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