Tour v531
JEF
JEFFERIES FINL GROUP
$45.03 +0.04%
$44.51 (-1.17%)🌙
as of 10/21 06:31 PM
◀ 10/21 18:31 ▶

Option Volume

Detail
ℹ
Current (10/21) 209
Calls: 124 (59%)
Puts: 85 (41%)
Prior (10/20) 301
Calls: 197 (65%)
Puts: 104 (35%)
Current vs Prior -30.56%
Calls: -37.06% (Calls)
Puts: -18.27% (Puts)
Prior 7-Day Total 6,552
Calls: 1,616 (25%)
Puts: 4,936 (75%)
Prior 7-Day Average 936
Calls: 230 (25%)
Puts: 705 (75%)
Current vs Prior 7-Day Avg -77.67%
Calls: -46.29%
Puts: -87.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $27.9K
Calls: $18.4K (66%)
Puts: $9.5K (34%)
Prior (10/20) $53.3K
Calls: $35.9K (67%)
Puts: $17.4K (33%)
Current vs Prior -47.60%
Calls: -48.58%
Puts: -45.57%
Prior 7-Day Total $1.27M
Calls: $237.7K (19%)
Puts: $1.03M (81%)
Prior 7-Day Average $180.9K
Calls: $34.0K (19%)
Puts: $146.9K (81%)
Current vs Prior 7-Day Avg -84.56%
Calls: -45.71%
Puts: -93.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.69
Prior (10/20) 0.53
Current vs Prior +29.85%
Prior 7-Day Average 2.76
Current vs Prior 7-Day Avg -75.12%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/21) 2,066
Calls: 1,672 (81%)
Puts: 394 (19%)
Prior (10/20) 5,878
Calls: 1,106 (19%)
Puts: 4,772 (81%)
Current vs Prior -64.85%
Prior 7-Day Total 32,740
Calls: 5,872 (18%)
Puts: 26,868 (82%)
Prior 7-Day Average 4,677
Calls: 838 (18%)
Puts: 3,838 (82%)
Current vs Prior 7-Day Avg -55.83%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 8.88% | 12.72%
Prior 9.51% | 12.40%
Current vs Prior -6.58% | +2.64%
Prior 7-Day Avg 6.38% | 11.58%
Current vs 7-Day Avg +39.15% | +9.87%
Prior 7-Day Eod 9.51% | 12.40%
Current vs 7-Day Eod -6.58% | +2.64%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.52% | 26.43%
Calls: 18.87% | 37.50%
Puts: 18.18% | 15.35%
Prior 18.52% | 26.43%
Calls: 18.87% | 37.50%
Puts: 18.18% | 15.35%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.71% | 20.33%
Calls: 17.13% | 24.11%
Puts: 20.29% | 16.55%
Current vs 7-Day Avg -0.99% | +30.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($18.4K). Bullish P/C ratio of 0.69. Call-heavy open interest (1,672 calls vs 394 puts) suggests bullish positioning. Declining open interest (down 65%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 -- 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. 2 found (avg delta 0.60, highest 0.69)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 203.203.70$3.4514.5%50.6921
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 201.902.30$2.1019.0%100.51--

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 112, top 62)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 201.752.05$1.9015.8%120.50--
$47.50Nov 200.801.05$0.9326.9%120.31--
$55.00Nov 200.050.20$0.13115.4%60.0681
$42.50Nov 203.203.70$3.4514.5%50.6921
$50.00Nov 200.300.55$0.4358.1%20.17--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 201.001.25$1.1322.1%620.32240
$45.00Nov 201.902.30$2.1019.0%100.51--
$37.50Nov 200.200.30$0.2540.0%10.09--

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. 6 found (best R:R 10.90, avg 3.89)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$52.50Nov 20$0.21$2.29$0.2117%10.90$50.21
$47.50$50.00Nov 20$0.50$2.00$0.5031%4.00$48.00
$42.50$45.00Nov 20$1.55$0.95$1.5569%0.61$44.05
$45.00$47.50Nov 20$0.97$1.53$0.9750%1.58$45.97
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Nov 20$0.97$1.53$0.9751%1.58$44.03
$42.50$37.50Nov 20$0.88$4.12$0.8832%4.68$41.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.21, avg 0.29)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$50.00Nov 20$0.50$0.50$2.0069%0.25$48.00
$50.00$52.50Nov 20$0.21$0.21$2.2983%0.09$50.21
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$37.50Nov 20$0.88$0.88$4.1268%0.21$41.62
$45.00$42.50Nov 20$0.97$0.97$1.5349%0.63$44.03

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. 2 found (cheapest 8.88% of stock, avg 9.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Nov 20$1.90$2.10$4.00$41.00$49.008.88%
$42.50Nov 20$3.45$1.13$4.58$37.92$47.0810.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 0.84% of stock, avg 3.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$37.50Nov 20$0.13$0.25$0.38$37.12$55.38
$52.50$37.50Nov 20$0.22$0.25$0.47$37.03$52.97
$50.00$37.50Nov 20$0.43$0.25$0.68$36.82$50.68
$47.50$37.50Nov 20$0.93$0.25$1.18$36.32$48.68
$55.00$42.50Nov 20$0.13$1.13$1.26$41.24$56.26
$52.50$42.50Nov 20$0.22$1.13$1.35$41.15$53.85
$50.00$42.50Nov 20$0.43$1.13$1.56$40.94$51.56
$47.50$42.50Nov 20$0.93$1.13$2.06$40.44$49.56
$45.00$37.50Nov 20$1.90$0.25$2.15$35.35$47.15
$45.00$42.50Nov 20$1.90$1.13$3.03$39.47$48.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.28, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4250/52Nov 20$1.09$3.9152%0.28$41.41$51.09
38/4248/50Nov 20$1.38$3.6238%0.38$41.12$48.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 19.83, cheapest $0.12)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Nov 20$0.12$2.3811%19.83
$45.00$47.50$50.00Nov 20$0.47$2.0333%4.32
$47.50$50.00$52.50Nov 20$0.29$2.2121%7.62
$42.50$45.00$47.50Nov 20$0.58$1.9238%3.31
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.35, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.50$45.001:2Nov 20-$0.35$2.15
$50.00$52.501:2Nov 20-$0.01$2.49
$52.50$55.001:2Nov 20-$0.04$2.46
$45.00$47.501:2Nov 20$0.04$2.46
$47.50$50.001:2Nov 20$0.07$2.43
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$42.501:2Nov 20-$0.16$2.34
$42.50$37.501:2Nov 20$0.63$4.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.78%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Nov 20$0.800.315.5%1.78%7.26%12--
$50.00Nov 20$0.300.1711.0%0.67%11.70%2--
$52.50Nov 20$0.100.1016.6%0.22%16.81%279

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 124
Total Puts 85
Put/Call Ratio 0.69
Net Difference 39

Prior's Put/Call Breakdown

Total Calls 197
Total Puts 104
Put/Call Ratio 0.53
Net Difference 93

Prior 7-Day Put/Call Summary

Total Calls 1,616
Total Puts 4,936
Average Put/Call Ratio 2.76
Ratio Trend Rising

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