Tour v526
CB
CHUBB LTD
$342.87 +0.57%
$343.51 (+0.19%)🌙
as of 08/20 06:17 PM
8/20 18:17

Option Volume

Detail
Current (08/20) 620
Calls: 389 (63%)
Puts: 231 (37%)
Prior (08/19) 1,107
Calls: 839 (76%)
Puts: 268 (24%)
Current vs Prior -43.99%
Calls: -53.64% (Calls)
Puts: -13.81% (Puts)
Prior 7-Day Total 14,171
Calls: 9,271 (65%)
Puts: 4,900 (35%)
Prior 7-Day Average 2,024
Calls: 1,324 (65%)
Puts: 700 (35%)
Current vs Prior 7-Day Avg -69.37%
Calls: -70.63%
Puts: -67.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $334.8K
Calls: $253.6K (76%)
Puts: $81.3K (24%)
Prior (08/19) $2.68M
Calls: $2.40M (90%)
Puts: $281.4K (10%)
Current vs Prior -87.51%
Calls: -89.43%
Puts: -71.11%
Prior 7-Day Total $10.41M
Calls: $8.10M (78%)
Puts: $2.32M (22%)
Prior 7-Day Average $1.49M
Calls: $1.16M (78%)
Puts: $330.7K (22%)
Current vs Prior 7-Day Avg -77.49%
Calls: -78.08%
Puts: -75.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.59
Prior (08/19) 0.32
Current vs Prior +85.90%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -22.58%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 12,178
Calls: 9,824 (81%)
Puts: 2,354 (19%)
Prior (08/19) 23,376
Calls: 16,408 (70%)
Puts: 6,968 (30%)
Current vs Prior -47.90%
Prior 7-Day Total 99,548
Calls: 69,889 (70%)
Puts: 29,659 (30%)
Prior 7-Day Average 14,221
Calls: 9,984 (70%)
Puts: 4,237 (30%)
Current vs Prior 7-Day Avg -14.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 1.82% | 4.97%1.82% | 4.97%
Prior 2.19% | 5.29%2.19% | 5.29%
Current vs Prior -17.18% | -6.08%-17.19% | -6.08%
Prior 7-Day Avg 2.96% | 5.57%2.96% | 5.57%
Current vs 7-Day Avg -38.54% | -10.64%-38.54% | -10.64%
Prior 7-Day Eod 2.19% | 5.29%2.19% | 5.29%
Current vs 7-Day Eod -17.18% | -6.08%-17.19% | -6.08%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($253.6K) vs puts ($81.3K). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 44% vs prior. Bullish P/C ratio of 0.59.

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 1 of results (avg 5.4%, best 5.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1843.0045.40$44.205.4%10.9270
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. 8 found (avg delta 0.75, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1843.0045.40$44.205.4%10.9270
$335.00Aug 217.3010.20$8.7533.1%50.89143
$330.00Sep 1815.4018.10$16.7516.1%30.77202
$340.00Aug 212.705.10$3.9061.5%60.72367
$335.00Sep 1811.4014.10$12.7521.2%20.68--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 215.107.80$6.4541.9%130.82122
$345.00Aug 211.053.60$2.33109.4%110.67190
$345.00Sep 186.208.80$7.5034.7%10.52181

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 498, top 106)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Sep 180.502.60$1.55135.5%1060.15253
$350.00Sep 184.106.00$5.0537.6%360.381.7K
$380.00Aug 210.002.15$1.08199.1%350.09215
$360.00Sep 181.602.30$1.9535.9%350.201.9K
$360.00Aug 210.000.05$0.03166.7%280.01546
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 180.701.60$1.1578.3%1000.11--
$335.00Sep 183.105.30$4.2052.4%180.32--
$325.00Sep 180.703.10$1.90126.3%170.17--
$350.00Aug 215.107.80$6.4541.9%130.82122
$315.00Aug 210.000.90$0.45200.0%110.05507

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 82.3%, max 141.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 21Sep 1849.0%20.3%141.0%382.3K
$345.00Aug 21Sep 1826.7%19.9%34.2%2479
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 21Sep 1841.4%18.8%119.8%4167
$345.00Aug 21Sep 1826.7%19.9%34.2%12371

