Tour v492
CB
CHUBB LTD
$354.03 +0.42%
$352.00 (-0.57%)🌙
as of 08/06 06:26 PM
8/6 18:26

Option Volume

Detail
Current (08/06) 696
Calls: 241 (35%)
Puts: 455 (65%)
Prior (08/05) 549
Calls: 436 (79%)
Puts: 113 (21%)
Current vs Prior +26.78%
Calls: -44.72% (Calls)
Puts: +302.65% (Puts)
Prior 7-Day Total 5,656
Calls: 3,646 (64%)
Puts: 2,010 (36%)
Prior 7-Day Average 808
Calls: 520 (64%)
Puts: 287 (36%)
Current vs Prior 7-Day Avg -13.86%
Calls: -53.73%
Puts: +58.46%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $815.7K
Calls: $503.1K (62%)
Puts: $312.6K (38%)
Prior (08/05) $797.8K
Calls: $720.5K (90%)
Puts: $77.3K (10%)
Current vs Prior +2.25%
Calls: -30.17%
Puts: +304.34%
Prior 7-Day Total $6.27M
Calls: $4.92M (78%)
Puts: $1.35M (22%)
Prior 7-Day Average $895.9K
Calls: $703.3K (78%)
Puts: $192.7K (22%)
Current vs Prior 7-Day Avg -8.95%
Calls: -28.46%
Puts: +62.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 1.89
Prior (08/05) 0.26
Current vs Prior +628.45%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg +107.69%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 13,795
Calls: 11,236 (81%)
Puts: 2,559 (19%)
Prior (08/05) 12,575
Calls: 9,742 (77%)
Puts: 2,833 (23%)
Current vs Prior +9.70%
Prior 7-Day Total 90,138
Calls: 68,773 (76%)
Puts: 21,365 (24%)
Prior 7-Day Average 12,876
Calls: 9,824 (76%)
Puts: 3,052 (24%)
Current vs Prior 7-Day Avg +7.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.03% | 6.38%
Prior 4.64% | 7.01%
Current vs Prior -13.21% | -8.89%
Prior 7-Day Avg 4.99% | 7.13%
Current vs 7-Day Avg -19.33% | -10.52%
Prior 7-Day Eod 4.64% | 7.01%
Current vs 7-Day Eod -13.21% | -8.89%
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 62% call dollar volume ($503.1K). Extreme bearish P/C ratio of 1.89 - heavy put buying. P/C ratio rising 628% - increased hedging/bearish positioning. Call-heavy open interest (11,236 calls vs 2,559 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 4 of results (avg 6.4%, best 4.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2152.7055.10$53.904.5%50.9429
$310.00Aug 2142.7045.50$44.106.3%21.0016
$325.00Sep 1830.5032.50$31.506.3%20.86--
$320.00Aug 2132.8035.70$34.258.5%60.9448
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 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2142.7045.50$44.106.3%21.0016
$300.00Aug 2152.7055.10$53.904.5%50.9429
$320.00Aug 2132.8035.70$34.258.5%60.9448
$335.00Aug 2118.4021.20$19.8014.1%20.87144
$325.00Sep 1830.5032.50$31.506.3%20.86--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 261, top 40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 210.301.80$1.05142.9%340.11319
$355.00Aug 215.006.00$5.5018.2%250.481.6K
$380.00Sep 182.002.80$2.4033.3%240.17248
$375.00Aug 210.002.85$1.43199.3%170.153.8K
$360.00Sep 187.708.80$8.2513.3%100.42448
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 183.905.10$4.5026.7%400.28140
$320.00Aug 210.200.70$0.45111.1%210.05168
$325.00Aug 210.200.70$0.45111.1%140.05124
$340.00Aug 210.601.55$1.0888.0%120.15151
$335.00Sep 182.703.80$3.2533.8%90.22293

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 15.7%, max 34.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Aug 21Sep 1828.1%22.2%26.6%58567
$375.00Aug 21Sep 1826.7%22.3%20.0%193.8K
$345.00Aug 21Sep 1821.2%19.5%8.7%414
$370.00Aug 21Sep 1822.3%22.3%0.0%4557
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Aug 21Sep 1830.6%22.7%34.8%27416
$350.00Aug 21Sep 1820.2%19.5%4.0%2143

