Tour v526
JEF
JEFFERIES FINL GROUP
$53.09 +0.47%
8/28 18:39

Option Volume

Detail
Current (08/28) 180
Calls: 66 (37%)
Puts: 114 (63%)
Prior (08/27) 222
Calls: 50 (23%)
Puts: 172 (77%)
Current vs Prior -18.92%
Calls: +32.00% (Calls)
Puts: -33.72% (Puts)
Prior 7-Day Total 5,480
Calls: 1,032 (19%)
Puts: 4,448 (81%)
Prior 7-Day Average 782
Calls: 147 (19%)
Puts: 635 (81%)
Current vs Prior 7-Day Avg -77.01%
Calls: -55.23%
Puts: -82.06%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/28) $99.9K
Calls: $8.9K (9%)
Puts: $91.0K (91%)
Prior (08/27) $105.9K
Calls: $13.0K (12%)
Puts: $92.9K (88%)
Current vs Prior -5.71%
Calls: -31.48%
Puts: -2.09%
Prior 7-Day Total $1.98M
Calls: $264.3K (13%)
Puts: $1.72M (87%)
Prior 7-Day Average $282.8K
Calls: $37.8K (13%)
Puts: $245.1K (87%)
Current vs Prior 7-Day Avg -64.68%
Calls: -76.32%
Puts: -62.88%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/28) 1.73
Prior (08/27) 3.44
Current vs Prior -49.79%
Prior 7-Day Average 2.89
Current vs Prior 7-Day Avg -40.31%
Sentiment BEARISH

Open Interest

Detail
Current (08/28) 11,117
Calls: 542 (5%)
Puts: 10,575 (95%)
Prior (08/27) 14,646
Calls: 1,229 (8%)
Puts: 13,417 (92%)
Current vs Prior -24.10%
Prior 7-Day Total 104,426
Calls: 14,317 (14%)
Puts: 90,109 (86%)
Prior 7-Day Average 14,918
Calls: 2,045 (14%)
Puts: 12,872 (86%)
Current vs Prior 7-Day Avg -25.48%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 8.95% | 14.22%
Prior 9.18% | 13.91%
Current vs Prior -2.52% | +2.24%
Prior 7-Day Avg 7.82% | 12.67%
Current vs 7-Day Avg +14.48% | +12.22%
Prior 7-Day Eod 9.18% | 13.91%
Current vs 7-Day Eod -2.52% | +2.24%
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 91% of dollar volume in puts ($91.0K) vs calls ($8.9K). Extreme bearish P/C ratio of 1.73 - heavy put buying. P/C ratio dropping 50% - sentiment shifting bullish. Put-heavy open interest (10,575 puts vs 542 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 BEARISH
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. 2 found (avg delta 0.62, highest 0.66)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Sep 181.752.35$2.0529.3%20.58103
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 182.403.00$2.7022.2%10.66--

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 110, top 73)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 180.801.05$0.9326.9%190.35143
$57.50Sep 180.250.45$0.3557.1%150.17--
$52.50Sep 181.752.35$2.0529.3%20.58103
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.350.55$0.4544.4%730.2010.6K
$55.00Sep 182.403.00$2.7022.2%10.66--

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. 3 found (best R:R 1.23, avg 1.92)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$52.50$55.00Sep 18$1.12$1.38$1.1258%1.23$53.62
$55.00$57.50Sep 18$0.58$1.92$0.5835%3.31$55.58
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. 1 found (best R:R 0.30, avg 0.30)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$57.50Sep 18$0.58$0.58$1.9265%0.30$55.58
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. 1 found (cheapest 6.84% of stock, avg 6.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$0.93$2.70$3.63$51.37$58.636.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 1.51% of stock, avg 2.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$50.00Sep 18$0.35$0.45$0.80$49.20$58.30
$55.00$50.00Sep 18$0.93$0.45$1.38$48.62$56.38

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. 1 found (best R:R 3.63, cheapest $0.54)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$52.50$55.00$57.50Sep 18$0.54$1.9642%3.63
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. 3 found (best net $0.19, -- credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$52.50$55.001:2Sep 18$0.19$2.31
$55.00$57.501:2Sep 18$0.23$2.27
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18$1.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.51%, avg 0.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$0.800.353.6%1.51%5.10%19143
$57.50Sep 18$0.250.178.3%0.47%8.78%15--

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 66
Total Puts 114
Put/Call Ratio 1.73
Net Difference -48

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,032
Total Puts 4,448
Average Put/Call Ratio 2.89
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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