Tour v536
JEF
JEFFERIES FINL GROUP
$51.17 +5.37%
$51.10 (-0.14%)🌙
as of 11/04 06:40 PM
◀ 11/4 18:40 ▶

Option Volume

Detail
ℹ
Current (11/04) 960
Calls: 368 (38%)
Puts: 592 (62%)
Prior (11/03) 254
Calls: 126 (50%)
Puts: 128 (50%)
Current vs Prior +277.95%
Calls: +192.06% (Calls)
Puts: +362.50% (Puts)
Prior 7-Day Total 5,140
Calls: 2,233 (43%)
Puts: 2,907 (57%)
Prior 7-Day Average 734
Calls: 319 (43%)
Puts: 415 (57%)
Current vs Prior 7-Day Avg +30.74%
Calls: +15.36%
Puts: +42.55%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $159.0K
Calls: $96.9K (61%)
Puts: $62.1K (39%)
Prior (11/03) $87.9K
Calls: $45.8K (52%)
Puts: $42.1K (48%)
Current vs Prior +80.98%
Calls: +111.62%
Puts: +47.64%
Prior 7-Day Total $839.5K
Calls: $338.3K (40%)
Puts: $501.2K (60%)
Prior 7-Day Average $119.9K
Calls: $48.3K (40%)
Puts: $71.6K (60%)
Current vs Prior 7-Day Avg +32.61%
Calls: +100.53%
Puts: -13.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.61
Prior (11/03) 1.02
Current vs Prior +58.36%
Prior 7-Day Average 2.39
Current vs Prior 7-Day Avg -32.68%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 9,464
Calls: 4,153 (44%)
Puts: 5,311 (56%)
Prior (11/03) 4,982
Calls: 1,748 (35%)
Puts: 3,234 (65%)
Current vs Prior +89.96%
Prior 7-Day Total 36,938
Calls: 14,112 (38%)
Puts: 22,826 (62%)
Prior 7-Day Average 5,276
Calls: 2,016 (38%)
Puts: 3,260 (62%)
Current vs Prior 7-Day Avg +79.35%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 9.89% | 13.48%
Prior 7.89% | 11.49%
Current vs Prior +25.38% | +17.35%
Prior 7-Day Avg 8.24% | 11.51%
Current vs 7-Day Avg +19.96% | +17.19%
Prior 7-Day Eod 7.89% | 11.49%
Current vs 7-Day Eod +25.38% | +17.35%
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

Moderately bullish flow with 61% call dollar volume ($96.9K). Elevated premium activity with dollar volume up 81% vs prior. Unusually high activity with volume up 278% vs prior - elevated interest. Extreme bearish P/C ratio of 1.61 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 2 of results (avg 9.2%, best 8.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Dec 186.507.10$6.808.8%90.82--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Dec 185.005.50$5.259.5%10.69--

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 0.73, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 206.006.90$6.4514.0%20.89115
$45.00Dec 186.507.10$6.808.8%90.82--
$47.50Nov 203.804.70$4.2521.2%180.78366
$47.50Dec 184.605.40$5.0016.0%100.7244
$50.00Nov 202.152.60$2.3818.9%190.60763
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Dec 185.005.50$5.259.5%10.69--

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 246, top 77)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Dec 180.350.55$0.4544.4%320.13207
$50.00Nov 202.152.60$2.3818.9%190.60763
$47.50Nov 203.804.70$4.2521.2%180.78366
$50.00Dec 183.103.60$3.3514.9%160.58130
$47.50Dec 184.605.40$5.0016.0%100.7244
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 200.000.30$0.15200.0%770.06301
$45.00Nov 200.200.50$0.3585.7%230.12744
$50.00Nov 201.201.55$1.3825.4%150.4031
$42.50Dec 180.350.65$0.5060.0%20.12--
$47.50Nov 200.351.05$0.70100.0%10.23710

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 14.2%, max 18.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Nov 20Dec 1847.6%40.2%18.4%28410
$50.00Nov 20Dec 1842.8%38.1%12.1%35893
$55.00Nov 20Dec 1841.8%38.6%8.1%9673
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Nov 20Dec 1847.6%40.2%18.4%21.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 1.12, avg 3.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$52.50Dec 18$1.18$1.32$1.1858%1.12$51.18
$57.50$60.00Dec 18$0.28$2.22$0.2820%7.93$57.78
$55.00$57.50Dec 18$0.50$2.00$0.5030%4.00$55.50
$47.50$50.00Dec 18$1.65$0.85$1.6572%0.52$49.15
$52.50$55.00Nov 20$0.60$1.90$0.6038%3.17$53.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Dec 18$0.30$2.20$0.3018%7.33$44.70
$50.00$47.50Nov 20$0.68$1.82$0.6840%2.68$49.32
$47.50$45.00Nov 20$0.35$2.15$0.3523%6.14$47.15
$45.00$42.50Nov 20$0.20$2.30$0.2012%11.50$44.80
$47.50$45.00Dec 18$0.58$1.92$0.5829%3.31$46.92

