Tour v494
CB
CHUBB LTD
$350.31 -1.05%
$350.00 (-0.09%)🌙
as of 08/07 06:19 PM
8/7 18:19

Option Volume

Detail
Current (08/07) 676
Calls: 364 (54%)
Puts: 312 (46%)
Prior (08/06) 696
Calls: 241 (35%)
Puts: 455 (65%)
Current vs Prior -2.87%
Calls: +51.04% (Calls)
Puts: -31.43% (Puts)
Prior 7-Day Total 5,217
Calls: 3,172 (61%)
Puts: 2,045 (39%)
Prior 7-Day Average 745
Calls: 453 (61%)
Puts: 292 (39%)
Current vs Prior 7-Day Avg -9.30%
Calls: -19.67%
Puts: +6.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $401.2K
Calls: $238.2K (59%)
Puts: $163.0K (41%)
Prior (08/06) $815.7K
Calls: $503.1K (62%)
Puts: $312.6K (38%)
Current vs Prior -50.81%
Calls: -52.66%
Puts: -47.84%
Prior 7-Day Total $6.01M
Calls: $4.56M (76%)
Puts: $1.45M (24%)
Prior 7-Day Average $857.9K
Calls: $651.1K (76%)
Puts: $206.8K (24%)
Current vs Prior 7-Day Avg -53.23%
Calls: -63.42%
Puts: -21.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.86
Prior (08/06) 1.89
Current vs Prior -54.60%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -21.72%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/07) 6,969
Calls: 4,295 (62%)
Puts: 2,674 (38%)
Prior (08/06) 13,795
Calls: 11,236 (81%)
Puts: 2,559 (19%)
Current vs Prior -49.48%
Prior 7-Day Total 91,321
Calls: 70,130 (77%)
Puts: 21,191 (23%)
Prior 7-Day Average 13,045
Calls: 10,018 (77%)
Puts: 3,027 (23%)
Current vs Prior 7-Day Avg -46.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.14% | 6.24%4.14% | 6.24%
Prior 4.03% | 6.38%4.03% | 6.38%
Current vs Prior +2.83% | -2.29%+2.83% | -2.29%
Prior 7-Day Avg 4.82% | 7.00%4.82% | 7.00%
Current vs 7-Day Avg -14.08% | -10.83%-14.08% | -10.83%
Prior 7-Day Eod 4.03% | 6.38%4.03% | 6.38%
Current vs 7-Day Eod +2.83% | -2.29%+2.83% | -2.29%
Sentiment BEARISHBEARISH

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

Light premium activity with dollar volume down 51% vs prior. P/C ratio dropping 55% - sentiment shifting bullish. Call-heavy open interest (4,295 calls vs 2,674 puts) suggests bullish positioning. Declining open interest (down 49%) indicates positions being closed.

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 NEUTRAL
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 0.66, highest 0.86)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 2115.4017.80$16.6014.5%10.86144
$345.00Sep 1812.0013.50$12.7511.8%340.5912
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Sep 1814.1016.10$15.1013.2%360.6512
$355.00Aug 216.909.70$8.3033.7%20.62193
$355.00Sep 1811.0012.80$11.9015.1%20.5770

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 410, top 85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 210.000.60$0.30200.0%850.04319
$345.00Sep 1812.0013.50$12.7511.8%340.5912
$375.00Aug 210.001.60$0.80200.0%230.10--
$355.00Aug 212.954.60$3.7843.7%170.381.6K
$350.00Sep 189.0010.90$9.9519.1%80.50288
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 182.255.30$3.7880.7%500.26294
$360.00Sep 1814.1016.10$15.1013.2%360.6512
$330.00Sep 182.254.10$3.1858.2%300.21239
$320.00Aug 210.100.35$0.22113.6%170.03156
$310.00Sep 180.350.90$0.6387.3%130.05419

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 9.3%, max 20.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$375.00Aug 21Sep 1826.4%22.1%19.2%29274
$380.00Aug 21Sep 1824.3%22.8%6.6%86556
$370.00Aug 21Sep 1822.9%21.8%5.1%5--
$360.00Aug 21Sep 1822.0%21.9%0.6%13455
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Aug 21Sep 1825.4%21.1%20.3%19156
$345.00Aug 21Sep 1819.7%18.3%7.8%7204
$340.00Aug 21Sep 1820.4%19.0%7.4%6178
$335.00Aug 21Sep 1821.2%19.7%7.3%60294

