Tour v452
CB
CHUBB LTD
$363.50 +1.28%
$362.46 (-0.28%)🌙
as of 07/28 06:23 PM
7/28 18:23

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

📈 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 8.2%, best 6.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2153.1056.80$54.956.7%30.99--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 2125.8028.40$27.109.6%10.86--

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. 11 found (avg delta 0.77, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2153.1056.80$54.956.7%30.99--
$335.00Aug 2128.9032.30$30.6011.1%60.90144
$340.00Aug 2124.3027.50$25.9012.4%40.87388
$345.00Aug 2119.9023.20$21.5515.3%30.84298
$350.00Aug 2115.9019.00$17.4517.8%1110.76584
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 2125.8028.40$27.109.6%10.86--
$380.00Aug 2116.7019.70$18.2016.5%10.81--
$370.00Aug 219.6012.60$11.1027.0%40.6266
$365.00Aug 217.409.80$8.6027.9%400.513

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 448, top 111)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2115.9019.00$17.4517.8%1110.76584
$380.00Aug 210.652.85$1.75125.7%300.19326
$360.00Aug 218.8012.00$10.4030.8%210.58561
$375.00Aug 211.854.30$3.0879.5%190.283.9K
$390.00Aug 210.053.10$1.58193.0%120.14177
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 210.502.35$1.43129.4%870.13111
$365.00Aug 217.409.80$8.6027.9%400.513
$320.00Aug 210.200.95$0.57131.6%180.05--
$330.00Aug 210.051.80$0.93188.2%160.08--
$315.00Aug 210.250.65$0.4588.9%130.04--

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 57.82, avg 11.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$380.00$390.00Aug 21$0.17$9.83$0.1757.82$380.17
$375.00$380.00Aug 21$1.33$3.67$1.332.76$376.33
$370.00$375.00Aug 21$1.87$3.13$1.871.67$371.87
$360.00$365.00Aug 21$2.25$2.75$2.251.22$362.25
$355.00$360.00Aug 21$3.05$1.95$3.050.64$358.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$315.00Aug 21$0.12$4.88$0.1240.67$319.88
$335.00$330.00Aug 21$0.22$4.78$0.2221.73$334.78
$345.00$340.00Aug 21$0.27$4.73$0.2717.52$344.73
$340.00$335.00Aug 21$0.28$4.72$0.2816.86$339.72
$330.00$325.00Aug 21$0.33$4.67$0.3314.15$329.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 37.46, avg 3.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$335.00Aug 21$24.35$24.35$0.6537.46$334.35
$335.00$340.00Aug 21$4.70$4.70$0.3015.67$339.70
$340.00$345.00Aug 21$4.35$4.35$0.656.69$344.35
$345.00$350.00Aug 21$4.10$4.10$0.904.56$349.10
$350.00$355.00Aug 21$4.00$4.00$1.004.00$354.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$390.00$380.00Aug 21$8.90$8.90$1.108.09$381.10
$380.00$370.00Aug 21$7.10$7.10$2.902.45$372.90
$365.00$360.00Aug 21$2.50$2.50$2.501.00$362.50
$370.00$365.00Aug 21$2.50$2.50$2.501.00$367.50
$360.00$355.00Aug 21$1.65$1.65$3.350.49$358.35

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. 11 found (cheapest 4.42% of stock, avg 6.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$4.95$11.10$16.05$353.95$386.054.42%
$360.00Aug 21$10.40$6.10$16.50$343.50$376.504.54%
$365.00Aug 21$8.15$8.60$16.75$348.25$381.754.61%
$355.00Aug 21$13.45$4.45$17.90$337.10$372.904.92%
$380.00Aug 21$1.75$18.20$19.95$360.05$399.955.49%
$350.00Aug 21$17.45$3.15$20.60$329.40$370.605.67%
$345.00Aug 21$21.55$1.70$23.25$321.75$368.256.40%
$340.00Aug 21$25.90$1.43$27.33$312.67$367.337.52%
$390.00Aug 21$1.58$27.10$28.68$361.32$418.687.89%
$335.00Aug 21$30.60$1.15$31.75$303.25$366.758.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.83% of stock, avg 2.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$340.00Aug 21$1.58$1.43$3.01$336.99$393.01
$380.00$340.00Aug 21$1.75$1.43$3.18$336.82$383.18
$390.00$345.00Aug 21$1.58$1.70$3.28$341.72$393.28
$380.00$345.00Aug 21$1.75$1.70$3.45$341.55$383.45
$375.00$340.00Aug 21$3.08$1.43$4.51$335.49$379.51
$390.00$350.00Aug 21$1.58$3.15$4.73$345.27$394.73
$375.00$345.00Aug 21$3.08$1.70$4.78$340.22$379.78
$380.00$350.00Aug 21$1.75$3.15$4.90$345.10$384.90
$390.00$355.00Aug 21$1.58$4.45$6.03$348.97$396.03
$375.00$350.00Aug 21$3.08$3.15$6.23$343.77$381.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 32.33, avg credit $3.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
355/360365/370Aug 21$4.85$0.1532.33$355.15$369.85
315/320335/340Aug 21$4.82$0.1826.78$315.18$339.82
310/315340/345Aug 21$4.70$0.3015.67$310.30$344.70
325/330340/345Aug 21$4.68$0.3214.62$325.32$344.68
345/350365/370Aug 21$4.65$0.3513.29$345.35$369.65
330/335340/345Aug 21$4.57$0.4310.63$330.43$344.57
345/350355/360Aug 21$4.50$0.509.00$345.50$359.50
350/355365/370Aug 21$4.50$0.509.00$350.50$369.50
315/320340/345Aug 21$4.47$0.538.43$315.53$344.47
310/315345/350Aug 21$4.45$0.558.09$310.55$349.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Aug 21$0.10$4.9049.00
$340.00$345.00$350.00Aug 21$0.25$4.7519.00
$335.00$340.00$345.00Aug 21$0.35$4.6513.29
$370.00$375.00$380.00Aug 21$0.54$4.468.26
$355.00$360.00$365.00Aug 21$0.80$4.205.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$335.00$340.00Aug 21$0.06$4.9482.33
$320.00$325.00$330.00Aug 21$0.30$4.7015.67
$350.00$355.00$360.00Aug 21$0.35$4.6513.29
$355.00$360.00$365.00Aug 21$0.85$4.154.88
$370.00$380.00$390.00Aug 21$1.80$8.204.56

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 $-6.25, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$335.001:2Aug 21-$6.25$18.75
$380.00$390.001:2Aug 21-$1.41$8.59
$375.00$380.001:2Aug 21-$0.42$4.58
$370.00$375.001:2Aug 21-$1.21$3.79
$365.00$370.001:2Aug 21-$1.75$3.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Aug 21-$0.60$9.40
$380.00$370.001:2Aug 21-$4.00$6.00
$350.00$345.001:2Aug 21-$0.25$4.75
$330.00$325.001:2Aug 21-$0.27$4.73
$320.00$315.001:2Aug 21-$0.33$4.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.95%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$365.00Aug 21$7.100.490.4%1.95%2.37%9390
$370.00Aug 21$3.500.381.8%0.96%2.75%7271
$375.00Aug 21$1.850.283.2%0.51%3.67%193.9K
$380.00Aug 21$0.650.194.5%0.18%4.72%30326

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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Chart Title

Price — Past 7 Days

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