Tour v509
CB
CHUBB LTD
$344.50 +0.34%
8/13 18:18

Option Volume

Detail
Current (08/13) 907
Calls: 425 (47%)
Puts: 482 (53%)
Prior (08/12) 518
Calls: 281 (54%)
Puts: 237 (46%)
Current vs Prior +75.10%
Calls: +51.25% (Calls)
Puts: +103.38% (Puts)
Prior 7-Day Total 5,002
Calls: 2,885 (58%)
Puts: 2,117 (42%)
Prior 7-Day Average 714
Calls: 412 (58%)
Puts: 302 (42%)
Current vs Prior 7-Day Avg +26.93%
Calls: +3.12%
Puts: +59.38%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/13) $1.19M
Calls: $1.09M (92%)
Puts: $97.3K (8%)
Prior (08/12) $495.9K
Calls: $371.7K (75%)
Puts: $124.3K (25%)
Current vs Prior +138.94%
Calls: +192.67%
Puts: -21.71%
Prior 7-Day Total $6.56M
Calls: $5.05M (77%)
Puts: $1.52M (23%)
Prior 7-Day Average $937.5K
Calls: $720.8K (77%)
Puts: $216.7K (23%)
Current vs Prior 7-Day Avg +26.40%
Calls: +50.90%
Puts: -55.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/13) 1.13
Prior (08/12) 0.84
Current vs Prior +34.47%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg +17.18%
Sentiment BEARISH

Open Interest

Detail
Current (08/13) 11,180
Calls: 8,286 (74%)
Puts: 2,894 (26%)
Prior (08/12) 8,617
Calls: 5,495 (64%)
Puts: 3,122 (36%)
Current vs Prior +29.74%
Prior 7-Day Total 75,328
Calls: 55,073 (73%)
Puts: 20,255 (27%)
Prior 7-Day Average 10,761
Calls: 7,867 (73%)
Puts: 2,893 (27%)
Current vs Prior 7-Day Avg +3.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 3.40% | 5.88%3.40% | 5.88%
Prior 3.38% | 5.67%3.38% | 5.67%
Current vs Prior +0.78% | +3.76%+0.78% | +3.76%
Prior 7-Day Avg 4.01% | 6.35%4.01% | 6.35%
Current vs 7-Day Avg -15.12% | -7.43%-15.12% | -7.43%
Prior 7-Day Eod 3.38% | 5.67%3.38% | 5.67%
Current vs 7-Day Eod +0.78% | +3.76%+0.78% | +3.76%
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

Strong bullish conviction with 92% of dollar volume in calls ($1.09M) vs puts ($97.3K). Massive premium surge with dollar volume up 139% vs prior. Above-average activity with volume up 75% vs prior. Slightly bearish P/C ratio of 1.13.

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 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 7.3%, best 7.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2134.2036.80$35.507.3%60.98--
$310.00Sep 1835.4038.10$36.757.3%60.93--
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 0.72, highest 0.98)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2134.2036.80$35.507.3%60.98--
$310.00Sep 1835.4038.10$36.757.3%60.93--
$340.00Aug 216.208.50$7.3531.3%10.66--
$340.00Sep 1810.8012.40$11.6013.8%180.59306
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 215.908.10$7.0031.4%10.66--
$345.00Sep 187.809.50$8.6519.7%100.51179

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 626, top 369)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 186.007.50$6.7522.2%1060.41307
$355.00Aug 210.002.50$1.25200.0%220.201.6K
$340.00Sep 1810.8012.40$11.6013.8%180.59306
$375.00Aug 210.002.25$1.13199.1%100.113.8K
$355.00Sep 183.406.10$4.7556.8%70.33190
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Sep 180.901.25$1.0832.4%3690.0948
$335.00Aug 210.103.20$1.65187.9%110.22155
$340.00Aug 211.304.20$2.75105.5%100.34163
$345.00Sep 187.809.50$8.6519.7%100.51179
$325.00Sep 181.852.60$2.2333.6%90.1855

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 20.5%, max 36.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 21Sep 1823.4%18.9%23.3%19306
$350.00Aug 21Sep 1824.2%21.8%10.8%109307
$355.00Aug 21Sep 1823.1%21.2%9.0%291.8K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Aug 21Sep 1825.4%18.7%36.1%18504
$340.00Aug 21Sep 1823.4%18.9%23.3%11368

