Tour v533
JEF
JEFFERIES FINL GROUP
$48.27 +4.66%
$48.47 (+0.42%)🌙
as of 11/02 06:33 PM
◀ 11/2 18:33 ▶

Option Volume

Detail
ℹ
Current (11/02) 516
Calls: 167 (32%)
Puts: 349 (68%)
Prior (10/30) 1,072
Calls: 139 (13%)
Puts: 933 (87%)
Current vs Prior -51.87%
Calls: +20.14% (Calls)
Puts: -62.59% (Puts)
Prior 7-Day Total 5,010
Calls: 2,059 (41%)
Puts: 2,951 (59%)
Prior 7-Day Average 715
Calls: 294 (41%)
Puts: 421 (59%)
Current vs Prior 7-Day Avg -27.90%
Calls: -43.22%
Puts: -17.21%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $119.8K
Calls: $76.6K (64%)
Puts: $43.2K (36%)
Prior (10/30) $238.8K
Calls: $42.9K (18%)
Puts: $195.9K (82%)
Current vs Prior -49.84%
Calls: +78.63%
Puts: -77.96%
Prior 7-Day Total $695.7K
Calls: $237.5K (34%)
Puts: $458.1K (66%)
Prior 7-Day Average $99.4K
Calls: $33.9K (34%)
Puts: $65.4K (66%)
Current vs Prior 7-Day Avg +20.54%
Calls: +125.78%
Puts: -34.02%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 2.09
Prior (10/30) 6.71
Current vs Prior -68.87%
Prior 7-Day Average 2.75
Current vs Prior 7-Day Avg -23.96%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 5,997
Calls: 3,419 (57%)
Puts: 2,578 (43%)
Prior (10/30) 7,106
Calls: 2,549 (36%)
Puts: 4,557 (64%)
Current vs Prior -15.61%
Prior 7-Day Total 29,872
Calls: 11,001 (37%)
Puts: 18,871 (63%)
Prior 7-Day Average 4,267
Calls: 1,571 (37%)
Puts: 2,695 (63%)
Current vs Prior 7-Day Avg +40.53%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 7.77% | 11.46%
Prior 8.89% | 12.19%
Current vs Prior -12.61% | -5.98%
Prior 7-Day Avg 8.60% | 11.70%
Current vs 7-Day Avg -9.67% | -2.09%
Prior 7-Day Eod 8.89% | 12.19%
Current vs 7-Day Eod -12.61% | -5.98%
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 bullish flow with 64% call dollar volume ($76.6K). Below-average activity with volume down 52% vs prior. Extreme bearish P/C ratio of 2.09 - heavy put buying. P/C ratio dropping 69% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 2 of results (avg 8.8%, best 8.1%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 202.953.20$3.088.1%210.65--
$55.00Nov 207.107.80$7.459.4%70.90--

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. 5 found (avg delta 0.74, highest 0.90)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 203.604.00$3.8010.5%30.80116
$47.50Nov 201.952.25$2.1014.3%10.57371
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 207.107.80$7.459.4%70.90--
$52.50Nov 204.705.70$5.2019.2%10.80--
$50.00Nov 202.953.20$3.088.1%210.65--

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 151, top 64)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 200.901.10$1.0020.0%60.34773
$55.00Nov 200.100.30$0.20100.0%40.09670
$45.00Nov 203.604.00$3.8010.5%30.80116
$52.50Nov 200.350.60$0.4852.1%30.19121
$47.50Nov 201.952.25$2.1014.3%10.57371
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 200.550.90$0.7347.9%640.24--
$40.00Nov 200.100.20$0.1566.7%290.06796
$50.00Nov 202.953.20$3.088.1%210.65--
$42.50Nov 200.250.40$0.3345.5%100.12--
$55.00Nov 207.107.80$7.459.4%70.90--

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 3.81, avg 5.38)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$52.50Nov 20$0.52$1.98$0.5234%3.81$50.52
$47.50$50.00Nov 20$1.10$1.40$1.1057%1.27$48.60
$52.50$55.00Nov 20$0.28$2.22$0.2819%7.93$52.78
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$40.00Nov 20$0.18$2.32$0.1812%12.89$42.32
$45.00$42.50Nov 20$0.40$2.10$0.4024%5.25$44.60
$50.00$45.00Nov 20$2.35$2.65$2.3565%1.13$47.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.19, avg 0.17)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$55.00Nov 20$0.28$0.28$2.2281%0.13$52.78
$50.00$52.50Nov 20$0.52$0.52$1.9866%0.26$50.52
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Nov 20$0.40$0.40$2.1076%0.19$44.60
$42.50$40.00Nov 20$0.18$0.18$2.3288%0.08$42.32

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 8.45% of stock, avg 9.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Nov 20$1.00$3.08$4.08$45.92$54.088.45%
$45.00Nov 20$3.80$0.73$4.53$40.47$49.539.38%
$52.50Nov 20$0.48$5.20$5.68$46.82$58.1811.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.73% of stock, avg 2.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Nov 20$0.20$0.15$0.35$39.65$55.35
$55.00$42.50Nov 20$0.20$0.33$0.53$41.97$55.53
$52.50$40.00Nov 20$0.48$0.15$0.63$39.37$53.13
$52.50$42.50Nov 20$0.48$0.33$0.81$41.69$53.31
$55.00$45.00Nov 20$0.20$0.73$0.93$44.07$55.93
$52.50$45.00Nov 20$0.48$0.73$1.21$43.79$53.71
$50.00$40.00Nov 20$1.00$0.15$1.15$38.85$51.15
$50.00$42.50Nov 20$1.00$0.33$1.33$41.17$51.33
$50.00$45.00Nov 20$1.00$0.73$1.73$43.27$51.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.23, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4252/55Nov 20$0.46$2.0469%0.23$42.04$52.96
42/4552/55Nov 20$0.68$1.8257%0.37$44.32$53.18
40/4250/52Nov 20$0.70$1.8054%0.39$41.80$50.70
42/4550/52Nov 20$0.92$1.5841%0.58$44.08$50.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 18.23, cheapest $0.13)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Nov 20$0.60$1.9046%3.17
$50.00$52.50$55.00Nov 20$0.24$2.2625%9.42
$47.50$50.00$52.50Nov 20$0.58$1.9238%3.31
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Nov 20$0.13$2.3724%18.23
$40.00$42.50$45.00Nov 20$0.22$2.2819%10.36
$37.50$40.00$42.50Nov 20$0.16$2.348%14.62

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 $-0.40, 3 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.501:2Nov 20-$0.40$2.10
$47.50$50.001:2Nov 20$0.10$2.40
$50.00$52.501:2Nov 20$0.04$2.46
$52.50$55.001:2Nov 20$0.08$2.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Nov 20-$0.96$1.54
$40.00$37.501:2Nov 20-$0.11$2.39
$50.00$45.001:2Nov 20$1.62$3.38
$45.00$42.501:2Nov 20$0.07$2.43
$42.50$40.001:2Nov 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 1.86%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Nov 20$0.900.343.6%1.86%5.45%6773
$52.50Nov 20$0.350.198.8%0.73%9.49%3121
$55.00Nov 20$0.100.0913.9%0.21%14.15%4670

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 167
Total Puts 349
Put/Call Ratio 2.09
Net Difference -182

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,059
Total Puts 2,951
Average Put/Call Ratio 2.75
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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