Tour v490
CB
CHUBB LTD
$348.30 +0.02%
$348.00 (-0.09%)🌙
as of 08/04 06:30 PM
8/4 18:30

Option Volume

Detail
Current (08/04) 1,089
Calls: 870 (80%)
Puts: 219 (20%)
Prior (08/03) 751
Calls: 434 (58%)
Puts: 317 (42%)
Current vs Prior +45.01%
Calls: +100.46% (Calls)
Puts: -30.91% (Puts)
Prior 7-Day Total 6,496
Calls: 3,665 (56%)
Puts: 2,831 (44%)
Prior 7-Day Average 928
Calls: 523 (56%)
Puts: 404 (44%)
Current vs Prior 7-Day Avg +17.35%
Calls: +66.17%
Puts: -45.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $1.70M
Calls: $1.59M (94%)
Puts: $108.9K (6%)
Prior (08/03) $677.3K
Calls: $456.7K (67%)
Puts: $220.6K (33%)
Current vs Prior +150.68%
Calls: +247.92%
Puts: -50.64%
Prior 7-Day Total $6.15M
Calls: $4.04M (66%)
Puts: $2.11M (34%)
Prior 7-Day Average $879.0K
Calls: $577.7K (66%)
Puts: $301.3K (34%)
Current vs Prior 7-Day Avg +93.17%
Calls: +175.06%
Puts: -63.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.25
Prior (08/03) 0.73
Current vs Prior -65.54%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg -76.50%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 10,036
Calls: 6,477 (65%)
Puts: 3,559 (35%)
Prior (08/03) 16,223
Calls: 12,638 (78%)
Puts: 3,585 (22%)
Current vs Prior -38.14%
Prior 7-Day Total 94,912
Calls: 73,092 (77%)
Puts: 21,820 (23%)
Prior 7-Day Average 13,558
Calls: 10,441 (77%)
Puts: 3,117 (23%)
Current vs Prior 7-Day Avg -25.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.92% | 7.15%
Prior 4.74% | 6.99%
Current vs Prior +3.92% | +2.24%
Prior 7-Day Avg 5.21% | 7.24%
Current vs 7-Day Avg -5.56% | -1.19%
Prior 7-Day Eod 4.74% | 6.99%
Current vs 7-Day Eod +3.92% | +2.24%
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

Strong bullish conviction with 94% of dollar volume in calls ($1.59M) vs puts ($108.9K). Massive premium surge with dollar volume up 151% vs prior. Dollar volume significantly above 7-day average (93% higher). Extreme bullish P/C ratio of 0.25 - heavy call buying (870 calls vs 219 puts).

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 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 6.5%, best 5.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2147.7050.60$49.155.9%50.95--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1810.8011.60$11.207.1%10.51324

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. 10 found (avg delta 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2147.7050.60$49.155.9%50.95--
$330.00Aug 2119.1021.70$20.4012.7%20.88217
$330.00Sep 1822.5025.00$23.7510.5%10.76--
$335.00Sep 1818.8021.30$20.0512.5%20.70--
$340.00Aug 2111.2013.70$12.4520.1%10.69--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 216.808.40$7.6021.1%10.51--
$350.00Sep 1810.8011.60$11.207.1%10.51324

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 586, top 333)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 1815.3017.30$16.3012.3%3330.64479
$360.00Aug 212.554.20$3.3848.8%160.29561
$350.00Sep 1810.5012.20$11.3515.0%160.49279
$375.00Aug 210.002.00$1.00200.0%130.11--
$345.00Aug 218.6010.50$9.5519.9%110.60--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 181.853.10$2.4850.4%420.15224
$330.00Sep 183.605.00$4.3032.6%210.24213
$335.00Aug 211.752.35$2.0529.3%200.20147
$320.00Aug 210.201.50$0.85152.9%120.08168
$340.00Aug 212.805.20$4.0060.0%100.31--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 14.5%, max 20.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Aug 21Sep 1827.9%23.1%20.6%7556
$350.00Aug 21Sep 1825.8%21.4%20.5%23941
$340.00Aug 21Sep 1826.1%22.1%18.0%334479
$365.00Aug 21Sep 1825.4%22.8%11.2%6247
$345.00Aug 21Sep 1823.8%21.7%9.8%199
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 21Sep 1825.8%21.4%20.5%2324
$320.00Aug 21Sep 1829.7%24.7%20.1%54392
$340.00Aug 21Sep 1826.1%22.1%18.0%15136
$310.00Aug 21Sep 1827.8%23.8%16.8%3314

