Tour v500
CB
CHUBB LTD
$348.30 -0.57%
$345.49 (-0.81%)🌙
as of 08/10 06:22 PM
8/10 18:22

Option Volume

Detail
Current (08/10) 984
Calls: 516 (52%)
Puts: 468 (48%)
Prior (08/07) 676
Calls: 364 (54%)
Puts: 312 (46%)
Current vs Prior +45.56%
Calls: +41.76% (Calls)
Puts: +50.00% (Puts)
Prior 7-Day Total 5,049
Calls: 2,937 (58%)
Puts: 2,112 (42%)
Prior 7-Day Average 721
Calls: 419 (58%)
Puts: 301 (42%)
Current vs Prior 7-Day Avg +36.42%
Calls: +22.98%
Puts: +55.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $1.59M
Calls: $1.10M (69%)
Puts: $495.4K (31%)
Prior (08/07) $401.2K
Calls: $238.2K (59%)
Puts: $163.0K (41%)
Current vs Prior +297.21%
Calls: +361.14%
Puts: +203.83%
Prior 7-Day Total $5.66M
Calls: $4.17M (74%)
Puts: $1.48M (26%)
Prior 7-Day Average $808.1K
Calls: $596.4K (74%)
Puts: $211.7K (26%)
Current vs Prior 7-Day Avg +97.23%
Calls: +84.16%
Puts: +134.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.91
Prior (08/07) 0.86
Current vs Prior +5.81%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg -21.73%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/10) 13,552
Calls: 10,121 (75%)
Puts: 3,431 (25%)
Prior (08/07) 6,969
Calls: 4,295 (62%)
Puts: 2,674 (38%)
Current vs Prior +94.46%
Prior 7-Day Total 85,303
Calls: 62,783 (74%)
Puts: 22,520 (26%)
Prior 7-Day Average 12,186
Calls: 8,969 (74%)
Puts: 3,217 (26%)
Current vs Prior 7-Day Avg +11.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 3.47% | 6.00%3.47% | 6.00%
Prior 4.14% | 6.24%4.14% | 6.24%
Current vs Prior -16.07% | -3.80%-16.07% | -3.79%
Prior 7-Day Avg 4.67% | 6.84%4.67% | 6.84%
Current vs 7-Day Avg -25.65% | -12.30%-25.65% | -12.30%
Prior 7-Day Eod 4.14% | 6.24%4.14% | 6.24%
Current vs 7-Day Eod -16.07% | -3.80%-16.07% | -3.79%
Sentiment BULLISHBULLISH

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 69% call dollar volume ($1.10M). Massive premium surge with dollar volume up 297% vs prior. Dollar volume significantly above 7-day average (97% higher). Call-heavy open interest (10,121 calls vs 3,431 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 5.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2146.5049.30$47.905.8%21.00--
$305.00Aug 2141.6044.70$43.157.2%140.94--
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 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2146.5049.30$47.905.8%21.00--
$305.00Aug 2141.6044.70$43.157.2%140.94--
$325.00Aug 2122.1024.60$23.3510.7%20.9034
$340.00Sep 1812.6016.00$14.3023.8%20.65--
$345.00Aug 214.707.40$6.0544.6%10.59296
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 217.9010.70$9.3030.1%20.71193
$350.00Aug 214.707.40$6.0544.6%10.59141
$350.00Sep 189.1011.00$10.0518.9%40.53324

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 408, top 84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 210.002.15$1.08199.1%840.10294
$375.00Aug 210.000.20$0.10200.0%460.023.8K
$355.00Aug 211.103.50$2.30104.3%310.281.6K
$305.00Aug 2141.6044.70$43.157.2%140.94--
$365.00Aug 210.050.75$0.40175.0%70.07387
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 210.002.20$1.10200.0%500.0748
$300.00Aug 210.000.25$0.13192.3%340.01261
$340.00Sep 184.906.40$5.6526.5%260.36178
$335.00Aug 210.051.90$0.98188.8%180.15147
$320.00Sep 181.101.90$1.5053.3%150.12254

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 14.9%, max 40.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 21Sep 1822.7%20.9%8.3%61.0K
$355.00Aug 21Sep 1822.1%21.7%2.2%361.8K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Aug 21Sep 1830.9%21.9%40.7%20399
$340.00Aug 21Sep 1823.5%19.7%19.0%31178
$345.00Aug 21Sep 1820.1%19.2%4.4%3381

