Tour v394
CB
CHUBB LTD
$353.25 +2.92%
$353.62 (+0.11%)🌙
as of 07/23 06:19 PM
7/23 18:19

Option Volume

Detail
Current (07/23) 1,707
Calls: 1,202 (70%)
Puts: 505 (30%)
Prior (07/22) 4,847
Calls: 3,808 (79%)
Puts: 1,039 (21%)
Current vs Prior -64.78%
Calls: -68.43% (Calls)
Puts: -51.40% (Puts)
Prior 7-Day Total 21,142
Calls: 16,204 (77%)
Puts: 4,938 (23%)
Prior 7-Day Average 3,020
Calls: 2,314 (77%)
Puts: 705 (23%)
Current vs Prior 7-Day Avg -43.48%
Calls: -48.07%
Puts: -28.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $1.35M
Calls: $1.10M (81%)
Puts: $254.6K (19%)
Prior (07/22) $2.71M
Calls: $1.54M (57%)
Puts: $1.17M (43%)
Current vs Prior -49.98%
Calls: -28.42%
Puts: -78.26%
Prior 7-Day Total $16.54M
Calls: $12.87M (78%)
Puts: $3.67M (22%)
Prior 7-Day Average $2.36M
Calls: $1.84M (78%)
Puts: $523.8K (22%)
Current vs Prior 7-Day Avg -42.67%
Calls: -40.19%
Puts: -51.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.42
Prior (07/22) 0.27
Current vs Prior +53.98%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +1.46%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 14,566
Calls: 12,491 (86%)
Puts: 2,075 (14%)
Prior (07/22) 16,263
Calls: 9,871 (61%)
Puts: 6,392 (39%)
Current vs Prior -10.43%
Prior 7-Day Total 123,511
Calls: 81,042 (66%)
Puts: 42,469 (34%)
Prior 7-Day Average 17,644
Calls: 11,577 (66%)
Puts: 6,067 (34%)
Current vs Prior 7-Day Avg -17.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.45% | 7.63%
Prior 5.87% | 7.94%
Current vs Prior -7.18% | -3.91%
Prior 7-Day Avg 4.97% | 7.63%
Current vs 7-Day Avg +9.67% | +0.03%
Prior 7-Day Eod 5.87% | 7.94%
Current vs 7-Day Eod -7.18% | -3.91%
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 16.98% | 11.43%
Calls: 13.20% | 10.44%
Puts: 20.76% | 12.41%
Current vs 7-Day Avg -21.04% | -47.05%
Liquidity Pricy
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($1.10M) vs puts ($254.6K). Below-average activity with volume down 65% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (1,202 calls vs 505 puts). P/C ratio rising 54% - 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 BULLISH
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 3 of results (avg 8.1%, best 7.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2142.6045.70$44.157.0%40.92--
$340.00Aug 2116.9018.40$17.658.5%470.75414
$325.00Aug 2128.5031.10$29.808.7%20.8936
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. 10 found (avg delta 0.73, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2142.6045.70$44.157.0%40.92--
$325.00Aug 2128.5031.10$29.808.7%20.8936
$330.00Aug 2123.9026.90$25.4011.8%70.85216
$340.00Aug 2116.9018.40$17.658.5%470.75414
$345.00Aug 2112.9014.70$13.8013.0%50.67299
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2126.1029.50$27.8012.2%10.87--
$365.00Aug 2113.9016.40$15.1516.5%10.69--
$360.00Aug 2110.0012.60$11.3023.0%10.62--
$355.00Aug 217.409.80$8.6027.9%110.52205

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 766, top 150)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 211.702.30$2.0030.0%1500.183.8K
$365.00Aug 213.904.50$4.2014.3%1280.31298
$355.00Aug 217.109.10$8.1024.7%520.481.7K
$340.00Aug 2116.9018.40$17.658.5%470.75414
$380.00Aug 211.251.50$1.3818.1%440.13290
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 213.805.60$4.7038.3%1010.3392
$335.00Aug 211.703.10$2.4058.3%330.19127
$330.00Aug 211.202.70$1.9576.9%210.15121
$300.00Aug 210.301.00$0.65107.7%190.04267
$320.00Aug 210.752.40$1.58104.4%170.11211

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. 19 found (best R:R 65.67, avg 11.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$400.00Aug 21$0.15$9.85$0.1565.67$390.15
$385.00$390.00Aug 21$0.40$4.60$0.4011.50$385.40
$375.00$380.00Aug 21$0.62$4.38$0.627.06$375.62
$360.00$365.00Aug 21$0.85$4.15$0.854.88$360.85
$370.00$375.00Aug 21$0.88$4.12$0.884.68$370.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Aug 21$0.23$9.77$0.2342.48$319.77
$310.00$305.00Aug 21$0.15$4.85$0.1532.33$309.85
$335.00$330.00Aug 21$0.45$4.55$0.4510.11$334.55
$330.00$325.00Aug 21$0.50$4.50$0.509.00$329.50
$305.00$300.00Aug 21$0.55$4.45$0.558.09$304.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 22.08, avg 2.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$325.00Aug 21$14.35$14.35$0.6522.08$324.35
$325.00$330.00Aug 21$4.40$4.40$0.607.33$329.40
$330.00$340.00Aug 21$7.75$7.75$2.253.44$337.75
$340.00$345.00Aug 21$3.85$3.85$1.153.35$343.85
$345.00$350.00Aug 21$3.15$3.15$1.851.70$348.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$380.00$365.00Aug 21$12.65$12.65$2.355.38$367.35
$365.00$360.00Aug 21$3.85$3.85$1.153.35$361.15
$360.00$355.00Aug 21$2.70$2.70$2.301.17$357.30
$355.00$350.00Aug 21$2.20$2.20$2.800.79$352.80
$350.00$345.00Aug 21$1.70$1.70$3.300.52$348.30

