Tour v531
JEF
JEFFERIES FINL GROUP
$47.51 +2.86%
$46.58 (-1.96%)🌙
as of 10/28 06:36 PM
◀ 10/28 18:36 ▶

Option Volume

Detail
ℹ
Current (10/28) 152
Calls: 87 (57%)
Puts: 65 (43%)
Prior (10/27) 2,227
Calls: 1,516 (68%)
Puts: 711 (32%)
Current vs Prior -93.17%
Calls: -94.26% (Calls)
Puts: -90.86% (Puts)
Prior 7-Day Total 4,917
Calls: 2,114 (43%)
Puts: 2,803 (57%)
Prior 7-Day Average 702
Calls: 302 (43%)
Puts: 400 (57%)
Current vs Prior 7-Day Avg -78.36%
Calls: -71.19%
Puts: -83.77%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $38.4K
Calls: $20.9K (54%)
Puts: $17.5K (46%)
Prior (10/27) $226.5K
Calls: $109.0K (48%)
Puts: $117.4K (52%)
Current vs Prior -83.04%
Calls: -80.83%
Puts: -85.08%
Prior 7-Day Total $779.3K
Calls: $214.4K (28%)
Puts: $564.9K (72%)
Prior 7-Day Average $111.3K
Calls: $30.6K (28%)
Puts: $80.7K (72%)
Current vs Prior 7-Day Avg -65.49%
Calls: -31.75%
Puts: -78.29%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.75
Prior (10/27) 0.47
Current vs Prior +59.30%
Prior 7-Day Average 2.30
Current vs Prior 7-Day Avg -67.53%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/28) 4,176
Calls: 1,358 (33%)
Puts: 2,818 (67%)
Prior (10/27) 7,120
Calls: 1,935 (27%)
Puts: 5,185 (73%)
Current vs Prior -41.35%
Prior 7-Day Total 26,584
Calls: 8,260 (31%)
Puts: 18,324 (69%)
Prior 7-Day Average 3,797
Calls: 1,180 (31%)
Puts: 2,617 (69%)
Current vs Prior 7-Day Avg +9.96%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 8.25% | 10.42%
Prior 7.99% | 11.80%
Current vs Prior +3.28% | -11.70%
Prior 7-Day Avg 9.06% | 12.23%
Current vs 7-Day Avg -8.94% | -14.84%
Prior 7-Day Eod 7.99% | 11.80%
Current vs 7-Day Eod +3.28% | -11.70%
Sentiment BEARISH

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 18.52% | 26.43%
Calls: 18.87% | 37.50%
Puts: 18.18% | 15.35%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 83% vs prior. Below-average activity with volume down 93% vs prior. P/C ratio rising 59% - increased hedging/bearish positioning. Put-heavy open interest (2,818 puts vs 1,358 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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. 2 found (avg delta 0.76, highest 0.84)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 204.905.60$5.2513.3%10.84--
$45.00Nov 202.653.60$3.1330.4%170.69106
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 74, top 23)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 200.350.95$0.6592.3%230.26735
$45.00Nov 202.653.60$3.1330.4%170.69106
$47.50Nov 201.252.25$1.7557.1%30.48364
$42.50Nov 204.905.60$5.2513.3%10.84--
$55.00Nov 200.100.20$0.1566.7%10.07--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 200.851.25$1.0538.1%230.32742
$42.50Nov 200.300.65$0.4872.9%40.17290
$37.50Nov 200.000.35$0.18194.4%10.06318
$40.00Nov 200.050.50$0.28160.7%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 0.81, avg 8.33)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$47.50Nov 20$1.38$1.12$1.3869%0.81$46.38
$50.00$55.00Nov 20$0.50$4.50$0.5026%9.00$50.50
$47.50$50.00Nov 20$1.10$1.40$1.1048%1.27$48.60
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$40.00Nov 20$0.20$2.30$0.2017%11.50$42.30
$40.00$37.50Nov 20$0.10$2.40$0.109%24.00$39.90
$45.00$42.50Nov 20$0.57$1.93$0.5732%3.39$44.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.30, avg 0.14)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$55.00Nov 20$0.50$0.50$4.5074%0.11$50.50
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Nov 20$0.57$0.57$1.9368%0.30$44.43
$40.00$37.50Nov 20$0.10$0.10$2.4091%0.04$39.90
$42.50$40.00Nov 20$0.20$0.20$2.3083%0.09$42.30

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. 1 found (cheapest 8.80% of stock, avg 8.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Nov 20$3.13$1.05$4.18$40.82$49.188.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.69% of stock, avg 2.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$37.50Nov 20$0.15$0.18$0.33$37.17$55.33
$55.00$40.00Nov 20$0.15$0.28$0.43$39.57$55.43
$55.00$42.50Nov 20$0.15$0.48$0.63$41.87$55.63
$50.00$37.50Nov 20$0.65$0.18$0.83$36.67$50.83
$50.00$40.00Nov 20$0.65$0.28$0.93$39.07$50.93
$50.00$42.50Nov 20$0.65$0.48$1.13$41.37$51.13
$55.00$45.00Nov 20$0.15$1.05$1.20$43.80$56.20
$50.00$45.00Nov 20$0.65$1.05$1.70$43.30$51.70
$47.50$42.50Nov 20$1.75$0.48$2.23$40.27$49.73
$47.50$40.00Nov 20$1.75$0.28$2.03$37.97$49.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.14, avg credit $0.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4050/55Nov 20$0.60$4.4064%0.14$39.40$50.60
40/4250/55Nov 20$0.70$4.3057%0.16$41.80$50.70
42/4550/55Nov 20$1.07$3.9341%0.27$43.93$51.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 7.93, cheapest $0.10)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Nov 20$0.28$2.2242%7.93
$42.50$45.00$47.50Nov 20$0.74$1.7636%2.38
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$37.50$40.00$42.50Nov 20$0.10$2.4011%24.00
$40.00$42.50$45.00Nov 20$0.37$2.1323%5.76

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 $-0.37, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Nov 20-$0.37$2.13
$42.50$45.001:2Nov 20-$1.01$1.49
$47.50$50.001:2Nov 20$0.45$2.05
$50.00$55.001:2Nov 20$0.35$4.65
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$42.50$40.001:2Nov 20-$0.08$2.42
$40.00$37.501:2Nov 20-$0.08$2.42
$45.00$42.501:2Nov 20$0.09$2.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.74%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Nov 20$0.350.265.2%0.74%5.98%23735
$55.00Nov 20$0.100.0715.8%0.21%15.98%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 87
Total Puts 65
Put/Call Ratio 0.75
Net Difference 22

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,114
Total Puts 2,803
Average Put/Call Ratio 2.30
Ratio Trend Rising

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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