JEF · Jefferies Financial Group Inc. · Options Chain

Track JEF — free

$47.90 +0.03 (+0.06%) At close · Sep 18

S&P 400 member Russell 1000 member Rebalance outlook locked

Market Cap

$11.04B

230.55M

Options Chain

Underlying $47.90 · at close Sep 18, 2026 Options Calculator

Pull option chains with greeks and open interest through the options chain API or MCP →

Positioning

Oct 16, 2026 · 26 days to expiry · 34 contracts · mixed daily-bar sessions · Aug 31, 2026–Sep 18, 2026; 9 unknown

Put / call OI

1.06

Balanced positioning

Open interest

1,314

as of Sep 17, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$55.00

$7.10 above spot

ATM implied vol

48.4%

market's expected move

Open interest by strike

Calls Puts

32.5

37.5

42.5

47.5

52.5

57.5

62.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Oct 16 26d Nov 20 61d Dec 18 89d Jan 15 117d Mar 19 180d Jan 21 488d Jan 19 852d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$14.30	$16.30	—		$0.05	$0.00	$0.65	—	—	12	12
Call · $32.5 In the money Daily-bar session Unknown Quote as of 2026-09-18 19:59:54.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $32.5 Daily-bar session Sep 17, 2026 Quote as of 2026-09-18 19:59:52.363 UTC Last $0.05 Breakeven $32.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 17, 2026 Model this put
—	—	—	—	$11.90	$13.90	—		$0.10	$0.00	$0.45	—	—	11	11
Call · $35 In the money Daily-bar session Unknown Quote as of 2026-09-18 19:59:57.375 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $35 Daily-bar session Sep 17, 2026 Quote as of 2026-09-18 19:59:54.609 UTC Last $0.10 Breakeven $34.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 17, 2026 Model this put
—	—	—	—	$9.50	$11.30	—		$0.15	$0.10	$0.55	-0.076	69.2%	3	23
Call · $37.5 In the money Daily-bar session Unknown Quote as of 2026-09-18 19:59:59.885 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $37.5 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:54.614 UTC Last $0.15 Breakeven $37.35 Implied vol 69.2% Delta -0.076 ≈8% ITM Gamma 0.016 Theta -0.024 Vega 0.018 Open interest 23 OI effective date Sep 17, 2026 Model this put
2	1	44.6%	0.945	$7.40	$8.90	$8.50		$0.30	$0.20	$0.55	-0.101	57.2%	3	24
Call · $40 In the money Daily-bar session Sep 17, 2026 Quote as of 2026-09-18 19:59:54.771 UTC Last $8.50 Breakeven $48.50 Implied vol 44.6% Delta 0.945 ≈94% ITM Gamma 0.02 Theta -0.016 Vega 0.014 Open interest 2 OI effective date Sep 17, 2026 Model this call Put · $40 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:26.004 UTC Last $0.30 Breakeven $39.70 Implied vol 57.2% Delta -0.101 ≈10% ITM Gamma 0.024 Theta -0.024 Vega 0.023 Open interest 24 OI effective date Sep 17, 2026 Model this put
—	—	39.3%	0.889	$5.20	$6.40	—		$0.63	$0.25	$0.90	-0.161	49.7%	11	168
Call · $42.5 In the money Daily-bar session Unknown Quote as of 2026-09-18 19:59:59.506 UTC Last — Breakeven — Implied vol 39.3% Delta 0.889 ≈89% ITM Gamma 0.038 Theta -0.022 Vega 0.024 Open interest — OI effective date — Model this call Put · $42.5 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:54.606 UTC Last $0.63 Breakeven $41.87 Implied vol 49.7% Delta -0.161 ≈16% ITM Gamma 0.039 Theta -0.029 Vega 0.031 Open interest 168 OI effective date Sep 17, 2026 Model this put
10	10	48.4%	0.715	$3.70	$4.70	$4.70		$1.25	$1.15	$1.30	-0.288	49.6%	117	64
Call · $45 In the money Daily-bar session Sep 15, 2026 Quote as of 2026-09-18 19:59:59.506 UTC Last $4.70 Breakeven $49.70 Implied vol 48.4% Delta 0.715 ≈72% ITM Gamma 0.055 Theta -0.044 Vega 0.043 Open interest 10 OI effective date Sep 17, 2026 Model this call Put · $45 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.506 UTC Last $1.25 Breakeven $43.75 Implied vol 49.6% Delta -0.288 ≈29% ITM Gamma 0.054 Theta -0.04 Vega 0.044 Open interest 64 OI effective date Sep 17, 2026 Model this put
26	3	48.3%	0.56	$2.55	$2.90	$2.40		$2.30	$2.05	$2.35	-0.44	48.5%	33	82
Call · $47.5 In the money Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.952 UTC Last $2.40 Breakeven $49.90 Implied vol 48.3% Delta 0.56 ≈56% ITM Gamma 0.064 Theta -0.049 Vega 0.05 Open interest 26 OI effective date Sep 17, 2026 Model this call Put · $47.5 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.008 UTC Last $2.30 Breakeven $45.20 Implied vol 48.5% Delta -0.44 ≈44% ITM Gamma 0.064 Theta -0.045 Vega 0.05 Open interest 82 OI effective date Sep 17, 2026 Model this put
Underlying $47.90
38	35	46.7%	0.398	$1.40	$1.75	$1.30		$3.77	$3.40	$3.80	-0.598	48%	6	34
Call · $50 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.755 UTC Last $1.30 Breakeven $51.30 Implied vol 46.7% Delta 0.398 ≈40% ITM Gamma 0.065 Theta -0.046 Vega 0.049 Open interest 38 OI effective date Sep 17, 2026 Model this call Put · $50 In the money Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.108 UTC Last $3.77 Breakeven $46.23 Implied vol 48% Delta -0.598 ≈60% ITM Gamma 0.063 Theta -0.042 Vega 0.049 Open interest 34 OI effective date Sep 17, 2026 Model this put
