Tour v528
JEF
JEFFERIES FINL GROUP
$48.83 -2.53%
9/15 18:45

Option Volume

Detail
Current (09/15) 1,509
Calls: 140 (9%)
Puts: 1,369 (91%)
Prior (09/14) 3,805
Calls: 134 (4%)
Puts: 3,671 (96%)
Current vs Prior -60.34%
Calls: +4.48% (Calls)
Puts: -62.71% (Puts)
Prior 7-Day Total 11,577
Calls: 1,732 (15%)
Puts: 9,845 (85%)
Prior 7-Day Average 1,653
Calls: 247 (15%)
Puts: 1,406 (85%)
Current vs Prior 7-Day Avg -8.76%
Calls: -43.42%
Puts: -2.66%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/15) $251.4K
Calls: $39.2K (16%)
Puts: $212.2K (84%)
Prior (09/14) $441.4K
Calls: $25.1K (6%)
Puts: $416.3K (94%)
Current vs Prior -43.04%
Calls: +56.32%
Puts: -49.03%
Prior 7-Day Total $1.21M
Calls: $297.8K (25%)
Puts: $912.0K (75%)
Prior 7-Day Average $172.8K
Calls: $42.5K (25%)
Puts: $130.3K (75%)
Current vs Prior 7-Day Avg +45.47%
Calls: -7.83%
Puts: +62.87%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/15) 9.78
Prior (09/14) 27.40
Current vs Prior -64.31%
Prior 7-Day Average 3.07
Current vs Prior 7-Day Avg +218.25%
Sentiment BEARISH

Open Interest

Detail
Current (09/15) 14,886
Calls: 2,902 (19%)
Puts: 11,984 (81%)
Prior (09/14) 16,995
Calls: 2,204 (13%)
Puts: 14,791 (87%)
Current vs Prior -12.41%
Prior 7-Day Total 74,685
Calls: 16,038 (21%)
Puts: 58,647 (79%)
Prior 7-Day Average 10,669
Calls: 2,291 (21%)
Puts: 8,378 (79%)
Current vs Prior 7-Day Avg +39.52%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 4.63% | 11.02%4.63% | 11.02%
Prior 7.74% | 13.63%7.74% | 13.63%
Current vs Prior -40.24% | -19.18%-40.24% | -19.18%
Prior 7-Day Avg 7.50% | 13.30%7.50% | 13.30%
Current vs 7-Day Avg -38.32% | -17.17%-38.32% | -17.17%
Prior 7-Day Eod 7.74% | 13.63%7.74% | 13.63%
Current vs 7-Day Eod -40.24% | -19.18%-40.24% | -19.18%
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
+
Add Card

🤖 AI Insights

Strong bearish conviction with 84% of dollar volume in puts ($212.2K) vs calls ($39.2K). Below-average activity with volume down 60% vs prior. Extreme bearish P/C ratio of 9.78 - heavy put buying. P/C ratio dropping 64% - sentiment shifting bullish.

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 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. 8 found (avg delta 0.79, highest 0.96)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 164.305.90$5.1031.4%100.75--
$47.50Oct 162.703.80$3.2533.8%220.602
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 185.607.00$6.3022.2%10.96--
$60.00Oct 1610.8012.00$11.4010.5%10.93--
$62.50Sep 1813.1014.50$13.8010.1%20.92--
$60.00Sep 1810.6012.20$11.4014.0%300.9130
$50.00Sep 181.352.30$1.8351.9%110.716.4K

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 1.1K, top 578)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 160.500.90$0.7057.1%270.20345
$47.50Oct 162.703.80$3.2533.8%220.602
$50.00Oct 161.702.50$2.1038.1%160.4515
$45.00Oct 164.305.90$5.1031.4%100.75--
$50.00Sep 180.250.60$0.4381.4%50.291.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 180.000.20$0.10200.0%5780.081.5K
$47.50Sep 180.050.50$0.28160.7%3370.261.0K
$60.00Sep 1810.6012.20$11.4014.0%300.9130
$40.00Oct 160.050.45$0.25160.0%210.077
$47.50Oct 161.602.30$1.9535.9%190.4063

