Tour v528
JEF
JEFFERIES FINL GROUP
$47.90 +0.06%
$47.90 (+0.01%)🌙
as of 09/18 06:39 PM
9/18 18:39

Option Volume

Detail
Current (09/18) 840
Calls: 175 (21%)
Puts: 665 (79%)
Prior (09/15) 1,509
Calls: 140 (9%)
Puts: 1,369 (91%)
Current vs Prior -44.33%
Calls: +25.00% (Calls)
Puts: -51.42% (Puts)
Prior 7-Day Total 12,400
Calls: 1,446 (12%)
Puts: 10,954 (88%)
Prior 7-Day Average 1,771
Calls: 206 (12%)
Puts: 1,564 (88%)
Current vs Prior 7-Day Avg -52.58%
Calls: -15.28%
Puts: -57.50%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/18) $657.8K
Calls: $17.7K (3%)
Puts: $640.0K (97%)
Prior (09/15) $251.4K
Calls: $39.2K (16%)
Puts: $212.2K (84%)
Current vs Prior +161.63%
Calls: -54.78%
Puts: +201.63%
Prior 7-Day Total $1.33M
Calls: $234.5K (18%)
Puts: $1.10M (82%)
Prior 7-Day Average $190.1K
Calls: $33.5K (18%)
Puts: $156.6K (82%)
Current vs Prior 7-Day Avg +246.11%
Calls: -47.06%
Puts: +308.84%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/18) 3.80
Prior (09/15) 9.78
Current vs Prior -61.14%
Prior 7-Day Average 3.70
Current vs Prior 7-Day Avg +2.71%
Sentiment BEARISH

Open Interest

Detail
Current (09/18) 10,680
Calls: 479 (4%)
Puts: 10,201 (96%)
Prior (09/15) 14,886
Calls: 2,902 (19%)
Puts: 11,984 (81%)
Current vs Prior -28.25%
Prior 7-Day Total 77,680
Calls: 17,020 (22%)
Puts: 60,660 (78%)
Prior 7-Day Average 11,097
Calls: 2,431 (22%)
Puts: 8,665 (78%)
Current vs Prior 7-Day Avg -3.76%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 2.05% | 10.27%2.05% | 10.27%
Prior 4.63% | 11.02%4.63% | 11.02%
Current vs Prior +121.93% | +21.46%-55.80% | -6.77%
Prior 7-Day Avg 7.01% | 12.99%7.01% | 12.99%
Current vs 7-Day Avg +46.59% | +2.99%-70.80% | -20.95%
Prior 7-Day Eod 4.63% | 11.02%4.63% | 11.02%
Current vs 7-Day Eod +121.93% | +21.46%-55.80% | -6.77%
Sentiment BEARISHBULLISH

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 97% of dollar volume in puts ($640.0K) vs calls ($17.7K). Massive premium surge with dollar volume up 162% vs prior. Dollar volume significantly above 7-day average (246% higher). Below-average activity with volume down 44% vs prior.

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. 6 found (avg delta 0.78, highest 0.94)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 162.552.90$2.7212.9%30.5526
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 1611.7013.40$12.5513.5%40.94--
$57.50Oct 169.2010.80$10.0016.0%30.938
$55.00Oct 166.908.40$7.6519.6%80.88--
$50.00Sep 181.703.00$2.3555.3%100.805.4K
$50.00Oct 163.403.80$3.6011.1%60.6134

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 374, top 117)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 160.050.55$0.30166.7%1060.12--
$50.00Oct 161.401.75$1.5822.2%350.3938
$60.00Oct 160.000.35$0.18194.4%50.0643
$47.50Oct 162.552.90$2.7212.9%30.5526
$52.50Oct 160.700.95$0.8330.1%10.2515
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 161.151.30$1.2312.2%1170.2964
$47.50Oct 162.052.35$2.2013.6%330.4582
$47.50Sep 180.000.65$0.33197.0%260.371.0K
$42.50Oct 160.250.90$0.57114.0%110.16168
$50.00Sep 181.703.00$2.3555.3%100.805.4K

