JEF · Jefferies Financial Group Inc.

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$55.89 +0.31 (+0.55%) At close · Jul 24

Market Cap

$12.88B

230.55M

Options Chain

15-min delayed Underlying $55.89 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 40 contracts

Put / call OI

0.72

Balanced positioning

Open interest

2,549

contracts outstanding

Volume

245

traded today

Max pain

$52.50

$3.39 below spot

ATM implied vol

42.1%

market's expected move

Open interest by strike

Calls Puts

37.5

42.5

47.5

52.5

57.5

62.5

67.5

72.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Dec 18 144d Jan 15 172d Mar 19 235d Jan 21 543d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		$0.10	-0.034	89.5%	16	16
Call · $37.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $37.5 Last $0.10 Breakeven $37.40 Implied vol 89.5% Delta -0.034 ≈3% ITM Gamma 0.006 Theta -0.02 Vega 0.012 Open interest 16 Model this put
3	3	—	—	$18.30		$0.10	-0.039	77.2%	2	17
Call · $40 In the money Last $18.30 Breakeven $58.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $40 Last $0.10 Breakeven $39.90 Implied vol 77.2% Delta -0.039 ≈4% ITM Gamma 0.007 Theta -0.019 Vega 0.013 Open interest 17 Model this put
0	—	—	—	—		$0.16	-0.077	79.1%	29	51
Call · $42.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $42.5 Last $0.16 Breakeven $42.34 Implied vol 79.1% Delta -0.077 ≈8% ITM Gamma 0.012 Theta -0.033 Vega 0.023 Open interest 51 Model this put
17	6	42.2%	0.979	$10.26		$0.29	-0.063	57.7%	3	127
Call · $45 In the money Last $10.26 Breakeven $55.26 Implied vol 42.2% Delta 0.979 ≈98% ITM Gamma 0.008 Theta -0.005 Vega 0.007 Open interest 17 Model this call Put · $45 Last $0.29 Breakeven $44.71 Implied vol 57.7% Delta -0.063 ≈6% ITM Gamma 0.015 Theta -0.021 Vega 0.023 Open interest 127 Model this put
58	2	54.2%	0.89	$7.00		$0.58	-0.098	51%	12	51
Call · $47.5 In the money Last $7.00 Breakeven $54.50 Implied vol 54.2% Delta 0.89 ≈89% ITM Gamma 0.024 Theta -0.029 Vega 0.024 Open interest 58 Model this call Put · $47.5 Last $0.58 Breakeven $46.92 Implied vol 51% Delta -0.098 ≈10% ITM Gamma 0.023 Theta -0.026 Vega 0.024 Open interest 51 Model this put
146	20	44.1%	0.848	$7.33		$0.73	-0.173	48.9%	1	372
Call · $50 In the money Last $7.33 Breakeven $57.33 Implied vol 44.1% Delta 0.848 ≈85% ITM Gamma 0.036 Theta -0.03 Vega 0.037 Open interest 146 Model this call Put · $50 Last $0.73 Breakeven $49.27 Implied vol 48.9% Delta -0.173 ≈17% ITM Gamma 0.036 Theta -0.036 Vega 0.037 Open interest 372 Model this put
242	2	41.8%	0.738	$4.45		$1.44	-0.278	46.4%	2	97
Call · $52.5 In the money Last $4.45 Breakeven $56.95 Implied vol 41.8% Delta 0.738 ≈74% ITM Gamma 0.053 Theta -0.039 Vega 0.049 Open interest 242 Model this call Put · $52.5 Last $1.44 Breakeven $51.06 Implied vol 46.4% Delta -0.278 ≈28% ITM Gamma 0.049 Theta -0.045 Vega 0.049 Open interest 97 Model this put
182	14	39.6%	0.588	$2.90		$2.25	-0.415	44.6%	16	255
Call · $55 In the money Last $2.90 Breakeven $57.90 Implied vol 39.6% Delta 0.588 ≈59% ITM Gamma 0.067 Theta -0.045 Vega 0.058 Open interest 182 Model this call Put · $55 Last $2.25 Breakeven $52.75 Implied vol 44.6% Delta -0.415 ≈41% ITM Gamma 0.059 Theta -0.051 Vega 0.058 Open interest 255 Model this put
Underlying $55.89
128	1	39%	0.419	$1.54		$3.62	-0.565	43.9%	2	52
Call · $57.5 Last $1.54 Breakeven $59.04 Implied vol 39% Delta 0.419 ≈42% ITM Gamma 0.068 Theta -0.044 Vega 0.059 Open interest 128 Model this call Put · $57.5 In the money Last $3.62 Breakeven $53.88 Implied vol 43.9% Delta -0.565 ≈57% ITM Gamma 0.061 Theta -0.05 Vega 0.059 Open interest 52 Model this put
