Tour v422
CB
CHUBB LTD
$358.91 -0.23%
$362.50 (+1.00%)🌙
as of 07/27 06:18 PM
7/27 18:18

Option Volume

Detail
Current (07/27) 1,696
Calls: 852 (50%)
Puts: 844 (50%)
Prior (07/24) 782
Calls: 473 (60%)
Puts: 309 (40%)
Current vs Prior +116.88%
Calls: +80.13% (Calls)
Puts: +173.14% (Puts)
Prior 7-Day Total 17,950
Calls: 13,534 (75%)
Puts: 4,416 (25%)
Prior 7-Day Average 2,564
Calls: 1,933 (75%)
Puts: 630 (25%)
Current vs Prior 7-Day Avg -33.86%
Calls: -55.93%
Puts: +33.79%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $1.51M
Calls: $734.2K (49%)
Puts: $773.7K (51%)
Prior (07/24) $869.0K
Calls: $696.2K (80%)
Puts: $172.8K (20%)
Current vs Prior +73.53%
Calls: +5.46%
Puts: +347.81%
Prior 7-Day Total $15.94M
Calls: $12.65M (79%)
Puts: $3.29M (21%)
Prior 7-Day Average $2.28M
Calls: $1.81M (79%)
Puts: $470.0K (21%)
Current vs Prior 7-Day Avg -33.77%
Calls: -59.37%
Puts: +64.62%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27) 0.99
Prior (07/24) 0.65
Current vs Prior +51.64%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg +127.22%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/27) 14,642
Calls: 10,585 (72%)
Puts: 4,057 (28%)
Prior (07/24) 12,743
Calls: 9,953 (78%)
Puts: 2,790 (22%)
Current vs Prior +14.90%
Prior 7-Day Total 132,948
Calls: 92,042 (69%)
Puts: 40,906 (31%)
Prior 7-Day Average 18,992
Calls: 13,148 (69%)
Puts: 5,843 (31%)
Current vs Prior 7-Day Avg -22.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.50% | 7.24%
Prior 5.63% | 7.62%
Current vs Prior -2.24% | -4.89%
Prior 7-Day Avg 5.78% | 7.94%
Current vs 7-Day Avg -4.84% | -8.72%
Prior 7-Day Eod 5.63% | 7.62%
Current vs 7-Day Eod -2.24% | -4.89%
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 16.12% | 9.96%
Calls: 10.82% | 10.04%
Puts: 21.42% | 9.88%
Current vs 7-Day Avg -16.83% | -39.24%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 74% vs prior. Unusually high activity with volume up 117% vs prior - elevated interest. P/C ratio rising 52% - increased hedging/bearish positioning. Call-heavy open interest (10,585 calls vs 4,057 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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 2 of results (avg 9.1%, best 8.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2129.7032.30$31.008.4%30.91216
$335.00Aug 2125.1027.70$26.409.8%10.87--
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 0.73, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2129.7032.30$31.008.4%30.91216
$335.00Aug 2125.1027.70$26.409.8%10.87--
$340.00Aug 2120.5023.90$22.2015.3%140.83--
$350.00Aug 2113.1015.70$14.4018.1%50.70--
$355.00Aug 2110.6012.20$11.4014.0%1070.601.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 217.808.90$8.3513.2%20.51172

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 843, top 354)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 212.403.40$2.9034.5%3540.243.9K
$355.00Aug 2110.6012.20$11.4014.0%1070.601.7K
$380.00Aug 211.702.25$1.9827.8%620.18335
$400.00Aug 210.000.55$0.28196.4%570.03101
$360.00Aug 217.909.20$8.5515.2%470.50562
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 211.702.50$2.1038.1%970.17165
$330.00Aug 210.751.40$1.0860.2%250.09126
$345.00Aug 212.204.20$3.2062.5%150.24163
$355.00Aug 215.606.50$6.0514.9%120.41216
$335.00Aug 211.102.15$1.6364.4%50.13147

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 49.00, avg 10.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$385.00$390.00Aug 21$0.20$4.80$0.2024.00$385.20
$380.00$385.00Aug 21$0.38$4.62$0.3812.16$380.38
$390.00$400.00Aug 21$1.12$8.88$1.127.93$391.12
$375.00$380.00Aug 21$0.92$4.08$0.924.43$375.92
$365.00$370.00Aug 21$1.50$3.50$1.502.33$366.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$310.00Aug 21$0.10$4.90$0.1049.00$314.90
$325.00$320.00Aug 21$0.22$4.78$0.2221.73$324.78
$320.00$315.00Aug 21$0.23$4.77$0.2320.74$319.77
$330.00$325.00Aug 21$0.23$4.77$0.2320.74$329.77
$340.00$335.00Aug 21$0.47$4.53$0.479.64$339.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 11.50, avg 1.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$335.00Aug 21$4.60$4.60$0.4011.50$334.60
$335.00$340.00Aug 21$4.20$4.20$0.805.25$339.20
$340.00$350.00Aug 21$7.80$7.80$2.203.55$347.80
$350.00$355.00Aug 21$3.00$3.00$2.001.50$353.00
$355.00$360.00Aug 21$2.85$2.85$2.151.33$357.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$350.00Aug 21$2.37$2.37$2.630.90$352.63
$360.00$355.00Aug 21$2.30$2.30$2.700.85$357.70
$345.00$340.00Aug 21$1.10$1.10$3.900.28$343.90
$335.00$330.00Aug 21$0.55$0.55$4.450.12$334.45
$350.00$345.00Aug 21$0.48$0.48$4.520.11$349.52