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 16.4%, max 16.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Sep 18Oct 1655.2%47.5%16.4%211.2K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Sep 18Oct 1655.2%47.5%16.4%146.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 1.17, avg 4.01)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$1.15$1.35$1.1560%1.17$48.65
$52.50$55.00Oct 16$0.48$2.02$0.4830%4.21$52.98
$50.00$52.50Oct 16$0.92$1.58$0.9245%1.72$50.92
$55.00$57.50Oct 16$0.40$2.10$0.4020%5.25$55.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Sep 18$0.18$2.32$0.1826%12.89$47.32
$42.50$40.00Oct 16$0.28$2.22$0.2814%7.93$42.22
$47.50$45.00Oct 16$0.87$1.63$0.8740%1.87$46.63
$45.00$42.50Oct 16$0.55$1.95$0.5526%3.55$44.45
$50.00$47.50Oct 16$1.33$1.17$1.3355%0.88$48.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.28, avg 0.29)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$57.50Oct 16$0.40$0.40$2.1080%0.19$55.40
$50.00$52.50Oct 16$0.92$0.92$1.5855%0.58$50.92
$52.50$55.00Oct 16$0.48$0.48$2.0270%0.24$52.98
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.55$0.55$1.9574%0.28$44.45
$47.50$45.00Oct 16$0.87$0.87$1.6360%0.53$46.63
$42.50$40.00Oct 16$0.28$0.28$2.2286%0.13$42.22
$47.50$45.00Sep 18$0.18$0.18$2.3274%0.08$47.32

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. 4 found (cheapest 4.63% of stock, avg 9.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Sep 18$0.43$1.83$2.26$47.74$52.264.63%
$47.50Oct 16$3.25$1.95$5.20$42.30$52.7010.65%
$50.00Oct 16$2.10$3.28$5.38$44.62$55.3811.02%
$45.00Oct 16$5.10$1.08$6.18$38.82$51.1812.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 27 found (cheapest 0.92% of stock, avg 3.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$40.00Oct 16$0.20$0.25$0.45$39.55$60.45
$60.00$37.50Oct 16$0.20$0.25$0.45$37.05$60.45
$57.50$40.00Oct 16$0.30$0.25$0.55$39.45$58.05
$57.50$37.50Oct 16$0.30$0.25$0.55$36.95$58.05
$50.00$45.00Sep 18$0.43$0.10$0.53$44.47$50.53
$50.00$47.50Sep 18$0.43$0.28$0.71$46.79$50.71
$60.00$42.50Oct 16$0.20$0.53$0.73$41.77$60.73
$57.50$42.50Oct 16$0.30$0.53$0.83$41.67$58.33
$55.00$40.00Oct 16$0.70$0.25$0.95$39.05$55.95
$55.00$37.50Oct 16$0.70$0.25$0.95$36.55$55.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.37, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4255/58Oct 16$0.68$1.8266%0.37$41.82$55.68
42/4555/58Oct 16$0.95$1.5554%0.61$44.05$55.95
40/4252/55Oct 16$0.76$1.7455%0.44$41.74$53.26
42/4552/55Oct 16$1.03$1.4744%0.70$43.97$53.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 30.25, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$52.50$55.00$57.50Oct 16$0.08$2.4220%30.25
$47.50$50.00$52.50Oct 16$0.23$2.2730%9.87
$50.00$52.50$55.00Oct 16$0.44$2.0625%4.68
$55.00$57.50$60.00Oct 16$0.30$2.2013%7.33
$45.00$47.50$50.00Oct 16$0.70$1.8030%2.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$0.32$2.1826%6.81
$40.00$42.50$45.00Oct 16$0.27$2.2318%8.26
$45.00$47.50$50.00Oct 16$0.46$2.0429%4.43
$50.00$55.00$60.00Sep 18$0.63$4.3720%6.94
$45.00$47.50$50.00Sep 18$1.37$1.1363%0.82

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-1.20, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$52.501:2Oct 16-$0.26$2.24
$47.50$50.001:2Oct 16-$0.95$1.55
$52.50$55.001:2Oct 16-$0.22$2.28
$45.00$47.501:2Oct 16-$1.40$1.10
$57.50$60.001:2Oct 16-$0.10$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Sep 18-$1.20$3.80
$50.00$47.501:2Oct 16-$0.62$1.88
$47.50$45.001:2Oct 16-$0.21$2.29
$40.00$37.501:2Oct 16-$0.25$2.25
$60.00$50.001:2Oct 16$4.84$5.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 3.48%, avg 1.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Oct 16$1.700.452.4%3.48%5.88%1615
$52.50Oct 16$0.750.307.5%1.54%9.05%311
$55.00Oct 16$0.500.2012.6%1.02%13.66%27345
$50.00Sep 18$0.250.292.4%0.51%2.91%51.2K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 140
Total Puts 1,369
Put/Call Ratio 9.78
Net Difference -1,229

Prior's Put/Call Breakdown

Total Calls 134
Total Puts 3,671
Put/Call Ratio 27.40
Net Difference -3,537

Prior 7-Day Put/Call Summary

Total Calls 1,732
Total Puts 9,845
Average Put/Call Ratio 3.07
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All