Tour v487
CB
CHUBB LTD
$348.23 -0.70%
$348.07 (-0.05%)🌙
as of 08/03 06:18 PM
8/3 18:18

Option Volume

Detail
Current (08/03) 751
Calls: 434 (58%)
Puts: 317 (42%)
Prior (07/31) 530
Calls: 117 (22%)
Puts: 413 (78%)
Current vs Prior +41.70%
Calls: +270.94% (Calls)
Puts: -23.24% (Puts)
Prior 7-Day Total 7,452
Calls: 4,433 (59%)
Puts: 3,019 (41%)
Prior 7-Day Average 1,064
Calls: 633 (59%)
Puts: 431 (41%)
Current vs Prior 7-Day Avg -29.46%
Calls: -31.47%
Puts: -26.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $677.3K
Calls: $456.7K (67%)
Puts: $220.6K (33%)
Prior (07/31) $554.4K
Calls: $164.9K (30%)
Puts: $389.4K (70%)
Current vs Prior +22.17%
Calls: +176.90%
Puts: -43.36%
Prior 7-Day Total $6.83M
Calls: $4.69M (69%)
Puts: $2.14M (31%)
Prior 7-Day Average $975.7K
Calls: $669.6K (69%)
Puts: $306.1K (31%)
Current vs Prior 7-Day Avg -30.58%
Calls: -31.79%
Puts: -27.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.73
Prior (07/31) 3.53
Current vs Prior -79.31%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg -28.85%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/03) 16,223
Calls: 12,638 (78%)
Puts: 3,585 (22%)
Prior (07/31) 11,868
Calls: 7,775 (66%)
Puts: 4,093 (34%)
Current vs Prior +36.70%
Prior 7-Day Total 93,255
Calls: 72,945 (78%)
Puts: 20,310 (22%)
Prior 7-Day Average 13,322
Calls: 10,420 (78%)
Puts: 2,901 (22%)
Current vs Prior 7-Day Avg +21.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.74% | 6.99%
Prior 4.96% | 7.03%
Current vs Prior -4.51% | -0.52%
Prior 7-Day Avg 5.32% | 7.33%
Current vs 7-Day Avg -10.86% | -4.56%
Prior 7-Day Eod 4.96% | 7.03%
Current vs 7-Day Eod -4.51% | -0.52%
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 bullish flow with 67% call dollar volume ($456.7K). P/C ratio dropping 79% - sentiment shifting bullish. Call-heavy open interest (12,638 calls vs 3,585 puts) suggests bullish positioning. Rising open interest (up 37%) indicates new positions being established.

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 BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 -- of results (avg --%, best --%)

No options available for this category

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 0.69, highest 0.90)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2123.8026.50$25.1510.7%10.9034
$335.00Aug 2115.2017.80$16.5015.8%10.79143
$345.00Aug 218.3010.40$9.3522.5%40.59297
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 219.3010.90$10.1015.8%330.63215
$350.00Aug 216.407.90$7.1521.0%30.53144

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 209, top 44)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 214.104.70$4.4013.6%370.371.6K
$370.00Aug 210.751.45$1.1063.6%200.13270
$365.00Aug 211.602.15$1.8829.3%70.19385
$345.00Aug 218.3010.40$9.3522.5%40.59297
$375.00Aug 210.452.75$1.60143.7%40.143.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 210.100.25$0.1883.3%440.02274
$355.00Aug 219.3010.90$10.1015.8%330.63215
$345.00Aug 214.605.70$5.1521.4%240.41212
$325.00Aug 210.601.40$1.0080.0%110.10118
$300.00Aug 210.051.65$0.85188.2%100.06261

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. 13 found (best R:R 26.78, avg 6.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$380.00Aug 21$0.18$4.82$0.1826.78$375.18
$360.00$365.00Aug 21$0.72$4.28$0.725.94$360.72
$365.00$370.00Aug 21$0.78$4.22$0.785.41$365.78
$350.00$355.00Aug 21$1.75$3.25$1.751.86$351.75
$355.00$360.00Aug 21$1.80$3.20$1.801.78$356.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Aug 21$0.50$9.50$0.5019.00$319.50
$325.00$320.00Aug 21$0.32$4.68$0.3214.63$324.68
$335.00$325.00Aug 21$1.13$8.87$1.137.85$333.87
$340.00$335.00Aug 21$1.25$3.75$1.253.00$338.75
$345.00$340.00Aug 21$1.77$3.23$1.771.82$343.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 6.41, avg 1.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$335.00Aug 21$8.65$8.65$1.356.41$333.65
$335.00$345.00Aug 21$7.15$7.15$2.852.51$342.15
$345.00$350.00Aug 21$3.20$3.20$1.801.78$348.20
$355.00$360.00Aug 21$1.80$1.80$3.200.56$356.80
$350.00$355.00Aug 21$1.75$1.75$3.250.54$351.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$350.00Aug 21$2.95$2.95$2.051.44$352.05
$350.00$345.00Aug 21$2.00$2.00$3.000.67$348.00
$345.00$340.00Aug 21$1.77$1.77$3.230.55$343.23
$340.00$335.00Aug 21$1.25$1.25$3.750.33$338.75
$335.00$325.00Aug 21$1.13$1.13$8.870.13$333.87

