Tour v396
CB
CHUBB LTD
$359.75 +1.84%
$360.00 (+0.07%)🌙
as of 07/25 01:59 AM
7/24 01:59

Option Volume

Detail
Current (07/25) 782
Calls: 473 (60%)
Puts: 309 (40%)
Prior (07/23) 1,707
Calls: 1,202 (70%)
Puts: 505 (30%)
Current vs Prior -54.19%
Calls: -60.65% (Calls)
Puts: -38.81% (Puts)
Prior 7-Day Total 18,701
Calls: 13,953 (75%)
Puts: 4,748 (25%)
Prior 7-Day Average 2,671
Calls: 1,993 (75%)
Puts: 678 (25%)
Current vs Prior 7-Day Avg -70.73%
Calls: -76.27%
Puts: -54.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/25) $869.0K
Calls: $696.2K (80%)
Puts: $172.8K (20%)
Prior (07/23) $1.35M
Calls: $1.10M (81%)
Puts: $254.6K (19%)
Current vs Prior -35.85%
Calls: -36.71%
Puts: -32.14%
Prior 7-Day Total $15.78M
Calls: $12.33M (78%)
Puts: $3.45M (22%)
Prior 7-Day Average $2.25M
Calls: $1.76M (78%)
Puts: $492.8K (22%)
Current vs Prior 7-Day Avg -61.46%
Calls: -60.49%
Puts: -64.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 0.65
Prior (07/23) 0.42
Current vs Prior +55.49%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +46.71%
Sentiment BULLISH

Open Interest

Detail
Current (07/25) 12,743
Calls: 9,953 (78%)
Puts: 2,790 (22%)
Prior (07/23) 14,566
Calls: 12,491 (86%)
Puts: 2,075 (14%)
Current vs Prior -12.52%
Prior 7-Day Total 130,992
Calls: 89,287 (68%)
Puts: 41,705 (32%)
Prior 7-Day Average 18,713
Calls: 12,755 (68%)
Puts: 5,957 (32%)
Current vs Prior 7-Day Avg -31.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.63% | 7.62%
Prior 5.45% | 7.63%
Current vs Prior +3.29% | -0.17%
Prior 7-Day Avg 5.37% | 7.79%
Current vs 7-Day Avg +4.91% | -2.26%
Prior 7-Day Eod 5.45% | 7.63%
Current vs 7-Day Eod +3.29% | -0.17%
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 16.55% | 10.69%
Calls: 12.01% | 10.24%
Puts: 21.09% | 11.14%
Current vs 7-Day Avg -18.99% | -43.41%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($696.2K) vs puts ($172.8K). Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.65. P/C ratio rising 55% - 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 2 of results (avg 8.1%, best 7.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 2118.5020.00$19.257.8%30.77299
$355.00Aug 2111.4012.40$11.908.4%550.601.7K
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. 6 found (avg delta 0.72, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2135.0038.70$36.8510.0%40.91--
$340.00Aug 2121.4024.90$23.1515.1%10.82--
$345.00Aug 2118.5020.00$19.257.8%30.77299
$350.00Aug 2114.6016.40$15.5011.6%90.69583
$355.00Aug 2111.4012.40$11.908.4%550.601.7K
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 303, top 55)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 2111.4012.40$11.908.4%550.601.7K
$375.00Aug 213.003.70$3.3520.9%170.263.9K
$360.00Aug 218.409.70$9.0514.4%100.51563
$365.00Aug 216.307.20$6.7513.3%100.42399
$400.00Aug 210.051.10$0.58181.0%100.06111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 210.500.90$0.7057.1%400.06213
$360.00Aug 217.409.30$8.3522.8%300.49--
$300.00Aug 210.051.15$0.60183.3%210.04264
$325.00Aug 210.601.70$1.1595.7%200.09--
$330.00Aug 210.901.40$1.1543.5%130.10127

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. 17 found (best R:R 32.33, avg 8.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$395.00$400.00Aug 21$0.25$4.75$0.2519.00$395.25
$380.00$390.00Aug 21$0.60$9.40$0.6015.67$380.60
$390.00$395.00Aug 21$0.85$4.15$0.854.88$390.85
$375.00$380.00Aug 21$1.07$3.93$1.073.67$376.07
$370.00$375.00Aug 21$1.40$3.60$1.402.57$371.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$315.00Aug 21$0.15$4.85$0.1532.33$319.85
$305.00$300.00Aug 21$0.18$4.82$0.1826.78$304.82
$335.00$330.00Aug 21$0.33$4.67$0.3314.15$334.67
$325.00$320.00Aug 21$0.45$4.55$0.4510.11$324.55
$340.00$335.00Aug 21$0.67$4.33$0.676.46$339.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 10.54, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$340.00Aug 21$13.70$13.70$1.3010.54$338.70
$340.00$345.00Aug 21$3.90$3.90$1.103.55$343.90
$345.00$350.00Aug 21$3.75$3.75$1.253.00$348.75
$350.00$355.00Aug 21$3.60$3.60$1.402.57$353.60
$355.00$360.00Aug 21$2.85$2.85$2.151.33$357.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$355.00Aug 21$2.50$2.50$2.501.00$357.50
$355.00$350.00Aug 21$1.50$1.50$3.500.43$353.50
$350.00$345.00Aug 21$1.30$1.30$3.700.35$348.70
$345.00$340.00Aug 21$0.90$0.90$4.100.22$344.10
$340.00$335.00Aug 21$0.67$0.67$4.330.15$339.33

