Tour v504
CB
CHUBB LTD
$347.07 -0.35%
$348.00 (+0.27%)🌙
as of 08/11 06:24 PM
8/11 18:25

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

📈 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 6.6%, best 6.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1847.5050.60$49.056.3%10.92--
$300.00Aug 2146.2049.50$47.856.9%10.97--
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. 6 found (avg delta 0.78, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2146.2049.50$47.856.9%10.97--
$300.00Sep 1847.5050.60$49.056.3%10.92--
$330.00Aug 2117.2020.00$18.6015.1%20.85--
$340.00Aug 219.1011.30$10.2021.6%10.71369
$345.00Sep 189.6011.70$10.6519.7%20.5440
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 217.8010.70$9.2531.4%10.71193

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 121, top 27)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 210.904.20$2.55129.4%270.30--
$375.00Aug 210.001.95$0.98199.0%260.103.8K
$400.00Sep 180.000.85$0.43197.7%60.045
$360.00Sep 183.005.40$4.2057.1%50.30460
$365.00Sep 182.903.90$3.4029.4%40.24--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 181.102.30$1.7070.6%70.13--
$330.00Sep 182.203.40$2.8042.9%50.21--
$340.00Sep 184.805.90$5.3520.6%50.36199
$325.00Aug 210.201.20$0.70142.9%40.09120
$345.00Aug 212.005.30$3.6590.4%20.41--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 6.8%, max 8.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 21Sep 1823.8%22.0%8.2%29189
$360.00Aug 21Sep 1821.8%20.7%5.3%81.0K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 5.25, avg 6.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$365.00Sep 18$0.80$4.20$0.8030%5.25$360.80
$350.00$355.00Aug 21$1.20$3.80$1.2043%3.17$351.20
$345.00$350.00Sep 18$2.15$2.85$2.1554%1.33$347.15
$360.00$365.00Aug 21$0.32$4.68$0.3217%14.62$360.32
$370.00$375.00Aug 21$0.27$4.73$0.2713%17.52$370.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$320.00Sep 18$1.10$8.90$1.1021%8.09$328.90
$355.00$345.00Aug 21$5.60$4.40$5.6071%0.79$349.40
$335.00$330.00Sep 18$1.00$4.00$1.0028%4.00$334.00
$340.00$335.00Sep 18$1.55$3.45$1.5536%2.23$338.45
$320.00$310.00Sep 18$0.85$9.15$0.8513%10.76$319.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.72, avg 0.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$355.00$360.00Sep 18$2.10$2.10$2.9062%0.72$357.10
$355.00$360.00Aug 21$1.45$1.45$3.5570%0.41$356.45
$365.00$370.00Sep 18$1.10$1.10$3.9076%0.28$366.10
$350.00$355.00Sep 18$2.20$2.20$2.8054%0.79$352.20
$390.00$400.00Sep 18$0.37$0.37$9.6393%0.04$390.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$325.00Aug 21$2.95$2.95$17.0559%0.17$342.05
$320.00$310.00Sep 18$0.85$0.85$9.1587%0.09$319.15
$340.00$335.00Sep 18$1.55$1.55$3.4564%0.45$338.45
$335.00$330.00Sep 18$1.00$1.00$4.0072%0.25$334.00
$330.00$320.00Sep 18$1.10$1.10$8.9079%0.12$328.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $4.25, cheapest $3.75)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$355.00Aug 21Sep 18$3.7523.8%22.0%
$350.00Aug 21Sep 18$4.7521.3%22.5%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 3.40% of stock, avg 3.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Aug 21$2.55$9.25$11.80$343.20$366.803.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 0.43% of stock, avg 1.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$325.00Aug 21$0.78$0.70$1.48$323.52$366.48
$360.00$325.00Aug 21$1.10$0.70$1.80$323.20$361.80
$370.00$325.00Aug 21$1.25$0.70$1.95$323.05$371.95
$370.00$310.00Sep 18$2.30$0.85$3.15$306.85$373.15
$355.00$325.00Aug 21$2.55$0.70$3.25$321.75$358.25
$370.00$320.00Sep 18$2.30$1.70$4.00$316.00$374.00
$365.00$310.00Sep 18$3.40$0.85$4.25$305.75$369.25
$370.00$330.00Sep 18$2.30$2.80$5.10$324.90$375.10
$365.00$320.00Sep 18$3.40$1.70$5.10$314.90$370.10
$360.00$345.00Aug 21$1.10$3.65$4.75$340.25$364.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.72, avg credit $1.93)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
330/335365/370Sep 18$2.10$2.9048%0.72$332.90$367.10
310/320390/400Sep 18$1.22$8.7880%0.14$318.78$391.22
330/335360/365Sep 18$1.80$3.2042%0.56$333.20$361.80
320/330390/400Sep 18$1.47$8.5372%0.17$328.53$391.47
310/320365/370Sep 18$1.95$8.0563%0.24$318.05$366.95
330/335390/400Sep 18$1.37$8.6365%0.16$333.63$391.37
320/330365/370Sep 18$2.20$7.8054%0.28$327.80$367.20
310/320360/365Sep 18$1.65$8.3557%0.20$318.35$361.65
320/330360/365Sep 18$1.90$8.1049%0.23$328.10$361.90
310/320370/390Sep 18$2.35$17.6569%0.13$317.65$372.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 4.13, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Aug 21$1.95$8.0542%4.13
$350.00$355.00$360.00Sep 18$0.10$4.9016%49.00
$355.00$360.00$365.00Aug 21$1.13$3.8718%3.42
$360.00$365.00$370.00Aug 21$0.79$4.214%5.33
$355.00$360.00$365.00Sep 18$1.30$3.7014%2.85
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Sep 18$0.25$9.7514%39.00
$330.00$335.00$340.00Sep 18$0.55$4.4515%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-1.80, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Aug 21-$1.80$8.20
$390.00$400.001:2Sep 18-$0.06$9.94
$350.00$355.001:2Aug 21-$1.35$3.65
$360.00$365.001:2Aug 21-$0.46$4.54
$370.00$375.001:2Aug 21-$0.71$4.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Sep 18-$0.60$9.40
$320.00$310.001:2Sep 18$0.00$10.00
$335.00$330.001:2Sep 18-$1.80$3.20
$340.00$335.001:2Sep 18-$2.25$2.75
$355.00$345.001:2Aug 21$1.95$8.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.22%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$7.700.460.8%2.22%3.06%3291
$355.00Sep 18$5.800.382.3%1.67%3.96%2189
$365.00Sep 18$2.900.245.2%0.84%6.00%4--
$360.00Sep 18$3.000.303.7%0.86%4.59%5460
$370.00Sep 18$1.900.186.6%0.55%7.15%2--
$350.00Aug 21$3.100.430.8%0.89%1.74%2--
$355.00Aug 21$0.900.302.3%0.26%2.54%27--
$390.00Sep 18$0.150.0712.4%0.04%12.41%2--
$360.00Aug 21$0.700.173.7%0.20%3.93%3558
$365.00Aug 21$0.100.125.2%0.03%5.19%2384

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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Chart Title

Price — Past 7 Days

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