Tour v509
CB
CHUBB LTD
$343.64 -0.25%
$344.20 (+0.16%)🌙
as of 08/14 06:17 PM
8/14 18:17

Option Volume

Detail
Current (08/14) 634
Calls: 427 (67%)
Puts: 207 (33%)
Prior (08/13) 907
Calls: 425 (47%)
Puts: 482 (53%)
Current vs Prior -30.10%
Calls: +0.47% (Calls)
Puts: -57.05% (Puts)
Prior 7-Day Total 4,820
Calls: 2,440 (51%)
Puts: 2,380 (49%)
Prior 7-Day Average 688
Calls: 348 (51%)
Puts: 340 (49%)
Current vs Prior 7-Day Avg -7.93%
Calls: +22.50%
Puts: -39.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $661.0K
Calls: $589.8K (89%)
Puts: $71.2K (11%)
Prior (08/13) $1.19M
Calls: $1.09M (92%)
Puts: $97.3K (8%)
Current vs Prior -44.22%
Calls: -45.78%
Puts: -26.82%
Prior 7-Day Total $6.05M
Calls: $4.54M (75%)
Puts: $1.51M (25%)
Prior 7-Day Average $864.2K
Calls: $649.2K (75%)
Puts: $215.0K (25%)
Current vs Prior 7-Day Avg -23.51%
Calls: -9.15%
Puts: -66.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 0.48
Prior (08/13) 1.13
Current vs Prior -57.26%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -55.68%
Sentiment BULLISH

Open Interest

Detail
Current (08/14) 11,118
Calls: 7,575 (68%)
Puts: 3,543 (32%)
Prior (08/13) 11,180
Calls: 8,286 (74%)
Puts: 2,894 (26%)
Current vs Prior -0.55%
Prior 7-Day Total 76,472
Calls: 56,882 (74%)
Puts: 19,590 (26%)
Prior 7-Day Average 10,924
Calls: 8,126 (74%)
Puts: 2,798 (26%)
Current vs Prior 7-Day Avg +1.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 2.97% | 5.50%2.97% | 5.50%
Prior 3.40% | 5.88%3.40% | 5.88%
Current vs Prior -12.83% | -6.43%-12.83% | -6.43%
Prior 7-Day Avg 3.79% | 6.17%3.79% | 6.17%
Current vs 7-Day Avg -21.77% | -10.84%-21.77% | -10.84%
Prior 7-Day Eod 3.40% | 5.88%3.40% | 5.88%
Current vs 7-Day Eod -12.83% | -6.43%-12.83% | -6.43%
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

Strong bullish conviction with 89% of dollar volume in calls ($589.8K) vs puts ($71.2K). Extreme bullish P/C ratio of 0.48 - heavy call buying (427 calls vs 207 puts). P/C ratio dropping 57% - sentiment shifting bullish. Call-heavy open interest (7,575 calls vs 3,543 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 BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 -- of results (avg --%, best --%)

No options available for this category

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 0.69, highest 0.95)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 2122.9025.90$24.4012.3%10.95--
$320.00Sep 1824.7027.80$26.2511.8%10.86623
$340.00Aug 215.007.40$6.2038.7%170.66369
$340.00Sep 189.3012.30$10.8027.8%20.59307
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 213.005.00$4.0050.0%110.56200
$345.00Sep 187.109.10$8.1024.7%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 376, top 136)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 212.303.20$2.7532.7%1360.44297
$350.00Aug 210.701.70$1.2083.3%410.24665
$355.00Sep 183.305.10$4.2042.9%220.32190
$340.00Aug 215.007.40$6.2038.7%170.66369
$345.00Sep 187.009.50$8.2530.3%160.4940
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Sep 181.702.50$2.1038.1%220.1758
$320.00Sep 181.102.55$1.8379.2%170.14274
$335.00Aug 210.101.35$0.73171.2%150.16166
$315.00Sep 180.551.15$0.8570.6%150.08358
$345.00Aug 213.005.00$4.0050.0%110.56200

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 1.9%, max 2.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Aug 21Sep 1818.2%17.8%2.4%152337
$340.00Aug 21Sep 1818.4%18.2%1.3%19676
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Aug 21Sep 1818.2%17.8%2.4%12200
$340.00Aug 21Sep 1818.4%18.2%1.3%11206