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. 6 found (cheapest 4.84% of stock, avg 6.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Aug 21$9.05$8.35$17.40$342.60$377.404.84%
$355.00Aug 21$11.90$5.85$17.75$337.25$372.754.93%
$350.00Aug 21$15.50$4.35$19.85$330.15$369.855.52%
$345.00Aug 21$19.25$3.05$22.30$322.70$367.306.20%
$340.00Aug 21$23.15$2.15$25.30$314.70$365.307.03%
$325.00Aug 21$36.85$1.15$38.00$287.00$363.0010.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.06% of stock, avg 2.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$340.00Aug 21$1.68$2.15$3.83$336.17$393.83
$380.00$340.00Aug 21$2.28$2.15$4.43$335.57$384.43
$390.00$345.00Aug 21$1.68$3.05$4.73$340.27$394.73
$380.00$345.00Aug 21$2.28$3.05$5.33$339.67$385.33
$375.00$340.00Aug 21$3.35$2.15$5.50$334.50$380.50
$390.00$350.00Aug 21$1.68$4.35$6.03$343.97$396.03
$375.00$345.00Aug 21$3.35$3.05$6.40$338.60$381.40
$380.00$350.00Aug 21$2.28$4.35$6.63$343.37$386.63
$370.00$340.00Aug 21$4.75$2.15$6.90$333.10$376.90
$390.00$355.00Aug 21$1.68$5.85$7.53$347.47$397.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 12.39, avg credit $3.16)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/305325/340Aug 21$13.88$1.1212.39$291.12$338.88
315/320325/340Aug 21$13.85$1.1512.04$306.15$338.85
340/345350/355Aug 21$4.50$0.509.00$340.50$354.50
355/360365/370Aug 21$4.50$0.509.00$355.50$369.50
335/340345/350Aug 21$4.42$0.587.62$335.58$349.42
320/325340/345Aug 21$4.35$0.656.69$320.65$344.35
335/340350/355Aug 21$4.27$0.735.85$335.73$354.27
330/335340/345Aug 21$4.23$0.775.49$330.77$344.23
320/325345/350Aug 21$4.20$0.805.25$320.80$349.20
345/350355/360Aug 21$4.15$0.854.88$345.85$359.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 21$0.15$4.8532.33
$345.00$350.00$355.00Aug 21$0.15$4.8532.33
$360.00$365.00$370.00Aug 21$0.30$4.7015.67
$370.00$375.00$380.00Aug 21$0.33$4.6714.15
$355.00$360.00$365.00Aug 21$0.55$4.458.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Aug 21$0.20$4.8024.00
$335.00$340.00$345.00Aug 21$0.23$4.7720.74
$315.00$320.00$325.00Aug 21$0.30$4.7015.67
$325.00$330.00$335.00Aug 21$0.33$4.6714.15
$330.00$335.00$340.00Aug 21$0.34$4.6613.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-1.01, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$390.001:2Aug 21-$1.08$8.92
$325.00$340.001:2Aug 21-$9.45$5.55
$395.00$400.001:2Aug 21-$0.33$4.67
$375.00$380.001:2Aug 21-$1.21$3.79
$370.00$375.001:2Aug 21-$1.95$3.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$305.001:2Aug 21-$1.01$8.99
$300.00$290.001:2Aug 21-$1.66$8.34
$325.00$320.001:2Aug 21-$0.25$4.75
$320.00$315.001:2Aug 21-$0.40$4.60
$305.00$300.001:2Aug 21-$0.42$4.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.33%, avg 1.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Aug 21$8.400.510.1%2.33%2.40%10563
$365.00Aug 21$6.300.421.5%1.75%3.21%10399
$370.00Aug 21$4.400.332.9%1.22%4.07%8272
$375.00Aug 21$3.000.264.2%0.83%5.07%173.9K
$380.00Aug 21$1.900.195.6%0.53%6.16%3333
$390.00Aug 21$0.750.138.4%0.21%8.62%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 473
Total Puts 309
Put/Call Ratio 0.65
Net Difference 164

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,953
Total Puts 4,748
Average Put/Call Ratio 0.45
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All