Tour v531
JEF
JEFFERIES FINL GROUP
$49.15 +3.45%
$42.72 (-13.08%)🌙
as of 10/29 06:36 PM
◀ 10/29 18:36 ▶

Option Volume

Detail
ℹ
Current (10/29) 717
Calls: 156 (22%)
Puts: 561 (78%)
Prior (10/28) 152
Calls: 87 (57%)
Puts: 65 (43%)
Current vs Prior +371.71%
Calls: +79.31% (Calls)
Puts: +763.08% (Puts)
Prior 7-Day Total 3,731
Calls: 2,085 (56%)
Puts: 1,646 (44%)
Prior 7-Day Average 533
Calls: 297 (56%)
Puts: 235 (44%)
Current vs Prior 7-Day Avg +34.52%
Calls: -47.63%
Puts: +138.58%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/29) $110.9K
Calls: $34.0K (31%)
Puts: $76.9K (69%)
Prior (10/28) $38.4K
Calls: $20.9K (54%)
Puts: $17.5K (46%)
Current vs Prior +188.66%
Calls: +62.77%
Puts: +338.85%
Prior 7-Day Total $427.2K
Calls: $214.9K (50%)
Puts: $212.2K (50%)
Prior 7-Day Average $61.0K
Calls: $30.7K (50%)
Puts: $30.3K (50%)
Current vs Prior 7-Day Avg +81.73%
Calls: +10.80%
Puts: +153.56%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 3.60
Prior (10/28) 0.75
Current vs Prior +381.33%
Prior 7-Day Average 1.69
Current vs Prior 7-Day Avg +112.34%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/29) 5,123
Calls: 2,525 (49%)
Puts: 2,598 (51%)
Prior (10/28) 4,176
Calls: 1,358 (33%)
Puts: 2,818 (67%)
Current vs Prior +22.68%
Prior 7-Day Total 25,587
Calls: 8,705 (34%)
Puts: 16,882 (66%)
Prior 7-Day Average 3,655
Calls: 1,243 (34%)
Puts: 2,411 (66%)
Current vs Prior 7-Day Avg +40.15%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 7.89% | 11.35%
Prior 8.25% | 10.42%
Current vs Prior -4.32% | +8.97%
Prior 7-Day Avg 8.83% | 11.93%
Current vs 7-Day Avg -10.60% | -4.81%
Prior 7-Day Eod 8.25% | 10.42%
Current vs 7-Day Eod -4.32% | +8.97%
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 18.52% | 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

Moderately bearish flow with 69% put dollar volume ($76.9K). Massive premium surge with dollar volume up 189% vs prior. Dollar volume significantly above 7-day average (82% higher). Unusually high activity with volume up 372% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 7 found (avg delta 1.01, highest 1.09)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 206.007.20$6.6018.2%11.0923
$45.00Nov 203.904.90$4.4022.7%31.00116
$47.50Nov 202.352.90$2.6320.9%21.00365
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 200.450.80$0.6355.6%11.00--
$47.50Nov 201.101.45$1.2727.6%4501.0028
$55.00Nov 205.807.40$6.6024.2%91.0030
$60.00Nov 2010.8012.70$11.7516.2%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 598, top 450)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 200.150.35$0.2580.0%370.13646
$50.00Nov 201.051.55$1.3038.5%230.47757
$52.50Nov 200.200.70$0.45111.1%140.23107
$45.00Nov 203.904.90$4.4022.7%31.00116
$47.50Nov 202.352.90$2.6320.9%21.00365
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 201.101.45$1.2727.6%4501.0028
$37.50Nov 200.000.15$0.08187.5%500.04318
$55.00Nov 205.807.40$6.6024.2%91.0030
$40.00Nov 200.050.30$0.18138.9%60.09--
$42.50Nov 200.200.40$0.3066.7%10.28--

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 2.91, avg 7.27)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$50.00Nov 20$1.33$1.17$1.33100%0.88$48.83
$52.50$55.00Nov 20$0.20$2.30$0.2023%11.50$52.70
$50.00$52.50Nov 20$0.85$1.65$0.8547%1.94$50.85
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Nov 20$0.64$1.86$0.64100%2.91$46.86
$45.00$42.50Nov 20$0.33$2.17$0.33100%6.58$44.67
$42.50$40.00Nov 20$0.12$2.38$0.1228%19.83$42.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.52, avg 0.23)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$52.50Nov 20$0.85$0.85$1.6553%0.52$50.85
$52.50$55.00Nov 20$0.20$0.20$2.3077%0.09$52.70
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Nov 20$0.12$0.12$2.3872%0.05$42.38
$45.00$42.50Nov 20$0.33$0.33$2.170%0.15$44.67
$47.50$45.00Nov 20$0.64$0.64$1.860%0.34$46.86

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 7.93% of stock, avg 9.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Nov 20$2.63$1.27$3.90$43.60$51.407.93%
$45.00Nov 20$4.40$0.63$5.03$39.97$50.0310.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.87% of stock, avg 1.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Nov 20$0.25$0.18$0.43$39.57$55.43
$55.00$42.50Nov 20$0.25$0.30$0.55$41.95$55.55
$52.50$40.00Nov 20$0.45$0.18$0.63$39.37$53.13
$52.50$42.50Nov 20$0.45$0.30$0.75$41.75$53.25
$50.00$42.50Nov 20$1.30$0.30$1.60$40.90$51.60
$50.00$40.00Nov 20$1.30$0.18$1.48$38.52$51.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.15, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4252/55Nov 20$0.32$2.1849%0.15$42.18$52.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 10.90, cheapest $0.21)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$47.50$50.00$52.50Nov 20$0.48$2.0277%4.21
$45.00$47.50$50.00Nov 20$0.44$2.0653%4.68
$50.00$52.50$55.00Nov 20$0.65$1.8534%2.85
$42.50$45.00$47.50Nov 20$0.43$2.070%4.81
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Nov 20$0.21$2.2991%10.90
$42.50$45.00$47.50Nov 20$0.31$2.1972%7.06

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 $-1.45, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Nov 20-$0.86$1.64
$42.50$45.001:2Nov 20-$2.20$0.30
$52.50$55.001:2Nov 20-$0.05$2.45
$47.50$50.001:2Nov 20$0.03$2.47
$50.00$52.501:2Nov 20$0.40$2.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Nov 20-$1.45$3.55
$42.50$40.001:2Nov 20-$0.06$2.44
$55.00$47.501:2Nov 20$4.06$3.44
$47.50$45.001:2Nov 20$0.01$2.49
$45.00$42.501:2Nov 20$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.14%, avg 0.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Nov 20$1.050.471.7%2.14%3.87%23757
$52.50Nov 20$0.200.236.8%0.41%7.22%14107
$55.00Nov 20$0.150.1311.9%0.31%12.21%37646

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 156
Total Puts 561
Put/Call Ratio 3.60
Net Difference -405

Prior's Put/Call Breakdown

Total Calls 87
Total Puts 65
Put/Call Ratio 0.75
Net Difference 22

Prior 7-Day Put/Call Summary

Total Calls 2,085
Total Puts 1,646
Average Put/Call Ratio 1.69
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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