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 984.4%, max 1295.7%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Sep 18Oct 16644.8%46.2%1295.7%165.4K
$47.50Sep 18Oct 16350.9%45.4%673.1%591.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 40.67, avg 8.15)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$60.00Oct 16$0.12$4.88$0.1212%40.67$55.12
$47.50$50.00Oct 16$1.14$1.36$1.1455%1.19$48.64
$50.00$52.50Oct 16$0.75$1.75$0.7539%2.33$50.75
$52.50$55.00Oct 16$0.53$1.97$0.5325%3.72$53.03
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$40.00Oct 16$0.19$2.31$0.1916%12.16$42.31
$50.00$47.50Oct 16$1.40$1.10$1.4061%0.79$48.60
$47.50$45.00Oct 16$0.97$1.53$0.9745%1.58$46.53
$45.00$42.50Oct 16$0.66$1.84$0.6629%2.79$44.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.36, avg 0.30)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$55.00Oct 16$0.53$0.53$1.9775%0.27$53.03
$50.00$52.50Oct 16$0.75$0.75$1.7561%0.43$50.75
$55.00$60.00Oct 16$0.12$0.12$4.8888%0.02$55.12
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.66$0.66$1.8471%0.36$44.34
$47.50$45.00Oct 16$0.97$0.97$1.5355%0.63$46.53
$42.50$40.00Oct 16$0.19$0.19$2.3184%0.08$42.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.87, cheapest $1.87)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Sep 18Oct 16$1.87350.9%45.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 10.27% of stock, avg 10.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Oct 16$2.72$2.20$4.92$42.58$52.4210.27%
$50.00Oct 16$1.58$3.60$5.18$44.82$55.1810.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 1.00% of stock, avg 3.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$37.50Oct 16$0.18$0.30$0.48$37.02$60.48
$60.00$40.00Oct 16$0.18$0.38$0.56$39.44$60.56
$55.00$37.50Oct 16$0.30$0.30$0.60$36.90$55.60
$55.00$40.00Oct 16$0.30$0.38$0.68$39.32$55.68
$60.00$42.50Oct 16$0.18$0.57$0.75$41.75$60.75
$55.00$42.50Oct 16$0.30$0.57$0.87$41.63$55.87
$52.50$37.50Oct 16$0.83$0.30$1.13$36.37$53.63
$52.50$40.00Oct 16$0.83$0.38$1.21$38.79$53.71
$52.50$42.50Oct 16$0.83$0.57$1.40$41.10$53.90
$60.00$45.00Oct 16$0.18$1.23$1.41$43.59$61.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.91, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
42/4552/55Oct 16$1.19$1.3146%0.91$43.81$53.69
40/4252/55Oct 16$0.72$1.7859%0.40$41.78$53.22
40/4255/60Oct 16$0.31$4.6972%0.07$42.19$55.31
42/4555/60Oct 16$0.78$4.2259%0.18$44.22$55.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 10.36, cheapest $0.11)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Oct 16$0.22$2.2827%10.36
$47.50$50.00$52.50Oct 16$0.39$2.1130%5.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$0.31$2.1928%7.06
$45.00$47.50$50.00Oct 16$0.43$2.0732%4.81
$37.50$40.00$42.50Oct 16$0.11$2.399%21.73
$55.00$57.50$60.00Oct 16$0.20$2.306%11.50
$40.00$42.50$45.00Oct 16$0.47$2.0319%4.32

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 $-0.44, 7 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$47.50$50.001:2Oct 16-$0.44$2.06
$50.00$52.501:2Oct 16-$0.08$2.42
$55.00$60.001:2Oct 16-$0.06$4.94
$52.50$55.001:2Oct 16$0.23$2.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Oct 16-$0.26$2.24
$50.00$47.501:2Oct 16-$0.80$1.70
$42.50$40.001:2Oct 16-$0.19$2.31
$40.00$37.501:2Oct 16-$0.22$2.28
$55.00$50.001:2Oct 16$0.45$4.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.92%, avg 2.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Oct 16$1.400.394.4%2.92%7.31%3538
$52.50Oct 16$0.700.259.6%1.46%11.06%115

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 175
Total Puts 665
Put/Call Ratio 3.80
Net Difference -490

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,446
Total Puts 10,954
Average Put/Call Ratio 3.70
Ratio Trend Falling

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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