Tour
v527
JEF
JEFFERIES FINL GROUP
$50.10
-3.58%
$49.77 (-0.66%)
as of 09/14 06:44 PM
Option Volume
Detail
Current (09/14)
3,805
Calls:
134
(4%)
Puts:
3,671
(96%)
Prior (09/11)
3,195
Calls:
135
(4%)
Puts:
3,060
(96%)
Current vs Prior
+19.09%
Calls:
-0.74%
(Calls)
Puts:
+19.97%
(Puts)
Prior 7-Day Total
8,037
Calls:
1,694
(21%)
Puts:
6,343
(79%)
Prior 7-Day Average
1,148
Calls:
242
(21%)
Puts:
906
(79%)
Current vs Prior 7-Day Avg
+231.40%
Calls:
-44.63%
Puts:
+305.12%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/14)
$441.4K
Calls:
$25.1K
(6%)
Puts:
$416.3K
(94%)
Prior (09/11)
$291.8K
Calls:
$33.7K
(12%)
Puts:
$258.1K
(88%)
Current vs Prior
+51.28%
Calls:
-25.55%
Puts:
+61.32%
Prior 7-Day Total
$859.9K
Calls:
$306.0K
(36%)
Puts:
$553.9K
(64%)
Prior 7-Day Average
$122.8K
Calls:
$43.7K
(36%)
Puts:
$79.1K
(64%)
Current vs Prior 7-Day Avg
+259.33%
Calls:
-42.61%
Puts:
+426.12%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/14)
27.40
Prior (09/11)
22.67
Current vs Prior
+20.86%
Prior 7-Day Average
2.61
Current vs Prior 7-Day Avg
+949.72%
Sentiment
BEARISH
Open Interest
Detail
Current (09/14)
16,995
Calls:
2,204
(13%)
Puts:
14,791
(87%)
Prior (09/11)
4,866
Calls:
2,812
(58%)
Puts:
2,054
(42%)
Current vs Prior
+249.26%
Prior 7-Day Total
73,607
Calls:
15,174
(21%)
Puts:
58,433
(79%)
Prior 7-Day Average
10,515
Calls:
2,167
(21%)
Puts:
8,347
(79%)
Current vs Prior 7-Day Avg
+61.62%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current
7.74% | 13.63%7.74% | 13.63%
Prior
7.22% | 13.47%7.22% | 13.47%
Current vs Prior
+7.31% | +1.19%+7.31% | +1.19%
Prior 7-Day Avg
7.63% | 13.29%7.63% | 13.29%
Current vs 7-Day Avg
+1.55% | +2.55%+1.55% | +2.55%
Prior 7-Day Eod
7.22% | 13.47%7.22% | 13.47%
Current vs 7-Day Eod
+7.31% | +1.19%+7.31% | +1.19%
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 bearish conviction with 94% of dollar volume in puts ($416.3K) vs calls ($25.1K). Elevated premium activity with dollar volume up 51% vs prior. Dollar volume significantly above 7-day average (259% higher). Volume explosion - 231% above 7-day average (3,805 vs avg 1,148).
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
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
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
134
Total Puts
3,671
Put/Call Ratio
27.40
Net Difference
-3,537
Prior's Put/Call Breakdown
Total Calls
135
Total Puts
3,060
Put/Call Ratio
22.67
Net Difference
-2,925
Prior 7-Day Put/Call Summary
Total Calls
1,694
Total Puts
6,343
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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