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 26.78, avg 4.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$365.00$370.00Aug 21$0.38$4.62$0.3812.16$365.38
$370.00$375.00Sep 18$0.45$4.55$0.4510.11$370.45
$370.00$375.00Aug 21$0.90$4.10$0.904.56$370.90
$360.00$365.00Aug 21$1.10$3.90$1.103.55$361.10
$365.00$370.00Sep 18$1.10$3.90$1.103.55$366.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$325.00Aug 21$0.18$4.82$0.1826.78$329.82
$320.00$310.00Aug 21$0.67$9.33$0.6713.93$319.33
$315.00$310.00Sep 18$0.40$4.60$0.4011.50$314.60
$330.00$320.00Sep 18$1.82$8.18$1.824.49$328.18
$335.00$330.00Aug 21$0.92$4.08$0.924.43$334.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 23.00, avg 1.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$330.00Aug 21$28.75$28.75$1.2523.00$328.75
$330.00$340.00Aug 21$7.95$7.95$2.053.88$337.95
$335.00$340.00Sep 18$3.75$3.75$1.253.00$338.75
$330.00$335.00Sep 18$3.70$3.70$1.302.85$333.70
$340.00$345.00Aug 21$2.90$2.90$2.101.38$342.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$345.00Aug 21$2.35$2.35$2.650.89$347.65
$350.00$340.00Sep 18$4.30$4.30$5.700.75$345.70
$340.00$335.00Aug 21$1.95$1.95$3.050.64$338.05
$340.00$330.00Sep 18$2.60$2.60$7.400.35$337.40
$345.00$340.00Aug 21$1.25$1.25$3.750.33$343.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $2.99, cheapest $0.82)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Aug 21Sep 18$2.0027.9%23.1%
$375.00Aug 21Sep 18$2.4526.3%24.6%
$365.00Aug 21Sep 18$2.7225.4%22.8%
$360.00Aug 21Sep 18$3.1725.0%22.9%
$330.00Aug 21Sep 18$3.3523.3%23.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Aug 21Sep 18$0.8227.8%23.8%
$320.00Aug 21Sep 18$1.6329.7%24.7%
$340.00Aug 21Sep 18$2.9026.1%22.1%
$330.00Aug 21Sep 18$3.1723.3%23.7%
$350.00Aug 21Sep 18$3.6025.8%21.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 4.25% of stock, avg 5.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Aug 21$9.55$5.25$14.80$330.20$359.804.25%
$350.00Aug 21$7.30$7.60$14.90$335.10$364.904.28%
$340.00Aug 21$12.45$4.00$16.45$323.55$356.454.72%
$330.00Aug 21$20.40$1.13$21.53$308.47$351.536.18%
$350.00Sep 18$11.35$11.20$22.55$327.45$372.556.47%
$340.00Sep 18$16.30$6.90$23.20$316.80$363.206.66%
$330.00Sep 18$23.75$4.30$28.05$301.95$358.058.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.82% of stock, avg 2.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$325.00Aug 21$1.90$0.95$2.85$322.15$372.85
$370.00$330.00Aug 21$1.90$1.13$3.03$326.97$373.03
$365.00$325.00Aug 21$2.28$0.95$3.23$321.77$368.23
$365.00$330.00Aug 21$2.28$1.13$3.41$326.59$368.41
$370.00$335.00Aug 21$1.90$2.05$3.95$331.05$373.95
$360.00$325.00Aug 21$3.38$0.95$4.33$320.67$364.33
$365.00$335.00Aug 21$2.28$2.05$4.33$330.67$369.33
$360.00$330.00Aug 21$3.38$1.13$4.51$325.49$364.51
$370.00$310.00Sep 18$3.90$1.00$4.90$305.10$374.90
$370.00$315.00Sep 18$3.90$1.40$5.30$309.70$375.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 73 found (best R:R 28.41, avg credit $3.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
315/320335/340Sep 18$4.83$0.1728.41$315.17$339.83
315/320330/335Sep 18$4.78$0.2221.73$315.22$334.78
335/340350/355Aug 21$4.40$0.607.33$335.60$354.40
310/320330/340Aug 21$8.62$1.386.25$311.38$338.62
335/340345/350Aug 21$4.20$0.805.25$335.80$349.20
310/315335/340Sep 18$4.15$0.854.88$310.85$339.15
310/315330/335Sep 18$4.10$0.904.56$310.90$334.10
330/335340/345Aug 21$3.82$1.183.24$331.18$343.82
345/350355/360Aug 21$3.82$1.183.24$346.18$358.82
340/345350/355Aug 21$3.70$1.302.85$341.30$353.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Sep 18$0.20$4.8024.00
$340.00$345.00$350.00Sep 18$0.25$4.7519.00
$355.00$360.00$365.00Aug 21$0.37$4.6312.51
$360.00$365.00$370.00Sep 18$0.45$4.5510.11
$340.00$345.00$350.00Aug 21$0.65$4.356.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 21$0.08$4.9261.50
$320.00$330.00$340.00Sep 18$0.78$9.2211.82
$310.00$315.00$320.00Sep 18$0.68$4.326.35
$325.00$330.00$335.00Aug 21$0.74$4.265.76
$330.00$340.00$350.00Sep 18$1.70$8.304.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.66, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Aug 21-$4.50$5.50
$370.00$375.001:2Aug 21-$0.10$4.90
$360.00$365.001:2Aug 21-$1.18$3.82
$375.00$380.001:2Aug 21-$1.46$3.54
$365.00$370.001:2Aug 21-$1.52$3.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Sep 18-$0.66$9.34
$340.00$330.001:2Sep 18-$1.70$8.30
$350.00$340.001:2Sep 18-$2.60$7.40
$340.00$335.001:2Aug 21-$0.10$4.90
$335.00$330.001:2Aug 21-$0.21$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 3.01%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$10.500.490.5%3.01%3.50%16279
$355.00Sep 18$7.900.431.9%2.27%4.19%4--
$350.00Aug 21$6.100.490.5%1.75%2.24%7662
$360.00Sep 18$6.100.363.4%1.75%5.11%1447
$365.00Sep 18$4.600.304.8%1.32%6.12%4247
$355.00Aug 21$4.000.391.9%1.15%3.07%111.6K
$370.00Sep 18$3.400.246.2%0.98%7.21%5280
$375.00Sep 18$2.600.217.7%0.75%8.41%5--
$360.00Aug 21$2.550.293.4%0.73%4.09%16561
$365.00Aug 21$1.800.224.8%0.52%5.31%2--

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 870
Total Puts 219
Put/Call Ratio 0.25
Net Difference 651

Prior's Put/Call Breakdown

Total Calls 434
Total Puts 317
Put/Call Ratio 0.73
Net Difference 117

Prior 7-Day Put/Call Summary

Total Calls 3,665
Total Puts 2,831
Average Put/Call Ratio 1.07
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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