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 24.00, avg 5.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$385.00$390.00Sep 18$0.20$4.80$0.2024.00$385.20
$375.00$380.00Aug 21$0.38$4.62$0.3812.16$375.38
$380.00$385.00Sep 18$0.57$4.43$0.577.77$380.57
$365.00$370.00Aug 21$0.90$4.10$0.904.56$365.90
$375.00$380.00Sep 18$0.90$4.10$0.904.56$375.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$325.00Aug 21$0.63$14.37$0.6322.81$339.37
$335.00$320.00Sep 18$1.92$13.08$1.926.81$333.08
$340.00$335.00Sep 18$1.25$3.75$1.253.00$338.75
$350.00$345.00Aug 21$1.45$3.55$1.452.45$348.55
$345.00$340.00Aug 21$1.47$3.53$1.472.40$343.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 65.67, avg 6.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$320.00Aug 21$9.85$9.85$0.1565.67$319.85
$300.00$310.00Aug 21$9.80$9.80$0.2049.00$309.80
$320.00$335.00Aug 21$14.45$14.45$0.5526.27$334.45
$335.00$345.00Aug 21$8.15$8.15$1.854.41$343.15
$325.00$345.00Sep 18$15.85$15.85$4.153.82$340.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$340.00Sep 18$3.60$3.60$6.400.56$346.40
$345.00$340.00Aug 21$1.47$1.47$3.530.42$343.53
$350.00$345.00Aug 21$1.45$1.45$3.550.41$348.55
$340.00$335.00Sep 18$1.25$1.25$3.750.33$338.75
$335.00$320.00Sep 18$1.92$1.92$13.080.15$333.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.02, cheapest $0.88)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Aug 21Sep 18$1.3528.1%22.2%
$375.00Aug 21Sep 18$1.8726.7%22.3%
$370.00Aug 21Sep 18$3.0522.3%22.3%
$355.00Aug 21Sep 18$3.9521.1%21.8%
$345.00Aug 21Sep 18$4.0021.2%19.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Aug 21Sep 18$0.8830.6%22.7%
$340.00Aug 21Sep 18$3.4219.3%20.1%
$350.00Aug 21Sep 18$4.1020.2%19.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 3.45% of stock, avg 5.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Aug 21$8.20$4.00$12.20$337.80$362.203.45%
$345.00Aug 21$11.65$2.55$14.20$330.80$359.204.01%
$320.00Aug 21$34.25$0.45$34.70$285.30$354.709.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.52% of stock, avg 2.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$325.00Aug 21$1.40$0.45$1.85$323.15$371.85
$375.00$325.00Aug 21$1.43$0.45$1.88$323.12$376.88
$370.00$340.00Aug 21$1.40$1.08$2.48$337.52$372.48
$375.00$340.00Aug 21$1.43$1.08$2.51$337.49$377.51
$365.00$325.00Aug 21$2.30$0.45$2.75$322.25$367.75
$365.00$340.00Aug 21$2.30$1.08$3.38$336.62$368.38
$380.00$320.00Sep 18$2.40$1.33$3.73$316.27$383.73
$370.00$345.00Aug 21$1.40$2.55$3.95$341.05$373.95
$375.00$345.00Aug 21$1.43$2.55$3.98$341.02$378.98
$360.00$325.00Aug 21$3.70$0.45$4.15$320.85$364.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 5.02, avg credit $3.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/345350/355Aug 21$4.17$0.835.02$340.83$354.17
335/340345/355Sep 18$7.45$2.552.92$332.55$352.45
340/350360/370Sep 18$7.40$2.602.85$342.60$367.40
340/345355/360Aug 21$3.27$1.731.89$341.73$358.27
345/350355/360Aug 21$3.25$1.751.86$346.75$358.25
340/345360/365Aug 21$2.87$2.131.35$342.13$362.87
345/350360/365Aug 21$2.85$2.151.33$347.15$362.85
320/335345/355Sep 18$8.12$6.881.18$326.88$353.12
335/340360/370Sep 18$5.05$4.951.02$334.95$365.05
335/340355/360Sep 18$2.45$2.550.96$337.55$357.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$370.00$375.00$380.00Sep 18$0.25$4.7519.00
$375.00$380.00$385.00Sep 18$0.33$4.6714.15
$380.00$385.00$390.00Sep 18$0.37$4.6312.51
$355.00$360.00$365.00Aug 21$0.40$4.6011.50
$360.00$365.00$370.00Aug 21$0.50$4.509.00
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. 23 found (best net $-5.35, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$335.001:2Aug 21-$5.35$9.65
$360.00$370.001:2Sep 18-$0.65$9.35
$345.00$355.001:2Sep 18-$3.25$6.75
$335.00$345.001:2Aug 21-$3.50$6.50
$365.00$370.001:2Aug 21-$0.50$4.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Sep 18-$0.90$9.10
$325.00$320.001:2Aug 21-$0.45$4.55
$350.00$345.001:2Aug 21-$1.10$3.90
$340.00$335.001:2Sep 18-$2.00$3.00
$340.00$325.001:2Aug 21$0.18$14.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.34%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Sep 18$8.300.480.3%2.34%2.62%2--
$360.00Sep 18$7.700.421.7%2.17%3.86%10448
$355.00Aug 21$5.000.480.3%1.41%1.69%251.6K
$370.00Sep 18$4.000.284.5%1.13%5.64%1284
$360.00Aug 21$3.000.361.7%0.85%2.53%2563
$375.00Sep 18$2.900.225.9%0.82%6.74%2--
$380.00Sep 18$2.000.177.3%0.56%7.90%24248
$365.00Aug 21$1.750.253.1%0.49%3.59%6386
$385.00Sep 18$1.450.148.8%0.41%9.16%5--
$370.00Aug 21$0.900.174.5%0.25%4.77%3273

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 241
Total Puts 455
Put/Call Ratio 1.89
Net Difference -214

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,646
Total Puts 2,010
Average Put/Call Ratio 0.91
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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