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.30, avg 0.26)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$55.00Dec 18$0.94$0.94$1.5656%0.60$53.44
$52.50$55.00Nov 20$0.60$0.60$1.9062%0.32$53.10
$55.00$57.50Dec 18$0.50$0.50$2.0070%0.25$55.50
$57.50$60.00Dec 18$0.28$0.28$2.2280%0.13$57.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$47.50$45.00Dec 18$0.58$0.58$1.9271%0.30$46.92
$45.00$42.50Nov 20$0.20$0.20$2.3088%0.09$44.80
$47.50$45.00Nov 20$0.35$0.35$2.1577%0.16$47.15
$50.00$47.50Nov 20$0.68$0.68$1.8260%0.37$49.32
$45.00$42.50Dec 18$0.30$0.30$2.2082%0.14$44.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.03, cheapest $0.97)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Nov 20Dec 18$0.9742.8%38.1%
$52.50Nov 20Dec 18$1.0940.8%40.9%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 7.35% of stock, avg 10.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Nov 20$2.38$1.38$3.76$46.24$53.767.35%
$47.50Nov 20$4.25$0.70$4.95$42.55$52.459.67%
$47.50Dec 18$5.00$1.38$6.38$41.12$53.8812.47%
$55.00Dec 18$1.23$5.25$6.48$48.52$61.4812.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 1.23% of stock, avg 3.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$42.50Nov 20$0.48$0.15$0.63$41.87$55.63
$55.00$45.00Nov 20$0.48$0.35$0.83$44.17$55.83
$60.00$42.50Dec 18$0.45$0.50$0.95$41.55$60.95
$55.00$47.50Nov 20$0.48$0.70$1.18$46.32$56.18
$60.00$45.00Dec 18$0.45$0.80$1.25$43.75$61.25
$57.50$42.50Dec 18$0.73$0.50$1.23$41.27$58.73
$57.50$45.00Dec 18$0.73$0.80$1.53$43.47$59.03
$52.50$42.50Nov 20$1.08$0.15$1.23$41.27$53.73
$52.50$45.00Nov 20$1.08$0.35$1.43$43.57$53.93
$52.50$47.50Nov 20$1.08$0.70$1.78$45.72$54.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.52, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
45/4858/60Dec 18$0.86$1.6451%0.52$46.64$58.36
42/4558/60Dec 18$0.58$1.9262%0.30$44.42$58.08
45/4855/58Dec 18$1.08$1.4241%0.76$46.42$56.08
42/4555/58Dec 18$0.80$1.7052%0.47$44.20$55.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 15.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Dec 18$0.15$2.3524%15.67
$50.00$52.50$55.00Dec 18$0.24$2.2628%9.42
$45.00$47.50$50.00Nov 20$0.33$2.1729%6.58
$47.50$50.00$52.50Nov 20$0.57$1.9340%3.39
$55.00$57.50$60.00Dec 18$0.22$2.2817%10.36
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Nov 20$0.15$2.3517%15.67
$45.00$47.50$50.00Nov 20$0.33$2.1728%6.58
$42.50$45.00$47.50Dec 18$0.28$2.2217%7.93

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.51, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$50.001:2Nov 20-$0.51$1.99
$52.50$55.001:2Dec 18-$0.29$2.21
$55.00$57.501:2Dec 18-$0.23$2.27
$50.00$52.501:2Dec 18-$0.99$1.51
$57.50$60.001:2Dec 18-$0.17$2.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Nov 20-$0.02$2.48
$47.50$45.001:2Nov 20$0.00$2.50
$47.50$45.001:2Dec 18-$0.22$2.28
$45.00$42.501:2Dec 18-$0.20$2.30
$55.00$47.501:2Dec 18$2.49$5.01

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 3.81%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$52.50Dec 18$1.950.442.6%3.81%6.41%2--
$55.00Dec 18$0.900.307.5%1.76%9.24%1--
$57.50Dec 18$0.450.2012.4%0.88%13.25%5--
$60.00Dec 18$0.350.1317.3%0.68%17.94%32207
$52.50Nov 20$0.750.382.6%1.47%4.06%3--
$55.00Nov 20$0.350.207.5%0.68%8.17%8673

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 368
Total Puts 592
Put/Call Ratio 1.61
Net Difference -224

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,233
Total Puts 2,907
Average Put/Call Ratio 2.39
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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