Tour v509
CB
CHUBB LTD
$345.29 +1.30%
$346.23 (+0.27%)🌙
as of 08/18 06:17 PM
8/18 18:17

Option Volume

Detail
Current (08/18) 1,047
Calls: 791 (76%)
Puts: 256 (24%)
Prior (08/17) 9,468
Calls: 6,331 (67%)
Puts: 3,137 (33%)
Current vs Prior -88.94%
Calls: -87.51% (Calls)
Puts: -91.84% (Puts)
Prior 7-Day Total 13,677
Calls: 8,521 (62%)
Puts: 5,156 (38%)
Prior 7-Day Average 1,953
Calls: 1,217 (62%)
Puts: 736 (38%)
Current vs Prior 7-Day Avg -46.41%
Calls: -35.02%
Puts: -65.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/18) $1.34M
Calls: $1.12M (83%)
Puts: $223.1K (17%)
Prior (08/17) $3.29M
Calls: $2.00M (61%)
Puts: $1.28M (39%)
Current vs Prior -59.18%
Calls: -44.19%
Puts: -82.61%
Prior 7-Day Total $8.38M
Calls: $5.91M (71%)
Puts: $2.47M (29%)
Prior 7-Day Average $1.20M
Calls: $845.0K (71%)
Puts: $352.7K (29%)
Current vs Prior 7-Day Avg +12.03%
Calls: +32.39%
Puts: -36.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/18) 0.32
Prior (08/17) 0.50
Current vs Prior -34.68%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -65.10%
Sentiment BULLISH

Open Interest

Detail
Current (08/18) 18,429
Calls: 12,229 (66%)
Puts: 6,200 (34%)
Prior (08/17) 17,044
Calls: 12,189 (72%)
Puts: 4,855 (28%)
Current vs Prior +8.13%
Prior 7-Day Total 78,264
Calls: 55,668 (71%)
Puts: 22,596 (29%)
Prior 7-Day Average 11,180
Calls: 7,952 (71%)
Puts: 3,228 (29%)
Current vs Prior 7-Day Avg +64.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 2.45% | 5.29%2.45% | 5.29%
Prior 2.80% | 5.32%2.80% | 5.32%
Current vs Prior -12.65% | -0.74%-12.65% | -0.74%
Prior 7-Day Avg 3.38% | 5.80%3.38% | 5.80%
Current vs 7-Day Avg -27.62% | -8.90%-27.62% | -8.90%
Prior 7-Day Eod 2.80% | 5.32%2.80% | 5.32%
Current vs 7-Day Eod -12.65% | -0.74%-12.65% | -0.74%
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 83% of dollar volume in calls ($1.12M) vs puts ($223.1K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 89% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (791 calls vs 256 puts).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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. 7 found (avg delta 0.66, highest 0.96)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2119.3022.10$20.7013.5%10.9633
$340.00Aug 215.207.20$6.2032.3%50.73379
$340.00Sep 1810.0012.10$11.0519.0%110.61--
$345.00Aug 211.903.90$2.9069.0%50.50427
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 214.306.80$5.5545.0%300.75125
$350.00Sep 189.1011.00$10.0518.9%110.59326
$345.00Sep 186.908.80$7.8524.2%40.50181

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 623, top 92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 210.001.30$0.65200.0%920.141.6K
$375.00Sep 180.401.05$0.7389.0%920.08279
$380.00Aug 210.002.15$1.08199.1%860.10285
$350.00Aug 210.102.10$1.10181.8%820.25638
$350.00Sep 185.206.50$5.8522.2%290.411.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 214.306.80$5.5545.0%300.75125
$335.00Aug 210.101.90$1.00180.0%200.17205
$320.00Sep 180.701.75$1.2385.4%160.11280
$335.00Sep 183.304.30$3.8026.3%140.301.8K
$325.00Sep 181.302.50$1.9063.2%130.171.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 35.5%, max 82.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 21Sep 1828.5%18.4%55.1%16379
$345.00Aug 21Sep 1823.0%18.7%22.7%6427
$350.00Aug 21Sep 1823.9%20.8%14.9%1112.3K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Aug 21Sep 1835.0%19.2%82.6%342.0K
$345.00Aug 21Sep 1823.0%18.7%22.7%6375
$350.00Aug 21Sep 1823.9%20.8%14.9%41451

