Tour v527
JEF
JEFFERIES FINL GROUP
$50.10 -3.58%
$49.77 (-0.66%)🌙
as of 09/14 06:44 PM
9/14 18:44

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

📈 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. 7 found (avg delta 0.82, highest 0.96)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.751.20$0.9845.9%530.511.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 187.108.40$7.7516.8%100.96--
$55.00Sep 184.705.70$5.2019.2%210.95306
$60.00Sep 189.5010.90$10.2013.7%200.9450
$60.00Oct 169.7010.80$10.2510.7%70.91--
$52.50Sep 182.503.30$2.9027.6%160.841.1K

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 3.5K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.751.20$0.9845.9%530.511.1K
$55.00Oct 160.601.20$0.9066.7%180.24345
$52.50Sep 180.050.35$0.20150.0%70.16131
$60.00Sep 180.000.25$0.13192.3%50.06--
$57.50Sep 180.000.10$0.05200.0%20.03545
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.851.15$1.0030.0%2.7K0.508.6K
$47.50Sep 180.150.35$0.2580.0%4140.17953
$42.50Oct 160.350.55$0.4544.4%1000.1272
$52.50Oct 163.604.60$4.1024.4%930.6460
$47.50Oct 161.401.95$1.6732.9%530.3412

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 9.6%, max 13.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.50Sep 18Oct 1647.0%43.8%7.5%8141
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Sep 18Oct 1652.2%46.0%13.7%467965
$52.50Sep 18Oct 1647.0%43.8%7.5%1091.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 1.00, avg 6.47)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$52.50$55.00Oct 16$0.58$1.92$0.5836%3.31$53.08
$52.50$57.50Sep 18$0.15$4.85$0.1516%32.33$52.65
$55.00$57.50Oct 16$0.47$2.03$0.4724%4.32$55.47
$50.00$52.50Sep 18$0.78$1.72$0.7851%2.21$50.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$52.50$50.00Oct 16$1.25$1.25$1.2564%1.00$51.25
$47.50$45.00Sep 18$0.20$2.30$0.2017%11.50$47.30
$50.00$47.50Sep 18$0.75$1.75$0.7550%2.33$49.25
$47.50$45.00Oct 16$0.74$1.76$0.7434%2.38$46.76
$45.00$42.50Oct 16$0.48$2.02$0.4822%4.21$44.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 0.89, avg 0.33)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$57.50Oct 16$0.47$0.47$2.0376%0.23$55.47
$52.50$57.50Sep 18$0.15$0.15$4.8584%0.03$52.65
$52.50$55.00Oct 16$0.58$0.58$1.9264%0.30$53.08
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$47.50Oct 16$1.18$1.18$1.3252%0.89$48.82
$45.00$42.50Oct 16$0.48$0.48$2.0278%0.24$44.52
$47.50$45.00Oct 16$0.74$0.74$1.7666%0.42$46.76
$50.00$47.50Sep 18$0.75$0.75$1.7550%0.43$49.25
$47.50$45.00Sep 18$0.20$0.20$2.3083%0.09$47.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.85, cheapest $1.85)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Sep 18Oct 16$1.8548.1%48.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 3.95% of stock, avg 7.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Sep 18$0.98$1.00$1.98$48.02$51.983.95%
$52.50Sep 18$0.20$2.90$3.10$49.40$55.606.19%
$52.50Oct 16$1.48$4.10$5.58$46.92$58.0811.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.76% of stock, avg 4.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$47.50Sep 18$0.13$0.25$0.38$47.12$60.38
$52.50$47.50Sep 18$0.20$0.25$0.45$47.05$52.95
$57.50$42.50Oct 16$0.43$0.45$0.88$41.62$58.38
$57.50$45.00Oct 16$0.43$0.93$1.36$43.64$58.86
$55.00$42.50Oct 16$0.90$0.45$1.35$41.15$56.35
$52.50$50.00Sep 18$0.20$1.00$1.20$48.80$53.70
$55.00$45.00Oct 16$0.90$0.93$1.83$43.17$56.83
$60.00$50.00Sep 18$0.13$1.00$1.13$48.87$61.13
$52.50$42.50Oct 16$1.48$0.45$1.93$40.57$54.43
$57.50$47.50Oct 16$0.43$1.67$2.10$45.40$59.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.61, avg credit $0.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
42/4555/58Oct 16$0.95$1.5554%0.61$44.05$55.95
45/4855/58Oct 16$1.21$1.2942%0.94$46.29$56.21
45/4852/58Sep 18$0.35$4.6567%0.08$47.15$52.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 34.71, cheapest $0.07)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$52.50$55.00$57.50Oct 16$0.11$2.3922%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$47.50$50.00$52.50Oct 16$0.07$2.4329%34.71
$50.00$52.50$55.00Sep 18$0.40$2.1046%5.25
$45.00$47.50$50.00Sep 18$0.55$1.9546%3.55
$47.50$50.00$52.50Sep 18$1.15$1.3567%1.17
$42.50$45.00$47.50Oct 16$0.26$2.2422%8.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.60, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.50$55.001:2Oct 16-$0.32$2.18
$57.50$60.001:2Sep 18-$0.21$2.29
$55.00$57.501:2Oct 16$0.04$2.46
$52.50$57.501:2Sep 18$0.10$4.90
$50.00$52.501:2Sep 18$0.58$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$52.501:2Sep 18-$0.60$1.90
$50.00$47.501:2Oct 16-$0.49$2.01
$47.50$45.001:2Oct 16-$0.19$2.31
$52.50$50.001:2Oct 16-$1.60$0.90
$60.00$52.501:2Oct 16$2.05$5.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.10%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.50Oct 16$1.050.364.8%2.10%6.89%110
$55.00Oct 16$0.600.249.8%1.20%10.98%18345
$57.50Oct 16$0.250.1414.8%0.50%15.27%229

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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Chart Title

Price — Past 7 Days

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