Tour v505
CB
CHUBB LTD
$343.33 -1.08%
$344.01 (+0.20%)🌙
as of 08/12 06:22 PM
8/12 18:22

Option Volume

Detail
Current (08/12) 518
Calls: 281 (54%)
Puts: 237 (46%)
Prior (08/11) 490
Calls: 177 (36%)
Puts: 313 (64%)
Current vs Prior +5.71%
Calls: +58.76% (Calls)
Puts: -24.28% (Puts)
Prior 7-Day Total 5,235
Calls: 3,038 (58%)
Puts: 2,197 (42%)
Prior 7-Day Average 747
Calls: 434 (58%)
Puts: 313 (42%)
Current vs Prior 7-Day Avg -30.74%
Calls: -35.25%
Puts: -24.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $495.9K
Calls: $371.7K (75%)
Puts: $124.3K (25%)
Prior (08/11) $760.2K
Calls: $525.0K (69%)
Puts: $235.2K (31%)
Current vs Prior -34.76%
Calls: -29.20%
Puts: -47.16%
Prior 7-Day Total $6.74M
Calls: $5.13M (76%)
Puts: $1.61M (24%)
Prior 7-Day Average $963.4K
Calls: $733.0K (76%)
Puts: $230.4K (24%)
Current vs Prior 7-Day Avg -48.52%
Calls: -49.29%
Puts: -46.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.84
Prior (08/11) 1.77
Current vs Prior -52.31%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -11.38%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/12) 8,617
Calls: 5,495 (64%)
Puts: 3,122 (36%)
Prior (08/11) 9,784
Calls: 7,707 (79%)
Puts: 2,077 (21%)
Current vs Prior -11.93%
Prior 7-Day Total 82,934
Calls: 62,216 (75%)
Puts: 20,718 (25%)
Prior 7-Day Average 11,847
Calls: 8,888 (75%)
Puts: 2,959 (25%)
Current vs Prior 7-Day Avg -27.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 3.38% | 5.67%3.38% | 5.67%
Prior 3.50% | 6.01%3.50% | 6.01%
Current vs Prior -3.49% | -5.70%-3.49% | -5.70%
Prior 7-Day Avg 4.21% | 6.54%4.21% | 6.54%
Current vs 7-Day Avg -19.66% | -13.37%-19.66% | -13.37%
Prior 7-Day Eod 3.50% | 6.01%3.50% | 6.01%
Current vs 7-Day Eod -3.49% | -5.70%-3.49% | -5.70%
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 75% call dollar volume ($371.7K). P/C ratio dropping 52% - sentiment shifting bullish. Call-heavy open interest (5,495 calls vs 3,122 puts) suggests bullish positioning.

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 1 of results (avg 7.0%, best 7.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2142.4045.50$43.957.1%61.0027
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. 9 found (avg delta 0.72, highest 1.00)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2142.4045.50$43.957.1%61.0027
$330.00Aug 2113.6016.30$14.9518.1%10.85214
$335.00Aug 218.6012.00$10.3033.0%10.78143
$340.00Aug 215.407.50$6.4532.6%60.62369
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 2110.4013.80$12.1028.1%20.80193
$350.00Aug 216.909.80$8.3534.7%30.68--
$355.00Sep 1814.0016.30$15.1515.2%20.6872
$345.00Aug 214.106.20$5.1540.8%100.54203
$345.00Sep 187.509.90$8.7027.6%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 172, top 44)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 185.206.80$6.0026.7%440.40289
$350.00Aug 211.304.20$2.75105.5%110.32674
$360.00Aug 210.350.80$0.5778.9%80.10561
$300.00Aug 2142.4045.50$43.957.1%61.0027
$340.00Aug 215.407.50$6.4532.6%60.62369
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 181.102.70$1.9084.2%110.15267
$340.00Aug 211.954.60$3.2880.8%100.38162
$345.00Aug 214.106.20$5.1540.8%100.54203
$330.00Sep 183.003.80$3.4023.5%90.25267
$300.00Aug 210.000.05$0.03166.7%50.00--

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 16.9%, max 30.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 21Sep 1824.8%20.3%21.7%55963
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Aug 21Sep 1825.8%19.8%30.3%10267
$355.00Aug 21Sep 1824.8%21.3%16.5%4265
$335.00Aug 21Sep 1821.3%19.2%10.9%9344
$345.00Aug 21Sep 1822.0%20.9%5.3%11203

