Tour v492
CB
CHUBB LTD
$352.54 +1.22%
$350.60 (-0.55%)🌙
as of 08/05 06:33 PM
8/5 18:33

Option Volume

Detail
Current (08/05) 549
Calls: 436 (79%)
Puts: 113 (21%)
Prior (08/04) 1,089
Calls: 870 (80%)
Puts: 219 (20%)
Current vs Prior -49.59%
Calls: -49.89% (Calls)
Puts: -48.40% (Puts)
Prior 7-Day Total 6,803
Calls: 4,062 (60%)
Puts: 2,741 (40%)
Prior 7-Day Average 971
Calls: 580 (60%)
Puts: 391 (40%)
Current vs Prior 7-Day Avg -43.51%
Calls: -24.86%
Puts: -71.14%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $797.8K
Calls: $720.5K (90%)
Puts: $77.3K (10%)
Prior (08/04) $1.70M
Calls: $1.59M (94%)
Puts: $108.9K (6%)
Current vs Prior -53.01%
Calls: -54.66%
Puts: -29.00%
Prior 7-Day Total $6.98M
Calls: $4.94M (71%)
Puts: $2.05M (29%)
Prior 7-Day Average $997.4K
Calls: $705.2K (71%)
Puts: $292.1K (29%)
Current vs Prior 7-Day Avg -20.01%
Calls: +2.16%
Puts: -73.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.26
Prior (08/04) 0.25
Current vs Prior +2.96%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -74.43%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 12,575
Calls: 9,742 (77%)
Puts: 2,833 (23%)
Prior (08/04) 10,036
Calls: 6,477 (65%)
Puts: 3,559 (35%)
Current vs Prior +25.30%
Prior 7-Day Total 92,205
Calls: 69,616 (76%)
Puts: 22,589 (24%)
Prior 7-Day Average 13,172
Calls: 9,945 (76%)
Puts: 3,227 (24%)
Current vs Prior 7-Day Avg -4.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.64% | 7.01%
Prior 4.92% | 7.15%
Current vs Prior -5.81% | -2.00%
Prior 7-Day Avg 5.11% | 7.17%
Current vs 7-Day Avg -9.29% | -2.26%
Prior 7-Day Eod 4.92% | 7.15%
Current vs 7-Day Eod -5.81% | -2.00%
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

Strong bullish conviction with 90% of dollar volume in calls ($720.5K) vs puts ($77.3K). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 50% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (436 calls vs 113 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 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 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2127.2029.90$28.559.5%20.9234
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. 8 found (avg delta 0.73, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2127.2029.90$28.559.5%20.9234
$330.00Aug 2122.1024.80$23.4511.5%10.89217
$335.00Aug 2117.4020.10$18.7514.4%30.87--
$340.00Aug 2113.8016.10$14.9515.4%30.79--
$340.00Sep 1817.1019.90$18.5015.1%30.69308
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 217.009.50$8.2530.3%20.56--

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 347, top 169)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 210.052.35$1.20191.7%1690.133.9K
$355.00Aug 215.006.60$5.8027.6%280.441.6K
$350.00Sep 1811.8013.80$12.8015.6%170.54274
$350.00Aug 216.909.30$8.1029.6%120.56665
$380.00Aug 210.002.60$1.30200.0%100.12--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 210.801.70$1.2572.0%100.14147
$320.00Sep 181.103.10$2.1095.2%100.13--
$330.00Sep 182.604.50$3.5553.5%70.21234
$315.00Sep 180.102.00$1.05181.0%50.08--
$325.00Sep 181.853.00$2.4247.5%50.1645

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 10.1%, max 32.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Aug 21Sep 1830.5%23.0%32.6%15--
$375.00Aug 21Sep 1826.1%24.1%8.4%1774.1K
$350.00Aug 21Sep 1822.6%21.0%7.6%29939
$365.00Aug 21Sep 1824.3%23.2%4.8%13633
$340.00Aug 21Sep 1822.0%21.6%2.0%6308
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Aug 21Sep 1828.4%23.4%21.2%645
$335.00Aug 21Sep 1822.7%21.9%3.6%13437

