JEF · Iron Condor Setups

Jefferies Financial Group Inc.

Iron condor opportunities for JEF based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

JEF IV rank history

30 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for JEF
Score
1.66
Breach Rate
55.9%
314 of 562 observations
Avg Straddle
$4.86
11.3% of price
IV Rank
41%
IV Premium
0.92x
IV ÷ Realized Vol
Beta vs SPY
1.69
P/C Vol
0.74
Current Price
$46.06
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. JEF is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
JEF IV Rank — Last 30 Days
DateIV Rank
2026100541%
2026100242%
2026100156%
2026093039%
2026092947%
20260928100%
2026092592%
2026092481%
2026092385%
2026092295%
2026092193%
2026091893%
2026091788%
2026091690%
2026091586%
20260914100%
2026091163%
2026091061%
2026090970%
2026090851%
2026090437%
2026090336%
2026090231%
2026090146%
2026083127%
2026082813%
2026082717%
2026082611%
2026082518%
2026082425%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.