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 3.17, avg 8.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$360.00Sep 18$2.40$7.60$2.4040%3.17$352.40
$345.00$350.00Aug 21$1.30$3.70$1.3046%2.85$346.30
$340.00$345.00Aug 21$2.40$2.60$2.4062%1.08$342.40
$365.00$370.00Sep 18$0.50$4.50$0.5019%9.00$365.50
$360.00$365.00Aug 21$0.32$4.68$0.3210%14.63$360.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$330.00Aug 21$0.32$4.68$0.3222%14.62$334.68
$345.00$340.00Aug 21$1.87$3.13$1.8754%1.67$343.13
$330.00$325.00Sep 18$0.82$4.18$0.8225%5.10$329.18
$320.00$315.00Sep 18$0.42$4.58$0.4215%10.90$319.58
$330.00$320.00Aug 21$0.60$9.40$0.6015%15.67$329.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.58, avg 0.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$355.00$360.00Aug 21$0.93$0.93$4.0780%0.23$355.93
$360.00$365.00Sep 18$1.25$1.25$3.7574%0.33$361.25
$350.00$355.00Aug 21$1.25$1.25$3.7568%0.33$351.25
$360.00$365.00Aug 21$0.32$0.32$4.6890%0.07$360.32
$365.00$370.00Sep 18$0.50$0.50$4.5081%0.11$365.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$335.00Aug 21$1.83$1.83$3.1762%0.58$338.17
$315.00$300.00Aug 21$0.30$0.30$14.7096%0.02$314.70
$320.00$315.00Aug 21$0.20$0.20$4.8093%0.04$319.80
$335.00$330.00Sep 18$1.35$1.35$3.6567%0.37$333.65
$325.00$320.00Sep 18$0.68$0.68$4.3280%0.16$324.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $3.40, cheapest $3.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Aug 21Sep 18$3.2524.8%20.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 21Sep 18$3.5522.0%20.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 2.68% of stock, avg 3.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Aug 21$4.05$5.15$9.20$335.80$354.202.68%
$340.00Aug 21$6.45$3.28$9.73$330.27$349.732.83%
$350.00Aug 21$2.75$8.35$11.10$338.90$361.103.23%
$335.00Aug 21$10.30$1.45$11.75$323.25$346.753.42%
$355.00Aug 21$1.50$12.10$13.60$341.40$368.603.96%
$330.00Aug 21$14.95$1.13$16.08$313.92$346.084.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.32% of stock, avg 1.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$320.00Aug 21$0.57$0.53$1.10$318.90$361.10
$375.00$320.00Aug 21$1.13$0.53$1.66$318.34$376.66
$360.00$330.00Aug 21$0.57$1.13$1.70$328.30$361.70
$360.00$335.00Aug 21$0.57$1.45$2.02$332.98$362.02
$355.00$320.00Aug 21$1.50$0.53$2.03$317.97$357.03
$375.00$330.00Aug 21$1.13$1.13$2.26$327.74$377.26
$355.00$330.00Aug 21$1.50$1.13$2.63$327.37$357.63
$375.00$335.00Aug 21$1.13$1.45$2.58$332.42$377.58
$355.00$335.00Aug 21$1.50$1.45$2.95$332.05$357.95
$370.00$315.00Sep 18$1.85$1.48$3.33$311.67$373.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.29, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320355/360Aug 21$1.13$3.8773%0.29$318.87$356.13
315/320360/365Aug 21$0.52$4.4883%0.12$319.48$360.52
320/325360/365Sep 18$1.93$3.0754%0.63$323.07$361.93
330/335360/365Sep 18$2.60$2.4041%1.08$332.40$362.60
315/320360/365Sep 18$1.67$3.3359%0.50$318.33$361.67
325/330360/365Sep 18$2.07$2.9349%0.71$327.93$362.07
315/320350/355Aug 21$1.45$3.5561%0.41$318.55$351.45
320/325365/370Sep 18$1.18$3.8261%0.31$323.82$366.18
330/335365/370Sep 18$1.85$3.1548%0.59$333.15$366.85
315/320365/370Sep 18$0.92$4.0866%0.23$319.08$365.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 14.63, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$355.00$360.00Aug 21$0.32$4.6822%14.63
$330.00$335.00$340.00Aug 21$0.80$4.2022%5.25
$355.00$360.00$365.00Aug 21$0.61$4.3916%7.20
$340.00$345.00$350.00Aug 21$1.10$3.9030%3.55
$335.00$340.00$345.00Aug 21$1.45$3.5532%2.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Aug 21$0.55$4.4526%8.09
$320.00$325.00$330.00Sep 18$0.14$4.8610%34.71
$315.00$320.00$325.00Sep 18$0.26$4.748%18.23
$325.00$330.00$335.00Sep 18$0.53$4.4714%8.43
$335.00$345.00$355.00Sep 18$2.50$7.5034%3.00

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 $-2.25, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Sep 18-$1.20$8.80
$335.00$340.001:2Aug 21-$2.60$2.40
$340.00$345.001:2Aug 21-$1.65$3.35
$350.00$355.001:2Aug 21-$0.25$4.75
$345.00$350.001:2Aug 21-$1.45$3.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$345.001:2Sep 18-$2.25$7.75
$345.00$335.001:2Sep 18-$0.80$9.20
$350.00$345.001:2Aug 21-$1.95$3.05
$345.00$340.001:2Aug 21-$1.41$3.59
$320.00$315.001:2Aug 21-$0.13$4.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.51%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$5.200.401.9%1.51%3.46%44289
$360.00Sep 18$2.700.264.9%0.79%5.64%1--
$365.00Sep 18$1.750.196.3%0.51%6.82%5251
$370.00Sep 18$0.950.157.8%0.28%8.04%2288
$350.00Aug 21$1.300.321.9%0.38%2.32%11674
$345.00Aug 21$2.500.460.5%0.73%1.21%1--
$360.00Aug 21$0.350.104.9%0.10%4.96%8561

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 281
Total Puts 237
Put/Call Ratio 0.84
Net Difference 44

Prior's Put/Call Breakdown

Total Calls 177
Total Puts 313
Put/Call Ratio 1.77
Net Difference -136

Prior 7-Day Put/Call Summary

Total Calls 3,038
Total Puts 2,197
Average Put/Call Ratio 0.95
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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