Tour v388
CB
CHUBB LTD
$343.23 -3.26%
$344.50 (+0.37%)🌙
as of 07/22 06:51 PM
7/22 18:51

Option Volume

Detail
Current (07/22) 4,847
Calls: 3,808 (79%)
Puts: 1,039 (21%)
Prior (07/21) 3,405
Calls: 1,965 (58%)
Puts: 1,440 (42%)
Current vs Prior +42.35%
Calls: +93.79% (Calls)
Puts: -27.85% (Puts)
Prior 7-Day Total 17,252
Calls: 12,945 (75%)
Puts: 4,307 (25%)
Prior 7-Day Average 2,464
Calls: 1,849 (75%)
Puts: 615 (25%)
Current vs Prior 7-Day Avg +96.67%
Calls: +105.92%
Puts: +68.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $2.71M
Calls: $1.54M (57%)
Puts: $1.17M (43%)
Prior (07/21) $2.14M
Calls: $1.52M (71%)
Puts: $621.3K (29%)
Current vs Prior +26.28%
Calls: +0.89%
Puts: +88.52%
Prior 7-Day Total $14.59M
Calls: $11.87M (81%)
Puts: $2.73M (19%)
Prior 7-Day Average $2.08M
Calls: $1.70M (81%)
Puts: $389.8K (19%)
Current vs Prior 7-Day Avg +29.88%
Calls: -9.35%
Puts: +200.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.27
Prior (07/21) 0.73
Current vs Prior -62.77%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg -43.31%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 16,263
Calls: 9,871 (61%)
Puts: 6,392 (39%)
Prior (07/21) 33,410
Calls: 20,518 (61%)
Puts: 12,892 (39%)
Current vs Prior -51.32%
Prior 7-Day Total 113,258
Calls: 74,846 (66%)
Puts: 38,412 (34%)
Prior 7-Day Average 16,179
Calls: 10,692 (66%)
Puts: 5,487 (34%)
Current vs Prior 7-Day Avg +0.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.87% | 7.94%
Prior 7.13% | 8.51%
Current vs Prior -17.67% | -6.73%
Prior 7-Day Avg 4.51% | 7.55%
Current vs 7-Day Avg +30.09% | +5.19%
Prior 7-Day Eod 7.13% | 8.51%
Current vs 7-Day Eod -17.67% | -6.73%
Sentiment BULLISH

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 17.41% | 12.16%
Calls: 14.40% | 10.65%
Puts: 20.43% | 13.67%
Current vs 7-Day Avg -22.99% | -50.25%
Liquidity Pricy
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🤖 AI Insights

Volume explosion - 97% above 7-day average (4,847 vs avg 2,464). Extreme bullish P/C ratio of 0.27 - heavy call buying (3,808 calls vs 1,039 puts). P/C ratio dropping 63% - sentiment shifting bullish. Call-heavy open interest (9,871 calls vs 6,392 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 7 of results (avg 7.9%, best 5.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2143.0046.10$44.557.0%10.94--
$340.00Aug 2110.6011.50$11.058.1%200.57414
$335.00Aug 2113.9015.10$14.508.3%70.66148
$345.00Aug 217.808.60$8.209.8%520.48282
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2155.6058.60$57.105.3%10.93--
$380.00Aug 2136.1038.70$37.407.0%10.89--
$355.00Aug 2114.5016.00$15.259.8%170.69209

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. 11 found (avg delta 0.73, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2143.0046.10$44.557.0%10.94--
$325.00Aug 2120.0023.70$21.8516.9%60.8033
$330.00Aug 2117.2019.10$18.1510.5%110.73216
$335.00Aug 2113.9015.10$14.508.3%70.66148
$340.00Aug 2110.6011.50$11.058.1%200.57414
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2155.6058.60$57.105.3%10.93--
$380.00Aug 2136.1038.70$37.407.0%10.89--
$360.00Aug 2117.4020.80$19.1017.8%10.74158
$355.00Aug 2114.5016.00$15.259.8%170.69209
$350.00Aug 2111.0012.30$11.6511.2%220.60152

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 3.4K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 210.702.50$1.60112.5%2.4K0.132.0K
$355.00Aug 213.704.70$4.2023.8%1660.311.7K
$350.00Aug 215.606.80$6.2019.4%1180.40543
$390.00Aug 210.001.70$0.85200.0%930.07103
$380.00Aug 210.302.70$1.50160.0%890.11237
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 211.602.40$2.0040.0%550.15196
$335.00Aug 214.505.70$5.1023.5%550.34124
$315.00Aug 211.102.15$1.6364.4%490.12511
$325.00Aug 212.252.95$2.6026.9%350.20106
$300.00Aug 210.000.90$0.45200.0%310.04258

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. 20 found (best R:R 49.00, avg 7.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$380.00Aug 21$0.10$4.90$0.1049.00$375.10
$355.00$360.00Aug 21$0.65$4.35$0.656.69$355.65
$365.00$370.00Aug 21$0.72$4.28$0.725.94$365.72
$380.00$385.00Aug 21$0.95$4.05$0.954.26$380.95
$360.00$365.00Aug 21$1.20$3.80$1.203.17$361.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$305.00Aug 21$0.25$4.75$0.2519.00$309.75
$305.00$300.00Aug 21$0.30$4.70$0.3015.67$304.70
$320.00$315.00Aug 21$0.37$4.63$0.3712.51$319.63
$285.00$275.00Aug 21$1.02$8.98$1.028.80$283.98
$325.00$320.00Aug 21$0.60$4.40$0.607.33$324.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 65.67, avg 3.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$325.00Aug 21$22.70$22.70$2.309.87$322.70
$325.00$330.00Aug 21$3.70$3.70$1.302.85$328.70
$330.00$335.00Aug 21$3.65$3.65$1.352.70$333.65
$335.00$340.00Aug 21$3.45$3.45$1.552.23$338.45
$340.00$345.00Aug 21$2.85$2.85$2.151.33$342.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$380.00Aug 21$19.70$19.70$0.3065.67$380.30
$380.00$360.00Aug 21$18.30$18.30$1.7010.76$361.70
$360.00$355.00Aug 21$3.85$3.85$1.153.35$356.15
$355.00$350.00Aug 21$3.60$3.60$1.402.57$351.40
$350.00$345.00Aug 21$2.55$2.55$2.451.04$347.45

