Tour v536
JEF
JEFFERIES FINL GROUP
$48.60 -5.02%
$47.60 (-2.06%)🌙
as of 11/05 06:37 PM
◀ 11/5 18:37 ▶

Option Volume

Detail
ℹ
Current (11/05) 832
Calls: 114 (14%)
Puts: 718 (86%)
Prior (11/04) 960
Calls: 368 (38%)
Puts: 592 (62%)
Current vs Prior -13.33%
Calls: -69.02% (Calls)
Puts: +21.28% (Puts)
Prior 7-Day Total 5,898
Calls: 2,559 (43%)
Puts: 3,339 (57%)
Prior 7-Day Average 842
Calls: 365 (43%)
Puts: 477 (57%)
Current vs Prior 7-Day Avg -1.25%
Calls: -68.82%
Puts: +50.52%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $112.4K
Calls: $25.6K (23%)
Puts: $86.8K (77%)
Prior (11/04) $159.0K
Calls: $96.9K (61%)
Puts: $62.1K (39%)
Current vs Prior -29.30%
Calls: -73.53%
Puts: +39.71%
Prior 7-Day Total $981.3K
Calls: $426.2K (43%)
Puts: $555.2K (57%)
Prior 7-Day Average $140.2K
Calls: $60.9K (43%)
Puts: $79.3K (57%)
Current vs Prior 7-Day Avg -19.79%
Calls: -57.87%
Puts: +9.44%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 6.30
Prior (11/04) 1.61
Current vs Prior +291.51%
Prior 7-Day Average 2.08
Current vs Prior 7-Day Avg +203.49%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 7,554
Calls: 3,490 (46%)
Puts: 4,064 (54%)
Prior (11/04) 9,464
Calls: 4,153 (44%)
Puts: 5,311 (56%)
Current vs Prior -20.18%
Prior 7-Day Total 43,968
Calls: 17,687 (40%)
Puts: 26,281 (60%)
Prior 7-Day Average 6,281
Calls: 2,526 (40%)
Puts: 3,754 (60%)
Current vs Prior 7-Day Avg +20.26%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 8.35% | 12.35%
Prior 9.89% | 13.48%
Current vs Prior -15.52% | -8.45%
Prior 7-Day Avg 8.37% | 11.74%
Current vs 7-Day Avg -0.16% | +5.15%
Prior 7-Day Eod 9.89% | 13.48%
Current vs 7-Day Eod -15.52% | -8.45%
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
+
Add Card

🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($86.8K) vs calls ($25.6K). Extreme bearish P/C ratio of 6.30 - heavy put buying. P/C ratio rising 292% - increased hedging/bearish positioning. Declining open interest (down 20%) indicates positions being closed.

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 BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 0.66, highest 0.77)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 204.004.60$4.3014.0%30.77113
$45.00Dec 184.505.50$5.0020.0%20.71--
$47.50Nov 202.202.75$2.4822.2%20.60355
$47.50Dec 183.203.80$3.5017.1%170.5843
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Dec 184.706.00$5.3524.3%10.72387
$50.00Nov 202.503.00$2.7518.2%250.6634
$50.00Dec 183.204.10$3.6524.7%20.5820

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 575, top 154)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 200.150.35$0.2580.0%270.11676
$47.50Dec 183.203.80$3.5017.1%170.5843
$50.00Nov 201.001.50$1.2540.0%90.39759
$50.00Dec 181.852.50$2.1730.0%40.44--
$45.00Nov 204.004.60$4.3014.0%30.77113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Nov 200.700.95$0.8330.1%1540.25741
$40.00Dec 180.300.60$0.4566.7%1050.1156
$42.50Dec 180.751.15$0.9542.1%1040.20561
$45.00Dec 181.201.90$1.5545.2%970.30--
$50.00Nov 202.503.00$2.7518.2%250.6634

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 15.4%, max 21.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Nov 20Dec 1855.1%45.4%21.3%5113
$47.50Nov 20Dec 1850.1%43.7%14.8%19398
$50.00Nov 20Dec 1849.9%44.0%13.3%13759
$52.50Nov 20Dec 1846.9%43.2%8.5%6157
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Nov 20Dec 1855.1%45.4%21.3%251741
$50.00Nov 20Dec 1849.9%44.0%13.3%2754

