Tour v526
JEF
JEFFERIES FINL GROUP
$55.72 +0.89%
$55.87 (+0.27%)🌙
as of 09/08 06:37 PM
9/8 18:37

Option Volume

Detail
Current (09/08) 537
Calls: 147 (27%)
Puts: 390 (73%)
Prior (09/04) 2,838
Calls: 730 (26%)
Puts: 2,108 (74%)
Current vs Prior -81.08%
Calls: -79.86% (Calls)
Puts: -81.50% (Puts)
Prior 7-Day Total 8,440
Calls: 1,453 (17%)
Puts: 6,987 (83%)
Prior 7-Day Average 1,205
Calls: 207 (17%)
Puts: 998 (83%)
Current vs Prior 7-Day Avg -55.46%
Calls: -29.18%
Puts: -60.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/08) $83.4K
Calls: $34.5K (41%)
Puts: $48.9K (59%)
Prior (09/04) $169.1K
Calls: $30.1K (18%)
Puts: $139.0K (82%)
Current vs Prior -50.66%
Calls: +14.88%
Puts: -64.84%
Prior 7-Day Total $1.24M
Calls: $201.6K (16%)
Puts: $1.04M (84%)
Prior 7-Day Average $176.9K
Calls: $28.8K (16%)
Puts: $148.1K (84%)
Current vs Prior 7-Day Avg -52.85%
Calls: +19.93%
Puts: -67.01%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/08) 2.65
Prior (09/04) 2.89
Current vs Prior -8.12%
Prior 7-Day Average 2.92
Current vs Prior 7-Day Avg -9.08%
Sentiment BEARISH

Open Interest

Detail
Current (09/08) 5,433
Calls: 3,161 (58%)
Puts: 2,272 (42%)
Prior (09/04) 16,302
Calls: 1,457 (9%)
Puts: 14,845 (91%)
Current vs Prior -66.67%
Prior 7-Day Total 99,419
Calls: 9,598 (10%)
Puts: 89,821 (90%)
Prior 7-Day Average 14,202
Calls: 1,371 (10%)
Puts: 12,831 (90%)
Current vs Prior 7-Day Avg -61.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 7.00% | 13.16%7.00% | 13.16%
Prior 7.93% | 13.22%7.93% | 13.22%
Current vs Prior -11.74% | -0.47%-11.74% | -0.47%
Prior 7-Day Avg 8.66% | 13.74%8.66% | 13.74%
Current vs 7-Day Avg -19.16% | -4.24%-19.16% | -4.24%
Prior 7-Day Eod 7.93% | 13.22%7.93% | 13.22%
Current vs 7-Day Eod -11.74% | -0.47%-11.74% | -0.47%
Sentiment BULLISHBULLISH

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

Light premium activity with dollar volume down 51% vs prior. Below-average activity with volume down 81% vs prior. Extreme bearish P/C ratio of 2.65 - heavy put buying. Declining open interest (down 67%) indicates positions being closed.

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 BULLISH
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. 8 found (avg delta 0.71, highest 0.95)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 185.206.10$5.6515.9%90.951.1K
$50.00Oct 166.007.10$6.5516.8%50.81--
$55.00Sep 181.002.20$1.6075.0%10.57--
$55.00Oct 162.953.70$3.3322.5%260.55323
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 169.2010.60$9.9014.1%30.87--
$57.50Sep 182.002.60$2.3026.1%100.71--
$60.00Oct 165.105.90$5.5014.5%30.68--
$57.50Oct 163.604.40$4.0020.0%30.571

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 279, top 64)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 160.150.70$0.43127.9%330.12--
$62.50Oct 160.551.20$0.8873.9%270.2152
$55.00Oct 162.953.70$3.3322.5%260.55323
$57.50Oct 162.102.40$2.2513.3%130.4215
$57.50Sep 180.450.70$0.5743.9%120.28537
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 162.352.95$2.6522.6%640.4514
$55.00Sep 180.751.45$1.1063.6%300.43325
$52.50Sep 180.050.45$0.25160.0%100.15908
$57.50Sep 182.002.60$2.3026.1%100.71--
$42.50Oct 160.100.30$0.20100.0%100.0554

