Tour v526
CB
CHUBB LTD
$340.92 -1.27%
$343.50 (+0.76%)🌙
as of 08/19 06:17 PM
8/19 18:17

Option Volume

Detail
Current (08/19) 1,107
Calls: 839 (76%)
Puts: 268 (24%)
Prior (08/18) 1,047
Calls: 791 (76%)
Puts: 256 (24%)
Current vs Prior +5.73%
Calls: +6.07% (Calls)
Puts: +4.69% (Puts)
Prior 7-Day Total 14,048
Calls: 8,948 (64%)
Puts: 5,100 (36%)
Prior 7-Day Average 2,006
Calls: 1,278 (64%)
Puts: 728 (36%)
Current vs Prior 7-Day Avg -44.84%
Calls: -34.37%
Puts: -63.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19) $2.68M
Calls: $2.40M (90%)
Puts: $281.4K (10%)
Prior (08/18) $1.34M
Calls: $1.12M (83%)
Puts: $223.1K (17%)
Current vs Prior +99.82%
Calls: +114.52%
Puts: +26.11%
Prior 7-Day Total $9.32M
Calls: $6.80M (73%)
Puts: $2.53M (27%)
Prior 7-Day Average $1.33M
Calls: $970.8K (73%)
Puts: $361.3K (27%)
Current vs Prior 7-Day Avg +101.28%
Calls: +147.20%
Puts: -22.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19) 0.32
Prior (08/18) 0.32
Current vs Prior -1.30%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -62.47%
Sentiment BULLISH

Open Interest

Detail
Current (08/19) 23,376
Calls: 16,408 (70%)
Puts: 6,968 (30%)
Prior (08/18) 18,429
Calls: 12,229 (66%)
Puts: 6,200 (34%)
Current vs Prior +26.84%
Prior 7-Day Total 89,724
Calls: 63,602 (71%)
Puts: 26,122 (29%)
Prior 7-Day Average 12,817
Calls: 9,086 (71%)
Puts: 3,731 (29%)
Current vs Prior 7-Day Avg +82.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 2.19% | 5.29%2.19% | 5.29%
Prior 2.45% | 5.29%2.45% | 5.29%
Current vs Prior -10.34% | +0.17%-10.34% | +0.17%
Prior 7-Day Avg 3.14% | 5.67%3.14% | 5.67%
Current vs 7-Day Avg -30.11% | -6.56%-30.11% | -6.56%
Prior 7-Day Eod 2.45% | 5.29%2.45% | 5.29%
Current vs 7-Day Eod -10.34% | +0.17%-10.34% | +0.17%
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 90% of dollar volume in calls ($2.40M) vs puts ($281.4K). Elevated premium activity with dollar volume up 100% vs prior. Dollar volume significantly above 7-day average (101% higher). Extreme bullish P/C ratio of 0.32 - heavy call buying (839 calls vs 268 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 3 of results (avg 7.7%, best 5.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2149.9052.50$51.205.1%30.9227
$310.00Aug 2129.8032.50$31.158.7%11.00--
$320.00Aug 2120.3022.30$21.309.4%90.9247
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. 14 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2129.8032.50$31.158.7%11.00--
$290.00Aug 2149.9052.50$51.205.1%30.9227
$320.00Aug 2120.3022.30$21.309.4%90.9247
$330.00Aug 2110.7012.80$11.7517.9%10.88--
$320.00Sep 1822.2024.90$23.5511.5%10.87623
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 217.809.90$8.8523.7%100.84122
$345.00Aug 213.505.80$4.6549.5%20.75--
$350.00Sep 1811.5013.30$12.4014.5%10.67--
$345.00Sep 188.8010.20$9.5014.7%30.57181

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 369, top 156)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 211.554.10$2.8390.1%1560.57377
$350.00Sep 183.404.80$4.1034.1%200.331.7K
$350.00Aug 210.001.50$0.75200.0%170.16595
$320.00Aug 2120.3022.30$21.309.4%90.9247
$360.00Aug 210.000.25$0.13192.3%80.03550
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Sep 180.501.20$0.8582.4%220.09373
$330.00Sep 182.703.50$3.1025.8%180.27286
$325.00Sep 181.203.80$2.50104.0%170.211.5K
$340.00Aug 210.503.20$1.85145.9%140.43157
$350.00Aug 217.809.90$8.8523.7%100.84122

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 42.6%, max 80.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 21Sep 1836.2%20.0%80.5%372.3K
$335.00Aug 21Sep 1824.2%19.0%27.4%4145
$340.00Aug 21Sep 1823.1%18.5%25.0%159689
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 21Sep 1836.2%20.0%80.5%11122
$340.00Aug 21Sep 1823.1%18.5%25.0%18367
$345.00Aug 21Sep 1824.3%20.8%17.2%5181