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. 11 found (cheapest 5.04% of stock, avg 8.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Aug 21$8.20$9.10$17.30$327.70$362.305.04%
$350.00Aug 21$6.20$11.65$17.85$332.15$367.855.20%
$340.00Aug 21$11.05$6.95$18.00$322.00$358.005.24%
$355.00Aug 21$4.20$15.25$19.45$335.55$374.455.67%
$335.00Aug 21$14.50$5.10$19.60$315.40$354.605.71%
$330.00Aug 21$18.15$3.75$21.90$308.10$351.906.38%
$360.00Aug 21$3.55$19.10$22.65$337.35$382.656.60%
$325.00Aug 21$21.85$2.60$24.45$300.55$349.457.12%
$380.00Aug 21$1.50$37.40$38.90$341.10$418.9011.33%
$300.00Aug 21$44.55$0.45$45.00$255.00$345.0013.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.27% of stock, avg 2.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$320.00Aug 21$2.35$2.00$4.35$315.65$369.35
$365.00$325.00Aug 21$2.35$2.60$4.95$320.05$369.95
$360.00$320.00Aug 21$3.55$2.00$5.55$314.45$365.55
$365.00$330.00Aug 21$2.35$3.75$6.10$323.90$371.10
$360.00$325.00Aug 21$3.55$2.60$6.15$318.85$366.15
$355.00$320.00Aug 21$4.20$2.00$6.20$313.80$361.20
$355.00$325.00Aug 21$4.20$2.60$6.80$318.20$361.80
$360.00$330.00Aug 21$3.55$3.75$7.30$322.70$367.30
$365.00$335.00Aug 21$2.35$5.10$7.45$327.55$372.45
$355.00$330.00Aug 21$4.20$3.75$7.95$322.05$362.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 82 found (best R:R 18.53, avg credit $3.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
275/285300/325Aug 21$23.72$1.2818.53$261.28$323.72
290/295300/325Aug 21$23.57$1.4316.48$271.43$323.57
325/330335/340Aug 21$4.60$0.4011.50$325.40$339.60
290/295325/330Aug 21$4.57$0.4310.63$290.43$329.57
290/295330/335Aug 21$4.52$0.489.42$290.48$334.52
310/315325/330Aug 21$4.33$0.676.46$310.67$329.33
290/295335/340Aug 21$4.32$0.686.35$290.68$339.32
310/315330/335Aug 21$4.28$0.725.94$310.72$334.28
320/325330/335Aug 21$4.25$0.755.67$320.75$334.25
330/335340/345Aug 21$4.20$0.805.25$330.80$344.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$325.00$330.00$335.00Aug 21$0.05$4.9599.00
$330.00$335.00$340.00Aug 21$0.20$4.8024.00
$360.00$365.00$370.00Aug 21$0.48$4.529.42
$335.00$340.00$345.00Aug 21$0.60$4.407.33
$365.00$370.00$375.00Aug 21$0.69$4.316.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$325.00$330.00$335.00Aug 21$0.20$4.8024.00
$315.00$320.00$325.00Aug 21$0.23$4.7720.74
$350.00$355.00$360.00Aug 21$0.25$4.7519.00
$335.00$340.00$345.00Aug 21$0.30$4.7015.67
$360.00$380.00$400.00Aug 21$1.40$18.6013.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.80, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$365.00$370.001:2Aug 21-$0.91$4.09
$395.00$400.001:2Aug 21-$1.05$3.95
$400.00$405.001:2Aug 21-$1.10$3.90
$360.00$365.001:2Aug 21-$1.15$3.85
$385.00$390.001:2Aug 21-$1.15$3.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$360.001:2Aug 21-$0.80$19.20
$305.00$300.001:2Aug 21-$0.15$4.85
$315.00$310.001:2Aug 21-$0.37$4.63
$310.00$305.001:2Aug 21-$0.50$4.50
$320.00$315.001:2Aug 21-$1.26$3.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.27%, avg 0.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Aug 21$7.800.480.5%2.27%2.79%52282
$350.00Aug 21$5.600.402.0%1.63%3.60%118543
$355.00Aug 21$3.700.313.4%1.08%4.51%1661.7K
$360.00Aug 21$2.500.264.9%0.73%5.61%24560
$365.00Aug 21$1.750.196.3%0.51%6.85%30296
$370.00Aug 21$1.200.147.8%0.35%8.15%14277
$375.00Aug 21$0.700.139.3%0.20%9.46%2.4K2.0K
$380.00Aug 21$0.300.1110.7%0.09%10.80%89237
$385.00Aug 21$0.200.0612.2%0.06%12.23%16148

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 3,808
Total Puts 1,039
Put/Call Ratio 0.27
Net Difference 2,769

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,945
Total Puts 4,307
Average Put/Call Ratio 0.48
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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