Tour v477
CB
CHUBB LTD
$350.68 +0.15%
$350.72 (+0.01%)🌙
as of 07/31 06:19 PM
7/31 18:19

Option Volume

Detail
Current (07/31) 530
Calls: 117 (22%)
Puts: 413 (78%)
Prior (07/30) 758
Calls: 475 (63%)
Puts: 283 (37%)
Current vs Prior -30.08%
Calls: -75.37% (Calls)
Puts: +45.94% (Puts)
Prior 7-Day Total 11,769
Calls: 8,124 (69%)
Puts: 3,645 (31%)
Prior 7-Day Average 1,681
Calls: 1,160 (69%)
Puts: 520 (31%)
Current vs Prior 7-Day Avg -68.48%
Calls: -89.92%
Puts: -20.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $554.4K
Calls: $164.9K (30%)
Puts: $389.4K (70%)
Prior (07/30) $712.2K
Calls: $502.4K (71%)
Puts: $209.8K (29%)
Current vs Prior -22.16%
Calls: -67.17%
Puts: +85.61%
Prior 7-Day Total $8.98M
Calls: $6.06M (67%)
Puts: $2.92M (33%)
Prior 7-Day Average $1.28M
Calls: $865.5K (67%)
Puts: $417.8K (33%)
Current vs Prior 7-Day Avg -56.80%
Calls: -80.94%
Puts: -6.79%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 3.53
Prior (07/30) 0.60
Current vs Prior +492.48%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +528.90%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 11,868
Calls: 7,775 (66%)
Puts: 4,093 (34%)
Prior (07/30) 13,837
Calls: 10,620 (77%)
Puts: 3,217 (23%)
Current vs Prior -14.23%
Prior 7-Day Total 97,650
Calls: 75,041 (77%)
Puts: 22,609 (23%)
Prior 7-Day Average 13,950
Calls: 10,720 (77%)
Puts: 3,229 (23%)
Current vs Prior 7-Day Avg -14.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.96% | 7.03%
Prior 5.28% | 7.10%
Current vs Prior -6.09% | -0.95%
Prior 7-Day Avg 5.45% | 7.46%
Current vs 7-Day Avg -8.88% | -5.73%
Prior 7-Day Eod 5.28% | 7.10%
Current vs 7-Day Eod -6.09% | -0.95%
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 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 bearish flow with 70% put dollar volume ($389.4K). Extreme bearish P/C ratio of 3.53 - heavy put buying. P/C ratio rising 492% - increased hedging/bearish positioning. Call-heavy open interest (7,775 calls vs 4,093 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8.3%, best 8.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2126.4028.70$27.558.3%10.91--
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 0.77, highest 0.91)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2126.4028.70$27.558.3%10.91--
$330.00Aug 2121.8025.10$23.4514.1%10.88--
$335.00Aug 2117.4020.70$19.0517.3%10.83--
$350.00Aug 217.709.50$8.6020.9%20.55--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2111.0013.50$12.2520.4%20.68175

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 58, top 11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 214.706.60$5.6533.6%110.441.6K
$360.00Aug 213.004.50$3.7540.0%90.33559
$375.00Aug 210.701.45$1.0869.4%40.123.9K
$380.00Aug 210.451.10$0.7883.3%40.09--
$365.00Aug 212.153.10$2.6336.1%30.25385
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 213.504.70$4.1029.3%90.34220
$310.00Aug 210.000.30$0.15200.0%60.02268
$335.00Aug 211.352.30$1.8351.9%30.17--
$360.00Aug 2111.0013.50$12.2520.4%20.68175
$315.00Aug 210.000.75$0.38197.4%10.04--

