Tour v527
JEF
JEFFERIES FINL GROUP
$53.93 -2.39%
$53.80 (-0.24%)🌙
as of 09/10 06:41 PM
9/10 18:41

Option Volume

Detail
Current (09/10) 364
Calls: 48 (13%)
Puts: 316 (87%)
Prior (09/09) 152
Calls: 112 (74%)
Puts: 40 (26%)
Current vs Prior +139.47%
Calls: -57.14% (Calls)
Puts: +690.00% (Puts)
Prior 7-Day Total 8,727
Calls: 1,596 (18%)
Puts: 7,131 (82%)
Prior 7-Day Average 1,246
Calls: 228 (18%)
Puts: 1,018 (82%)
Current vs Prior 7-Day Avg -70.80%
Calls: -78.95%
Puts: -68.98%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10) $35.8K
Calls: $20.6K (57%)
Puts: $15.2K (43%)
Prior (09/09) $57.5K
Calls: $51.3K (89%)
Puts: $6.2K (11%)
Current vs Prior -37.85%
Calls: -59.93%
Puts: +143.94%
Prior 7-Day Total $1.17M
Calls: $265.5K (23%)
Puts: $908.0K (77%)
Prior 7-Day Average $167.6K
Calls: $37.9K (23%)
Puts: $129.7K (77%)
Current vs Prior 7-Day Avg -78.67%
Calls: -45.80%
Puts: -88.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 6.58
Prior (09/09) 0.36
Current vs Prior +1743.33%
Prior 7-Day Average 2.61
Current vs Prior 7-Day Avg +152.25%
Sentiment BEARISH

Open Interest

Detail
Current (09/10) 12,750
Calls: 1,589 (12%)
Puts: 11,161 (88%)
Prior (09/09) 6,448
Calls: 2,895 (45%)
Puts: 3,553 (55%)
Current vs Prior +97.74%
Prior 7-Day Total 85,537
Calls: 13,883 (16%)
Puts: 71,654 (84%)
Prior 7-Day Average 12,219
Calls: 1,983 (16%)
Puts: 10,236 (84%)
Current vs Prior 7-Day Avg +4.34%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 7.38% | 12.79%7.38% | 12.79%
Prior 7.15% | 13.67%7.15% | 13.67%
Current vs Prior +3.23% | -6.37%+3.23% | -6.37%
Prior 7-Day Avg 8.09% | 13.55%8.09% | 13.55%
Current vs 7-Day Avg -8.77% | -5.58%-8.77% | -5.58%
Prior 7-Day Eod 7.15% | 13.67%7.15% | 13.67%
Current vs 7-Day Eod +3.23% | -6.37%+3.23% | -6.37%
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

Unusually high activity with volume up 139% vs prior - elevated interest. Extreme bearish P/C ratio of 6.58 - heavy put buying. P/C ratio rising 1743% - increased hedging/bearish positioning. Put-heavy open interest (11,161 puts vs 1,589 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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. 4 found (avg delta 0.79, highest 0.85)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 166.907.70$7.3011.0%10.83--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Oct 168.109.40$8.7514.9%10.85--
$60.00Oct 166.607.30$6.9510.1%10.78--
$55.00Sep 181.552.15$1.8532.4%10.68--

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 37, top 18)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 166.907.70$7.3011.0%10.83--
$55.00Oct 162.302.95$2.6324.7%10.48--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.050.50$0.28160.7%180.149.3K
$52.50Oct 161.952.45$2.2022.7%130.3947
$47.50Sep 180.000.60$0.30200.0%10.11--
$55.00Sep 181.552.15$1.8532.4%10.68--
$60.00Oct 166.607.30$6.9510.1%10.78--

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 0.61, avg 1.12)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$55.00Oct 16$4.67$2.83$4.6784%0.61$52.17
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$52.50Oct 16$4.75$2.75$4.7578%0.58$55.25
$55.00$50.00Sep 18$1.57$3.43$1.5768%2.18$53.43

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

No setups found for this strategy

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. 1 found (cheapest 8.96% of stock, avg 8.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$52.50Oct 16$2.63$2.20$4.83$47.67$59.83

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. -- 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. 4 found (best net $-0.32, 1 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$47.50$55.001:2Oct 16$2.04$5.46
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Sep 18-$0.32$2.18
$60.00$52.501:2Oct 16$2.55$4.95
$55.00$50.001:2Sep 18$1.29$3.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 4.26%, avg 4.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Oct 16$2.300.482.0%4.26%6.25%1--

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 48
Total Puts 316
Put/Call Ratio 6.58
Net Difference -268

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,596
Total Puts 7,131
Average Put/Call Ratio 2.61
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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