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 40.67, avg 8.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$375.00Aug 21$0.12$4.88$0.1240.67$370.12
$365.00$370.00Aug 21$0.18$4.82$0.1826.78$365.18
$360.00$365.00Aug 21$0.90$4.10$0.904.56$360.90
$360.00$370.00Sep 18$1.85$8.15$1.854.41$361.85
$355.00$360.00Aug 21$1.00$4.00$1.004.00$356.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$320.00Aug 21$0.48$14.52$0.4830.25$334.52
$320.00$310.00Aug 21$0.40$9.60$0.4024.00$319.60
$320.00$315.00Sep 18$0.32$4.68$0.3214.62$319.68
$325.00$320.00Sep 18$0.33$4.67$0.3314.15$324.67
$330.00$325.00Sep 18$0.80$4.20$0.805.25$329.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 99.00, avg 5.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$305.00$325.00Aug 21$19.80$19.80$0.2099.00$324.80
$300.00$305.00Aug 21$4.75$4.75$0.2519.00$304.75
$325.00$345.00Aug 21$17.30$17.30$2.706.41$342.30
$340.00$350.00Sep 18$5.55$5.55$4.451.25$345.55
$345.00$350.00Aug 21$2.60$2.60$2.401.08$347.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$350.00Aug 21$3.25$3.25$1.751.86$351.75
$350.00$345.00Sep 18$2.50$2.50$2.501.00$347.50
$350.00$345.00Aug 21$2.20$2.20$2.800.79$347.80
$345.00$340.00Sep 18$1.90$1.90$3.100.61$343.10
$340.00$335.00Aug 21$1.77$1.77$3.230.55$338.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.36, cheapest $1.00)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Aug 21Sep 18$2.5321.4%22.2%
$360.00Aug 21Sep 18$3.3022.7%20.9%
$355.00Aug 21Sep 18$4.2522.1%21.7%
$350.00Aug 21Sep 18$5.3019.8%22.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Aug 21Sep 18$1.0030.9%21.9%
$340.00Aug 21Sep 18$2.9023.5%19.7%
$335.00Aug 21Sep 18$3.2720.2%20.5%
$345.00Aug 21Sep 18$3.7020.1%19.2%
$350.00Aug 21Sep 18$4.0019.8%22.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 2.73% of stock, avg 6.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Aug 21$3.45$6.05$9.50$340.50$359.502.73%
$345.00Aug 21$6.05$3.85$9.90$335.10$354.902.84%
$355.00Aug 21$2.30$9.30$11.60$343.40$366.603.33%
$350.00Sep 18$8.75$10.05$18.80$331.20$368.805.40%
$340.00Sep 18$14.30$5.65$19.95$320.05$359.955.73%
$305.00Aug 21$43.15$1.10$44.25$260.75$349.2512.70%
$300.00Aug 21$47.90$0.13$48.03$251.97$348.0313.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.26% of stock, avg 1.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$320.00Aug 21$0.40$0.50$0.90$319.10$365.90
$365.00$335.00Aug 21$0.40$0.98$1.38$333.62$366.38
$365.00$305.00Aug 21$0.40$1.10$1.50$303.50$366.50
$380.00$320.00Aug 21$1.08$0.50$1.58$318.42$381.58
$360.00$320.00Aug 21$1.30$0.50$1.80$318.20$361.80
$380.00$335.00Aug 21$1.08$0.98$2.06$332.94$382.06
$380.00$305.00Aug 21$1.08$1.10$2.18$302.82$382.18
$360.00$335.00Aug 21$1.30$0.98$2.28$332.72$362.28
$360.00$305.00Aug 21$1.30$1.10$2.40$302.60$362.40
$355.00$320.00Aug 21$2.30$0.50$2.80$317.20$357.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 62 found (best R:R 10.56, avg credit $3.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/305325/345Aug 21$18.27$1.7310.56$286.73$343.27
345/350355/360Sep 18$4.45$0.558.09$345.55$359.45
310/320325/345Aug 21$17.70$2.307.70$302.30$342.70
335/340345/350Aug 21$4.37$0.636.94$335.63$349.37
350/355360/365Aug 21$4.15$0.854.88$350.85$364.15
340/345350/355Sep 18$4.10$0.904.56$340.90$354.10
340/345355/360Sep 18$3.85$1.153.35$341.15$358.85
330/335350/355Sep 18$3.82$1.183.24$331.18$353.82
335/340350/355Sep 18$3.60$1.402.57$336.40$353.60
330/335340/350Sep 18$7.17$2.832.53$327.83$347.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$365.00$370.00$375.00Aug 21$0.06$4.9482.33
$355.00$360.00$365.00Aug 21$0.10$4.9049.00
$350.00$355.00$360.00Aug 21$0.15$4.8532.33
$350.00$355.00$360.00Sep 18$0.25$4.7519.00
$305.00$325.00$345.00Aug 21$2.50$17.507.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Sep 18$0.47$4.539.64
$335.00$340.00$345.00Sep 18$0.50$4.509.00
$340.00$345.00$350.00Sep 18$0.60$4.407.33
$325.00$330.00$335.00Sep 18$0.82$4.185.10
$345.00$350.00$355.00Aug 21$1.05$3.953.76

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 $-3.55, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$325.001:2Aug 21-$3.55$16.45
$360.00$370.001:2Sep 18-$0.90$9.10
$340.00$350.001:2Sep 18-$3.20$6.80
$365.00$370.001:2Aug 21-$0.04$4.96
$355.00$360.001:2Aug 21-$0.30$4.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$320.001:2Aug 21-$0.02$14.98
$320.00$315.001:2Sep 18-$0.86$4.14
$300.00$295.001:2Aug 21-$1.01$3.99
$335.00$330.001:2Sep 18-$1.01$3.99
$330.00$325.001:2Sep 18-$1.03$3.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.35%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$8.200.470.5%2.35%2.84%7290
$355.00Sep 18$5.400.391.9%1.55%3.47%5192
$360.00Sep 18$3.900.313.4%1.12%4.48%1460
$350.00Aug 21$2.000.410.5%0.57%1.06%3674
$370.00Sep 18$1.800.206.2%0.52%6.75%5--
$355.00Aug 21$1.100.281.9%0.32%2.24%311.6K
$360.00Aug 21$0.550.183.4%0.16%3.52%5559

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 516
Total Puts 468
Put/Call Ratio 0.91
Net Difference 48

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,937
Total Puts 2,112
Average Put/Call Ratio 1.16
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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