Tour v526
JEF
JEFFERIES FINL GROUP
$52.84 -0.55%
$52.75 (-0.17%)🌙
as of 08/27 06:39 PM
8/27 18:39

Option Volume

Detail
Current (08/27) 222
Calls: 50 (23%)
Puts: 172 (77%)
Prior (08/26) 306
Calls: 105 (34%)
Puts: 201 (66%)
Current vs Prior -27.45%
Calls: -52.38% (Calls)
Puts: -14.43% (Puts)
Prior 7-Day Total 7,913
Calls: 3,424 (43%)
Puts: 4,489 (57%)
Prior 7-Day Average 1,130
Calls: 489 (43%)
Puts: 641 (57%)
Current vs Prior 7-Day Avg -80.36%
Calls: -89.78%
Puts: -73.18%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27) $105.9K
Calls: $13.0K (12%)
Puts: $92.9K (88%)
Prior (08/26) $115.7K
Calls: $14.2K (12%)
Puts: $101.6K (88%)
Current vs Prior -8.45%
Calls: -7.89%
Puts: -8.53%
Prior 7-Day Total $3.87M
Calls: $2.16M (56%)
Puts: $1.71M (44%)
Prior 7-Day Average $552.9K
Calls: $308.6K (56%)
Puts: $244.3K (44%)
Current vs Prior 7-Day Avg -80.84%
Calls: -95.77%
Puts: -61.97%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27) 3.44
Prior (08/26) 1.91
Current vs Prior +79.70%
Prior 7-Day Average 2.41
Current vs Prior 7-Day Avg +42.45%
Sentiment BEARISH

Open Interest

Detail
Current (08/27) 14,646
Calls: 1,229 (8%)
Puts: 13,417 (92%)
Prior (08/26) 13,876
Calls: 2,496 (18%)
Puts: 11,380 (82%)
Current vs Prior +5.55%
Prior 7-Day Total 98,728
Calls: 17,569 (18%)
Puts: 81,159 (82%)
Prior 7-Day Average 14,104
Calls: 2,509 (18%)
Puts: 11,594 (82%)
Current vs Prior 7-Day Avg +3.84%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 9.18% | 13.91%
Prior 9.13% | 14.12%
Current vs Prior +0.55% | -1.46%
Prior 7-Day Avg 7.46% | 12.20%
Current vs 7-Day Avg +23.04% | +13.97%
Prior 7-Day Eod 9.13% | 14.12%
Current vs 7-Day Eod +0.55% | -1.46%
Sentiment BEARISH

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 ($92.9K) vs calls ($13.0K). Extreme bearish P/C ratio of 3.44 - heavy put buying. P/C ratio rising 80% - increased hedging/bearish positioning. Put-heavy open interest (13,417 puts vs 1,229 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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 124, top 89)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.050.25$0.15133.3%90.08--
$55.00Sep 180.801.05$0.9326.9%20.35144
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 180.000.20$0.10200.0%890.041.6K
$50.00Sep 180.450.65$0.5536.4%240.2210.6K

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. 2 found (best R:R 10.11, avg 7.76)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$0.78$4.22$0.7835%5.41$55.78
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$45.00Sep 18$0.45$4.55$0.4522%10.11$49.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.18, avg 0.14)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$0.78$0.78$4.2265%0.18$55.78
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$45.00Sep 18$0.45$0.45$4.5578%0.10$49.55

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 1.32% of stock, avg 2.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Sep 18$0.15$0.55$0.70$49.30$60.70
$55.00$50.00Sep 18$0.93$0.55$1.48$48.52$56.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.33, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
45/5055/60Sep 18$1.23$3.7744%0.33$48.77$56.23

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

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 2 found (best net $0.35, -- credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Sep 18$0.63$4.37
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Sep 18$0.35$4.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 1.51%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$0.800.354.1%1.51%5.60%2144

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 50
Total Puts 172
Put/Call Ratio 3.44
Net Difference -122

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,424
Total Puts 4,489
Average Put/Call Ratio 2.41
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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