296	3	38.9%	0.267	$0.90		$6.02	-0.696	45%	2	16
Call · $60 Last $0.90 Breakeven $60.90 Implied vol 38.9% Delta 0.267 ≈27% ITM Gamma 0.058 Theta -0.038 Vega 0.053 Open interest 296 Model this call Put · $60 In the money Last $6.02 Breakeven $53.98 Implied vol 45% Delta -0.696 ≈70% ITM Gamma 0.053 Theta -0.045 Vega 0.053 Open interest 16 Model this put
243	100	39.2%	0.154	$0.50		$7.30	-0.799	45.8%	1	9
Call · $62.5 Last $0.50 Breakeven $63.00 Implied vol 39.2% Delta 0.154 ≈15% ITM Gamma 0.041 Theta -0.027 Vega 0.041 Open interest 243 Model this call Put · $62.5 In the money Last $7.30 Breakeven $55.20 Implied vol 45.8% Delta -0.799 ≈80% ITM Gamma 0.042 Theta -0.037 Vega 0.041 Open interest 9 Model this put
146	1	42.6%	0.103	$0.30		$9.15	-0.943	34.8%	1	4
Call · $65 Last $0.30 Breakeven $65.30 Implied vol 42.6% Delta 0.103 ≈10% ITM Gamma 0.028 Theta -0.022 Vega 0.028 Open interest 146 Model this call Put · $65 In the money Last $9.15 Breakeven $55.85 Implied vol 34.8% Delta -0.943 ≈94% ITM Gamma 0.023 Theta -0.011 Vega 0.016 Open interest 4 Model this put
13	3	57.5%	0.124	$0.17		—	-0.856	62.1%	—	0
Call · $67.5 Last $0.17 Breakeven $67.67 Implied vol 57.5% Delta 0.124 ≈12% ITM Gamma 0.024 Theta -0.034 Vega 0.029 Open interest 13 Model this call Put · $67.5 In the money Last — Breakeven — Implied vol 62.1% Delta -0.856 ≈86% ITM Gamma 0.025 Theta -0.04 Vega 0.029 Open interest 0 Model this put
8	3	60.7%	0.094	$1.00		—	-0.856	73.1%	—	0
Call · $70 Last $1.00 Breakeven $71.00 Implied vol 60.7% Delta 0.094 ≈9% ITM Gamma 0.019 Theta -0.03 Vega 0.029 Open interest 8 Model this call Put · $70 In the money Last — Breakeven — Implied vol 73.1% Delta -0.856 ≈86% ITM Gamma 0.021 Theta -0.047 Vega 0.029 Open interest 0 Model this put
0	—	—	—	—		—	-0.912	68.4%	—	0
Call · $72.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $72.5 In the money Last — Breakeven — Implied vol 68.4% Delta -0.912 ≈91% ITM Gamma 0.016 Theta -0.031 Vega 0.029 Open interest 0 Model this put
0	—	81.8%	0.106	—		—	-0.885	84%	—	0
Call · $75 Last — Breakeven — Implied vol 81.8% Delta 0.106 ≈11% ITM Gamma 0.015 Theta -0.043 Vega 0.03 Open interest 0 Model this call Put · $75 In the money Last — Breakeven — Implied vol 84% Delta -0.885 ≈89% ITM Gamma 0.016 Theta -0.045 Vega 0.03 Open interest 0 Model this put
0	—	83.2%	0.064	—		—	-0.897	97.4%	—	0
Call · $80 Last — Breakeven — Implied vol 83.2% Delta 0.064 ≈6% ITM Gamma 0.01 Theta -0.03 Vega 0.018 Open interest 0 Model this call Put · $80 In the money Last — Breakeven — Implied vol 97.4% Delta -0.897 ≈90% ITM Gamma 0.013 Theta -0.049 Vega 0.031 Open interest 0 Model this put
0	—	97.8%	0.068	—		—	-0.932	97.9%	—	0
Call · $85 Last — Breakeven — Implied vol 97.8% Delta 0.068 ≈7% ITM Gamma 0.009 Theta -0.037 Vega 0.018 Open interest 0 Model this call Put · $85 In the money Last — Breakeven — Implied vol 97.9% Delta -0.932 ≈93% ITM Gamma 0.009 Theta -0.035 Vega 0.018 Open interest 0 Model this put
0	—	—	—	—		—	-0.911	121.4%	—	0
Call · $90 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $90 In the money Last — Breakeven — Implied vol 121.4% Delta -0.911 ≈91% ITM Gamma 0.009 Theta -0.055 Vega 0.019 Open interest 0 Model this put
0	—	—	—	—		—	-0.946	115.1%	—	0
Call · $95 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $95 In the money Last — Breakeven — Implied vol 115.1% Delta -0.946 ≈95% ITM Gamma 0.007 Theta -0.034 Vega 0.019 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 96223 CUSIP 47233W109 13F (30d) 129 filings 126 filers Visit website Investor relations