Tour v531
JEF
JEFFERIES FINL GROUP
$46.19 +1.67%
$46.15 (-0.09%)🌙
as of 10/27 06:35 PM
◀ 10/27 18:35 ▶

Option Volume

Detail
ℹ
Current (10/27) 2,227
Calls: 1,516 (68%)
Puts: 711 (32%)
Prior (10/26) 202
Calls: 42 (21%)
Puts: 160 (79%)
Current vs Prior +1002.48%
Calls: +3509.52% (Calls)
Puts: +344.38% (Puts)
Prior 7-Day Total 3,092
Calls: 710 (23%)
Puts: 2,382 (77%)
Prior 7-Day Average 441
Calls: 101 (23%)
Puts: 340 (77%)
Current vs Prior 7-Day Avg +404.17%
Calls: +1394.65%
Puts: +108.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $226.5K
Calls: $109.0K (48%)
Puts: $117.4K (52%)
Prior (10/26) $17.2K
Calls: $9.1K (52%)
Puts: $8.2K (48%)
Current vs Prior +1212.97%
Calls: +1104.31%
Puts: +1332.99%
Prior 7-Day Total $636.2K
Calls: $111.0K (17%)
Puts: $525.2K (83%)
Prior 7-Day Average $90.9K
Calls: $15.9K (17%)
Puts: $75.0K (83%)
Current vs Prior 7-Day Avg +149.17%
Calls: +587.63%
Puts: +56.52%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.47
Prior (10/26) 3.81
Current vs Prior -87.69%
Prior 7-Day Average 2.60
Current vs Prior 7-Day Avg -81.99%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 7,120
Calls: 1,935 (27%)
Puts: 5,185 (73%)
Prior (10/26) 2,434
Calls: 578 (24%)
Puts: 1,856 (76%)
Current vs Prior +192.52%
Prior 7-Day Total 22,486
Calls: 6,649 (30%)
Puts: 15,837 (70%)
Prior 7-Day Average 3,212
Calls: 949 (30%)
Puts: 2,262 (70%)
Current vs Prior 7-Day Avg +121.65%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 7.99% | 11.80%
Prior 9.02% | 11.84%
Current vs Prior -11.48% | -0.37%
Prior 7-Day Avg 9.35% | 12.38%
Current vs 7-Day Avg -14.60% | -4.71%
Prior 7-Day Eod 9.02% | 11.84%
Current vs 7-Day Eod -11.48% | -0.37%
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 18.56% | 25.21%
Calls: 18.52% | 34.82%
Puts: 18.60% | 15.59%
Current vs 7-Day Avg -0.20% | +4.84%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 1213% vs prior. Dollar volume significantly above 7-day average (149% higher). Unusually high activity with volume up 1002% vs prior - elevated interest. Volume explosion - 405% above 7-day average (2,227 vs avg 441).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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. 3 found (avg delta 0.67, highest 0.78)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 203.904.70$4.3018.6%310.7835
$45.00Nov 202.152.70$2.4222.7%120.61101
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 202.503.30$2.9027.6%10.60--

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 1.4K, top 648)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 200.300.60$0.4566.7%6480.20113
$55.00Nov 200.050.20$0.13115.4%6000.0688
$42.50Nov 203.904.70$4.3018.6%310.7835
$47.50Nov 201.001.40$1.2033.3%230.39367
$45.00Nov 202.152.70$2.4222.7%120.61101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 200.100.45$0.28125.0%250.10779
$42.50Nov 200.600.75$0.6822.1%100.22280
$37.50Nov 200.000.20$0.10200.0%40.04--
$45.00Nov 201.051.50$1.2735.4%40.39743
$35.00Nov 200.000.20$0.10200.0%30.0334

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. 7 found (best R:R 3.24, avg 5.70)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Nov 20$1.22$1.28$1.2261%1.05$46.22
$50.00$55.00Nov 20$0.32$4.68$0.3220%14.62$50.32
$47.50$50.00Nov 20$0.75$1.75$0.7539%2.33$48.25
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Nov 20$0.59$1.91$0.5939%3.24$44.41
$40.00$37.50Nov 20$0.18$2.32$0.1810%12.89$39.82
$42.50$40.00Nov 20$0.40$2.10$0.4022%5.25$42.10
$47.50$45.00Nov 20$1.63$0.87$1.6360%0.53$45.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.43, avg 0.22)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$50.00Nov 20$0.75$0.75$1.7561%0.43$48.25
$50.00$55.00Nov 20$0.32$0.32$4.6880%0.07$50.32
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Nov 20$0.40$0.40$2.1078%0.19$42.10
$40.00$37.50Nov 20$0.18$0.18$2.3290%0.08$39.82
$45.00$42.50Nov 20$0.59$0.59$1.9161%0.31$44.41

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. 3 found (cheapest 7.99% of stock, avg 9.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Nov 20$2.42$1.27$3.69$41.31$48.697.99%
$47.50Nov 20$1.20$2.90$4.10$43.40$51.608.88%
$42.50Nov 20$4.30$0.68$4.98$37.52$47.4810.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.89% of stock, avg 2.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Nov 20$0.13$0.28$0.41$39.59$55.41
$50.00$40.00Nov 20$0.45$0.28$0.73$39.27$50.73
$55.00$42.50Nov 20$0.13$0.68$0.81$41.69$55.81
$50.00$42.50Nov 20$0.45$0.68$1.13$41.37$51.13
$55.00$45.00Nov 20$0.13$1.27$1.40$43.60$56.40
$47.50$40.00Nov 20$1.20$0.28$1.48$38.52$48.98
$50.00$45.00Nov 20$0.45$1.27$1.72$43.28$51.72
$47.50$42.50Nov 20$1.20$0.68$1.88$40.62$49.38
$47.50$45.00Nov 20$1.20$1.27$2.47$42.53$49.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.11, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4050/55Nov 20$0.50$4.5070%0.11$39.50$50.50
40/4250/55Nov 20$0.72$4.2858%0.17$41.78$50.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 12.16, cheapest $0.18)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Nov 20$0.47$2.0342%4.32
$42.50$45.00$47.50Nov 20$0.66$1.8439%2.79
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Nov 20$0.19$2.3128%12.16
$37.50$40.00$42.50Nov 20$0.22$2.2818%10.36
$35.00$37.50$40.00Nov 20$0.18$2.327%12.89
$42.50$45.00$47.50Nov 20$1.04$1.4639%1.40

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.54, 3 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$42.50$45.001:2Nov 20-$0.54$1.96
$45.00$47.501:2Nov 20$0.02$2.48
$47.50$50.001:2Nov 20$0.30$2.20
$50.00$55.001:2Nov 20$0.19$4.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$42.501:2Nov 20-$0.09$2.41
$37.50$35.001:2Nov 20-$0.10$2.40
$47.50$45.001:2Nov 20$0.36$2.14
$42.50$40.001:2Nov 20$0.12$2.38
$40.00$37.501:2Nov 20$0.08$2.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.16%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Nov 20$1.000.392.8%2.16%5.00%23367
$50.00Nov 20$0.300.208.2%0.65%8.90%648113

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 1,516
Total Puts 711
Put/Call Ratio 0.47
Net Difference 805

Prior's Put/Call Breakdown

Total Calls 42
Total Puts 160
Put/Call Ratio 3.81
Net Difference -118

Prior 7-Day Put/Call Summary

Total Calls 710
Total Puts 2,382
Average Put/Call Ratio 2.60
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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