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. 10 found (best R:R 20.74, avg 6.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$380.00Aug 21$0.30$4.70$0.3015.67$375.30
$365.00$375.00Aug 21$1.55$8.45$1.555.45$366.55
$360.00$365.00Aug 21$1.12$3.88$1.123.46$361.12
$355.00$360.00Aug 21$1.90$3.10$1.901.63$356.90
$350.00$355.00Aug 21$2.95$2.05$2.950.69$352.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$310.00Aug 21$0.23$4.77$0.2320.74$314.77
$335.00$315.00Aug 21$1.45$18.55$1.4512.79$333.55
$345.00$335.00Aug 21$2.27$7.73$2.273.41$342.73
$350.00$345.00Aug 21$1.95$3.05$1.951.56$348.05
$360.00$350.00Aug 21$6.20$3.80$6.200.61$353.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 7.33, avg 1.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$335.00Aug 21$4.40$4.40$0.607.33$334.40
$325.00$330.00Aug 21$4.10$4.10$0.904.56$329.10
$335.00$350.00Aug 21$10.45$10.45$4.552.30$345.45
$350.00$355.00Aug 21$2.95$2.95$2.051.44$352.95
$355.00$360.00Aug 21$1.90$1.90$3.100.61$356.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Aug 21$6.20$6.20$3.801.63$353.80
$350.00$345.00Aug 21$1.95$1.95$3.050.64$348.05
$345.00$335.00Aug 21$2.27$2.27$7.730.29$342.73
$335.00$315.00Aug 21$1.45$1.45$18.550.08$333.55
$315.00$310.00Aug 21$0.23$0.23$4.770.05$314.77

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. 3 found (cheapest 4.18% of stock, avg 4.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Aug 21$8.60$6.05$14.65$335.35$364.654.18%
$360.00Aug 21$3.75$12.25$16.00$344.00$376.004.56%
$335.00Aug 21$19.05$1.83$20.88$314.12$355.885.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.74% of stock, avg 1.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$335.00Aug 21$0.78$1.83$2.61$332.39$382.61
$375.00$335.00Aug 21$1.08$1.83$2.91$332.09$377.91
$365.00$335.00Aug 21$2.63$1.83$4.46$330.54$369.46
$380.00$345.00Aug 21$0.78$4.10$4.88$340.12$384.88
$375.00$345.00Aug 21$1.08$4.10$5.18$339.82$380.18
$360.00$335.00Aug 21$3.75$1.83$5.58$329.42$365.58
$365.00$345.00Aug 21$2.63$4.10$6.73$338.27$371.73
$380.00$350.00Aug 21$0.78$6.05$6.83$343.17$386.83
$375.00$350.00Aug 21$1.08$6.05$7.13$342.87$382.13
$355.00$335.00Aug 21$5.65$1.83$7.48$327.52$362.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 12.51, avg credit $3.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
310/315330/335Aug 21$4.63$0.3712.51$310.37$334.63
310/315325/330Aug 21$4.33$0.676.46$310.67$329.33
350/360365/375Aug 21$7.75$2.253.44$352.25$372.75
345/350355/360Aug 21$3.85$1.153.35$346.15$358.85
310/315335/350Aug 21$10.68$4.322.47$304.32$345.68
350/360375/380Aug 21$6.50$3.501.86$353.50$381.50
310/315350/355Aug 21$3.18$1.821.75$311.82$353.18
345/350360/365Aug 21$3.07$1.931.59$346.93$363.07
335/345350/355Aug 21$5.22$4.781.09$339.78$355.22
345/350375/380Aug 21$2.25$2.750.82$347.75$377.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 5.41, cheapest $0.78)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$355.00$360.00$365.00Aug 21$0.78$4.225.41
$350.00$355.00$360.00Aug 21$1.05$3.953.76
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.48, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$375.00$380.001:2Aug 21-$0.48$4.52
$360.00$365.001:2Aug 21-$1.51$3.49
$355.00$360.001:2Aug 21-$1.85$3.15
$350.00$355.001:2Aug 21-$2.70$2.30
$335.00$350.001:2Aug 21$1.85$13.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$345.001:2Aug 21-$2.15$2.85
$335.00$315.001:2Aug 21$1.07$18.93
$360.00$350.001:2Aug 21$0.15$9.85
$345.00$335.001:2Aug 21$0.44$9.56
$315.00$310.001:2Aug 21$0.08$4.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.34%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$4.700.441.2%1.34%2.57%111.6K
$360.00Aug 21$3.000.332.7%0.86%3.51%9559
$365.00Aug 21$2.150.254.1%0.61%4.70%3385
$375.00Aug 21$0.700.126.9%0.20%7.13%43.9K
$380.00Aug 21$0.450.098.4%0.13%8.49%4--

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 117
Total Puts 413
Put/Call Ratio 3.53
Net Difference -296

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,124
Total Puts 3,645
Average Put/Call Ratio 0.56
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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