Tour v533
JEF
JEFFERIES FINL GROUP
$48.56 +0.60%
$49.00 (+0.91%)🌙
as of 11/03 06:37 PM
◀ 11/3 18:37 ▶

Option Volume

Detail
ℹ
Current (11/03) 254
Calls: 126 (50%)
Puts: 128 (50%)
Prior (11/02) 516
Calls: 167 (32%)
Puts: 349 (68%)
Current vs Prior -50.78%
Calls: -24.55% (Calls)
Puts: -63.32% (Puts)
Prior 7-Day Total 5,025
Calls: 2,193 (44%)
Puts: 2,832 (56%)
Prior 7-Day Average 717
Calls: 313 (44%)
Puts: 404 (56%)
Current vs Prior 7-Day Avg -64.62%
Calls: -59.78%
Puts: -68.36%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $87.9K
Calls: $45.8K (52%)
Puts: $42.1K (48%)
Prior (11/02) $119.8K
Calls: $76.6K (64%)
Puts: $43.2K (36%)
Current vs Prior -26.64%
Calls: -40.23%
Puts: -2.54%
Prior 7-Day Total $778.6K
Calls: $305.8K (39%)
Puts: $472.8K (61%)
Prior 7-Day Average $111.2K
Calls: $43.7K (39%)
Puts: $67.5K (61%)
Current vs Prior 7-Day Avg -20.99%
Calls: +4.84%
Puts: -37.69%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.02
Prior (11/02) 2.09
Current vs Prior -51.39%
Prior 7-Day Average 2.33
Current vs Prior 7-Day Avg -56.45%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 4,982
Calls: 1,748 (35%)
Puts: 3,234 (65%)
Prior (11/02) 5,997
Calls: 3,419 (57%)
Puts: 2,578 (43%)
Current vs Prior -16.93%
Prior 7-Day Total 33,133
Calls: 12,752 (38%)
Puts: 20,381 (62%)
Prior 7-Day Average 4,733
Calls: 1,821 (38%)
Puts: 2,911 (62%)
Current vs Prior 7-Day Avg +5.25%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 7.89% | 11.49%
Prior 7.77% | 11.46%
Current vs Prior +1.52% | +0.30%
Prior 7-Day Avg 8.41% | 11.61%
Current vs 7-Day Avg -6.24% | -1.05%
Prior 7-Day Eod 7.77% | 11.46%
Current vs 7-Day Eod +1.52% | +0.30%
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

Below-average activity with volume down 51% vs prior. Slightly bearish P/C ratio of 1.02. P/C ratio dropping 51% - sentiment shifting bullish. Put-heavy open interest (3,234 puts vs 1,748 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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 9.1%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Dec 1811.5012.60$12.059.1%50.89--

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 0.73, highest 0.89)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 202.102.65$2.3823.1%50.62--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Dec 1811.5012.60$12.059.1%50.89--
$52.50Dec 184.905.80$5.3516.8%30.69--

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 88, top 19)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 200.901.35$1.1339.8%190.38--
$47.50Nov 202.102.65$2.3823.1%50.62--
$52.50Nov 200.400.55$0.4831.3%40.20124
$55.00Nov 200.150.30$0.2268.2%20.10671
$52.50Dec 181.101.30$1.2016.7%20.3025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Dec 180.600.95$0.7745.5%180.18549
$47.50Nov 201.301.60$1.4520.7%100.41710
$42.50Nov 200.200.35$0.2853.6%60.11--
$45.00Nov 200.600.75$0.6822.1%50.23--
$60.00Dec 1811.5012.60$12.059.1%50.89--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 7.5%, max 9.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.50Nov 20Dec 1844.0%40.4%9.0%6149
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Nov 20Dec 1842.9%40.4%6.1%11710

