Tour
v452
CB
CHUBB LTD
$363.50
+1.28%
$362.46 (-0.28%)
as of 07/28 06:23 PM
Option Volume
Detail
Current (07/28)
1,135
Calls:
715
(63%)
Puts:
420
(37%)
Prior (07/27)
1,696
Calls:
852
(50%)
Puts:
844
(50%)
Current vs Prior
-33.08%
Calls:
-16.08%
(Calls)
Puts:
-50.24%
(Puts)
Prior 7-Day Total
18,064
Calls:
13,209
(73%)
Puts:
4,855
(27%)
Prior 7-Day Average
2,580
Calls:
1,887
(73%)
Puts:
693
(27%)
Current vs Prior 7-Day Avg
-56.02%
Calls:
-62.11%
Puts:
-39.44%
Sentiment
BULLISH
Dollar Volume
Detail
Current (07/28)
$1.08M
Calls:
$868.1K
(80%)
Puts:
$213.6K
(20%)
Prior (07/27)
$1.51M
Calls:
$734.2K
(49%)
Puts:
$773.7K
(51%)
Current vs Prior
-28.26%
Calls:
+18.24%
Puts:
-72.39%
Prior 7-Day Total
$16.43M
Calls:
$12.76M
(78%)
Puts:
$3.66M
(22%)
Prior 7-Day Average
$2.35M
Calls:
$1.82M
(78%)
Puts:
$523.4K
(22%)
Current vs Prior 7-Day Avg
-53.90%
Calls:
-52.38%
Puts:
-59.19%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/28)
0.59
Prior (07/27)
0.99
Current vs Prior
-40.70%
Prior 7-Day Average
0.53
Current vs Prior 7-Day Avg
+11.18%
Sentiment
BULLISH
Open Interest
Detail
Current (07/28)
12,612
Calls:
9,879
(78%)
Puts:
2,733
(22%)
Prior (07/27)
14,642
Calls:
10,585
(72%)
Puts:
4,057
(28%)
Current vs Prior
-13.86%
Prior 7-Day Total
137,189
Calls:
94,696
(69%)
Puts:
42,493
(31%)
Prior 7-Day Average
19,598
Calls:
13,528
(69%)
Puts:
6,070
(31%)
Current vs Prior 7-Day Avg
-35.65%
Sentiment
BEARISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)
Current
5.23% | 7.36%
Prior
5.50% | 7.24%
Current vs Prior
-5.01% | +1.59%
Prior 7-Day Avg
6.23% | 7.96%
Current vs 7-Day Avg
-16.14% | -7.54%
Prior 7-Day Eod
5.50% | 7.24%
Current vs 7-Day Eod
-5.01% | +1.59%
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
15.69% | 9.22%
Calls:
9.62% | 9.83%
Puts:
21.76% | 8.61%
Current vs 7-Day Avg
-14.55% | -34.40%
Liquidity
Pricy
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AI Insights
Strong bullish conviction with 80% of dollar volume in calls ($868.1K) vs puts ($213.6K). Bullish P/C ratio of 0.59. P/C ratio dropping 41% - sentiment shifting bullish. Call-heavy open interest (9,879 calls vs 2,733 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
BEARISH
7-Day Avg
BULLISH
Current
BULLISH
Prior
NEUTRAL
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
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
715
Total Puts
420
Put/Call Ratio
0.59
Net Difference
295
Prior's Put/Call Breakdown
Total Calls
852
Total Puts
844
Put/Call Ratio
0.99
Net Difference
8
Prior 7-Day Put/Call Summary
Total Calls
13,209
Total Puts
4,855
Average Put/Call Ratio
0.53
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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