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 28.41, avg 6.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Aug 21$0.17$4.83$0.1742%28.41$345.17
$360.00$365.00Sep 18$0.40$4.60$0.4020%11.50$360.40
$340.00$345.00Aug 21$2.50$2.50$2.5072%1.00$342.50
$345.00$350.00Sep 18$1.85$3.15$1.8548%1.70$346.85
$365.00$370.00Aug 21$0.25$4.75$0.2511%19.00$365.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$340.00Aug 21$1.06$3.94$1.0667%3.72$343.94
$345.00$340.00Sep 18$1.85$3.15$1.8552%1.70$343.15
$340.00$335.00Sep 18$1.45$3.55$1.4542%2.45$338.55
$320.00$315.00Sep 18$0.30$4.70$0.3011%15.67$319.70
$330.00$325.00Sep 18$0.82$4.18$0.8223%5.10$329.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.32, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$355.00Aug 21$1.20$1.20$3.8075%0.32$351.20
$350.00$355.00Sep 18$1.97$1.97$3.0362%0.65$351.97
$355.00$360.00Sep 18$1.13$1.13$3.8772%0.29$356.13
$365.00$370.00Aug 21$0.25$0.25$4.7589%0.05$365.25
$345.00$350.00Sep 18$1.85$1.85$3.1552%0.59$346.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$315.00Aug 21$0.63$0.63$4.3789%0.14$319.37
$335.00$330.00Sep 18$1.48$1.48$3.5268%0.42$333.52
$340.00$335.00Aug 21$0.87$0.87$4.1371%0.21$339.13
$325.00$320.00Sep 18$0.75$0.75$4.2583%0.18$324.25
$330.00$325.00Sep 18$0.82$0.82$4.1877%0.20$329.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $5.33, cheapest $5.17)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 21Sep 18$5.5026.7%19.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 21Sep 18$5.1726.7%19.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 1.09% of stock, avg 3.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Aug 21$1.40$2.33$3.73$341.27$348.731.09%
$340.00Aug 21$3.90$1.27$5.17$334.83$345.171.51%
$350.00Aug 21$1.23$6.45$7.68$342.32$357.682.24%
$335.00Aug 21$8.75$0.40$9.15$325.85$344.152.67%
$345.00Sep 18$6.90$7.50$14.40$330.60$359.404.20%
$335.00Sep 18$12.75$4.20$16.95$318.05$351.954.94%
$330.00Sep 18$16.75$2.72$19.47$310.53$349.475.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.28% of stock, avg 1.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$335.00Aug 21$0.55$0.40$0.95$334.05$370.95
$370.00$315.00Aug 21$0.55$0.45$1.00$314.00$371.00
$365.00$335.00Aug 21$0.80$0.40$1.20$333.80$366.20
$365.00$315.00Aug 21$0.80$0.45$1.25$313.75$366.25
$380.00$335.00Aug 21$1.08$0.40$1.48$333.52$381.48
$380.00$315.00Aug 21$1.08$0.45$1.53$313.47$381.53
$370.00$320.00Aug 21$0.55$1.08$1.63$318.37$371.63
$365.00$320.00Aug 21$0.80$1.08$1.88$318.12$366.88
$350.00$335.00Aug 21$1.23$0.40$1.63$333.37$351.63
$350.00$315.00Aug 21$1.23$0.45$1.68$313.32$351.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.58, avg credit $1.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320350/355Aug 21$1.83$3.1765%0.58$318.17$351.83
315/320365/370Aug 21$0.88$4.1279%0.21$319.12$365.88
320/325355/360Sep 18$1.88$3.1255%0.60$323.12$356.88
330/335355/360Sep 18$2.61$2.3940%1.09$332.39$357.61
315/320355/360Sep 18$1.43$3.5761%0.40$318.57$356.43
325/330355/360Sep 18$1.95$3.0549%0.64$328.05$356.95
335/340350/355Aug 21$2.07$2.9346%0.71$337.93$352.07
320/325360/365Sep 18$1.15$3.8563%0.30$323.85$361.15
330/335360/365Sep 18$1.88$3.1248%0.60$333.12$361.88
315/320360/365Sep 18$0.70$4.3069%0.16$319.30$360.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 25.32, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$365.00$370.00Sep 18$0.35$4.656%13.29
$350.00$355.00$360.00Sep 18$0.84$4.1618%4.95
$355.00$360.00$365.00Sep 18$0.73$4.2712%5.85
$350.00$355.00$360.00Aug 21$1.20$3.8024%3.17
$355.00$360.00$365.00Aug 21$0.77$4.239%5.49
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Aug 21$0.19$4.8156%25.32
$320.00$325.00$330.00Sep 18$0.07$4.9312%70.43
$335.00$340.00$345.00Sep 18$0.40$4.6020%11.50
$315.00$320.00$325.00Sep 18$0.45$4.559%10.11
$325.00$330.00$335.00Sep 18$0.66$4.3415%6.58

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 $-1.05, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$345.001:2Sep 18-$1.05$8.95
$350.00$355.001:2Sep 18-$1.11$3.89
$345.00$350.001:2Aug 21-$1.06$3.94
$355.00$360.001:2Sep 18-$0.82$4.18
$365.00$370.001:2Aug 21-$0.30$4.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$340.001:2Aug 21-$0.21$4.79
$325.00$320.001:2Sep 18-$0.40$4.60
$335.00$330.001:2Sep 18-$1.24$3.76
$320.00$315.001:2Sep 18-$0.55$4.45
$335.00$320.001:2Aug 21-$1.76$13.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.69%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Sep 18$5.800.480.6%1.69%2.31%156
$350.00Sep 18$4.100.382.1%1.20%3.28%361.7K
$355.00Sep 18$1.750.283.5%0.51%4.05%2--
$360.00Sep 18$1.600.205.0%0.47%5.46%351.9K
$370.00Sep 18$0.600.147.9%0.17%8.09%22259
$365.00Sep 18$0.500.156.5%0.15%6.60%106253
$345.00Aug 21$0.300.420.6%0.09%0.71%1423

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 389
Total Puts 231
Put/Call Ratio 0.59
Net Difference 158

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,271
Total Puts 4,900
Average Put/Call Ratio 0.77
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All