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Jefferies Financial Group Inc JEF 47.85 -0.05 -0.1%

JEF Historical Options Analysis

Explore JEF (Jefferies Financial Group Inc) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

JEF / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.11
41.56
Mean
44.12
Window
-46.5%
ATM IV z 0.94
0.48
Mean
0.4
Window
+48.6%
IV Percentile z 0.31
76.77
Mean
69.44
Window
-21.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.37 0.85
ATM IV 0.37 1.00 0.39
IV Percent... 0.85 0.39 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 47.85 41.56 0.48 76.77
2026-09-18 47.9 36.92 0.46 67.45
2026-09-17 47.87 36.25 0.46 66.67
2026-09-16 47.35 35.48 0.46 64.31
2026-09-15 48.83 36.07 0.46 66.67
2026-09-14 50.1 38.12 0.47 68.5
2026-09-11 51.96 25.96 0.42 46.67
2026-09-10 53.93 25.22 0.42 43.92
2026-09-09 55.25 35.32 0.46 65.1
2026-09-08 55.72 23.65 0.41 40.39
2026-09-07 55.34 29.85 0.44 57.87
2026-09-04 55.23 28.04 0.43 53.33
2026-09-03 54.26 22.98 0.41 38.82
2026-09-02 52.9 17.87 0.39 28.24
2026-09-01 51.98 23.81 0.41 42.91
2026-08-31 52.64 5.28 0.34 3.16
2026-08-28 53.09 9.96 0.35 6.69
2026-08-27 52.84 9.39 0.34 5.51
2026-08-26 53.13 3.6 0.32 1.97
2026-08-25 52.45 3.96 0.32 1.97
2026-08-24 51.91 4.74 0.32 2.77
2026-08-21 52.33 4.33 0.32 2.76
2026-08-20 51.78 9.79 0.35 5.91
2026-08-19 53.55 7.54 0.34 3.94
2026-08-18 53.84 7.35 0.34 3.94
2026-08-17 54.56 9.64 0.34 5.53
2026-08-14 55.14 8.88 0.34 5.51
2026-08-13 55.86 10.12 0.35 7.09
2026-08-12 54.82 12.82 0.36 11.42
2026-08-11 55 13.71 0.36 12.6
2026-08-10 55.31 19.3 0.38 26.09
2026-08-07 56.62 16.06 0.37 20.08
2026-08-06 56.32 19.07 0.38 25.98
2026-08-05 56.19 19.54 0.39 27.17
2026-08-04 55.71 25.53 0.41 39.37
2026-08-03 55.69 20.85 0.39 30.04
2026-07-31 54.6 20.76 0.39 30.31
2026-07-30 55.09 27.07 0.42 44.49
2026-07-29 55.1 32.59 0.44 60.24
2026-07-28 57.23 26.18 0.41 42.91
2026-07-27 56.24 25.36 0.41 40.32
2026-07-24 55.86 23.71 0.4 35.83
2026-07-23 55.58 25.69 0.41 41.73
2026-07-22 55.96 25.26 0.41 40.55
2026-07-21 56.74 26.24 0.41 43.7
2026-07-20 55.18 28.5 0.42 49.8
2026-07-17 54.87 27.65 0.42 46.46
2026-07-16 55.8 26.56 0.41 44.88
2026-07-15 57.13 27.03 0.42 45.67
2026-07-14 53.96 28.03 0.42 46.85