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 82.33, avg 8.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$380.00$390.00Aug 21$0.12$9.88$0.1282.33$380.12
$380.00$385.00Sep 18$0.42$4.58$0.4210.90$380.42
$365.00$375.00Sep 18$2.17$7.83$2.173.61$367.17
$360.00$365.00Aug 21$1.17$3.83$1.173.27$361.17
$365.00$370.00Aug 21$1.28$3.72$1.282.91$366.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$325.00Aug 21$0.42$9.58$0.4222.81$334.58
$325.00$320.00Sep 18$0.32$4.68$0.3214.63$324.68
$335.00$330.00Sep 18$0.60$4.40$0.607.33$334.40
$320.00$315.00Sep 18$1.05$3.95$1.053.76$318.95
$330.00$325.00Sep 18$1.13$3.87$1.133.42$328.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 15.67, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$335.00Aug 21$4.70$4.70$0.3015.67$334.70
$335.00$340.00Aug 21$3.80$3.80$1.203.17$338.80
$340.00$350.00Aug 21$6.85$6.85$3.152.17$346.85
$340.00$350.00Sep 18$5.70$5.70$4.301.33$345.70
$350.00$360.00Sep 18$5.00$5.00$5.001.00$355.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$345.00Aug 21$4.47$4.47$5.530.81$350.53
$340.00$335.00Sep 18$1.40$1.40$3.600.39$338.60
$345.00$335.00Aug 21$2.53$2.53$7.470.34$342.47
$330.00$325.00Sep 18$1.13$1.13$3.870.29$328.87
$320.00$315.00Sep 18$1.05$1.05$3.950.27$318.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.02, cheapest $1.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Aug 21Sep 18$1.2530.5%23.0%
$375.00Aug 21Sep 18$2.6326.1%24.1%
$365.00Aug 21Sep 18$3.4724.3%23.2%
$340.00Aug 21Sep 18$3.5522.0%21.6%
$360.00Aug 21Sep 18$4.1023.6%23.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Aug 21Sep 18$1.5928.4%23.4%
$335.00Aug 21Sep 18$2.9022.7%21.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 3.99% of stock, avg 6.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Aug 21$5.80$8.25$14.05$340.95$369.053.99%
$335.00Aug 21$18.75$1.25$20.00$315.00$355.005.67%
$340.00Sep 18$18.50$5.55$24.05$315.95$364.056.82%
$325.00Aug 21$28.55$0.83$29.38$295.62$354.388.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.58% of stock, avg 1.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$325.00Aug 21$1.20$0.83$2.03$322.97$377.03
$370.00$325.00Aug 21$1.25$0.83$2.08$322.92$372.08
$375.00$335.00Aug 21$1.20$1.25$2.45$332.55$377.45
$370.00$335.00Aug 21$1.25$1.25$2.50$332.50$372.50
$365.00$325.00Aug 21$2.53$0.83$3.36$321.64$368.36
$365.00$335.00Aug 21$2.53$1.25$3.78$331.22$368.78
$385.00$320.00Sep 18$2.13$2.10$4.23$315.77$389.23
$360.00$325.00Aug 21$3.70$0.83$4.53$320.47$364.53
$385.00$325.00Sep 18$2.13$2.42$4.55$320.45$389.55
$380.00$320.00Sep 18$2.55$2.10$4.65$315.35$384.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 43 found (best R:R 2.66, avg credit $3.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
325/335340/350Aug 21$7.27$2.732.66$327.73$347.27
325/330340/350Sep 18$6.83$3.172.15$323.17$346.83
315/320340/350Sep 18$6.75$3.252.08$313.25$346.75
335/340350/360Sep 18$6.40$3.601.78$333.60$356.40
335/340360/365Sep 18$3.20$1.801.78$336.80$363.20
330/335340/350Sep 18$6.30$3.701.70$328.70$346.30
325/330350/360Sep 18$6.13$3.871.58$323.87$356.13
315/320350/360Sep 18$6.05$3.951.53$313.95$356.05
320/325340/350Sep 18$6.02$3.981.51$318.98$346.02
325/330360/365Sep 18$2.93$2.071.42$327.07$362.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$370.00$375.00$380.00Aug 21$0.15$4.8532.33
$350.00$355.00$360.00Aug 21$0.20$4.8024.00
$340.00$350.00$360.00Sep 18$0.70$9.3013.29
$325.00$330.00$335.00Aug 21$0.40$4.6011.50
$375.00$380.00$385.00Sep 18$0.86$4.144.81
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$330.00$335.00$340.00Sep 18$0.80$4.205.25
$320.00$325.00$330.00Sep 18$0.81$4.195.17
$335.00$345.00$355.00Aug 21$1.94$8.064.15
$325.00$335.00$345.00Aug 21$2.11$7.893.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.41, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$390.001:2Aug 21-$1.06$8.94
$340.00$350.001:2Aug 21-$1.25$8.75
$365.00$375.001:2Sep 18-$1.66$8.34
$350.00$360.001:2Sep 18-$2.80$7.20
$370.00$375.001:2Aug 21-$1.15$3.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$325.001:2Aug 21-$0.41$9.59
$320.00$315.001:2Sep 18$0.00$5.00
$330.00$325.001:2Sep 18-$1.29$3.71
$325.00$320.001:2Sep 18-$1.78$3.22
$340.00$335.001:2Sep 18-$2.75$2.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 1.99%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Sep 18$7.000.402.1%1.99%4.10%1448
$365.00Sep 18$5.300.343.5%1.50%5.04%7248
$355.00Aug 21$5.000.440.7%1.42%2.12%281.6K
$375.00Sep 18$2.950.236.4%0.84%7.21%8267
$360.00Aug 21$2.600.332.1%0.74%2.85%3564
$380.00Sep 18$2.200.177.8%0.62%8.41%5--
$365.00Aug 21$1.850.243.5%0.52%4.06%6385
$385.00Sep 18$1.050.159.2%0.30%9.51%5--
$370.00Aug 21$0.950.155.0%0.27%5.22%6276

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 436
Total Puts 113
Put/Call Ratio 0.26
Net Difference 323

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,062
Total Puts 2,741
Average Put/Call Ratio 1.01
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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