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 1.27, avg 7.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Aug 21$0.45$4.55$0.4525%10.11$350.45
$365.00$370.00Sep 18$0.40$4.60$0.4016%11.50$365.40
$350.00$355.00Sep 18$1.65$3.35$1.6540%2.03$351.65
$375.00$380.00Sep 18$0.23$4.77$0.238%20.74$375.23
$380.00$385.00Aug 21$0.33$4.67$0.3310%14.15$380.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$345.00Sep 18$2.20$2.80$2.2059%1.27$347.80
$350.00$345.00Aug 21$2.70$2.30$2.7075%0.85$347.30
$335.00$330.00Aug 21$0.20$4.80$0.2017%24.00$334.80
$345.00$340.00Aug 21$1.30$3.70$1.3050%2.85$343.70
$340.00$335.00Aug 21$0.55$4.45$0.5528%8.09$339.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.48, avg 0.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$355.00$360.00Sep 18$1.62$1.62$3.3868%0.48$356.62
$370.00$375.00Sep 18$0.52$0.52$4.4888%0.12$370.52
$360.00$365.00Sep 18$0.93$0.93$4.0777%0.23$360.93
$355.00$360.00Aug 21$0.37$0.37$4.6386%0.08$355.37
$380.00$385.00Aug 21$0.33$0.33$4.6790%0.07$380.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Aug 21$0.57$0.57$4.4388%0.13$329.43
$345.00$335.00Sep 18$4.05$4.05$5.9550%0.68$340.95
$335.00$330.00Sep 18$1.30$1.30$3.7070%0.35$333.70
$325.00$320.00Sep 18$0.67$0.67$4.3384%0.15$324.33
$320.00$310.00Sep 18$0.63$0.63$9.3789%0.07$319.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $5.15, cheapest $5.00)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 21Sep 18$5.3023.0%18.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 21Sep 18$5.0023.0%18.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 1.67% of stock, avg 3.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Aug 21$2.90$2.85$5.75$339.25$350.751.67%
$350.00Aug 21$1.10$5.55$6.65$343.35$356.651.93%
$340.00Aug 21$6.20$1.55$7.75$332.25$347.752.24%
$350.00Sep 18$5.85$10.05$15.90$334.10$365.904.60%
$345.00Sep 18$8.20$7.85$16.05$328.95$361.054.65%
$325.00Aug 21$20.70$0.23$20.93$304.07$345.936.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.40% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$330.00Aug 21$0.57$0.80$1.37$328.63$371.37
$355.00$330.00Aug 21$0.65$0.80$1.45$328.55$356.45
$355.00$335.00Aug 21$0.65$1.00$1.65$333.35$356.65
$370.00$335.00Aug 21$0.57$1.00$1.57$333.43$371.57
$380.00$330.00Aug 21$1.08$0.80$1.88$328.12$381.88
$390.00$330.00Aug 21$1.08$0.80$1.88$328.12$391.88
$350.00$330.00Aug 21$1.10$0.80$1.90$328.10$351.90
$380.00$335.00Aug 21$1.08$1.00$2.08$332.92$382.08
$390.00$335.00Aug 21$1.08$1.00$2.08$332.92$392.08
$350.00$335.00Aug 21$1.10$1.00$2.10$332.90$352.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 0.85, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325355/360Sep 18$2.29$2.7152%0.85$322.71$357.29
325/330380/385Aug 21$0.90$4.1078%0.22$329.10$380.90
330/335355/360Sep 18$2.92$2.0838%1.40$332.08$357.92
320/325370/375Sep 18$1.19$3.8171%0.31$323.81$371.19
330/335370/375Sep 18$1.82$3.1858%0.57$333.18$371.82
320/325375/380Sep 18$0.90$4.1076%0.22$324.10$375.90
325/330355/360Aug 21$0.94$4.0674%0.23$329.06$355.94
320/325360/365Sep 18$1.60$3.4061%0.47$323.40$361.60
330/335375/380Sep 18$1.53$3.4762%0.44$333.47$376.53
330/335360/365Sep 18$2.23$2.7747%0.81$332.77$362.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$355.00$360.00Aug 21$0.08$4.9219%61.50
$340.00$345.00$350.00Sep 18$0.50$4.5020%9.00
$340.00$345.00$350.00Aug 21$1.50$3.5047%2.33
$360.00$370.00$380.00Aug 21$0.22$9.783%44.45
$370.00$375.00$380.00Sep 18$0.29$4.717%16.24
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Aug 21$0.75$4.2533%5.67
$340.00$345.00$350.00Aug 21$1.40$3.6047%2.57
$330.00$335.00$340.00Aug 21$0.35$4.6516%13.29
$300.00$310.00$320.00Sep 18$0.58$9.427%16.24
$325.00$330.00$335.00Sep 18$0.70$4.3014%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.15, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$355.001:2Aug 21-$0.20$4.80
$355.00$360.001:2Sep 18-$0.96$4.04
$370.00$375.001:2Sep 18-$0.21$4.79
$360.00$365.001:2Sep 18-$0.72$4.28
$375.00$380.001:2Sep 18-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$345.001:2Aug 21-$0.15$4.85
$345.00$340.001:2Aug 21-$0.25$4.75
$340.00$335.001:2Aug 21-$0.45$4.55
$325.00$320.001:2Sep 18-$0.56$4.44
$335.00$330.001:2Aug 21-$0.60$4.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.51%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$5.200.411.4%1.51%2.87%291.7K
$355.00Sep 18$3.300.322.8%0.96%3.77%13197
$360.00Sep 18$2.050.234.3%0.59%4.85%271.9K
$365.00Sep 18$1.300.165.7%0.38%6.08%3255
$370.00Sep 18$0.300.127.2%0.09%7.24%4262
$375.00Sep 18$0.400.088.6%0.12%8.72%92279
$380.00Sep 18$0.200.0610.1%0.06%10.11%21237
$350.00Aug 21$0.100.251.4%0.03%1.39%82638

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 791
Total Puts 256
Put/Call Ratio 0.32
Net Difference 535

Prior's Put/Call Breakdown

Total Calls 6,331
Total Puts 3,137
Put/Call Ratio 0.50
Net Difference 3,194

Prior 7-Day Put/Call Summary

Total Calls 8,521
Total Puts 5,156
Average Put/Call Ratio 0.93
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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