Tour v531
JEF
JEFFERIES FINL GROUP
$44.79 -1.86%
$44.88 (+0.20%)🌙
as of 10/23 06:33 PM
◀ 10/23 18:34 ▶

Option Volume

Detail
ℹ
Current (10/23) 139
Calls: 86 (62%)
Puts: 53 (38%)
Prior (10/22) 501
Calls: 33 (7%)
Puts: 468 (93%)
Current vs Prior -72.26%
Calls: +160.61% (Calls)
Puts: -88.68% (Puts)
Prior 7-Day Total 6,028
Calls: 1,266 (21%)
Puts: 4,762 (79%)
Prior 7-Day Average 861
Calls: 180 (21%)
Puts: 680 (79%)
Current vs Prior 7-Day Avg -83.86%
Calls: -52.45%
Puts: -92.21%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/23) $26.9K
Calls: $13.3K (49%)
Puts: $13.6K (51%)
Prior (10/22) $36.9K
Calls: $8.4K (23%)
Puts: $28.5K (77%)
Current vs Prior -27.05%
Calls: +58.61%
Puts: -52.20%
Prior 7-Day Total $952.1K
Calls: $181.4K (19%)
Puts: $770.7K (81%)
Prior 7-Day Average $136.0K
Calls: $25.9K (19%)
Puts: $110.1K (81%)
Current vs Prior 7-Day Avg -80.22%
Calls: -48.76%
Puts: -87.62%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 0.62
Prior (10/22) 14.18
Current vs Prior -95.65%
Prior 7-Day Average 2.97
Current vs Prior 7-Day Avg -79.27%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/23) 1,177
Calls: 388 (33%)
Puts: 789 (67%)
Prior (10/22) 2,736
Calls: 1,668 (61%)
Puts: 1,068 (39%)
Current vs Prior -56.98%
Prior 7-Day Total 29,624
Calls: 6,653 (22%)
Puts: 22,971 (78%)
Prior 7-Day Average 4,232
Calls: 950 (22%)
Puts: 3,281 (78%)
Current vs Prior 7-Day Avg -72.19%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 9.06% | 12.23%
Prior 9.09% | 12.07%
Current vs Prior -0.31% | +1.34%
Prior 7-Day Avg 7.71% | 11.99%
Current vs 7-Day Avg +17.51% | +2.00%
Prior 7-Day Eod 9.09% | 12.07%
Current vs 7-Day Eod -0.31% | +1.34%
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 18.63% | 22.77%
Calls: 17.82% | 29.46%
Puts: 19.44% | 16.07%
Current vs 7-Day Avg -0.60% | +16.07%
Liquidity Expensive
+
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🤖 AI Insights

Below-average activity with volume down 72% vs prior. Bullish P/C ratio of 0.62. P/C ratio dropping 96% - sentiment shifting bullish. Put-heavy open interest (789 puts vs 388 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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. 3 found (avg delta 0.82, highest 0.94)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 203.103.70$3.4017.6%300.6924
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 2010.1011.20$10.6510.3%30.94--
$50.00Nov 205.406.10$5.7512.2%10.83--

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 106, top 30)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 203.103.70$3.4017.6%300.6924
$52.50Nov 200.050.30$0.18138.9%300.0877
$55.00Nov 200.050.20$0.13115.4%100.05--
$50.00Nov 200.250.55$0.4075.0%10.16--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 200.400.70$0.5554.5%280.17779
$37.50Nov 200.100.30$0.20100.0%30.08--
$55.00Nov 2010.1011.20$10.6510.3%30.94--
$50.00Nov 205.406.10$5.7512.2%10.83--

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. 4 found (best R:R 10.36, avg 4.73)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$52.50Nov 20$0.22$2.28$0.2216%10.36$50.22
$42.50$50.00Nov 20$3.00$4.50$3.0069%1.50$45.50
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$40.00Nov 20$5.20$4.80$5.2083%0.92$44.80
$40.00$37.50Nov 20$0.35$2.15$0.3518%6.14$39.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.16, avg 0.13)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$52.50Nov 20$0.22$0.22$2.2884%0.10$50.22
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$37.50Nov 20$0.35$0.35$2.1582%0.16$39.65

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.74% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$37.50Nov 20$0.13$0.20$0.33$37.17$55.33
$52.50$37.50Nov 20$0.18$0.20$0.38$37.12$52.88
$50.00$37.50Nov 20$0.40$0.20$0.60$36.90$50.60
$55.00$40.00Nov 20$0.13$0.55$0.68$39.32$55.68
$52.50$40.00Nov 20$0.18$0.55$0.73$39.27$53.23
$50.00$40.00Nov 20$0.40$0.55$0.95$39.05$50.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.30, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4050/52Nov 20$0.57$1.9367%0.30$39.43$50.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 13.71, cheapest $0.17)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Nov 20$0.17$2.3310%13.71
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. 6 found (best net $-0.85, 2 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$52.50$55.001:2Nov 20-$0.08$2.42
$50.00$52.501:2Nov 20$0.04$2.46
$42.50$50.001:2Nov 20$2.60$4.90
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Nov 20-$0.85$4.15
$50.00$40.001:2Nov 20$4.65$5.35
$40.00$37.501:2Nov 20$0.15$2.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 0.56%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Nov 20$0.250.1611.6%0.56%12.19%1--

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 86
Total Puts 53
Put/Call Ratio 0.62
Net Difference 33

Prior's Put/Call Breakdown

Total Calls 33
Total Puts 468
Put/Call Ratio 14.18
Net Difference -435

Prior 7-Day Put/Call Summary

Total Calls 1,266
Total Puts 4,762
Average Put/Call Ratio 2.97
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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