Tour v381
CB
CHUBB LTD
$354.80 +0.64%
$351.50 (-0.93%)🌙
as of 07/21 06:00 PM
7/21 18:00

Option Volume

Detail
Current (07/21) 3,405
Calls: 1,965 (58%)
Puts: 1,440 (42%)
Prior (07/20) 1,154
Calls: 742 (64%)
Puts: 412 (36%)
Current vs Prior +195.06%
Calls: +164.82% (Calls)
Puts: +249.51% (Puts)
Prior 7-Day Total 14,534
Calls: 11,510 (79%)
Puts: 3,024 (21%)
Prior 7-Day Average 2,076
Calls: 1,644 (79%)
Puts: 432 (21%)
Current vs Prior 7-Day Avg +63.99%
Calls: +19.50%
Puts: +233.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $2.14M
Calls: $1.52M (71%)
Puts: $621.3K (29%)
Prior (07/20) $1.02M
Calls: $615.7K (60%)
Puts: $404.0K (40%)
Current vs Prior +110.27%
Calls: +147.35%
Puts: +53.76%
Prior 7-Day Total $12.88M
Calls: $10.69M (83%)
Puts: $2.19M (17%)
Prior 7-Day Average $1.84M
Calls: $1.53M (83%)
Puts: $313.1K (17%)
Current vs Prior 7-Day Avg +16.51%
Calls: -0.28%
Puts: +98.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.73
Prior (07/20) 0.56
Current vs Prior +31.98%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg +74.95%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 33,410
Calls: 20,518 (61%)
Puts: 12,892 (39%)
Prior (07/20) 32,624
Calls: 19,993 (61%)
Puts: 12,631 (39%)
Current vs Prior +2.41%
Prior 7-Day Total 84,699
Calls: 57,901 (68%)
Puts: 26,798 (32%)
Prior 7-Day Average 12,099
Calls: 8,271 (68%)
Puts: 3,828 (32%)
Current vs Prior 7-Day Avg +176.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.13% | 8.51%
Prior 7.02% | 8.21%
Current vs Prior +1.57% | +3.65%
Prior 7-Day Avg 3.87% | 7.35%
Current vs 7-Day Avg +84.07% | +15.74%
Prior 7-Day Eod 7.02% | 8.21%
Current vs 7-Day Eod +1.57% | +3.65%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Prior 26.38% | 23.12%
Calls: 24.43% | 21.67%
Puts: 28.33% | 24.56%
Current vs Prior -49.17% | -73.83%
Prior 7-Day Avg 17.84% | 12.89%
Calls: 15.59% | 10.85%
Puts: 20.09% | 14.93%
Current vs 7-Day Avg -24.84% | -53.08%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($1.52M). Massive premium surge with dollar volume up 110% vs prior. Unusually high activity with volume up 195% vs prior - elevated interest. P/C ratio rising 32% - increased hedging/bearish 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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 6 of results (avg 7.1%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 2111.0011.50$11.254.4%2910.511.6K
$300.00Aug 2155.5058.20$56.854.7%171.0017
$290.00Aug 2163.6068.40$66.007.3%--1.0027
$305.00Aug 2149.5053.60$51.558.0%--0.9419
$310.00Aug 2144.7048.90$46.809.0%--0.9416
PUTS (0)
No puts meet the criteria

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. 18 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2163.6068.40$66.007.3%--1.0027
$300.00Aug 2155.5058.20$56.854.7%171.0017
$305.00Aug 2149.5053.60$51.558.0%--0.9419
$310.00Aug 2144.7048.90$46.809.0%--0.9416
$315.00Aug 2140.1044.50$42.3010.4%--0.9314
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2143.0047.80$45.4010.6%10.95--
$375.00Aug 2120.6025.50$23.0521.3%20.78--
$370.00Aug 2117.0021.80$19.4024.7%50.7071
$365.00Aug 2113.5018.40$15.9530.7%10.632
$360.00Aug 2110.5015.30$12.9037.2%10.56158

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 2.5K, top 453)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 211.904.10$3.0073.3%4530.221.6K
$355.00Aug 2111.0011.50$11.254.4%2910.511.6K
$405.00Aug 210.053.10$1.58193.0%2290.104
$400.00Aug 210.050.95$0.50180.0%1120.059
$385.00Aug 210.804.40$2.60138.5%910.1774
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 210.301.20$0.75120.0%3490.06213
$300.00Aug 210.150.65$0.40125.0%1450.03201
$325.00Aug 210.602.20$1.40114.3%960.1149
$355.00Aug 219.6011.60$10.6018.9%780.49159
$330.00Aug 211.954.90$3.4386.0%580.1987

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. 22 found (best R:R 40.67, avg 5.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$380.00Aug 21$0.58$4.42$0.587.62$375.58
$385.00$390.00Aug 21$1.15$3.85$1.153.35$386.15
$415.00$420.00Aug 21$1.15$3.85$1.153.35$416.15
$395.00$400.00Aug 21$1.43$3.57$1.432.50$396.43
$365.00$370.00Aug 21$1.60$3.40$1.602.13$366.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$310.00Aug 21$0.12$4.88$0.1240.67$314.88
$305.00$300.00Aug 21$0.20$4.80$0.2024.00$304.80
$335.00$330.00Aug 21$0.50$4.50$0.509.00$334.50
$295.00$290.00Aug 21$0.80$4.20$0.805.25$294.20
$340.00$335.00Aug 21$0.82$4.18$0.825.10$339.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 19.00, avg 3.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$305.00$310.00Aug 21$4.75$4.75$0.2519.00$309.75
$315.00$320.00Aug 21$4.75$4.75$0.2519.00$319.75
$325.00$330.00Aug 21$4.60$4.60$0.4011.50$329.60
$290.00$300.00Aug 21$9.15$9.15$0.8510.76$299.15
$310.00$315.00Aug 21$4.50$4.50$0.509.00$314.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$375.00Aug 21$22.35$22.35$2.658.43$377.65
$375.00$370.00Aug 21$3.65$3.65$1.352.70$371.35
$370.00$365.00Aug 21$3.45$3.45$1.552.23$366.55
$365.00$360.00Aug 21$3.05$3.05$1.951.56$361.95
$355.00$350.00Aug 21$2.50$2.50$2.501.00$352.50