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. 13 found (best R:R 0.55, avg 2.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$55.00Oct 16$3.22$1.78$3.2281%0.55$53.22
$57.50$60.00Oct 16$0.70$1.80$0.7042%2.57$58.20
$55.00$57.50Oct 16$1.08$1.42$1.0855%1.31$56.08
$55.00$57.50Sep 18$1.03$1.47$1.0357%1.43$56.03
$60.00$62.50Oct 16$0.67$1.83$0.6732%2.73$60.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$57.50$55.00Sep 18$1.20$1.30$1.2071%1.08$56.30
$60.00$57.50Oct 16$1.50$1.00$1.5068%0.67$58.50
$57.50$55.00Oct 16$1.35$1.15$1.3557%0.85$56.15
$47.50$45.00Oct 16$0.32$2.18$0.3213%6.81$47.18
$52.50$47.50Oct 16$0.98$4.02$0.9831%4.10$51.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.52, avg 0.38)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$62.50$65.00Oct 16$0.45$0.45$2.0579%0.22$62.95
$60.00$62.50Oct 16$0.67$0.67$1.8368%0.37$60.67
$57.50$60.00Oct 16$0.70$0.70$1.8058%0.39$58.20
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$52.50Sep 18$0.85$0.85$1.6557%0.52$54.15
$55.00$52.50Oct 16$1.07$1.07$1.4355%0.75$53.93
$52.50$47.50Oct 16$0.98$0.98$4.0269%0.24$51.52
$47.50$45.00Oct 16$0.32$0.32$2.1887%0.15$47.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.64, cheapest $1.55)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Sep 18Oct 16$1.7336.1%40.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Sep 18Oct 16$1.5536.1%40.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 4.85% of stock, avg 8.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$1.60$1.10$2.70$52.30$57.704.85%
$57.50Sep 18$0.57$2.30$2.87$54.63$60.375.15%
$55.00Oct 16$3.33$2.65$5.98$49.02$60.9810.73%
$57.50Oct 16$2.25$4.00$6.25$51.25$63.7511.22%
$60.00Oct 16$1.55$5.50$7.05$52.95$67.0512.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 1.27% of stock, avg 4.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$45.00Oct 16$0.43$0.28$0.71$44.29$65.71
$57.50$52.50Sep 18$0.57$0.25$0.82$51.68$58.32
$65.00$47.50Oct 16$0.43$0.60$1.03$46.47$66.03
$62.50$45.00Oct 16$0.88$0.28$1.16$43.84$63.66
$62.50$47.50Oct 16$0.88$0.60$1.48$46.02$63.98
$57.50$55.00Sep 18$0.57$1.10$1.67$53.33$59.17
$60.00$45.00Oct 16$1.55$0.28$1.83$43.17$61.83
$65.00$52.50Oct 16$0.43$1.58$2.01$50.49$67.01
$60.00$47.50Oct 16$1.55$0.60$2.15$45.35$62.15
$62.50$52.50Oct 16$0.88$1.58$2.46$50.04$64.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.45, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
45/4862/65Oct 16$0.77$1.7365%0.45$46.73$63.27
45/4860/62Oct 16$0.99$1.5155%0.66$46.51$60.99
48/5262/65Oct 16$1.43$3.5748%0.40$51.07$63.93
48/5260/62Oct 16$1.65$3.3537%0.49$50.85$61.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 6.14, cheapest $0.15)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$60.00$62.50$65.00Oct 16$0.22$2.2820%10.36
$55.00$57.50$60.00Oct 16$0.38$2.1223%5.58
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$52.50$55.00$57.50Sep 18$0.35$2.1556%6.14
$55.00$57.50$60.00Oct 16$0.15$2.3523%15.67
$52.50$55.00$57.50Oct 16$0.28$2.2226%7.93
$42.50$45.00$47.50Oct 16$0.24$2.268%9.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.11, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Oct 16-$0.11$4.89
$60.00$62.501:2Oct 16-$0.21$2.29
$55.00$57.501:2Oct 16-$1.17$1.33
$57.50$60.001:2Oct 16-$0.85$1.65
$50.00$55.001:2Sep 18$2.45$2.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$60.001:2Oct 16-$1.10$3.90
$55.00$52.501:2Oct 16-$0.51$1.99
$42.50$40.001:2Oct 16-$0.06$2.44
$45.00$42.501:2Oct 16-$0.12$2.38
$57.50$55.001:2Oct 16-$1.30$1.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.77%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Oct 16$2.100.423.2%3.77%6.96%1315
$60.00Oct 16$1.350.327.7%2.42%10.10%536
$62.50Oct 16$0.550.2112.2%0.99%13.16%2752
$65.00Oct 16$0.150.1216.6%0.27%16.92%33--
$57.50Sep 18$0.450.283.2%0.81%4.00%12537

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 147
Total Puts 390
Put/Call Ratio 2.65
Net Difference -243

Prior's Put/Call Breakdown

Total Calls 730
Total Puts 2,108
Put/Call Ratio 2.89
Net Difference -1,378

Prior 7-Day Put/Call Summary

Total Calls 1,453
Total Puts 6,987
Average Put/Call Ratio 2.92
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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