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 149.00, avg 10.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$405.00Aug 21$0.63$14.37$0.6322.81$390.63
$365.00$370.00Aug 21$0.40$4.60$0.4011.50$365.40
$375.00$380.00Aug 21$0.50$4.50$0.509.00$375.50
$375.00$380.00Sep 18$0.52$4.48$0.528.62$375.52
$370.00$375.00Sep 18$0.80$4.20$0.805.25$370.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$300.00Aug 21$0.10$14.90$0.10149.00$314.90
$335.00$320.00Aug 21$0.80$14.20$0.8017.75$334.20
$320.00$310.00Sep 18$0.67$9.33$0.6713.93$319.33
$325.00$320.00Sep 18$0.55$4.45$0.558.09$324.45
$335.00$330.00Sep 18$0.60$4.40$0.607.33$334.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 1.79, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$355.00Aug 21$12.82$12.82$7.181.79$347.82
$345.00$350.00Sep 18$2.80$2.80$2.201.27$347.80
$350.00$355.00Sep 18$2.30$2.30$2.700.85$352.30
$355.00$360.00Sep 18$1.75$1.75$3.250.54$356.75
$355.00$360.00Aug 21$1.38$1.38$3.620.38$356.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$355.00Sep 18$3.20$3.20$1.801.78$356.80
$355.00$350.00Aug 21$2.80$2.80$2.201.27$352.20
$355.00$345.00Sep 18$5.20$5.20$4.801.08$349.80
$350.00$345.00Aug 21$2.37$2.37$2.630.90$347.63
$345.00$340.00Sep 18$1.65$1.65$3.350.49$343.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.73, cheapest $1.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Aug 21Sep 18$1.6324.3%22.8%
$375.00Aug 21Sep 18$1.6526.4%22.1%
$370.00Aug 21Sep 18$2.4022.9%21.8%
$360.00Aug 21Sep 18$3.5022.0%21.9%
$355.00Aug 21Sep 18$3.8721.3%21.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Aug 21Sep 18$1.0825.4%21.1%
$335.00Aug 21Sep 18$2.7621.2%19.7%
$340.00Aug 21Sep 18$3.2220.4%19.0%
$345.00Aug 21Sep 18$3.5719.7%18.3%
$355.00Aug 21Sep 18$3.6021.3%21.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 3.45% of stock, avg 5.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Aug 21$3.78$8.30$12.08$342.92$367.083.45%
$335.00Aug 21$16.60$1.02$17.62$317.38$352.625.03%
$345.00Sep 18$12.75$6.70$19.45$325.55$364.455.55%
$355.00Sep 18$7.65$11.90$19.55$335.45$374.555.58%
$360.00Sep 18$5.90$15.10$21.00$339.00$381.005.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.52% of stock, avg 2.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$335.00Aug 21$0.80$1.02$1.82$333.18$376.82
$370.00$335.00Aug 21$0.85$1.02$1.87$333.13$371.87
$365.00$335.00Aug 21$1.25$1.02$2.27$332.73$367.27
$375.00$340.00Aug 21$0.80$1.83$2.63$337.37$377.63
$370.00$340.00Aug 21$0.85$1.83$2.68$337.32$372.68
$365.00$340.00Aug 21$1.25$1.83$3.08$336.92$368.08
$360.00$335.00Aug 21$2.40$1.02$3.42$331.58$363.42
$375.00$345.00Aug 21$0.80$3.13$3.93$341.07$378.93
$370.00$345.00Aug 21$0.85$3.13$3.98$341.02$373.98
$360.00$340.00Aug 21$2.40$1.83$4.23$335.77$364.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 4.75, avg credit $2.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
325/330345/350Sep 18$4.13$0.874.75$325.87$349.13
335/340345/350Sep 18$4.07$0.934.38$335.93$349.07
355/360370/375Sep 18$4.00$1.004.00$356.00$374.00
350/355360/365Aug 21$3.95$1.053.76$351.05$363.95
340/345350/355Sep 18$3.95$1.053.76$341.05$353.95
345/355360/370Sep 18$7.85$2.153.65$347.15$367.85
345/350355/360Aug 21$3.75$1.253.00$346.25$358.75
355/360375/380Sep 18$3.72$1.282.91$356.28$378.72
325/330350/355Sep 18$3.63$1.372.65$326.37$353.63
335/340350/355Sep 18$3.57$1.432.50$336.43$353.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 20.74, cheapest $0.23)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$355.00$360.00$365.00Aug 21$0.23$4.7720.74
$370.00$375.00$380.00Sep 18$0.28$4.7216.86
$365.00$370.00$375.00Aug 21$0.35$4.6513.29
$345.00$350.00$355.00Sep 18$0.50$4.509.00
$350.00$355.00$360.00Sep 18$0.55$4.458.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Sep 18$0.38$4.6212.16
$345.00$350.00$355.00Aug 21$0.43$4.5710.63
$335.00$340.00$345.00Aug 21$0.49$4.519.20
$330.00$335.00$340.00Sep 18$0.67$4.336.46
$320.00$325.00$330.00Sep 18$0.78$4.225.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.60, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$370.001:2Sep 18-$0.60$9.40
$380.00$390.001:2Aug 21-$2.10$7.90
$360.00$365.001:2Aug 21-$0.10$4.90
$365.00$370.001:2Aug 21-$0.45$4.55
$370.00$375.001:2Aug 21-$0.75$4.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$345.001:2Sep 18-$1.50$8.50
$295.00$290.001:2Aug 21-$0.03$4.97
$300.00$295.001:2Aug 21-$0.03$4.97
$320.00$315.001:2Aug 21-$0.04$4.96
$340.00$335.001:2Aug 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. 9 found (best yield 1.74%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Sep 18$6.100.421.3%1.74%3.08%7189
$360.00Sep 18$5.400.352.8%1.54%4.31%7455
$355.00Aug 21$2.950.381.3%0.84%2.18%171.6K
$370.00Sep 18$2.600.235.6%0.74%6.36%2--
$375.00Sep 18$2.000.187.0%0.57%7.62%6274
$360.00Aug 21$1.600.272.8%0.46%3.22%6--
$380.00Sep 18$1.350.148.5%0.39%8.86%1237
$365.00Aug 21$0.900.174.2%0.26%4.45%1--
$370.00Aug 21$0.350.115.6%0.10%5.72%3--

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 364
Total Puts 312
Put/Call Ratio 0.86
Net Difference 52

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,172
Total Puts 2,045
Average Put/Call Ratio 1.09
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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