Tour v526
JEF
JEFFERIES FINL GROUP
$53.13 +1.30%
$52.78 (-0.66%)🌙
as of 08/26 06:41 PM
8/26 18:41

Option Volume

Detail
Current (08/26) 306
Calls: 105 (34%)
Puts: 201 (66%)
Prior (08/25) 309
Calls: 137 (44%)
Puts: 172 (56%)
Current vs Prior -0.97%
Calls: -23.36% (Calls)
Puts: +16.86% (Puts)
Prior 7-Day Total 7,773
Calls: 3,439 (44%)
Puts: 4,334 (56%)
Prior 7-Day Average 1,110
Calls: 491 (44%)
Puts: 619 (56%)
Current vs Prior 7-Day Avg -72.44%
Calls: -78.63%
Puts: -67.54%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/26) $115.7K
Calls: $14.2K (12%)
Puts: $101.6K (88%)
Prior (08/25) $139.2K
Calls: $19.4K (14%)
Puts: $119.8K (86%)
Current vs Prior -16.86%
Calls: -26.80%
Puts: -15.25%
Prior 7-Day Total $3.81M
Calls: $2.19M (57%)
Puts: $1.62M (43%)
Prior 7-Day Average $543.6K
Calls: $312.4K (57%)
Puts: $231.2K (43%)
Current vs Prior 7-Day Avg -78.71%
Calls: -95.47%
Puts: -56.07%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/26) 1.91
Prior (08/25) 1.26
Current vs Prior +52.48%
Prior 7-Day Average 2.20
Current vs Prior 7-Day Avg -12.83%
Sentiment BEARISH

Open Interest

Detail
Current (08/26) 13,876
Calls: 2,496 (18%)
Puts: 11,380 (82%)
Prior (08/25) 17,612
Calls: 1,660 (9%)
Puts: 15,952 (91%)
Current vs Prior -21.21%
Prior 7-Day Total 87,199
Calls: 15,903 (18%)
Puts: 71,296 (82%)
Prior 7-Day Average 12,457
Calls: 2,271 (18%)
Puts: 10,185 (82%)
Current vs Prior 7-Day Avg +11.39%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 9.13% | 14.12%
Prior 9.88% | 14.59%
Current vs Prior -7.57% | -3.22%
Prior 7-Day Avg 7.14% | 11.72%
Current vs 7-Day Avg +27.94% | +20.48%
Prior 7-Day Eod 9.88% | 14.59%
Current vs 7-Day Eod -7.57% | -3.22%
Sentiment BULLISH

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 88% of dollar volume in puts ($101.6K) vs calls ($14.2K). Extreme bearish P/C ratio of 1.91 - heavy put buying. P/C ratio rising 52% - increased hedging/bearish positioning. Put-heavy open interest (11,380 puts vs 2,496 calls) suggests hedging or bearish positioning.

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. 3 found (avg delta 0.67, highest 0.79)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 183.404.20$3.8021.1%30.791.1K
$52.50Sep 181.802.30$2.0524.4%90.5694
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 182.503.10$2.8021.4%30.66329

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 119, top 42)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 180.300.55$0.4358.1%420.18494
$55.00Sep 180.751.15$0.9542.1%220.34131
$52.50Sep 181.802.30$2.0524.4%90.5694
$60.00Sep 180.050.25$0.15133.3%50.08--
$50.00Sep 183.404.20$3.8021.1%30.791.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.450.65$0.5536.4%350.2210.6K
$55.00Sep 182.503.10$2.8021.4%30.66329

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. 4 found (best R:R 3.81, avg 3.56)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$57.50Sep 18$0.52$1.98$0.5234%3.81$55.52
$52.50$55.00Sep 18$1.10$1.40$1.1056%1.27$53.60
$57.50$60.00Sep 18$0.28$2.22$0.2818%7.93$57.78
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$50.00Sep 18$2.25$2.75$2.2566%1.22$52.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.13, avg 0.20)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$57.50$60.00Sep 18$0.28$0.28$2.2282%0.13$57.78
$55.00$57.50Sep 18$0.52$0.52$1.9866%0.26$55.52
BULL PUT (0)
No bull put found

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 7.06% of stock, avg 7.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$0.95$2.80$3.75$51.25$58.757.06%
$50.00Sep 18$3.80$0.55$4.35$45.65$54.358.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 1.32% of stock, avg 1.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Sep 18$0.15$0.55$0.70$49.30$60.70
$57.50$50.00Sep 18$0.43$0.55$0.98$49.02$58.48
$55.00$50.00Sep 18$0.95$0.55$1.50$48.50$56.50

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 9.42, cheapest $0.24)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$57.50$60.00Sep 18$0.24$2.2626%9.42
$50.00$52.50$55.00Sep 18$0.65$1.8544%2.85
$52.50$55.00$57.50Sep 18$0.58$1.9238%3.31
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $-0.30, 1 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$50.00$52.501:2Sep 18-$0.30$2.20
$52.50$55.001:2Sep 18$0.15$2.35
$55.00$57.501:2Sep 18$0.09$2.41
$57.50$60.001:2Sep 18$0.13$2.37
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18$1.70$3.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.41%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$0.750.343.5%1.41%4.93%22131
$57.50Sep 18$0.300.188.2%0.56%8.79%42494

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 105
Total Puts 201
Put/Call Ratio 1.91
Net Difference -96

Prior's Put/Call Breakdown

Total Calls 137
Total Puts 172
Put/Call Ratio 1.26
Net Difference -35

Prior 7-Day Put/Call Summary

Total Calls 3,439
Total Puts 4,334
Average Put/Call Ratio 2.20
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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