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 4.71% of stock, avg 6.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Aug 21$8.55$8.35$16.90$343.10$376.904.71%
$355.00Aug 21$11.40$6.05$17.45$337.55$372.454.86%
$350.00Aug 21$14.40$3.68$18.08$331.92$368.085.04%
$340.00Aug 21$22.20$2.10$24.30$315.70$364.306.77%
$335.00Aug 21$26.40$1.63$28.03$306.97$363.037.81%
$330.00Aug 21$31.00$1.08$32.08$297.92$362.088.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.01% of stock, avg 2.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$335.00Aug 21$1.98$1.63$3.61$331.39$383.61
$380.00$340.00Aug 21$1.98$2.10$4.08$335.92$384.08
$375.00$335.00Aug 21$2.90$1.63$4.53$330.47$379.53
$375.00$340.00Aug 21$2.90$2.10$5.00$335.00$380.00
$380.00$345.00Aug 21$1.98$3.20$5.18$339.82$385.18
$380.00$350.00Aug 21$1.98$3.68$5.66$344.34$385.66
$370.00$335.00Aug 21$4.40$1.63$6.03$328.97$376.03
$375.00$345.00Aug 21$2.90$3.20$6.10$338.90$381.10
$370.00$340.00Aug 21$4.40$2.10$6.50$333.50$376.50
$375.00$350.00Aug 21$2.90$3.68$6.58$343.42$381.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 75 found (best R:R 28.41, avg credit $2.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
315/320330/335Aug 21$4.83$0.1728.41$315.17$334.83
320/325330/335Aug 21$4.82$0.1826.78$320.18$334.82
310/315330/335Aug 21$4.70$0.3015.67$310.30$334.70
315/320335/340Aug 21$4.43$0.577.77$315.57$339.43
325/330335/340Aug 21$4.43$0.577.77$325.57$339.43
320/325335/340Aug 21$4.42$0.587.62$320.58$339.42
310/315335/340Aug 21$4.30$0.706.14$310.70$339.30
330/335340/350Aug 21$8.35$1.655.06$326.65$348.35
340/345350/355Aug 21$4.10$0.904.56$340.90$354.10
315/320340/350Aug 21$8.03$1.974.08$311.97$348.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 37.46, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Aug 21$0.15$4.8532.33
$380.00$385.00$390.00Aug 21$0.18$4.8226.78
$355.00$360.00$365.00Aug 21$0.20$4.8024.00
$330.00$335.00$340.00Aug 21$0.40$4.6011.50
$375.00$380.00$385.00Aug 21$0.54$4.468.26
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Aug 21$0.13$4.8737.46
$325.00$330.00$335.00Aug 21$0.32$4.6814.63
$335.00$340.00$345.00Aug 21$0.63$4.376.94
$345.00$350.00$355.00Aug 21$1.89$3.111.65

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 $-0.20, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$375.00$380.001:2Aug 21-$1.06$3.94
$385.00$390.001:2Aug 21-$1.20$3.80
$380.00$385.001:2Aug 21-$1.22$3.78
$370.00$375.001:2Aug 21-$1.40$3.60
$340.00$350.001:2Aug 21-$6.60$3.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Aug 21-$0.20$9.80
$320.00$315.001:2Aug 21-$0.17$4.83
$315.00$310.001:2Aug 21-$0.20$4.80
$325.00$320.001:2Aug 21-$0.41$4.59
$335.00$330.001:2Aug 21-$0.53$4.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.20%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Aug 21$7.900.500.3%2.20%2.50%47562
$365.00Aug 21$5.600.411.7%1.56%3.26%8391
$370.00Aug 21$3.800.323.1%1.06%4.15%3271
$375.00Aug 21$2.400.244.5%0.67%5.15%3543.9K
$380.00Aug 21$1.700.185.9%0.47%6.35%62335
$385.00Aug 21$1.100.147.3%0.31%7.58%1--
$390.00Aug 21$0.700.128.7%0.20%8.86%7177

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 852
Total Puts 844
Put/Call Ratio 0.99
Net Difference 8

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,534
Total Puts 4,416
Average Put/Call Ratio 0.44
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