Tour v456
CB
CHUBB LTD
$361.90 -0.44%
$362.00 (+0.03%)🌙
as of 07/29 06:25 PM
7/29 18:25

Option Volume

Detail
Current (07/29) 844
Calls: 599 (71%)
Puts: 245 (29%)
Prior (07/28) 1,135
Calls: 715 (63%)
Puts: 420 (37%)
Current vs Prior -25.64%
Calls: -16.22% (Calls)
Puts: -41.67% (Puts)
Prior 7-Day Total 14,726
Calls: 9,757 (66%)
Puts: 4,969 (34%)
Prior 7-Day Average 2,103
Calls: 1,393 (66%)
Puts: 709 (34%)
Current vs Prior 7-Day Avg -59.88%
Calls: -57.03%
Puts: -65.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $750.3K
Calls: $621.3K (83%)
Puts: $129.0K (17%)
Prior (07/28) $1.08M
Calls: $868.1K (80%)
Puts: $213.6K (20%)
Current vs Prior -30.63%
Calls: -28.43%
Puts: -39.62%
Prior 7-Day Total $10.69M
Calls: $7.07M (66%)
Puts: $3.61M (34%)
Prior 7-Day Average $1.53M
Calls: $1.01M (66%)
Puts: $515.9K (34%)
Current vs Prior 7-Day Avg -50.84%
Calls: -38.51%
Puts: -75.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.41
Prior (07/28) 0.59
Current vs Prior -30.37%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -32.03%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 12,987
Calls: 11,642 (90%)
Puts: 1,345 (10%)
Prior (07/28) 12,612
Calls: 9,879 (78%)
Puts: 2,733 (22%)
Current vs Prior +2.97%
Prior 7-Day Total 136,860
Calls: 93,290 (68%)
Puts: 43,570 (32%)
Prior 7-Day Average 19,551
Calls: 13,327 (68%)
Puts: 6,224 (32%)
Current vs Prior 7-Day Avg -33.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.15% | 7.31%
Prior 5.23% | 7.36%
Current vs Prior -1.41% | -0.68%
Prior 7-Day Avg 5.98% | 7.79%
Current vs 7-Day Avg -13.76% | -6.15%
Prior 7-Day Eod 5.23% | 7.36%
Current vs 7-Day Eod -1.41% | -0.68%
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 15.26% | 8.49%
Calls: 8.43% | 9.63%
Puts: 22.09% | 7.35%
Current vs 7-Day Avg -12.14% | -28.73%
Liquidity Pricy
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($621.3K) vs puts ($129.0K). Extreme bullish P/C ratio of 0.41 - heavy call buying (599 calls vs 245 puts). P/C ratio dropping 30% - sentiment shifting bullish. Call-heavy open interest (11,642 calls vs 1,345 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 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 1 of results (avg 7.3%, best 7.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2136.8039.60$38.207.3%20.90--
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. 5 found (avg delta 0.73, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2136.8039.60$38.207.3%20.90--
$340.00Aug 2122.8025.50$24.1511.2%30.85384
$350.00Aug 2114.6017.20$15.9016.4%120.73658
$355.00Aug 2111.1013.70$12.4021.0%130.651.6K
$360.00Aug 218.0010.50$9.2527.0%30.55559
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 212, top 67)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Aug 216.307.90$7.1022.5%150.45391
$355.00Aug 2111.1013.70$12.4021.0%130.651.6K
$350.00Aug 2114.6017.20$15.9016.4%120.73658
$375.00Aug 212.754.30$3.5343.9%100.283.9K
$340.00Aug 2122.8025.50$24.1511.2%30.85384
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 210.952.70$1.8395.6%670.17165
$350.00Aug 212.054.80$3.4380.2%260.27146
$335.00Aug 210.703.30$2.00130.0%180.14142
$315.00Aug 210.000.70$0.35200.0%120.03--
$310.00Aug 210.000.25$0.13192.3%80.01222

