Tour v528
CB
CHUBB LTD
$337.26 -0.99%
$337.00 (-0.08%)🌙
as of 09/21 06:16 PM
9/21 18:16

Option Volume

Detail
Current (09/21) 984
Calls: 720 (73%)
Puts: 264 (27%)
Prior (09/18) 1,235
Calls: 620 (50%)
Puts: 615 (50%)
Current vs Prior -20.32%
Calls: +16.13% (Calls)
Puts: -57.07% (Puts)
Prior 7-Day Total 14,131
Calls: 11,864 (84%)
Puts: 2,267 (16%)
Prior 7-Day Average 2,018
Calls: 1,694 (84%)
Puts: 323 (16%)
Current vs Prior 7-Day Avg -51.26%
Calls: -57.52%
Puts: -18.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $403.5K
Calls: $276.1K (68%)
Puts: $127.5K (32%)
Prior (09/18) $779.2K
Calls: $401.4K (52%)
Puts: $377.8K (48%)
Current vs Prior -48.21%
Calls: -31.23%
Puts: -66.26%
Prior 7-Day Total $12.00M
Calls: $10.48M (87%)
Puts: $1.51M (13%)
Prior 7-Day Average $1.71M
Calls: $1.50M (87%)
Puts: $216.0K (13%)
Current vs Prior 7-Day Avg -76.45%
Calls: -81.57%
Puts: -40.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.37
Prior (09/18) 0.99
Current vs Prior -63.04%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg -27.78%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 12,318
Calls: 7,699 (63%)
Puts: 4,619 (37%)
Prior (09/18) 15,078
Calls: 7,887 (52%)
Puts: 7,191 (48%)
Current vs Prior -18.30%
Prior 7-Day Total 97,989
Calls: 54,275 (55%)
Puts: 43,714 (45%)
Prior 7-Day Average 13,998
Calls: 7,753 (55%)
Puts: 6,244 (45%)
Current vs Prior 7-Day Avg -12.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (10/16) | Next (11/20)
Current 4.80% | 7.83%
Prior 4.79% | 7.50%
Current vs Prior +0.38% | +4.36%
Prior 7-Day Avg 3.07% | 5.81%
Current vs 7-Day Avg +56.33% | +34.68%
Prior 7-Day Eod 4.79% | 7.50%
Current vs 7-Day Eod +0.38% | +4.36%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Prior 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($276.1K). Extreme bullish P/C ratio of 0.37 - heavy call buying (720 calls vs 264 puts). P/C ratio dropping 63% - sentiment shifting bullish. Call-heavy open interest (7,699 calls vs 4,619 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 2 found (avg delta 0.60, highest 0.66)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Oct 168.3010.70$9.5025.3%30.66196
$340.00Oct 167.007.90$7.4512.1%80.55274

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 668, top 223)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Oct 163.504.50$4.0025.0%2230.351.6K
$355.00Oct 161.101.70$1.4042.9%1030.161.7K
$365.00Oct 160.300.80$0.5590.9%880.07478
$360.00Oct 160.651.35$1.0070.0%300.12190
$340.00Oct 165.106.60$5.8525.6%230.45369
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 163.004.60$3.8042.1%870.33150
$335.00Oct 164.606.30$5.4531.2%340.431.5K
$325.00Oct 161.952.50$2.2324.7%290.221.6K
$320.00Oct 161.201.50$1.3522.2%90.15131
$340.00Oct 167.007.90$7.4512.1%80.55274