15	1	45.6%	0.251	$0.70	$0.95	$0.70		$3.48	$4.80	$6.20	-0.722	50.9%	93	152
Call · $52.5 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.504 UTC Last $0.70 Breakeven $53.20 Implied vol 45.6% Delta 0.251 ≈25% ITM Gamma 0.055 Theta -0.037 Vega 0.041 Open interest 15 OI effective date Sep 17, 2026 Model this call Put · $52.5 In the money Daily-bar session Sep 14, 2026 Quote as of 2026-09-18 19:59:59.506 UTC Last $3.48 Breakeven $49.02 Implied vol 50.9% Delta -0.722 ≈72% ITM Gamma 0.052 Theta -0.038 Vega 0.043 Open interest 152 OI effective date Sep 17, 2026 Model this put
344	106	41.4%	0.121	$0.05	$0.55	$0.28		$7.71	$6.90	$8.40	-0.805	54.4%	8	82
Call · $55 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.723 UTC Last $0.28 Breakeven $55.28 Implied vol 41.4% Delta 0.121 ≈12% ITM Gamma 0.038 Theta -0.021 Vega 0.026 Open interest 344 OI effective date Sep 17, 2026 Model this call Put · $55 In the money Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.506 UTC Last $7.71 Breakeven $47.29 Implied vol 54.4% Delta -0.805 ≈81% ITM Gamma 0.04 Theta -0.032 Vega 0.035 Open interest 82 OI effective date Sep 17, 2026 Model this put
37	9	44.4%	0.073	$0.05	$0.30	$0.27		$10.20	$9.20	$10.80	-0.85	60.4%	3	8
Call · $57.5 Daily-bar session Sep 17, 2026 Quote as of 2026-09-18 19:59:59.506 UTC Last $0.27 Breakeven $57.77 Implied vol 44.4% Delta 0.073 ≈7% ITM Gamma 0.024 Theta -0.015 Vega 0.018 Open interest 37 OI effective date Sep 17, 2026 Model this call Put · $57.5 In the money Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:54.616 UTC Last $10.20 Breakeven $47.30 Implied vol 60.4% Delta -0.85 ≈85% ITM Gamma 0.03 Theta -0.029 Vega 0.03 Open interest 8 OI effective date Sep 17, 2026 Model this put
43	5	—	—	$0.00	$0.35	$0.15		$12.60	$11.70	$13.40	-0.857	71.6%	4	15
Call · $60 Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:58.742 UTC Last $0.15 Breakeven $60.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 OI effective date Sep 17, 2026 Model this call Put · $60 In the money Daily-bar session Sep 18, 2026 Quote as of 2026-09-18 19:59:59.493 UTC Last $12.60 Breakeven $47.40 Implied vol 71.6% Delta -0.857 ≈86% ITM Gamma 0.025 Theta -0.034 Vega 0.029 Open interest 15 OI effective date Sep 17, 2026 Model this put
89	10	—	—	$0.00	$0.15	$0.10		$14.45	$13.50	$15.90	-0.922	65.4%	2	2
Call · $62.5 Daily-bar session Sep 16, 2026 Quote as of 2026-09-18 19:59:54.617 UTC Last $0.10 Breakeven $62.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 89 OI effective date Sep 17, 2026 Model this call Put · $62.5 In the money Daily-bar session Sep 17, 2026 Quote as of 2026-09-18 19:59:59.885 UTC Last $14.45 Breakeven $48.05 Implied vol 65.4% Delta -0.922 ≈92% ITM Gamma 0.017 Theta -0.017 Vega 0.019 Open interest 2 OI effective date Sep 17, 2026 Model this put
33	33	—	—	$0.00	$0.65	$0.35		$9.80	$16.00	$18.40	-0.927	73%	3	—
Call · $65 Daily-bar session Sep 8, 2026 Quote as of 2026-09-18 19:59:54.609 UTC Last $0.35 Breakeven $65.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 OI effective date Sep 17, 2026 Model this call Put · $65 In the money Daily-bar session Sep 8, 2026 Quote as of 2026-09-18 19:59:59.885 UTC Last $9.80 Breakeven $55.20 Implied vol 73% Delta -0.927 ≈93% ITM Gamma 0.015 Theta -0.018 Vega 0.018 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.60	—		—	$21.10	$23.30	-0.934	87%	—	—
Call · $70 Daily-bar session Unknown Quote as of 2026-09-18 19:59:54.609 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $70 In the money Daily-bar session Unknown Quote as of 2026-09-18 19:59:54.802 UTC Last — Breakeven — Implied vol 87% Delta -0.934 ≈93% ITM Gamma 0.012 Theta -0.02 Vega 0.016 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.55	—		$22.05	$26.40	$28.30	—	—	40	—
Call · $75 Daily-bar session Unknown Quote as of 2026-09-18 19:59:54.609 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $75 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-18 19:59:54.618 UTC Last $22.05 Breakeven $52.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.35	—		—	$31.40	$33.30	—	—	—	—
Call · $80 Daily-bar session Unknown Quote as of 2026-09-18 19:59:54.618 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $80 In the money Daily-bar session Unknown Quote as of 2026-09-18 19:59:54.618 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Aug 31, 2026–Sep 18, 2026; 9 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

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) 14 filings 12 filers Visit website Investor relations