Tour v531
JEF
JEFFERIES FINL GROUP
$46.12 -6.16%
$46.10 (-0.04%)🌙
as of 10/30 06:36 PM
◀ 10/30 18:36 ▶

Option Volume

Detail
ℹ
Current (10/30) 1,072
Calls: 139 (13%)
Puts: 933 (87%)
Prior (10/29) 717
Calls: 156 (22%)
Puts: 561 (78%)
Current vs Prior +49.51%
Calls: -10.90% (Calls)
Puts: +66.31% (Puts)
Prior 7-Day Total 4,147
Calls: 2,044 (49%)
Puts: 2,103 (51%)
Prior 7-Day Average 592
Calls: 292 (49%)
Puts: 300 (51%)
Current vs Prior 7-Day Avg +80.95%
Calls: -52.40%
Puts: +210.56%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/30) $238.8K
Calls: $42.9K (18%)
Puts: $195.9K (82%)
Prior (10/29) $110.9K
Calls: $34.0K (31%)
Puts: $76.9K (69%)
Current vs Prior +115.36%
Calls: +26.09%
Puts: +154.86%
Prior 7-Day Total $484.8K
Calls: $213.1K (44%)
Puts: $271.7K (56%)
Prior 7-Day Average $69.3K
Calls: $30.4K (44%)
Puts: $38.8K (56%)
Current vs Prior 7-Day Avg +244.87%
Calls: +40.90%
Puts: +404.84%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 6.71
Prior (10/29) 3.60
Current vs Prior +86.65%
Prior 7-Day Average 2.13
Current vs Prior 7-Day Avg +214.84%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/30) 7,106
Calls: 2,549 (36%)
Puts: 4,557 (64%)
Prior (10/29) 5,123
Calls: 2,525 (49%)
Puts: 2,598 (51%)
Current vs Prior +38.71%
Prior 7-Day Total 24,832
Calls: 10,124 (41%)
Puts: 14,708 (59%)
Prior 7-Day Average 3,547
Calls: 1,446 (41%)
Puts: 2,101 (59%)
Current vs Prior 7-Day Avg +100.31%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 8.89% | 12.19%
Prior 7.89% | 11.35%
Current vs Prior +12.61% | +7.33%
Prior 7-Day Avg 8.60% | 11.78%
Current vs 7-Day Avg +3.37% | +3.46%
Prior 7-Day Eod 7.89% | 11.35%
Current vs 7-Day Eod +12.61% | +7.33%
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

Strong bearish conviction with 82% of dollar volume in puts ($195.9K) vs calls ($42.9K). Massive premium surge with dollar volume up 115% vs prior. Dollar volume significantly above 7-day average (245% higher). Volume explosion - 81% above 7-day average (1,072 vs avg 592).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 1 of results (avg 9.8%, best 9.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 202.903.20$3.059.8%2650.61450

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 0.69, highest 0.87)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 202.202.80$2.5024.0%150.59115
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Nov 205.907.70$6.8026.5%10.87--
$47.50Nov 202.903.20$3.059.8%2650.61450

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 461, top 265)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 201.051.45$1.2532.0%180.39364
$45.00Nov 202.202.80$2.5024.0%150.59115
$50.00Nov 200.450.70$0.5743.9%60.22772
$55.00Nov 200.050.20$0.13115.4%10.06670
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 202.903.20$3.059.8%2650.61450
$37.50Nov 200.000.20$0.10200.0%760.04--
$42.50Nov 200.551.25$0.9077.8%430.25290
$40.00Nov 200.200.80$0.50120.0%220.14--
$45.00Nov 201.251.95$1.6043.7%140.41733

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 2.57, avg 3.98)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$50.00Nov 20$0.68$1.82$0.6839%2.68$48.18
$45.00$47.50Nov 20$1.25$1.25$1.2559%1.00$46.25
$50.00$55.00Nov 20$0.44$4.56$0.4422%10.36$50.44
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Nov 20$0.70$1.80$0.7041%2.57$44.30
$42.50$40.00Nov 20$0.40$2.10$0.4025%5.25$42.10
$47.50$45.00Nov 20$1.45$1.05$1.4561%0.72$46.05
$40.00$37.50Nov 20$0.40$2.10$0.4014%5.25$39.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.19, avg 0.25)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$55.00Nov 20$0.44$0.44$4.5678%0.10$50.44
$47.50$50.00Nov 20$0.68$0.68$1.8261%0.37$48.18
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$37.50Nov 20$0.40$0.40$2.1086%0.19$39.60
$42.50$40.00Nov 20$0.40$0.40$2.1075%0.19$42.10
$45.00$42.50Nov 20$0.70$0.70$1.8059%0.39$44.30

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. 2 found (cheapest 8.89% of stock, avg 9.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Nov 20$2.50$1.60$4.10$40.90$49.108.89%
$47.50Nov 20$1.25$3.05$4.30$43.20$51.809.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 1.37% of stock, avg 3.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Nov 20$0.13$0.50$0.63$39.37$55.63
$50.00$40.00Nov 20$0.57$0.50$1.07$38.93$51.07
$55.00$42.50Nov 20$0.13$0.90$1.03$41.47$56.03
$50.00$42.50Nov 20$0.57$0.90$1.47$41.03$51.47
$47.50$40.00Nov 20$1.25$0.50$1.75$38.25$49.25
$47.50$42.50Nov 20$1.25$0.90$2.15$40.35$49.65
$55.00$45.00Nov 20$0.13$1.60$1.73$43.27$56.73
$50.00$45.00Nov 20$0.57$1.60$2.17$42.83$52.17
$47.50$45.00Nov 20$1.25$1.60$2.85$42.15$50.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.20, avg credit $0.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/4050/55Nov 20$0.84$4.1664%0.20$39.16$50.84
40/4250/55Nov 20$0.84$4.1653%0.20$41.66$50.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 7.33, cheapest $0.30)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Nov 20$0.57$1.9337%3.39
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Nov 20$0.30$2.2027%7.33
$42.50$45.00$47.50Nov 20$0.75$1.7536%2.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $--, 4 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Nov 20$0.00$2.50
$47.50$50.001:2Nov 20$0.11$2.39
$50.00$55.001:2Nov 20$0.31$4.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Nov 20-$0.15$2.35
$45.00$42.501:2Nov 20-$0.20$2.30
$42.50$40.001:2Nov 20-$0.10$2.40
$52.50$47.501:2Nov 20$0.70$4.30
$40.00$37.501:2Nov 20$0.30$2.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.28%, avg 1.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$47.50Nov 20$1.050.393.0%2.28%5.27%18364
$50.00Nov 20$0.450.228.4%0.98%9.39%6772

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 139
Total Puts 933
Put/Call Ratio 6.71
Net Difference -794

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,044
Total Puts 2,103
Average Put/Call Ratio 2.13
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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