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 1.35, avg 4.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Aug 21$1.55$3.45$1.5549%2.23$346.55
$340.00$350.00Sep 18$4.85$5.15$4.8559%1.06$344.85
$355.00$360.00Sep 18$1.37$3.63$1.3733%2.65$356.37
$340.00$345.00Aug 21$3.10$1.90$3.1066%0.61$343.10
$350.00$355.00Sep 18$2.00$3.00$2.0041%1.50$352.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Aug 21$4.25$5.75$4.2566%1.35$345.75
$335.00$330.00Sep 18$1.12$3.88$1.1232%3.46$333.88
$340.00$335.00Aug 21$1.10$3.90$1.1034%3.55$338.90
$325.00$320.00Sep 18$0.60$4.40$0.6018%7.33$324.40
$330.00$320.00Aug 21$0.42$9.58$0.4212%22.81$329.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.42, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$365.00Sep 18$1.48$1.48$3.5274%0.42$361.48
$355.00$360.00Aug 21$0.85$0.85$4.1580%0.20$355.85
$350.00$355.00Aug 21$1.45$1.45$3.5566%0.41$351.45
$350.00$355.00Sep 18$2.00$2.00$3.0059%0.67$352.00
$355.00$360.00Sep 18$1.37$1.37$3.6367%0.38$356.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$335.00Sep 18$2.05$2.05$2.9559%0.69$337.95
$335.00$330.00Aug 21$0.90$0.90$4.1078%0.22$334.10
$320.00$315.00Sep 18$0.55$0.55$4.4586%0.12$319.45
$330.00$325.00Sep 18$0.90$0.90$4.1076%0.22$329.10
$330.00$320.00Aug 21$0.42$0.42$9.5888%0.04$329.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $3.95, cheapest $3.55)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 21Sep 18$4.2523.4%18.9%
$350.00Aug 21Sep 18$4.0524.2%21.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 21Sep 18$3.5523.4%18.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 2.82% of stock, avg 3.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Aug 21$2.70$7.00$9.70$340.30$359.702.82%
$340.00Aug 21$7.35$2.75$10.10$329.90$350.102.93%
$340.00Sep 18$11.60$6.30$17.90$322.10$357.905.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 0.45% of stock, avg 1.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$330.00Aug 21$0.80$0.75$1.55$328.45$366.55
$370.00$330.00Aug 21$1.20$0.75$1.95$328.05$371.95
$355.00$330.00Aug 21$1.25$0.75$2.00$328.00$357.00
$365.00$335.00Aug 21$0.80$1.65$2.45$332.55$367.45
$355.00$335.00Aug 21$1.25$1.65$2.90$332.10$357.90
$370.00$335.00Aug 21$1.20$1.65$2.85$332.15$372.85
$365.00$320.00Sep 18$1.90$1.63$3.53$316.47$368.53
$365.00$325.00Sep 18$1.90$2.23$4.13$320.87$369.13
$350.00$330.00Aug 21$2.70$0.75$3.45$326.55$353.45
$365.00$340.00Aug 21$0.80$2.75$3.55$336.45$368.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 0.68, avg credit $2.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320360/365Sep 18$2.03$2.9761%0.68$317.97$362.03
320/325360/365Sep 18$2.08$2.9256%0.71$322.92$362.08
325/330360/365Sep 18$2.38$2.6250%0.91$327.62$362.38
330/335360/365Sep 18$2.60$2.4043%1.08$332.40$362.60
330/335355/360Aug 21$1.75$3.2558%0.54$333.25$356.75
315/320355/360Sep 18$1.92$3.0854%0.62$318.08$356.92
330/335350/355Aug 21$2.35$2.6544%0.89$332.65$352.35
320/325355/360Sep 18$1.97$3.0349%0.65$323.03$356.97
325/330355/360Sep 18$2.27$2.7343%0.83$327.73$357.27
330/335355/360Sep 18$2.49$2.5136%0.99$332.51$357.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Aug 21$0.10$4.9030%49.00
$350.00$355.00$360.00Aug 21$0.60$4.4026%7.33
$350.00$355.00$360.00Sep 18$0.63$4.3716%6.94
$340.00$345.00$350.00Aug 21$1.55$3.4532%2.23
$355.00$360.00$365.00Aug 21$1.25$3.759%3.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Aug 21$0.20$4.8022%24.00
$335.00$340.00$345.00Sep 18$0.30$4.7019%15.67
$315.00$320.00$325.00Sep 18$0.05$4.959%99.00
$325.00$330.00$335.00Sep 18$0.22$4.7814%21.73
$320.00$325.00$330.00Sep 18$0.30$4.7011%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-1.90, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Sep 18-$1.90$8.10
$340.00$345.001:2Aug 21-$1.15$3.85
$345.00$350.001:2Aug 21-$1.15$3.85
$360.00$365.001:2Sep 18-$0.42$4.58
$370.00$375.001:2Aug 21-$1.06$3.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Aug 21-$0.55$4.45
$320.00$315.001:2Sep 18-$0.53$4.47
$320.00$315.001:2Aug 21-$0.27$4.73
$325.00$320.001:2Sep 18-$1.03$3.97
$330.00$325.001:2Sep 18-$1.33$3.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.74%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$6.000.411.6%1.74%3.34%106307
$355.00Sep 18$3.400.333.0%0.99%4.03%7190
$360.00Sep 18$2.050.264.5%0.60%5.09%1455
$365.00Sep 18$1.100.176.0%0.32%6.27%2--
$345.00Aug 21$3.500.490.1%1.02%1.16%6296
$350.00Aug 21$1.200.341.6%0.35%1.94%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 425
Total Puts 482
Put/Call Ratio 1.13
Net Difference -57

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,885
Total Puts 2,117
Average Put/Call Ratio 0.97
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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