Tour v527
JEF
JEFFERIES FINL GROUP
$51.96 -3.65%
$51.85 (-0.22%)🌙
as of 09/11 06:38 PM
9/11 18:38

Option Volume

Detail
Current (09/11) 3,195
Calls: 135 (4%)
Puts: 3,060 (96%)
Prior (09/10) 364
Calls: 48 (13%)
Puts: 316 (87%)
Current vs Prior +777.75%
Calls: +181.25% (Calls)
Puts: +868.35% (Puts)
Prior 7-Day Total 8,663
Calls: 1,579 (18%)
Puts: 7,084 (82%)
Prior 7-Day Average 1,237
Calls: 225 (18%)
Puts: 1,012 (82%)
Current vs Prior 7-Day Avg +158.17%
Calls: -40.15%
Puts: +202.37%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $291.8K
Calls: $33.7K (12%)
Puts: $258.1K (88%)
Prior (09/10) $35.8K
Calls: $20.6K (57%)
Puts: $15.2K (43%)
Current vs Prior +715.80%
Calls: +63.91%
Puts: +1597.24%
Prior 7-Day Total $1.05M
Calls: $277.5K (26%)
Puts: $776.4K (74%)
Prior 7-Day Average $150.6K
Calls: $39.6K (26%)
Puts: $110.9K (74%)
Current vs Prior 7-Day Avg +93.79%
Calls: -14.98%
Puts: +132.67%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/11) 22.67
Prior (09/10) 6.58
Current vs Prior +244.30%
Prior 7-Day Average 2.61
Current vs Prior 7-Day Avg +768.52%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 4,866
Calls: 2,812 (58%)
Puts: 2,054 (42%)
Prior (09/10) 12,750
Calls: 1,589 (12%)
Puts: 11,161 (88%)
Current vs Prior -61.84%
Prior 7-Day Total 85,506
Calls: 14,656 (17%)
Puts: 70,850 (83%)
Prior 7-Day Average 12,215
Calls: 2,093 (17%)
Puts: 10,121 (83%)
Current vs Prior 7-Day Avg -60.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 7.22% | 13.47%7.22% | 13.47%
Prior 7.38% | 12.79%7.38% | 12.79%
Current vs Prior -2.21% | +5.30%-2.21% | +5.30%
Prior 7-Day Avg 7.89% | 13.40%7.89% | 13.40%
Current vs 7-Day Avg -8.50% | +0.52%-8.50% | +0.52%
Prior 7-Day Eod 7.38% | 12.79%7.38% | 12.79%
Current vs 7-Day Eod -2.21% | +5.30%-2.21% | +5.30%
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

Strong bearish conviction with 88% of dollar volume in puts ($258.1K) vs calls ($33.7K). Massive premium surge with dollar volume up 716% vs prior. Dollar volume significantly above 7-day average (94% higher). Unusually high activity with volume up 778% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
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 1 of results (avg 8.5%, best 8.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 167.908.60$8.258.5%50.84--

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. 3 found (avg delta 0.73, highest 0.84)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 182.003.20$2.6046.2%20.79--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 167.908.60$8.258.5%50.84--
$52.50Sep 180.801.50$1.1560.9%2010.56--

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 1.6K, top 655)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 160.350.85$0.6083.3%120.17--
$55.00Oct 161.301.90$1.6037.5%110.37346
$62.50Oct 160.150.70$0.43127.9%100.12--
$55.00Sep 180.050.50$0.28160.7%40.18200
$50.00Sep 182.003.20$2.6046.2%20.79--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Sep 180.050.55$0.30166.7%6550.13324
$50.00Sep 180.150.55$0.35114.3%6540.21--
$52.50Sep 180.801.50$1.1560.9%2010.56--
$45.00Oct 160.450.95$0.7071.4%120.15--
$42.50Oct 160.200.35$0.2853.6%100.07--

