JEF
Jefferies Financial Group Inc.Financial Services$41.67
◆ Neutral
Mkt Cap: $8.52B|Float: 171.2M|SI: 2.9%|DTC: 1.2
Data as of market close Apr 2, 2026
IV Rank
21
IV Pctl
11%
HV 20d
64.3%
52W Range
$36-$70
ATR(14)
$1.70
Exp. Move
±8.3%
P/C Ratio
0.66
Earnings
Jun 24
GEX Positive
DEX Long
Net Put Premium
IV Low
Max Pain Below
Exp. Move Wide
Low Put/Call
JEF Key Options Data
- IV Rank
- 21%
- Total GEX
- $0.00B
- Total DEX
- $2.5M
- Max Pain
- $40.00
- Expected Move
- ±8.3%
- Put/Call OI
- 0.66
- Net Premium
- $-0.3M
- Spot Price
- $41.67
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$3.48 | ±8.3% | $38.19 | $45.14 |
| 2026-05-15 | 43 | ±$5.40 | ±13.0% | $36.27 | $47.07 |
| 2026-06-18 | 77 | ±$7.15 | ±17.2% | $34.52 | $48.82 |
| 2026-07-17 | 106 | ±$8.80 | ±21.1% | $32.87 | $50.47 |
| 2026-09-18 | 169 | ±$11.70 | ±28.1% | $29.97 | $53.37 |
| 2027-01-15 | 288 | ±$9.92 | ±23.8% | $31.74 | $51.59 |
Explore JEF options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.