Tour v527
JEF
JEFFERIES FINL GROUP
$55.25 -0.84%
9/9 18:38

Option Volume

Detail
Current (09/09) 152
Calls: 112 (74%)
Puts: 40 (26%)
Prior (09/08) 537
Calls: 147 (27%)
Puts: 390 (73%)
Current vs Prior -71.69%
Calls: -23.81% (Calls)
Puts: -89.74% (Puts)
Prior 7-Day Total 8,755
Calls: 1,550 (18%)
Puts: 7,205 (82%)
Prior 7-Day Average 1,250
Calls: 221 (18%)
Puts: 1,029 (82%)
Current vs Prior 7-Day Avg -87.85%
Calls: -49.42%
Puts: -96.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/09) $57.5K
Calls: $51.3K (89%)
Puts: $6.2K (11%)
Prior (09/08) $83.4K
Calls: $34.5K (41%)
Puts: $48.9K (59%)
Current vs Prior -31.01%
Calls: +48.53%
Puts: -87.24%
Prior 7-Day Total $1.22M
Calls: $223.1K (18%)
Puts: $992.7K (82%)
Prior 7-Day Average $173.7K
Calls: $31.9K (18%)
Puts: $141.8K (82%)
Current vs Prior 7-Day Avg -66.87%
Calls: +60.97%
Puts: -95.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09) 0.36
Prior (09/08) 2.65
Current vs Prior -86.54%
Prior 7-Day Average 2.81
Current vs Prior 7-Day Avg -87.27%
Sentiment BULLISH

Open Interest

Detail
Current (09/09) 6,448
Calls: 2,895 (45%)
Puts: 3,553 (55%)
Prior (09/08) 5,433
Calls: 3,161 (58%)
Puts: 2,272 (42%)
Current vs Prior +18.68%
Prior 7-Day Total 90,206
Calls: 11,530 (13%)
Puts: 78,676 (87%)
Prior 7-Day Average 12,886
Calls: 1,647 (13%)
Puts: 11,239 (87%)
Current vs Prior 7-Day Avg -49.96%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 7.15% | 13.67%7.15% | 13.67%
Prior 7.00% | 13.16%7.00% | 13.16%
Current vs Prior +2.14% | +3.88%+2.14% | +3.88%
Prior 7-Day Avg 8.35% | 13.63%8.35% | 13.63%
Current vs 7-Day Avg -14.34% | +0.26%-14.34% | +0.26%
Prior 7-Day Eod 7.00% | 13.16%7.00% | 13.16%
Current vs 7-Day Eod +2.14% | +3.88%+2.14% | +3.88%
Sentiment BEARISHBEARISH

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 bullish conviction with 89% of dollar volume in calls ($51.3K) vs puts ($6.2K). Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (112 calls vs 40 puts). P/C ratio dropping 87% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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. 6 found (avg delta 0.76, highest 0.93)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 184.706.20$5.4527.5%50.921.1K
$52.50Sep 182.804.30$3.5542.3%20.85--
$55.00Sep 180.902.15$1.5381.7%300.59173
$55.00Oct 163.004.00$3.5028.6%20.56--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 183.905.10$4.5026.7%60.93--
$60.00Oct 164.606.00$5.3026.4%10.71--

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 77, top 30)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 180.902.15$1.5381.7%300.59173
$60.00Sep 180.000.45$0.23195.7%60.13--
$50.00Sep 184.706.20$5.4527.5%50.921.1K
$52.50Sep 182.804.30$3.5542.3%20.85--
$55.00Oct 163.004.00$3.5028.6%20.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 180.551.30$0.9380.6%100.42309
$60.00Sep 183.905.10$4.5026.7%60.93--
$50.00Sep 180.100.25$0.1883.3%40.09--
$52.50Sep 180.050.45$0.25160.0%40.15918
$45.00Sep 180.000.20$0.10200.0%30.041.5K

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. 5 found (best R:R 1.02, avg 3.22)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$60.00Sep 18$1.30$3.70$1.3059%2.85$56.30
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$52.50Oct 16$3.72$3.78$3.7271%1.02$56.28
$52.50$50.00Oct 16$0.65$1.85$0.6531%2.85$51.85
$55.00$52.50Sep 18$0.68$1.82$0.6842%2.68$54.32
$50.00$45.00Oct 16$0.65$4.35$0.6520%6.69$49.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.15, avg 0.29)

BEAR CALL (0)
No bear call found
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$45.00Oct 16$0.65$0.65$4.3580%0.15$49.35
$55.00$52.50Sep 18$0.68$0.68$1.8258%0.37$54.32
$52.50$50.00Oct 16$0.65$0.65$1.8569%0.35$51.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.97, cheapest $1.97)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Sep 18Oct 16$1.9734.0%42.5%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 4.45% of stock, avg 7.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 18$1.53$0.93$2.46$52.54$57.464.45%
$52.50Sep 18$3.55$0.25$3.80$48.70$56.306.88%
$60.00Sep 18$0.23$4.50$4.73$55.27$64.738.56%
$50.00Sep 18$5.45$0.18$5.63$44.37$55.6310.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 0.74% of stock, avg 1.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$50.00Sep 18$0.23$0.18$0.41$49.59$60.41
$60.00$52.50Sep 18$0.23$0.25$0.48$52.02$60.48
$60.00$55.00Sep 18$0.23$0.93$1.16$53.84$61.16

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 3.10, cheapest $0.61)

CALLS (0)
No calls found
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Sep 18$0.61$1.8934%3.10

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-1.65, 4 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$52.501:2Sep 18-$1.65$0.85
$52.50$55.001:2Sep 18$0.49$2.01
$55.00$60.001:2Sep 18$1.07$3.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Oct 16-$0.28$2.22
$50.00$45.001:2Sep 18-$0.02$4.98
$52.50$50.001:2Sep 18-$0.11$2.39
$60.00$52.501:2Oct 16$2.14$5.36
$60.00$55.001:2Sep 18$2.64$2.36

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

No covered call setups found

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 112
Total Puts 40
Put/Call Ratio 0.36
Net Difference 72

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,550
Total Puts 7,205
Average Put/Call Ratio 2.81
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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