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. 5 found (cheapest 3.82% of stock, avg 5.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Aug 21$6.15$7.15$13.30$336.70$363.303.82%
$345.00Aug 21$9.35$5.15$14.50$330.50$359.504.16%
$355.00Aug 21$4.40$10.10$14.50$340.50$369.504.16%
$335.00Aug 21$16.50$2.13$18.63$316.37$353.635.35%
$325.00Aug 21$25.15$1.00$26.15$298.85$351.157.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.65% of stock, avg 1.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$320.00Aug 21$1.60$0.68$2.28$317.72$377.28
$365.00$320.00Aug 21$1.88$0.68$2.56$317.44$367.56
$375.00$325.00Aug 21$1.60$1.00$2.60$322.40$377.60
$365.00$325.00Aug 21$1.88$1.00$2.88$322.12$367.88
$360.00$320.00Aug 21$2.60$0.68$3.28$316.72$363.28
$360.00$325.00Aug 21$2.60$1.00$3.60$321.40$363.60
$375.00$335.00Aug 21$1.60$2.13$3.73$331.27$378.73
$365.00$335.00Aug 21$1.88$2.13$4.01$330.99$369.01
$360.00$335.00Aug 21$2.60$2.13$4.73$330.27$364.73
$375.00$340.00Aug 21$1.60$3.38$4.98$335.02$379.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 10.76, avg credit $2.90)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
310/320325/335Aug 21$9.15$0.8510.76$310.85$334.15
335/340345/350Aug 21$4.45$0.558.09$335.55$349.45
310/320335/345Aug 21$7.65$2.353.26$312.35$342.65
345/350355/360Aug 21$3.80$1.203.17$346.20$358.80
320/325335/345Aug 21$7.47$2.532.95$317.53$342.47
350/355365/370Aug 21$3.73$1.272.94$351.27$368.73
350/355360/365Aug 21$3.67$1.332.76$351.33$363.67
340/345355/360Aug 21$3.57$1.432.50$341.43$358.57
320/325345/350Aug 21$3.52$1.482.38$321.48$348.52
340/345350/355Aug 21$3.52$1.482.38$341.48$353.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 20.74, cheapest $0.23)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$325.00$335.00$345.00Aug 21$1.50$8.505.67
$355.00$360.00$365.00Aug 21$1.08$3.923.63
$365.00$370.00$375.00Aug 21$1.28$3.722.91
$345.00$350.00$355.00Aug 21$1.45$3.552.45
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 21$0.23$4.7720.74
$335.00$340.00$345.00Aug 21$0.52$4.488.62
$300.00$310.00$320.00Aug 21$1.17$8.837.55
$345.00$350.00$355.00Aug 21$0.95$4.054.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-1.52, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$345.001:2Aug 21-$2.20$7.80
$365.00$370.001:2Aug 21-$0.32$4.68
$355.00$360.001:2Aug 21-$0.80$4.20
$360.00$365.001:2Aug 21-$1.16$3.84
$375.00$380.001:2Aug 21-$1.24$3.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Aug 21-$1.52$8.48
$325.00$320.001:2Aug 21-$0.36$4.64
$340.00$335.001:2Aug 21-$0.88$4.12
$345.00$340.001:2Aug 21-$1.61$3.39
$350.00$345.001:2Aug 21-$3.15$1.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.58%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Aug 21$5.500.470.5%1.58%2.09%1662
$355.00Aug 21$4.100.371.9%1.18%3.12%371.6K
$360.00Aug 21$2.000.263.4%0.57%3.95%3561
$365.00Aug 21$1.600.194.8%0.46%5.28%7385
$370.00Aug 21$0.750.136.2%0.22%6.47%20270
$375.00Aug 21$0.450.147.7%0.13%7.82%43.9K
$380.00Aug 21$0.300.129.1%0.09%9.21%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 434
Total Puts 317
Put/Call Ratio 0.73
Net Difference 117

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,433
Total Puts 3,019
Average Put/Call Ratio 1.03
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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