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. 18 found (cheapest 6.16% of stock, avg 9.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Aug 21$11.25$10.60$21.85$333.15$376.856.16%
$360.00Aug 21$9.25$12.90$22.15$337.85$382.156.24%
$365.00Aug 21$6.60$15.95$22.55$342.45$387.556.36%
$350.00Aug 21$14.70$8.10$22.80$327.20$372.806.43%
$345.00Aug 21$17.70$6.35$24.05$320.95$369.056.78%
$370.00Aug 21$5.00$19.40$24.40$345.60$394.406.88%
$375.00Aug 21$3.00$23.05$26.05$348.95$401.057.34%
$340.00Aug 21$21.50$4.75$26.25$313.75$366.257.40%
$335.00Aug 21$24.50$3.93$28.43$306.57$363.438.01%
$330.00Aug 21$28.85$3.43$32.28$297.72$362.289.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.79% of stock, avg 3.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$335.00Aug 21$2.42$3.93$6.35$328.65$386.35
$375.00$335.00Aug 21$3.00$3.93$6.93$328.07$381.93
$380.00$340.00Aug 21$2.42$4.75$7.17$332.83$387.17
$375.00$340.00Aug 21$3.00$4.75$7.75$332.25$382.75
$380.00$345.00Aug 21$2.42$6.35$8.77$336.23$388.77
$370.00$335.00Aug 21$5.00$3.93$8.93$326.07$378.93
$375.00$345.00Aug 21$3.00$6.35$9.35$335.65$384.35
$370.00$340.00Aug 21$5.00$4.75$9.75$330.25$379.75
$365.00$335.00Aug 21$6.60$3.93$10.53$324.47$375.53
$380.00$350.00Aug 21$2.42$8.10$10.52$339.48$390.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 49.00, avg credit $4.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
290/295320/325Aug 21$4.90$0.1049.00$290.10$324.90
300/305325/330Aug 21$4.80$0.2024.00$300.20$329.80
315/320340/345Aug 21$4.78$0.2221.73$315.22$344.78
310/315325/330Aug 21$4.72$0.2816.86$310.28$329.72
300/305310/315Aug 21$4.70$0.3015.67$300.30$314.70
290/295340/345Aug 21$4.60$0.4011.50$290.40$344.60
300/305330/335Aug 21$4.55$0.4510.11$300.45$334.55
310/315330/335Aug 21$4.47$0.538.43$310.53$334.47
300/305320/325Aug 21$4.30$0.706.14$300.70$324.30
330/335340/345Aug 21$4.30$0.706.14$330.70$344.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 54.56, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$310.00$315.00Aug 21$0.25$4.7519.00
$325.00$330.00$335.00Aug 21$0.25$4.7519.00
$300.00$305.00$310.00Aug 21$0.55$4.458.09
$315.00$320.00$325.00Aug 21$0.65$4.356.69
$375.00$380.00$385.00Aug 21$0.76$4.245.58
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$310.00$315.00Aug 21$0.09$4.9154.56
$340.00$345.00$350.00Aug 21$0.15$4.8532.33
$365.00$370.00$375.00Aug 21$0.20$4.8024.00
$330.00$335.00$340.00Aug 21$0.32$4.6814.63
$360.00$365.00$370.00Aug 21$0.40$4.6011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.70, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$405.00$415.001:2Aug 21-$3.22$6.78
$415.00$420.001:2Aug 21-$0.10$4.90
$385.00$390.001:2Aug 21-$0.30$4.70
$370.00$375.001:2Aug 21-$1.00$4.00
$375.00$380.001:2Aug 21-$1.84$3.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$375.001:2Aug 21-$0.70$24.30
$305.00$300.001:2Aug 21-$0.20$4.80
$315.00$310.001:2Aug 21-$0.51$4.49
$310.00$305.001:2Aug 21-$0.57$4.43
$300.00$295.001:2Aug 21-$1.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 3.10%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$11.000.510.1%3.10%3.16%2911.6K
$360.00Aug 21$8.400.441.5%2.37%3.83%47549
$365.00Aug 21$5.800.372.9%1.63%4.51%49289
$370.00Aug 21$4.300.304.3%1.21%5.50%40258
$375.00Aug 21$1.900.225.7%0.54%6.23%4531.6K
$380.00Aug 21$1.550.187.1%0.44%7.54%45220
$395.00Aug 21$0.900.1211.3%0.25%11.58%752
$385.00Aug 21$0.800.178.5%0.23%8.74%9174
$390.00Aug 21$0.400.119.9%0.11%10.03%4858

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 1,965
Total Puts 1,440
Put/Call Ratio 0.73
Net Difference 525

Prior's Put/Call Breakdown

Total Calls 742
Total Puts 412
Put/Call Ratio 0.56
Net Difference 330

Prior 7-Day Put/Call Summary

Total Calls 11,510
Total Puts 3,024
Average Put/Call Ratio 0.42
Ratio Trend Rising

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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