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 49.00, avg 7.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$60.00Nov 20$0.10$4.90$0.1011%49.00$55.10
$45.00$47.50Dec 18$1.50$1.00$1.5071%0.67$46.50
$50.00$52.50Dec 18$0.84$1.66$0.8444%1.98$50.84
$52.50$55.00Nov 20$0.25$2.25$0.2521%9.00$52.75
$47.50$50.00Nov 20$1.23$1.27$1.2360%1.03$48.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$45.00Nov 20$1.92$3.08$1.9266%1.60$48.08
$50.00$47.50Dec 18$1.15$1.35$1.1558%1.17$48.85
$40.00$35.00Dec 18$0.25$4.75$0.2511%19.00$39.75
$45.00$42.50Nov 20$0.40$2.10$0.4025%5.25$44.60
$45.00$42.50Dec 18$0.60$1.90$0.6030%3.17$44.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.25, avg 0.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$60.00Dec 18$1.05$1.05$6.4568%0.16$53.55
$50.00$52.50Nov 20$0.75$0.75$1.7561%0.43$50.75
$52.50$55.00Nov 20$0.25$0.25$2.2579%0.11$52.75
$50.00$52.50Dec 18$0.84$0.84$1.6656%0.51$50.84
$55.00$60.00Nov 20$0.10$0.10$4.9089%0.02$55.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Dec 18$0.50$0.50$2.0080%0.25$42.00
$47.50$45.00Dec 18$0.95$0.95$1.5556%0.61$46.55
$45.00$42.50Dec 18$0.60$0.60$1.9070%0.32$44.40
$45.00$42.50Nov 20$0.40$0.40$2.1075%0.19$44.60
$40.00$35.00Dec 18$0.25$0.25$4.7589%0.05$39.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.95, cheapest $1.02)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Nov 20Dec 18$1.0250.1%43.7%
$50.00Nov 20Dec 18$0.9249.9%44.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Nov 20Dec 18$0.9049.9%44.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 8.23% of stock, avg 11.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Nov 20$1.25$2.75$4.00$46.00$54.008.23%
$45.00Nov 20$4.30$0.83$5.13$39.87$50.1310.56%
$50.00Dec 18$2.17$3.65$5.82$44.18$55.8211.98%
$47.50Dec 18$3.50$2.50$6.00$41.50$53.5012.35%
$45.00Dec 18$5.00$1.55$6.55$38.45$51.5513.48%
$52.50Dec 18$1.33$5.35$6.68$45.82$59.1813.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 1.19% of stock, avg 4.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$42.50Nov 20$0.15$0.43$0.58$41.92$60.58
$55.00$42.50Nov 20$0.25$0.43$0.68$41.82$55.68
$60.00$40.00Dec 18$0.28$0.45$0.73$39.27$60.73
$52.50$42.50Nov 20$0.50$0.43$0.93$41.57$53.43
$60.00$45.00Nov 20$0.15$0.83$0.98$44.02$60.98
$55.00$45.00Nov 20$0.25$0.83$1.08$43.92$56.08
$60.00$42.50Dec 18$0.28$0.95$1.23$41.27$61.23
$52.50$45.00Nov 20$0.50$0.83$1.33$43.67$53.83
$52.50$40.00Dec 18$1.33$0.45$1.78$38.22$54.28
$50.00$42.50Nov 20$1.25$0.43$1.68$40.82$51.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 0.35, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
42/4552/55Nov 20$0.65$1.8554%0.35$44.35$53.15
42/4555/60Nov 20$0.50$4.5064%0.11$44.50$55.50
35/4052/60Dec 18$1.30$6.2057%0.21$38.70$53.80
40/4252/60Dec 18$1.55$5.9548%0.26$40.95$54.05
42/4552/60Dec 18$1.65$5.8538%0.28$43.35$54.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 13.71, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Dec 18$0.17$2.3327%13.71
$47.50$50.00$52.50Nov 20$0.48$2.0239%4.21
$45.00$47.50$50.00Nov 20$0.59$1.9138%3.24
$50.00$52.50$55.00Nov 20$0.50$2.0028%4.00
$47.50$50.00$52.50Dec 18$0.49$2.0126%4.10
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$45.00$47.50$50.00Dec 18$0.20$2.3028%11.50
$40.00$42.50$45.00Dec 18$0.10$2.4019%24.00
$42.50$45.00$47.50Dec 18$0.35$2.1524%6.14
$47.50$50.00$52.50Dec 18$0.55$1.9528%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.02, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$47.50$50.001:2Nov 20-$0.02$2.48
$45.00$47.501:2Nov 20-$0.66$1.84
$47.50$50.001:2Dec 18-$0.84$1.66
$50.00$52.501:2Dec 18-$0.49$2.01
$52.50$55.001:2Nov 20$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$42.501:2Nov 20-$0.03$2.47
$47.50$45.001:2Dec 18-$0.60$1.90
$45.00$42.501:2Dec 18-$0.35$2.15
$50.00$47.501:2Dec 18-$1.35$1.15
$52.50$50.001:2Dec 18-$1.95$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.81%, avg 1.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Dec 18$1.850.442.9%3.81%6.69%4--
$52.50Dec 18$1.050.328.0%2.16%10.19%326
$50.00Nov 20$1.000.392.9%2.06%4.94%9759
$52.50Nov 20$0.250.218.0%0.51%8.54%3131
$55.00Nov 20$0.150.1113.2%0.31%13.48%27676

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 114
Total Puts 718
Put/Call Ratio 6.30
Net Difference -604

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,559
Total Puts 3,339
Average Put/Call Ratio 2.08
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All