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 24.00, avg 5.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$52.50$55.00Dec 18$0.50$2.00$0.5030%4.00$53.00
$52.50$55.00Nov 20$0.26$2.24$0.2620%8.62$52.76
$47.50$50.00Nov 20$1.25$1.25$1.2562%1.00$48.75
$50.00$52.50Dec 18$0.88$1.62$0.8843%1.84$50.88
$50.00$52.50Nov 20$0.65$1.85$0.6538%2.85$50.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.50$40.00Nov 20$0.10$2.40$0.1011%24.00$42.40
$42.50$40.00Dec 18$0.32$2.18$0.3218%6.81$42.18
$52.50$47.50Dec 18$2.97$2.03$2.9769%0.68$49.53
$47.50$45.00Nov 20$0.77$1.73$0.7742%2.25$46.73
$45.00$42.50Nov 20$0.40$2.10$0.4023%5.25$44.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.64, avg 0.31)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$52.50Nov 20$0.65$0.65$1.8562%0.35$50.65
$50.00$52.50Dec 18$0.88$0.88$1.6257%0.54$50.88
$52.50$55.00Nov 20$0.26$0.26$2.2480%0.12$52.76
$52.50$55.00Dec 18$0.50$0.50$2.0070%0.25$53.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$45.00Dec 18$0.98$0.98$1.5258%0.64$46.52
$45.00$42.50Dec 18$0.63$0.63$1.8771%0.34$44.37
$45.00$42.50Nov 20$0.40$0.40$2.1077%0.19$44.60
$47.50$45.00Nov 20$0.77$0.77$1.7358%0.45$46.73
$42.50$40.00Dec 18$0.32$0.32$2.1882%0.15$42.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.94, cheapest $0.95)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Nov 20Dec 18$0.9544.5%41.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Nov 20Dec 18$0.9342.9%40.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 7.89% of stock, avg 10.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Nov 20$2.38$1.45$3.83$43.67$51.337.89%
$52.50Dec 18$1.20$5.35$6.55$45.95$59.0513.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.82% of stock, avg 3.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Nov 20$0.22$0.18$0.40$39.60$55.40
$55.00$42.50Nov 20$0.22$0.28$0.50$42.00$55.50
$52.50$40.00Nov 20$0.48$0.18$0.66$39.34$53.16
$52.50$42.50Nov 20$0.48$0.28$0.76$41.74$53.26
$55.00$45.00Nov 20$0.22$0.68$0.90$44.10$55.90
$52.50$45.00Nov 20$0.48$0.68$1.16$43.84$53.66
$55.00$40.00Dec 18$0.70$0.45$1.15$38.85$56.15
$55.00$42.50Dec 18$0.70$0.77$1.47$41.03$56.47
$50.00$40.00Nov 20$1.13$0.18$1.31$38.69$51.31
$50.00$42.50Nov 20$1.13$0.28$1.41$41.09$51.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.82, avg credit $0.74)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
42/4552/55Dec 18$1.13$1.3742%0.82$43.87$53.63
40/4252/55Dec 18$0.82$1.6852%0.49$41.68$53.32
40/4252/55Nov 20$0.36$2.1470%0.17$42.14$52.86
42/4552/55Nov 20$0.66$1.8458%0.36$44.34$53.16

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 5.76, cheapest $0.30)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$47.50$50.00$52.50Nov 20$0.60$1.9042%3.17
$50.00$52.50$55.00Nov 20$0.39$2.1128%5.41
$50.00$52.50$55.00Dec 18$0.38$2.1224%5.58
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Nov 20$0.37$2.1331%5.76
$42.50$45.00$47.50Dec 18$0.35$2.1525%6.14
$40.00$42.50$45.00Dec 18$0.31$2.1918%7.06
$40.00$42.50$45.00Nov 20$0.30$2.2016%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.32, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$52.501:2Dec 18-$0.32$2.18
$52.50$55.001:2Dec 18-$0.20$2.30
$47.50$50.001:2Nov 20$0.12$2.38
$50.00$52.501:2Nov 20$0.17$2.33
$52.50$55.001:2Nov 20$0.04$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$45.001:2Dec 18-$0.42$2.08
$45.00$42.501:2Dec 18-$0.14$2.36
$42.50$40.001:2Dec 18-$0.13$2.37
$42.50$40.001:2Nov 20-$0.08$2.42
$60.00$52.501:2Dec 18$1.35$6.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 3.91%, avg 1.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Dec 18$1.900.433.0%3.91%6.88%1--
$52.50Dec 18$1.100.308.1%2.27%10.38%225
$55.00Dec 18$0.550.1913.3%1.13%14.39%1271
$50.00Nov 20$0.900.383.0%1.85%4.82%19--
$52.50Nov 20$0.400.208.1%0.82%8.94%4124
$55.00Nov 20$0.150.1013.3%0.31%13.57%2671

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 126
Total Puts 128
Put/Call Ratio 1.02
Net Difference -2

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,193
Total Puts 2,832
Average Put/Call Ratio 2.33
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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