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Jefferies Financial Group Inc JEF 47.38 -1.22 -2.51%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.478
Put Call Ratio (OI)
2.07
Put Call Ratio (Vol)
2.62
IV Rank
40.5
IV Percentile
79.7
Max pain
47.5

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-72.6
72.6
View values by strike
JEF · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 0 -1.76 K
22.50 187 -379
25.00 2.11 K -1.14 K
27.50 971 -20.5 K
30.00 6.31 K -7.72 K
32.50 2.56 K -7.72 K
35.00 14.2 K -7.76 K
37.50 2.71 K -21.8 K
40.00 26.2 K -21.7 K
42.50 18.7 K -27 K
45.00 15 K -53.7 K
47.50 28.6 K -140 K
50.00 42.4 K -48.3 K
52.50 8.21 K -67.8 K
55.00 26.7 K -229 K
57.50 8.73 K -253 K
60.00 8.14 K -13 K
62.50 6.29 K -8.43 K
65.00 10.9 K -17 K
67.50 7.73 K -686
70.00 12.7 K -2.04 K
72.50 6.59 K -84.8
75.00 3.09 K -3.81 K
77.50 2.02 K 0
80.00 1.78 K -972
82.50 93.6 0
85.00 586 0
87.50 5.05 0
90.00 2.95 K -93.6
95.00 1.84 K 0
100.00 331 0
105.00 4.98 0
115.00 77.2 0
120.00 243 0