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 32.33, avg 8.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Aug 21$0.15$4.85$0.1525%32.33$345.15
$355.00$360.00Sep 18$0.55$4.45$0.5524%8.09$355.55
$360.00$365.00Sep 18$0.37$4.63$0.3718%12.51$360.37
$335.00$340.00Sep 18$2.90$2.10$2.9063%0.72$337.90
$350.00$355.00Aug 21$0.40$4.60$0.4016%11.50$350.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$325.00Sep 18$0.60$4.40$0.6027%7.33$329.40
$345.00$340.00Aug 21$2.80$2.20$2.8075%0.79$342.20
$350.00$345.00Sep 18$2.90$2.10$2.9067%0.72$347.10
$340.00$330.00Aug 21$1.32$8.68$1.3243%6.58$338.68
$330.00$325.00Aug 21$0.15$4.85$0.1511%32.33$329.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.29, avg 0.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$355.00Sep 18$1.55$1.55$3.4567%0.45$351.55
$355.00$360.00Aug 21$0.22$0.22$4.7892%0.05$355.22
$350.00$355.00Aug 21$0.40$0.40$4.6084%0.09$350.40
$360.00$365.00Sep 18$0.37$0.37$4.6382%0.08$360.37
$355.00$360.00Sep 18$0.55$0.55$4.4576%0.12$355.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Sep 18$1.12$1.12$3.8879%0.29$323.88
$335.00$330.00Sep 18$1.75$1.75$3.2563%0.54$333.25
$320.00$315.00Sep 18$0.53$0.53$4.4787%0.12$319.47
$340.00$335.00Sep 18$2.00$2.00$3.0053%0.67$338.00
$330.00$325.00Aug 21$0.15$0.15$4.8589%0.03$329.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $5.36, cheapest $5.00)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 21Sep 18$5.7223.1%18.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 21Sep 18$5.0023.1%18.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.37% of stock, avg 4.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Aug 21$2.83$1.85$4.68$335.32$344.681.37%
$345.00Aug 21$0.90$4.65$5.55$339.45$350.551.63%
$350.00Aug 21$0.75$8.85$9.60$340.40$359.602.82%
$330.00Aug 21$11.75$0.53$12.28$317.72$342.283.60%
$340.00Sep 18$8.55$6.85$15.40$324.60$355.404.52%
$335.00Sep 18$11.45$4.85$16.30$318.70$351.304.78%
$350.00Sep 18$4.10$12.40$16.50$333.50$366.504.84%
$330.00Sep 18$14.90$3.10$18.00$312.00$348.005.28%
$320.00Aug 21$21.30$0.55$21.85$298.15$341.856.41%
$320.00Sep 18$23.55$1.38$24.93$295.07$344.937.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 36 found (cheapest 0.21% of stock, avg 1.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$325.00Aug 21$0.35$0.38$0.73$324.27$355.73
$355.00$320.00Aug 21$0.35$0.55$0.90$319.10$355.90
$355.00$330.00Aug 21$0.35$0.53$0.88$329.12$355.88
$350.00$325.00Aug 21$0.75$0.38$1.13$323.87$351.13
$350.00$330.00Aug 21$0.75$0.53$1.28$328.72$351.28
$350.00$320.00Aug 21$0.75$0.55$1.30$318.70$351.30
$375.00$325.00Aug 21$1.08$0.38$1.46$323.54$376.46
$345.00$325.00Aug 21$0.90$0.38$1.28$323.72$346.28
$375.00$330.00Aug 21$1.08$0.53$1.61$328.39$376.61
$345.00$330.00Aug 21$0.90$0.53$1.43$328.57$346.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 1.15, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325350/355Sep 18$2.67$2.3346%1.15$322.33$352.67
315/320350/355Sep 18$2.08$2.9254%0.71$317.92$352.08
320/325360/365Sep 18$1.49$3.5161%0.42$323.51$361.49
320/325355/360Sep 18$1.67$3.3355%0.50$323.33$356.67
325/330355/360Aug 21$0.37$4.6381%0.08$329.63$355.37
315/320360/365Sep 18$0.90$4.1068%0.22$319.10$360.90
315/320355/360Sep 18$1.08$3.9263%0.28$318.92$356.08
325/330350/355Aug 21$0.55$4.4572%0.12$329.45$350.55
325/330350/355Sep 18$2.15$2.8540%0.75$327.85$352.15
325/330360/365Sep 18$0.97$4.0355%0.24$329.03$360.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 32.33, cheapest $0.18)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Aug 21$0.30$9.7012%32.33
$350.00$355.00$360.00Aug 21$0.18$4.8213%26.78
$355.00$360.00$365.00Sep 18$0.18$4.829%26.78
$330.00$335.00$340.00Sep 18$0.55$4.4521%8.09
$335.00$340.00$345.00Aug 21$2.54$2.4659%0.97
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Sep 18$0.25$4.7521%19.00
$340.00$345.00$350.00Sep 18$0.25$4.7520%19.00
$335.00$340.00$345.00Sep 18$0.65$4.3520%6.69
$340.00$345.00$350.00Aug 21$1.40$3.6041%2.57
$320.00$325.00$330.00Aug 21$0.32$4.684%14.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-11.10, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$310.001:2Aug 21-$11.10$8.90
$320.00$330.001:2Aug 21-$2.20$7.80
$320.00$330.001:2Sep 18-$6.25$3.75
$330.00$335.001:2Aug 21-$2.85$2.15
$350.00$355.001:2Sep 18-$1.00$4.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$345.001:2Aug 21-$0.45$4.55
$325.00$320.001:2Sep 18-$0.26$4.74
$330.00$325.001:2Aug 21-$0.23$4.77
$320.00$315.001:2Sep 18-$0.32$4.68
$335.00$330.001:2Sep 18-$1.35$3.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.00%, avg 0.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$3.400.332.7%1.00%3.66%201.7K
$355.00Sep 18$1.500.244.1%0.44%4.57%1200
$365.00Sep 18$0.450.157.1%0.13%7.20%3254
$360.00Sep 18$0.400.185.6%0.12%5.71%81.9K
$345.00Aug 21$0.500.251.2%0.15%1.34%2--

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 839
Total Puts 268
Put/Call Ratio 0.32
Net Difference 571

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,948
Total Puts 5,100
Average Put/Call Ratio 0.85
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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