Tour v536
JEF
JEFFERIES FINL GROUP
$47.38 -2.51%
◀ 11/6 18:34

Option Volume

Detail
ℹ
Current (11/06) 206
Calls: 131 (64%)
Puts: 75 (36%)
Prior (11/05) 832
Calls: 114 (14%)
Puts: 718 (86%)
Current vs Prior -75.24%
Calls: +14.91% (Calls)
Puts: -89.55% (Puts)
Prior 7-Day Total 4,503
Calls: 1,157 (26%)
Puts: 3,346 (74%)
Prior 7-Day Average 643
Calls: 165 (26%)
Puts: 478 (74%)
Current vs Prior 7-Day Avg -67.98%
Calls: -20.74%
Puts: -84.31%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $71.3K
Calls: $48.6K (68%)
Puts: $22.7K (32%)
Prior (11/05) $112.4K
Calls: $25.6K (23%)
Puts: $86.8K (77%)
Current vs Prior -36.55%
Calls: +89.61%
Puts: -73.83%
Prior 7-Day Total $867.3K
Calls: $342.8K (40%)
Puts: $524.5K (60%)
Prior 7-Day Average $123.9K
Calls: $49.0K (40%)
Puts: $74.9K (60%)
Current vs Prior 7-Day Avg -42.41%
Calls: -0.69%
Puts: -69.69%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.57
Prior (11/05) 6.30
Current vs Prior -90.91%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -78.97%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 5,837
Calls: 899 (15%)
Puts: 4,938 (85%)
Prior (11/05) 7,554
Calls: 3,490 (46%)
Puts: 4,064 (54%)
Current vs Prior -22.73%
Prior 7-Day Total 44,402
Calls: 19,242 (43%)
Puts: 25,160 (57%)
Prior 7-Day Average 6,343
Calls: 2,748 (43%)
Puts: 3,594 (57%)
Current vs Prior 7-Day Avg -7.98%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current 7.85% | 12.09%7.85% | 12.09%
Prior 8.35% | 12.35%8.35% | 12.35%
Current vs Prior -6.02% | -2.04%-6.02% | -2.04%
Prior 7-Day Avg 8.42% | 11.82%8.42% | 11.82%
Current vs 7-Day Avg -6.74% | +2.32%-6.74% | +2.32%
Prior 7-Day Eod 8.35% | 12.35%8.35% | 12.35%
Current vs 7-Day Eod -6.02% | -2.04%-6.02% | -2.04%
Sentiment BULLISHBULLISH

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 68% call dollar volume ($48.6K). Below-average activity with volume down 75% vs prior. Bullish P/C ratio of 0.57. P/C ratio dropping 91% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 3 found (avg delta 0.72, highest 0.92)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 207.809.30$8.5517.5%10.92--
$50.00Nov 203.404.30$3.8523.4%50.72--
$47.50Nov 201.852.50$2.1730.0%10.53710

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 22, top 5)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 200.050.25$0.15133.3%20.07669
$50.00Nov 200.500.95$0.7361.6%10.27--
$50.00Dec 181.401.80$1.6025.0%10.36--
$55.00Dec 180.300.70$0.5080.0%10.15--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Nov 203.404.30$3.8523.4%50.72--
$42.50Nov 200.250.70$0.4893.7%40.17--
$40.00Nov 200.050.30$0.18138.9%30.07782
$45.00Nov 200.751.20$0.9845.9%20.32833
$47.50Nov 201.852.50$2.1730.0%10.53710

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 9.4%, max 9.4%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Nov 20Dec 1850.5%46.1%9.4%21.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 4.00, avg 4.72)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$50.00$55.00Nov 20$0.58$4.42$0.5827%7.62$50.58
$50.00$55.00Dec 18$1.10$3.90$1.1036%3.55$51.10
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$42.50Nov 20$0.50$2.00$0.5032%4.00$44.50
$42.50$40.00Nov 20$0.30$2.20$0.3017%7.33$42.20
$47.50$45.00Nov 20$1.19$1.31$1.1953%1.10$46.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.28, avg 0.20)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$50.00$55.00Dec 18$1.10$1.10$3.9064%0.28$51.10
$50.00$55.00Nov 20$0.58$0.58$4.4273%0.13$50.58
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$40.00Nov 20$0.30$0.30$2.2083%0.14$42.20
$45.00$42.50Nov 20$0.50$0.50$2.0068%0.25$44.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.91, cheapest $0.91)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Nov 20Dec 18$0.9150.5%46.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 9.67% of stock, avg 9.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Nov 20$0.73$3.85$4.58$45.42$54.589.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.70% of stock, avg 3.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Nov 20$0.15$0.18$0.33$39.67$55.33
$55.00$42.50Nov 20$0.15$0.48$0.63$41.87$55.63
$50.00$40.00Nov 20$0.73$0.18$0.91$39.09$50.91
$50.00$42.50Nov 20$0.73$0.48$1.21$41.29$51.21
$55.00$45.00Nov 20$0.15$0.98$1.13$43.87$56.13
$50.00$45.00Nov 20$0.73$0.98$1.71$43.29$51.71
$50.00$47.50Dec 18$1.60$3.08$4.68$42.82$54.68
$55.00$47.50Dec 18$0.50$3.08$3.58$43.92$58.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.21, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
40/4250/55Nov 20$0.88$4.1256%0.21$41.62$50.88
42/4550/55Nov 20$1.08$3.9241%0.28$43.92$51.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 11.50, cheapest $0.20)

CALLS (0)
No calls found
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$42.50$45.00Nov 20$0.20$2.3025%11.50
$45.00$47.50$50.00Nov 20$0.49$2.0140%4.10
$42.50$45.00$47.50Nov 20$0.69$1.8137%2.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.49, 1 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Dec 18$0.60$4.40
$50.00$55.001:2Nov 20$0.43$4.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Nov 20-$0.49$2.01
$55.00$50.001:2Nov 20$0.85$4.15
$47.50$45.001:2Nov 20$0.21$2.29
$45.00$42.501:2Nov 20$0.02$2.48
$42.50$40.001:2Nov 20$0.12$2.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.95%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Dec 18$1.400.365.5%2.95%8.48%1--
$55.00Dec 18$0.300.1516.1%0.63%16.72%1--
$50.00Nov 20$0.500.275.5%1.06%6.59%1--

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 131
Total Puts 75
Put/Call Ratio 0.57
Net Difference 56

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,157
Total Puts 3,346
Average Put/Call Ratio 2.72
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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