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. 12 found (best R:R 28.41, avg 8.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$395.00$400.00Aug 21$0.17$4.83$0.1728.41$395.17
$380.00$395.00Aug 21$0.63$14.37$0.6322.81$380.63
$370.00$375.00Aug 21$1.17$3.83$1.173.27$371.17
$375.00$380.00Aug 21$1.30$3.70$1.302.85$376.30
$360.00$365.00Aug 21$2.15$2.85$2.151.33$362.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$310.00Aug 21$0.22$4.78$0.2221.73$314.78
$325.00$315.00Aug 21$1.13$8.87$1.137.85$323.87
$335.00$330.00Aug 21$0.78$4.22$0.785.41$334.22
$350.00$345.00Aug 21$1.60$3.40$1.602.12$348.40
$360.00$350.00Aug 21$3.32$6.68$3.322.01$356.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 14.79, avg 1.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$340.00Aug 21$14.05$14.05$0.9514.79$339.05
$340.00$350.00Aug 21$8.25$8.25$1.754.71$348.25
$350.00$355.00Aug 21$3.50$3.50$1.502.33$353.50
$355.00$360.00Aug 21$3.15$3.15$1.851.70$358.15
$365.00$370.00Aug 21$2.40$2.40$2.600.92$367.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Aug 21$3.32$3.32$6.680.50$356.68
$350.00$345.00Aug 21$1.60$1.60$3.400.47$348.40
$335.00$330.00Aug 21$0.78$0.78$4.220.18$334.22
$325.00$315.00Aug 21$1.13$1.13$8.870.13$323.87
$315.00$310.00Aug 21$0.22$0.22$4.780.05$314.78

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. 4 found (cheapest 4.42% of stock, avg 6.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Aug 21$9.25$6.75$16.00$344.00$376.004.42%
$350.00Aug 21$15.90$3.43$19.33$330.67$369.335.34%
$340.00Aug 21$24.15$1.85$26.00$314.00$366.007.18%
$325.00Aug 21$38.20$1.48$39.68$285.32$364.6810.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.95% of stock, avg 1.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$395.00$345.00Aug 21$1.60$1.83$3.43$341.57$398.43
$395.00$340.00Aug 21$1.60$1.85$3.45$336.55$398.45
$395.00$335.00Aug 21$1.60$2.00$3.60$331.40$398.60
$380.00$345.00Aug 21$2.23$1.83$4.06$340.94$384.06
$380.00$340.00Aug 21$2.23$1.85$4.08$335.92$384.08
$380.00$335.00Aug 21$2.23$2.00$4.23$330.77$384.23
$395.00$350.00Aug 21$1.60$3.43$5.03$344.97$400.03
$375.00$345.00Aug 21$3.53$1.83$5.36$339.64$380.36
$375.00$340.00Aug 21$3.53$1.85$5.38$334.62$380.38
$375.00$335.00Aug 21$3.53$2.00$5.53$329.47$380.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 19.55, avg credit $3.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
310/315325/340Aug 21$14.27$0.7319.55$300.73$339.27
345/350355/360Aug 21$4.75$0.2519.00$345.25$359.75
315/325340/350Aug 21$9.38$0.6215.13$315.62$349.38
330/335340/350Aug 21$9.03$0.979.31$325.97$349.03
330/335350/355Aug 21$4.28$0.725.94$330.72$354.28
310/315340/350Aug 21$8.47$1.535.54$306.53$348.47
345/350365/370Aug 21$4.00$1.004.00$346.00$369.00
330/335355/360Aug 21$3.93$1.073.67$331.07$358.93
345/350360/365Aug 21$3.75$1.253.00$346.25$363.75
310/315350/355Aug 21$3.72$1.282.91$311.28$353.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 37.46, cheapest $0.13)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Aug 21$0.35$4.6513.29
$355.00$360.00$365.00Aug 21$1.00$4.004.00
$365.00$370.00$375.00Aug 21$1.23$3.773.07
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Aug 21$0.13$4.8737.46
$325.00$330.00$335.00Aug 21$1.04$3.963.81
$340.00$345.00$350.00Aug 21$1.62$3.382.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.97, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$395.001:2Aug 21-$0.97$14.03
$325.00$340.001:2Aug 21-$10.10$4.90
$375.00$380.001:2Aug 21-$0.93$4.07
$395.00$400.001:2Aug 21-$1.26$3.74
$365.00$370.001:2Aug 21-$2.30$2.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$350.001:2Aug 21-$0.11$9.89
$350.00$345.001:2Aug 21-$0.23$4.77
$335.00$330.001:2Aug 21-$0.44$4.56
$330.00$325.001:2Aug 21-$1.74$3.26
$345.00$340.001:2Aug 21-$1.87$3.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.74%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$365.00Aug 21$6.300.450.9%1.74%2.60%15391
$370.00Aug 21$3.200.352.2%0.88%3.12%2270
$375.00Aug 21$2.750.283.6%0.76%4.38%103.9K
$380.00Aug 21$1.700.205.0%0.47%5.47%3--
$395.00Aug 21$0.400.129.2%0.11%9.26%1--

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 599
Total Puts 245
Put/Call Ratio 0.41
Net Difference 354

Prior's Put/Call Breakdown

Total Calls 715
Total Puts 420
Put/Call Ratio 0.59
Net Difference 295

Prior 7-Day Put/Call Summary

Total Calls 9,757
Total Puts 4,969
Average Put/Call Ratio 0.60
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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