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. 10 found (cheapest 4.63% of stock, avg 6.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Aug 21$5.05$11.30$16.35$343.65$376.354.63%
$355.00Aug 21$8.10$8.60$16.70$338.30$371.704.73%
$350.00Aug 21$10.65$6.40$17.05$332.95$367.054.83%
$345.00Aug 21$13.80$4.70$18.50$326.50$363.505.24%
$365.00Aug 21$4.20$15.15$19.35$345.65$384.355.48%
$340.00Aug 21$17.65$3.35$21.00$319.00$361.005.94%
$330.00Aug 21$25.40$1.95$27.35$302.65$357.357.74%
$380.00Aug 21$1.38$27.80$29.18$350.82$409.188.26%
$325.00Aug 21$29.80$1.45$31.25$293.75$356.258.85%
$310.00Aug 21$44.15$1.35$45.50$264.50$355.5012.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.12% of stock, avg 2.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$330.00Aug 21$2.00$1.95$3.95$326.05$378.95
$375.00$335.00Aug 21$2.00$2.40$4.40$330.60$379.40
$370.00$330.00Aug 21$2.88$1.95$4.83$325.17$374.83
$370.00$335.00Aug 21$2.88$2.40$5.28$329.72$375.28
$375.00$340.00Aug 21$2.00$3.35$5.35$334.65$380.35
$365.00$330.00Aug 21$4.20$1.95$6.15$323.85$371.15
$370.00$340.00Aug 21$2.88$3.35$6.23$333.77$376.23
$365.00$335.00Aug 21$4.20$2.40$6.60$328.40$371.60
$375.00$345.00Aug 21$2.00$4.70$6.70$338.30$381.70
$360.00$330.00Aug 21$5.05$1.95$7.00$323.00$367.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 149.00, avg credit $3.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/305310/325Aug 21$14.90$0.10149.00$290.10$324.90
345/350355/360Aug 21$4.75$0.2519.00$345.25$359.75
305/310325/330Aug 21$4.55$0.4510.11$305.45$329.55
300/305340/345Aug 21$4.40$0.607.33$300.60$344.40
340/345355/360Aug 21$4.40$0.607.33$340.60$359.40
325/330340/345Aug 21$4.35$0.656.69$325.65$344.35
330/335340/345Aug 21$4.30$0.706.14$330.70$344.30
300/305330/340Aug 21$8.30$1.704.88$296.70$338.30
335/340345/350Aug 21$4.10$0.904.56$335.90$349.10
355/360365/370Aug 21$4.02$0.984.10$355.98$369.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 18.23, cheapest $0.26)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$370.00$375.00$380.00Aug 21$0.26$4.7418.23
$365.00$370.00$375.00Aug 21$0.44$4.5610.36
$345.00$350.00$355.00Aug 21$0.60$4.407.33
$375.00$380.00$385.00Aug 21$0.62$4.387.06
$340.00$345.00$350.00Aug 21$0.70$4.306.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 21$0.35$4.6513.29
$335.00$340.00$345.00Aug 21$0.40$4.6011.50
$330.00$335.00$340.00Aug 21$0.50$4.509.00
$345.00$350.00$355.00Aug 21$0.50$4.509.00
$350.00$355.00$360.00Aug 21$0.50$4.509.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-2.50, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Aug 21-$0.68$9.32
$385.00$390.001:2Aug 21-$0.58$4.42
$375.00$380.001:2Aug 21-$0.76$4.24
$370.00$375.001:2Aug 21-$1.12$3.88
$380.00$385.001:2Aug 21-$1.38$3.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$365.001:2Aug 21-$2.50$12.50
$320.00$310.001:2Aug 21-$1.12$8.88
$300.00$290.001:2Aug 21-$1.61$8.39
$305.00$300.001:2Aug 21-$0.10$4.90
$330.00$325.001:2Aug 21-$0.95$4.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 2.01%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$7.100.480.5%2.01%2.51%521.7K
$360.00Aug 21$4.000.381.9%1.13%3.04%38561
$365.00Aug 21$3.900.313.3%1.10%4.43%128298
$370.00Aug 21$2.350.234.7%0.67%5.41%4271
$375.00Aug 21$1.700.186.2%0.48%6.64%1503.8K
$380.00Aug 21$1.250.137.6%0.35%7.93%44290
$385.00Aug 21$0.650.129.0%0.18%9.17%12144
$400.00Aug 21$0.200.0713.2%0.06%13.29%1112

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 1,202
Total Puts 505
Put/Call Ratio 0.42
Net Difference 697

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,204
Total Puts 4,938
Average Put/Call Ratio 0.41
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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