.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 180.100.35$0.22113.6%1.0K0.08233
$52.50Aug 210.000.50$0.25200.0%2880.57142
$50.00Sep 180.751.00$0.8828.4%600.2810.5K
$52.50Sep 181.802.15$1.9817.7%230.48725
$57.50Aug 214.105.70$4.9032.7%100.92115

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 469.8%, max 469.8%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.50Aug 21Sep 18197.6%34.7%469.8%311867

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 10.90, avg 5.11)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$57.50Sep 18$3.02$4.48$3.0273%1.48$53.02
$57.50$60.00Sep 18$0.30$2.20$0.3018%7.33$57.80
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Sep 18$0.21$2.29$0.2115%10.90$47.29
$50.00$47.50Sep 18$0.45$2.05$0.4528%4.56$49.55
$52.50$50.00Sep 18$1.10$1.40$1.1048%1.27$51.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.14, avg 0.15)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$57.50$60.00Sep 18$0.30$0.30$2.2082%0.14$57.80
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$47.50Sep 18$0.45$0.45$2.0572%0.22$49.55
$47.50$45.00Sep 18$0.21$0.21$2.2985%0.09$47.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.73, cheapest $1.73)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.50Aug 21Sep 18$1.73197.6%34.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 8.37% of stock, avg 8.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Sep 18$3.50$0.88$4.38$45.62$54.388.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.76% of stock, avg 2.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$45.00Sep 18$0.18$0.22$0.40$44.60$60.40
$60.00$47.50Sep 18$0.18$0.43$0.61$46.89$60.61
$57.50$45.00Sep 18$0.48$0.22$0.70$44.30$58.20
$57.50$47.50Sep 18$0.48$0.43$0.91$46.59$58.41
$60.00$50.00Sep 18$0.18$0.88$1.06$48.94$61.06
$57.50$50.00Sep 18$0.48$0.88$1.36$48.64$58.86
$57.50$52.50Sep 18$0.48$1.98$2.46$50.04$59.96
$60.00$52.50Sep 18$0.18$1.98$2.16$50.34$62.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.26, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
45/4858/60Sep 18$0.51$1.9967%0.26$46.99$58.01
48/5058/60Sep 18$0.75$1.7554%0.43$49.25$58.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 5.41, cheapest $0.24)

CALLS (0)
No calls found
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$52.50$55.00$57.50Aug 21$0.39$2.1135%5.41
$45.00$47.50$50.00Sep 18$0.24$2.2620%9.42
$47.50$50.00$52.50Sep 18$0.65$1.8533%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. 8 found (best net $-0.01, 1 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$50.00$57.501:2Sep 18$2.54$4.96
$57.50$60.001:2Sep 18$0.12$2.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Sep 18-$0.01$2.49
$57.50$55.001:2Aug 21$0.14$2.36
$62.50$52.501:2Sep 18$6.19$3.81
$52.50$50.001:2Sep 18$0.22$2.28
$50.00$47.501:2Sep 18$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 0.76%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Sep 18$0.400.189.9%0.76%10.64%125--

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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Chart Title

Price — Past 7 Days

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