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