Tour v472
CB
CHUBB LTD
$350.15 -3.25%
$351.00 (+0.24%)🌙
as of 07/30 06:27 PM
7/30 18:27

Option Volume

Detail
Current (07/30) 758
Calls: 475 (63%)
Puts: 283 (37%)
Prior (07/29) 844
Calls: 599 (71%)
Puts: 245 (29%)
Current vs Prior -10.19%
Calls: -20.70% (Calls)
Puts: +15.51% (Puts)
Prior 7-Day Total 14,416
Calls: 9,614 (67%)
Puts: 4,802 (33%)
Prior 7-Day Average 2,059
Calls: 1,373 (67%)
Puts: 686 (33%)
Current vs Prior 7-Day Avg -63.19%
Calls: -65.42%
Puts: -58.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $712.2K
Calls: $502.4K (71%)
Puts: $209.8K (29%)
Prior (07/29) $750.3K
Calls: $621.3K (83%)
Puts: $129.0K (17%)
Current vs Prior -5.08%
Calls: -19.14%
Puts: +62.67%
Prior 7-Day Total $10.42M
Calls: $7.08M (68%)
Puts: $3.34M (32%)
Prior 7-Day Average $1.49M
Calls: $1.01M (68%)
Puts: $476.6K (32%)
Current vs Prior 7-Day Avg -52.13%
Calls: -50.32%
Puts: -55.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.60
Prior (07/29) 0.41
Current vs Prior +45.66%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg +2.57%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 13,837
Calls: 10,620 (77%)
Puts: 3,217 (23%)
Prior (07/29) 12,987
Calls: 11,642 (90%)
Puts: 1,345 (10%)
Current vs Prior +6.55%
Prior 7-Day Total 117,223
Calls: 84,939 (72%)
Puts: 32,284 (28%)
Prior 7-Day Average 16,746
Calls: 12,134 (72%)
Puts: 4,612 (28%)
Current vs Prior 7-Day Avg -17.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.28% | 7.10%
Prior 5.15% | 7.31%
Current vs Prior +2.52% | -2.90%
Prior 7-Day Avg 5.71% | 7.66%
Current vs 7-Day Avg -7.45% | -7.33%
Prior 7-Day Eod 5.15% | 7.31%
Current vs 7-Day Eod +2.52% | -2.90%
Sentiment BEARISH

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 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($502.4K). Bullish P/C ratio of 0.60. P/C ratio rising 46% - increased hedging/bearish positioning. Call-heavy open interest (10,620 calls vs 3,217 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 2 of results (avg 8.9%, best 7.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2126.0028.70$27.359.9%30.8834
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 2137.7040.80$39.257.9%10.91--

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. 12 found (avg delta 0.75, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2126.0028.70$27.359.9%30.8834
$330.00Aug 2121.7024.20$22.9510.9%50.86--
$335.00Aug 2117.8020.10$18.9512.1%10.81--
$340.00Aug 2114.1016.90$15.5018.1%170.73381
$345.00Aug 2110.4011.70$11.0511.8%30.62297
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 2137.7040.80$39.257.9%10.91--
$380.00Aug 2128.0031.10$29.5510.5%10.891
$370.00Aug 2119.3021.50$20.4010.8%30.8069
$365.00Aug 2115.6018.20$16.9015.4%40.77--
$360.00Aug 2112.0013.50$12.7511.8%50.68--

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 238, top 39)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 210.302.60$1.45158.6%340.143.9K
$350.00Aug 217.209.60$8.4028.6%330.53658
$355.00Aug 215.107.20$6.1534.1%320.431.6K
$340.00Aug 2114.1016.90$15.5018.1%170.73381
$360.00Aug 213.404.50$3.9527.8%120.33560
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 210.100.35$0.22113.6%390.03230
$355.00Aug 219.2011.00$10.1017.8%120.57216
$320.00Aug 210.451.45$0.95105.3%70.08174
$360.00Aug 2112.0013.50$12.7511.8%50.68--
$315.00Aug 210.050.80$0.43174.4%40.04514

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. 14 found (best R:R 40.67, avg 9.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$380.00Aug 21$0.12$4.88$0.1240.67$375.12
$365.00$375.00Aug 21$1.25$8.75$1.257.00$366.25
$360.00$365.00Aug 21$1.25$3.75$1.253.00$361.25
$355.00$360.00Aug 21$2.20$2.80$2.201.27$357.20
$350.00$355.00Aug 21$2.25$2.75$2.251.22$352.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$325.00Aug 21$0.15$4.85$0.1532.33$329.85
$315.00$310.00Aug 21$0.21$4.79$0.2122.81$314.79
$325.00$320.00Aug 21$0.43$4.57$0.4310.63$324.57
$320.00$315.00Aug 21$0.52$4.48$0.528.62$319.48
$340.00$330.00Aug 21$1.69$8.31$1.694.92$338.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 32.33, avg 3.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$345.00Aug 21$4.45$4.45$0.558.09$344.45
$325.00$330.00Aug 21$4.40$4.40$0.607.33$329.40
$330.00$335.00Aug 21$4.00$4.00$1.004.00$334.00
$335.00$340.00Aug 21$3.45$3.45$1.552.23$338.45
$345.00$350.00Aug 21$2.65$2.65$2.351.13$347.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$390.00$380.00Aug 21$9.70$9.70$0.3032.33$380.30
$380.00$370.00Aug 21$9.15$9.15$0.8510.76$370.85
$365.00$360.00Aug 21$4.15$4.15$0.854.88$360.85
$370.00$365.00Aug 21$3.50$3.50$1.502.33$366.50
$355.00$350.00Aug 21$3.25$3.25$1.751.86$351.75

