Tour
v504
CB
CHUBB LTD
$347.07
-0.35%
$348.00 (+0.27%)
as of 08/11 06:24 PM
Option Volume
Detail
Current (08/11)
490
Calls:
177
(36%)
Puts:
313
(64%)
Prior (08/10)
984
Calls:
516
(52%)
Puts:
468
(48%)
Current vs Prior
-50.20%
Calls:
-65.70%
(Calls)
Puts:
-33.12%
(Puts)
Prior 7-Day Total
5,275
Calls:
2,978
(56%)
Puts:
2,297
(44%)
Prior 7-Day Average
753
Calls:
425
(56%)
Puts:
328
(44%)
Current vs Prior 7-Day Avg
-34.98%
Calls:
-58.39%
Puts:
-4.61%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/11)
$760.2K
Calls:
$525.0K
(69%)
Puts:
$235.2K
(31%)
Prior (08/10)
$1.59M
Calls:
$1.10M
(69%)
Puts:
$495.4K
(31%)
Current vs Prior
-52.30%
Calls:
-52.20%
Puts:
-52.52%
Prior 7-Day Total
$6.54M
Calls:
$4.77M
(73%)
Puts:
$1.77M
(27%)
Prior 7-Day Average
$934.0K
Calls:
$681.5K
(73%)
Puts:
$252.5K
(27%)
Current vs Prior 7-Day Avg
-18.61%
Calls:
-22.97%
Puts:
-6.84%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (08/11)
1.77
Prior (08/10)
0.91
Current vs Prior
+94.97%
Prior 7-Day Average
1.20
Current vs Prior 7-Day Avg
+46.96%
Sentiment
BEARISH
Open Interest
Detail
Current (08/11)
9,784
Calls:
7,707
(79%)
Puts:
2,077
(21%)
Prior (08/10)
13,552
Calls:
10,121
(75%)
Puts:
3,431
(25%)
Current vs Prior
-27.80%
Prior 7-Day Total
85,018
Calls:
62,284
(73%)
Puts:
22,734
(27%)
Prior 7-Day Average
12,145
Calls:
8,897
(73%)
Puts:
3,247
(27%)
Current vs Prior 7-Day Avg
-19.44%
Sentiment
BEARISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
3.50% | 6.01%3.50% | 6.01%
Prior
3.47% | 6.00%3.47% | 6.00%
Current vs Prior
+0.77% | +0.11%+0.77% | +0.11%
Prior 7-Day Avg
4.41% | 6.69%4.41% | 6.69%
Current vs 7-Day Avg
-20.70% | -10.14%-20.70% | -10.14%
Prior 7-Day Eod
3.47% | 6.00%3.47% | 6.00%
Current vs 7-Day Eod
+0.77% | +0.11%+0.77% | +0.11%
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
Moderately bullish flow with 69% call dollar volume ($525.0K). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 50% vs prior. Extreme bearish P/C ratio of 1.77 - heavy put buying.
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
NEUTRAL
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
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
177
Total Puts
313
Put/Call Ratio
1.77
Net Difference
-136
Prior's Put/Call Breakdown
Total Calls
516
Total Puts
468
Put/Call Ratio
0.91
Net Difference
48
Prior 7-Day Put/Call Summary
Total Calls
2,978
Total Puts
2,297
Average Put/Call Ratio
1.20
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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