Tour v528
JEF
JEFFERIES FINL GROUP
$47.85 -0.10%
$48.25 (+0.84%)🌙
as of 09/21 06:39 PM
9/21 18:39

Option Volume

Detail
Current (09/21) 1,086
Calls: 378 (35%)
Puts: 708 (65%)
Prior (09/18) 840
Calls: 175 (21%)
Puts: 665 (79%)
Current vs Prior +29.29%
Calls: +116.00% (Calls)
Puts: +6.47% (Puts)
Prior 7-Day Total 10,402
Calls: 891 (9%)
Puts: 9,511 (91%)
Prior 7-Day Average 1,486
Calls: 127 (9%)
Puts: 1,358 (91%)
Current vs Prior 7-Day Avg -26.92%
Calls: +196.97%
Puts: -47.89%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $422.9K
Calls: $36.0K (9%)
Puts: $386.9K (91%)
Prior (09/18) $657.8K
Calls: $17.7K (3%)
Puts: $640.0K (97%)
Current vs Prior -35.71%
Calls: +102.91%
Puts: -39.55%
Prior 7-Day Total $1.82M
Calls: $222.2K (12%)
Puts: $1.60M (88%)
Prior 7-Day Average $259.9K
Calls: $31.7K (12%)
Puts: $228.1K (88%)
Current vs Prior 7-Day Avg +62.72%
Calls: +13.39%
Puts: +69.59%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/21) 1.87
Prior (09/18) 3.80
Current vs Prior -50.71%
Prior 7-Day Average 3.83
Current vs Prior 7-Day Avg -51.10%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 2,323
Calls: 1,891 (81%)
Puts: 432 (19%)
Prior (09/18) 10,680
Calls: 479 (4%)
Puts: 10,201 (96%)
Current vs Prior -78.25%
Prior 7-Day Total 72,058
Calls: 16,042 (22%)
Puts: 56,016 (78%)
Prior 7-Day Average 10,294
Calls: 2,291 (22%)
Puts: 8,002 (78%)
Current vs Prior 7-Day Avg -77.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (10/16) | Next (11/20)
Current 10.09% | 13.96%
Prior 10.27% | 13.38%
Current vs Prior -1.73% | +4.32%
Prior 7-Day Avg 7.34% | 13.02%
Current vs 7-Day Avg +37.49% | +7.25%
Prior 7-Day Eod 10.27% | 13.38%
Current vs 7-Day Eod -1.73% | +4.32%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Prior 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 8.77% | 28.75%
Calls: 10.26% | 39.32%
Puts: 7.27% | 18.18%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 91% of dollar volume in puts ($386.9K) vs calls ($36.0K). Dollar volume significantly above 7-day average (63% higher). Extreme bearish P/C ratio of 1.87 - heavy put buying. P/C ratio dropping 51% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 3 of results (avg 9.2%, best 8.4%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 163.403.70$3.558.5%20.61--
$47.50Oct 162.052.25$2.159.3%140.4594
$60.00Oct 1611.4012.60$12.0010.0%20.92--

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 0.69, highest 0.92)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Oct 162.452.90$2.6816.8%30.5526
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Oct 1611.4012.60$12.0010.0%20.92--
$50.00Oct 163.403.70$3.558.5%20.61--

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 432, top 235)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Oct 161.401.65$1.5316.3%540.3969
$55.00Oct 160.050.45$0.25160.0%370.11450
$52.50Oct 160.551.00$0.7857.7%350.2415
$57.50Oct 160.150.25$0.2050.0%80.0837
$47.50Oct 162.452.90$2.6816.8%30.5526
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Oct 161.101.35$1.2320.3%2350.29102
$37.50Oct 160.100.25$0.1883.3%370.0526
$47.50Oct 162.052.25$2.159.3%140.4594
$42.50Oct 160.450.60$0.5328.3%50.16177
$50.00Oct 163.403.70$3.558.5%20.61--