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. 9 found (cheapest 4.36% of stock, avg 6.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Aug 21$8.40$6.85$15.25$334.75$365.254.36%
$355.00Aug 21$6.15$10.10$16.25$338.75$371.254.64%
$360.00Aug 21$3.95$12.75$16.70$343.30$376.704.77%
$340.00Aug 21$15.50$3.22$18.72$321.28$358.725.35%
$365.00Aug 21$2.70$16.90$19.60$345.40$384.605.60%
$330.00Aug 21$22.95$1.53$24.48$305.52$354.486.99%
$325.00Aug 21$27.35$1.38$28.73$296.27$353.738.21%
$380.00Aug 21$1.33$29.55$30.88$349.12$410.888.82%
$390.00Aug 21$1.25$39.25$40.50$349.50$430.5011.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.65% of stock, avg 1.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$320.00Aug 21$1.33$0.95$2.28$317.72$382.28
$375.00$320.00Aug 21$1.45$0.95$2.40$317.60$377.40
$380.00$325.00Aug 21$1.33$1.38$2.71$322.29$382.71
$375.00$325.00Aug 21$1.45$1.38$2.83$322.17$377.83
$380.00$330.00Aug 21$1.33$1.53$2.86$327.14$382.86
$375.00$330.00Aug 21$1.45$1.53$2.98$327.02$377.98
$365.00$320.00Aug 21$2.70$0.95$3.65$316.35$368.65
$365.00$325.00Aug 21$2.70$1.38$4.08$320.92$369.08
$365.00$330.00Aug 21$2.70$1.53$4.23$325.77$369.23
$380.00$340.00Aug 21$1.33$3.22$4.55$335.45$384.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 40.67, avg credit $3.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
320/325340/345Aug 21$4.88$0.1240.67$320.12$344.88
310/315340/345Aug 21$4.66$0.3413.71$310.34$344.66
310/315325/330Aug 21$4.61$0.3911.82$310.39$329.61
325/330340/345Aug 21$4.60$0.4011.50$325.40$344.60
315/320330/335Aug 21$4.52$0.489.42$315.48$334.52
350/355360/365Aug 21$4.50$0.509.00$350.50$364.50
320/325330/335Aug 21$4.43$0.577.77$320.57$334.43
360/365375/380Aug 21$4.27$0.735.85$360.73$379.27
310/315330/335Aug 21$4.21$0.795.33$310.79$334.21
315/320335/340Aug 21$3.97$1.033.85$316.03$338.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Aug 21$0.05$4.9599.00
$325.00$330.00$335.00Aug 21$0.40$4.6011.50
$345.00$350.00$355.00Aug 21$0.40$4.6011.50
$330.00$335.00$340.00Aug 21$0.55$4.458.09
$355.00$360.00$365.00Aug 21$0.95$4.054.26
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$370.00$380.00$390.00Aug 21$0.55$9.4517.18
$310.00$315.00$320.00Aug 21$0.31$4.6915.13
$330.00$340.00$350.00Aug 21$1.94$8.064.15
$355.00$360.00$365.00Aug 21$1.50$3.502.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.20, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$365.00$375.001:2Aug 21-$0.20$9.80
$380.00$390.001:2Aug 21-$1.17$8.83
$375.00$380.001:2Aug 21-$1.21$3.79
$360.00$365.001:2Aug 21-$1.45$3.55
$355.00$360.001:2Aug 21-$1.75$3.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$310.001:2Aug 21-$0.01$4.99
$325.00$320.001:2Aug 21-$0.52$4.48
$330.00$325.001:2Aug 21-$1.23$3.77
$355.00$350.001:2Aug 21-$3.60$1.40
$340.00$330.001:2Aug 21$0.16$9.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.46%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$5.100.431.4%1.46%2.84%321.6K
$360.00Aug 21$3.400.332.8%0.97%3.78%12560
$365.00Aug 21$2.300.244.2%0.66%4.90%11388
$375.00Aug 21$0.300.147.1%0.09%7.18%343.9K

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 475
Total Puts 283
Put/Call Ratio 0.60
Net Difference 192

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,614
Total Puts 4,802
Average Put/Call Ratio 0.58
Ratio Trend Rising

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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