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. 9 found (best R:R 3.55, avg 6.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$57.50Oct 16$0.55$1.95$0.5537%3.55$55.55
$60.00$62.50Oct 16$0.17$2.33$0.1717%13.71$60.17
$57.50$60.00Oct 16$0.45$2.05$0.4526%4.56$57.95
$50.00$55.00Sep 18$2.32$2.68$2.3279%1.16$52.32
$55.00$57.50Sep 18$0.23$2.27$0.2318%9.87$55.23
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$52.50$50.00Sep 18$0.80$1.70$0.8056%2.13$51.70
$47.50$45.00Sep 18$0.20$2.30$0.2013%11.50$47.30
$52.50$45.00Oct 16$2.05$5.45$2.0549%2.66$50.45
$45.00$42.50Oct 16$0.42$2.08$0.4215%4.95$44.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.20, avg 0.16)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$57.50Sep 18$0.23$0.23$2.2782%0.10$55.23
$57.50$60.00Oct 16$0.45$0.45$2.0574%0.22$57.95
$60.00$62.50Oct 16$0.17$0.17$2.3383%0.07$60.17
$55.00$57.50Oct 16$0.55$0.55$1.9563%0.28$55.55
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.42$0.42$2.0885%0.20$44.58
$47.50$45.00Sep 18$0.20$0.20$2.3087%0.09$47.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.60, cheapest $1.60)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.50Sep 18Oct 16$1.6034.2%43.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 5.68% of stock, avg 5.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Sep 18$2.60$0.35$2.95$47.05$52.955.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 14 found (cheapest 1.12% of stock, avg 3.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$47.50Sep 18$0.28$0.30$0.58$46.92$55.58
$55.00$50.00Sep 18$0.28$0.35$0.63$49.37$55.63
$62.50$42.50Oct 16$0.43$0.28$0.71$41.79$63.21
$60.00$42.50Oct 16$0.60$0.28$0.88$41.62$60.88
$62.50$45.00Oct 16$0.43$0.70$1.13$43.87$63.63
$60.00$45.00Oct 16$0.60$0.70$1.30$43.70$61.30
$57.50$42.50Oct 16$1.05$0.28$1.33$41.17$58.83
$57.50$45.00Oct 16$1.05$0.70$1.75$43.25$59.25
$55.00$42.50Oct 16$1.60$0.28$1.88$40.62$56.88
$55.00$45.00Oct 16$1.60$0.70$2.30$42.70$57.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.53, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
42/4558/60Oct 16$0.87$1.6358%0.53$44.13$58.37
42/4560/62Oct 16$0.59$1.9168%0.31$44.41$60.59
45/4855/58Sep 18$0.43$2.0769%0.21$47.07$55.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 1.17, cheapest $0.10)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$57.50$60.00Oct 16$0.10$2.4020%24.00
$57.50$60.00$62.50Oct 16$0.28$2.2214%7.93
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$52.50$60.00Oct 16$3.45$4.0569%1.17
$47.50$50.00$52.50Sep 18$0.75$1.7543%2.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.15, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.50$60.001:2Oct 16-$0.15$2.35
$55.00$57.501:2Oct 16-$0.50$2.00
$60.00$62.501:2Oct 16-$0.26$2.24
$50.00$55.001:2Sep 18$2.04$2.96
$55.00$57.501:2Sep 18$0.18$2.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Sep 18-$0.25$2.25
$60.00$52.501:2Oct 16$2.75$4.75
$52.50$45.001:2Oct 16$1.35$6.15
$52.50$50.001:2Sep 18$0.45$2.05
$45.00$42.501:2Oct 16$0.14$2.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.50%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Oct 16$1.300.375.8%2.50%8.35%11346
$57.50Oct 16$0.650.2610.7%1.25%11.91%1--
$60.00Oct 16$0.350.1715.5%0.67%16.15%12--
$62.50Oct 16$0.150.1220.3%0.29%20.57%10--

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 135
Total Puts 3,060
Put/Call Ratio 22.67
Net Difference -2,925

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,579
Total Puts 7,084
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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