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 34.71, avg 13.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Aug 21$0.45$4.55$0.4524%10.11$350.45
$340.00$345.00Sep 18$2.55$2.45$2.5559%0.96$342.55
$350.00$355.00Sep 18$1.70$3.30$1.7040%1.94$351.70
$355.00$360.00Sep 18$1.32$3.68$1.3232%2.79$356.32
$345.00$350.00Aug 21$1.55$3.45$1.5544%2.23$346.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$325.00Aug 21$0.28$9.72$0.2816%34.71$334.72
$325.00$320.00Sep 18$0.27$4.73$0.2718%17.52$324.73
$330.00$325.00Sep 18$0.50$4.50$0.5022%9.00$329.50
$325.00$315.00Aug 21$0.10$9.90$0.107%99.00$324.90
$340.00$335.00Sep 18$1.40$3.60$1.4041%2.57$338.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.59, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$365.00Sep 18$1.25$1.25$3.7576%0.33$361.25
$345.00$350.00Sep 18$2.35$2.35$2.6551%0.89$347.35
$355.00$360.00Aug 21$0.47$0.47$4.5386%0.10$355.47
$345.00$350.00Aug 21$1.55$1.55$3.4556%0.45$346.55
$355.00$360.00Sep 18$1.32$1.32$3.6868%0.36$356.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Sep 18$1.85$1.85$3.1568%0.59$333.15
$320.00$315.00Sep 18$0.98$0.98$4.0286%0.24$319.02
$315.00$300.00Aug 21$0.32$0.32$14.6895%0.02$314.68
$340.00$335.00Aug 21$1.25$1.25$3.7566%0.33$338.75
$340.00$335.00Sep 18$1.40$1.40$3.6059%0.39$338.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.52, cheapest $4.10)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 21Sep 18$5.5018.2%17.8%
$340.00Aug 21Sep 18$4.6018.4%18.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 21Sep 18$4.1018.2%17.8%
$340.00Aug 21Sep 18$3.8718.4%18.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 1.96% of stock, avg 4.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Aug 21$2.75$4.00$6.75$338.25$351.751.96%
$340.00Aug 21$6.20$1.98$8.18$331.82$348.182.38%
$345.00Sep 18$8.25$8.10$16.35$328.65$361.354.76%
$340.00Sep 18$10.80$5.85$16.65$323.35$356.654.85%
$320.00Sep 18$26.25$1.83$28.08$291.92$348.088.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.35% of stock, avg 1.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$325.00Aug 21$0.75$0.45$1.20$323.80$386.20
$365.00$325.00Aug 21$0.80$0.45$1.25$323.75$366.25
$355.00$325.00Aug 21$0.75$0.45$1.20$323.80$356.20
$355.00$335.00Aug 21$0.75$0.73$1.48$333.52$356.48
$385.00$335.00Aug 21$0.75$0.73$1.48$333.52$386.48
$365.00$335.00Aug 21$0.80$0.73$1.53$333.47$366.53
$350.00$325.00Aug 21$1.20$0.45$1.65$323.35$351.65
$350.00$335.00Aug 21$1.20$0.73$1.93$333.07$351.93
$355.00$340.00Aug 21$0.75$1.98$2.73$337.27$357.73
$365.00$320.00Sep 18$1.63$1.83$3.46$316.54$368.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 0.81, avg credit $1.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320360/365Sep 18$2.23$2.7762%0.81$317.77$362.23
330/335360/365Sep 18$3.10$1.9044%1.63$331.90$363.10
315/320355/360Sep 18$2.30$2.7054%0.85$317.70$357.30
330/335355/360Sep 18$3.17$1.8336%1.73$331.83$358.17
320/325360/365Sep 18$1.52$3.4859%0.44$323.48$361.52
325/330360/365Sep 18$1.75$3.2554%0.54$328.25$361.75
335/340355/360Aug 21$1.72$3.2852%0.52$338.28$356.72
320/325355/360Sep 18$1.59$3.4151%0.47$323.41$356.59
325/330355/360Sep 18$1.82$3.1846%0.57$328.18$356.82
335/340350/355Aug 21$1.70$3.3043%0.52$338.30$351.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 5.49, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$360.00$365.00Sep 18$0.07$4.9316%70.43
$340.00$345.00$350.00Sep 18$0.20$4.8019%24.00
$350.00$355.00$360.00Sep 18$0.38$4.6216%12.16
$345.00$350.00$355.00Sep 18$0.65$4.3517%6.69
$345.00$350.00$355.00Aug 21$1.10$3.9030%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Aug 21$0.77$4.2341%5.49
$315.00$325.00$335.00Aug 21$0.18$9.8211%54.56
$320.00$325.00$330.00Sep 18$0.23$4.778%20.74
$335.00$340.00$345.00Sep 18$0.85$4.1519%4.88
$325.00$330.00$335.00Sep 18$1.35$3.6514%2.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.70, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$365.00$385.001:2Aug 21-$0.70$19.30
$360.00$365.001:2Sep 18-$0.38$4.62
$350.00$355.001:2Aug 21-$0.30$4.70
$355.00$360.001:2Sep 18-$1.56$3.44
$350.00$355.001:2Sep 18-$2.50$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$325.001:2Aug 21-$0.17$9.83
$335.00$330.001:2Sep 18-$0.75$4.25
$325.00$315.001:2Aug 21-$0.25$9.75
$330.00$325.001:2Sep 18-$1.60$3.40
$325.00$320.001:2Sep 18-$1.56$3.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 2.04%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Sep 18$7.000.490.4%2.04%2.43%1640
$350.00Sep 18$4.900.401.9%1.43%3.28%6388
$355.00Sep 18$3.300.323.3%0.96%4.27%22190
$360.00Sep 18$2.250.244.8%0.65%5.42%1456
$365.00Sep 18$0.750.166.2%0.22%6.43%4253
$345.00Aug 21$2.300.440.4%0.67%1.07%136297
$350.00Aug 21$0.700.241.9%0.20%2.05%41665
$355.00Aug 21$0.300.143.3%0.09%3.39%21.6K

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 427
Total Puts 207
Put/Call Ratio 0.48
Net Difference 220

Prior's Put/Call Breakdown

Total Calls 425
Total Puts 482
Put/Call Ratio 1.13
Net Difference -57

Prior 7-Day Put/Call Summary

Total Calls 2,440
Total Puts 2,380
Average Put/Call Ratio 1.09
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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