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 1.44, avg 5.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$360.00Oct 16$0.40$4.60$0.4016%11.50$355.40
$340.00$345.00Oct 16$1.85$3.15$1.8545%1.70$341.85
$360.00$365.00Oct 16$0.45$4.55$0.4512%10.11$360.45
$350.00$355.00Oct 16$0.98$4.02$0.9824%4.10$350.98
$345.00$350.00Oct 16$1.62$3.38$1.6235%2.09$346.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$340.00Oct 16$2.05$2.95$2.0566%1.44$342.95
$340.00$335.00Oct 16$2.00$3.00$2.0055%1.50$338.00
$335.00$330.00Oct 16$1.65$3.35$1.6543%2.03$333.35
$315.00$310.00Oct 16$0.25$4.75$0.259%19.00$314.75
$325.00$320.00Oct 16$0.88$4.12$0.8822%4.68$324.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.46, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$350.00Oct 16$1.62$1.62$3.3865%0.48$346.62
$350.00$355.00Oct 16$0.98$0.98$4.0276%0.24$350.98
$360.00$365.00Oct 16$0.45$0.45$4.5588%0.10$360.45
$340.00$345.00Oct 16$1.85$1.85$3.1555%0.59$341.85
$355.00$360.00Oct 16$0.40$0.40$4.6084%0.09$355.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$1.57$1.57$3.4368%0.46$328.43
$320.00$315.00Oct 16$0.62$0.62$4.3885%0.14$319.38
$325.00$320.00Oct 16$0.88$0.88$4.1278%0.21$324.12
$315.00$310.00Oct 16$0.25$0.25$4.7591%0.05$314.75
$335.00$330.00Oct 16$1.65$1.65$3.3557%0.49$333.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 3.94% of stock, avg 3.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Oct 16$5.85$7.45$13.30$326.70$353.303.94%
$345.00Oct 16$4.00$9.50$13.50$331.50$358.504.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.51% of stock, avg 1.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$315.00Oct 16$1.00$0.73$1.73$313.27$361.73
$355.00$315.00Oct 16$1.40$0.73$2.13$312.87$357.13
$360.00$320.00Oct 16$1.00$1.35$2.35$317.65$362.35
$355.00$320.00Oct 16$1.40$1.35$2.75$317.25$357.75
$360.00$325.00Oct 16$1.00$2.23$3.23$321.77$363.23
$350.00$315.00Oct 16$2.38$0.73$3.11$311.89$353.11
$355.00$325.00Oct 16$1.40$2.23$3.63$321.37$358.63
$350.00$320.00Oct 16$2.38$1.35$3.73$316.27$353.73
$350.00$325.00Oct 16$2.38$2.23$4.61$320.39$354.61
$360.00$330.00Oct 16$1.00$3.80$4.80$325.20$364.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 1.76, avg credit $1.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330345/350Oct 16$3.19$1.8133%1.76$326.81$348.19
325/330360/365Oct 16$2.02$2.9856%0.68$327.98$362.02
315/320345/350Oct 16$2.24$2.7651%0.81$317.76$347.24
315/320360/365Oct 16$1.07$3.9374%0.27$318.93$361.07
325/330350/355Oct 16$2.55$2.4543%1.04$327.45$352.55
310/315345/350Oct 16$1.87$3.1357%0.60$313.13$346.87
310/315360/365Oct 16$0.70$4.3080%0.16$314.30$360.70
320/325345/350Oct 16$2.50$2.5043%1.00$322.50$347.50
315/320350/355Oct 16$1.60$3.4061%0.47$318.40$351.60
320/325360/365Oct 16$1.33$3.6766%0.36$323.67$361.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 61.50, cheapest $0.08)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Oct 16$0.23$4.7721%20.74
$345.00$350.00$355.00Oct 16$0.64$4.3618%6.81
$350.00$355.00$360.00Oct 16$0.58$4.4212%7.62
$360.00$365.00$370.00Oct 16$0.43$4.576%10.63
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$330.00$335.00Oct 16$0.08$4.9221%61.50
$330.00$335.00$340.00Oct 16$0.35$4.6522%13.29
$315.00$320.00$325.00Oct 16$0.26$4.7413%18.23
$310.00$315.00$320.00Oct 16$0.37$4.639%12.51
$320.00$325.00$330.00Oct 16$0.69$4.3118%6.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.76, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$350.001:2Oct 16-$0.76$4.24
$350.00$355.001:2Oct 16-$0.42$4.58
$360.00$365.001:2Oct 16-$0.10$4.90
$355.00$360.001:2Oct 16-$0.60$4.40
$340.00$345.001:2Oct 16-$2.15$2.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$325.001:2Oct 16-$0.66$4.34
$320.00$315.001:2Oct 16-$0.11$4.89
$325.00$320.001:2Oct 16-$0.47$4.53
$315.00$310.001:2Oct 16-$0.23$4.77
$335.00$330.001:2Oct 16-$2.15$2.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.51%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Oct 16$5.100.450.8%1.51%2.32%23369
$345.00Oct 16$3.500.352.3%1.04%3.33%2231.6K
$350.00Oct 16$2.150.243.8%0.64%4.41%23249
$355.00Oct 16$1.100.165.3%0.33%5.59%1031.7K
$360.00Oct 16$0.650.126.7%0.19%6.94%30190
$365.00Oct 16$0.300.078.2%0.09%8.31%88478
$370.00Oct 16$0.150.069.7%0.04%9.75%4441

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 720
Total Puts 264
Put/Call Ratio 0.37
Net Difference 456

Prior's Put/Call Breakdown

Total Calls 620
Total Puts 615
Put/Call Ratio 0.99
Net Difference 5

Prior 7-Day Put/Call Summary

Total Calls 11,864
Total Puts 2,267
Average Put/Call Ratio 0.51
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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