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. 7 found (best R:R 1.17, avg 3.66)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$50.00Oct 16$1.15$1.35$1.1555%1.17$48.65
$50.00$52.50Oct 16$0.75$1.75$0.7539%2.33$50.75
$52.50$55.00Oct 16$0.53$1.97$0.5324%3.72$53.03
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$47.50$45.00Oct 16$0.92$1.58$0.9245%1.72$46.58
$50.00$47.50Oct 16$1.40$1.10$1.4061%0.79$48.60
$42.50$37.50Oct 16$0.35$4.65$0.3516%13.29$42.15
$45.00$42.50Oct 16$0.70$1.80$0.7029%2.57$44.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.39, avg 0.35)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$55.00Oct 16$0.53$0.53$1.9776%0.27$53.03
$50.00$52.50Oct 16$0.75$0.75$1.7561%0.43$50.75
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$42.50Oct 16$0.70$0.70$1.8071%0.39$44.30
$42.50$37.50Oct 16$0.35$0.35$4.6584%0.08$42.15
$47.50$45.00Oct 16$0.92$0.92$1.5855%0.58$46.58

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. 2 found (cheapest 10.09% of stock, avg 10.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$47.50Oct 16$2.68$2.15$4.83$42.67$52.3310.09%
$50.00Oct 16$1.53$3.55$5.08$44.92$55.0810.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.79% of stock, avg 3.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$37.50Oct 16$0.20$0.18$0.38$37.12$57.88
$55.00$37.50Oct 16$0.25$0.18$0.43$37.07$55.43
$57.50$42.50Oct 16$0.20$0.53$0.73$41.77$58.23
$55.00$42.50Oct 16$0.25$0.53$0.78$41.72$55.78
$52.50$37.50Oct 16$0.78$0.18$0.96$36.54$53.46
$52.50$42.50Oct 16$0.78$0.53$1.31$41.19$53.81
$55.00$45.00Oct 16$0.25$1.23$1.48$43.52$56.48
$57.50$45.00Oct 16$0.20$1.23$1.43$43.57$58.93
$52.50$45.00Oct 16$0.78$1.23$2.01$42.99$54.51
$50.00$37.50Oct 16$1.53$0.18$1.71$35.79$51.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.97, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
42/4552/55Oct 16$1.23$1.2746%0.97$43.77$53.73
38/4252/55Oct 16$0.88$4.1260%0.21$41.62$53.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 10.36, cheapest $0.22)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$50.00$52.50$55.00Oct 16$0.22$2.2828%10.36
$47.50$50.00$52.50Oct 16$0.40$2.1031%5.25
$52.50$55.00$57.50Oct 16$0.48$2.0216%4.21
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$42.50$45.00$47.50Oct 16$0.22$2.2829%10.36
$45.00$47.50$50.00Oct 16$0.48$2.0232%4.21

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 $-0.38, 5 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$47.50$50.001:2Oct 16-$0.38$2.12
$50.00$52.501:2Oct 16-$0.03$2.47
$55.00$57.501:2Oct 16-$0.15$2.35
$52.50$55.001:2Oct 16$0.28$2.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.501:2Oct 16-$0.75$1.75
$47.50$45.001:2Oct 16-$0.31$2.19
$60.00$50.001:2Oct 16$4.90$5.10
$45.00$42.501:2Oct 16$0.17$2.33
$42.50$37.501:2Oct 16$0.17$4.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.93%, avg 1.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Oct 16$1.400.394.5%2.93%7.42%5469
$52.50Oct 16$0.550.249.7%1.15%10.87%3515
$57.50Oct 16$0.150.0820.2%0.31%20.48%837

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 378
Total Puts 708
Put/Call Ratio 1.87
Net Difference -330

Prior's Put/Call Breakdown

Total Calls 175
Total Puts 665
Put/Call Ratio 3.80
Net Difference -490

Prior 7-Day Put/Call Summary

Total Calls 891
Total Puts 9,511
Average Put/Call Ratio 3.83
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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