Tour v526
CB
CHUBB LTD
$340.99 -0.55%
$341.05 (+0.02%)🌙
as of 08/21 06:18 PM
8/21 18:18

Option Volume

Detail
Current (08/21) 3,152
Calls: 1,760 (56%)
Puts: 1,392 (44%)
Prior (08/20) 620
Calls: 389 (63%)
Puts: 231 (37%)
Current vs Prior +408.39%
Calls: +352.44% (Calls)
Puts: +502.60% (Puts)
Prior 7-Day Total 14,301
Calls: 9,483 (66%)
Puts: 4,818 (34%)
Prior 7-Day Average 2,043
Calls: 1,354 (66%)
Puts: 688 (34%)
Current vs Prior 7-Day Avg +54.28%
Calls: +29.92%
Puts: +102.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $1.20M
Calls: $824.1K (69%)
Puts: $374.7K (31%)
Prior (08/20) $334.8K
Calls: $253.6K (76%)
Puts: $81.3K (24%)
Current vs Prior +258.00%
Calls: +224.99%
Puts: +360.96%
Prior 7-Day Total $9.99M
Calls: $7.83M (78%)
Puts: $2.16M (22%)
Prior 7-Day Average $1.43M
Calls: $1.12M (78%)
Puts: $308.7K (22%)
Current vs Prior 7-Day Avg -15.98%
Calls: -26.29%
Puts: +21.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.79
Prior (08/20) 0.59
Current vs Prior +33.19%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg +31.99%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/21) 16,066
Calls: 9,296 (58%)
Puts: 6,770 (42%)
Prior (08/20) 12,178
Calls: 9,824 (81%)
Puts: 2,354 (19%)
Current vs Prior +31.93%
Prior 7-Day Total 101,942
Calls: 72,006 (71%)
Puts: 29,936 (29%)
Prior 7-Day Average 14,563
Calls: 10,286 (71%)
Puts: 4,276 (29%)
Current vs Prior 7-Day Avg +10.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 1.60% | 4.69%1.60% | 4.69%
Prior 1.82% | 4.97%1.82% | 4.97%
Current vs Prior +158.24% | +37.41%-12.04% | -5.64%
Prior 7-Day Avg 2.72% | 5.42%2.72% | 5.42%
Current vs 7-Day Avg +72.76% | +26.14%-41.15% | -13.38%
Prior 7-Day Eod 1.82% | 4.97%1.82% | 4.97%
Current vs 7-Day Eod +158.24% | +37.41%-12.04% | -5.64%
Sentiment BEARISHBULLISH

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

Moderately bullish flow with 69% call dollar volume ($824.1K). Massive premium surge with dollar volume up 258% vs prior. Unusually high activity with volume up 408% vs prior - elevated interest. P/C ratio rising 33% - increased hedging/bearish 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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 6.5%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 187.508.00$7.756.5%3440.53313
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. 9 found (avg delta 0.83, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 2114.1017.40$15.7521.0%10.99--
$315.00Sep 1825.4028.80$27.1012.5%100.9116
$315.00Aug 2124.1028.10$26.1015.3%100.9014
$320.00Aug 2119.1022.30$20.7015.5%10.8946
$340.00Aug 210.052.90$1.48192.6%160.84368
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 217.6010.30$8.9530.2%10.95118
$345.00Aug 212.655.30$3.9766.8%350.90179
$345.00Sep 187.009.50$8.2530.3%30.60--

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 639, top 344)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 187.508.00$7.756.5%3440.53313
$360.00Sep 181.151.70$1.4238.7%220.151.9K
$370.00Sep 180.250.90$0.57114.0%200.07259
$350.00Sep 183.203.70$3.4514.5%170.311.7K
$340.00Aug 210.052.90$1.48192.6%160.84368
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Sep 180.702.45$1.58110.8%360.171.5K
$345.00Aug 212.655.30$3.9766.8%350.90179
$340.00Aug 210.000.20$0.10200.0%240.16168
$335.00Sep 182.354.70$3.5366.6%190.341.8K
$335.00Aug 210.000.55$0.28196.4%140.11209

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 172.8%, max 172.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 21Sep 1846.6%17.1%172.8%360681
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 21Sep 1846.6%17.1%172.8%28381

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 4.26, avg 6.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Sep 18$0.95$4.05$0.9540%4.26$345.95
$355.00$360.00Sep 18$0.43$4.57$0.4320%10.63$355.43
$340.00$345.00Aug 21$1.25$3.75$1.2584%3.00$341.25
$360.00$365.00Aug 21$0.28$4.72$0.2813%16.86$360.28
$365.00$370.00Sep 18$0.76$4.24$0.7613%5.58$365.76
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$340.00Sep 18$2.20$2.80$2.2060%1.27$342.80
$330.00$325.00Sep 18$0.72$4.28$0.7224%5.94$329.28
$335.00$330.00Sep 18$1.23$3.77$1.2334%3.07$333.77
$320.00$315.00Sep 18$0.62$4.38$0.6214%7.06$319.38
$335.00$330.00Aug 21$0.25$4.75$0.2511%19.00$334.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.18, avg 0.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$365.00$370.00Aug 21$0.77$0.77$4.2390%0.18$365.77
$350.00$355.00Sep 18$1.60$1.60$3.4069%0.47$351.60
$365.00$370.00Sep 18$0.76$0.76$4.2487%0.18$365.76
$360.00$365.00Aug 21$0.28$0.28$4.7287%0.06$360.28
$355.00$360.00Sep 18$0.43$0.43$4.5780%0.09$355.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$335.00Sep 18$2.52$2.52$2.4853%1.02$337.48
$335.00$330.00Aug 21$0.25$0.25$4.7589%0.05$334.75
$320.00$315.00Sep 18$0.62$0.62$4.3886%0.14$319.38
$335.00$330.00Sep 18$1.23$1.23$3.7766%0.33$333.77
$330.00$325.00Sep 18$0.72$0.72$4.2876%0.17$329.28

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 0.46% of stock, avg 3.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Aug 21$1.48$0.10$1.58$338.42$341.580.46%
$345.00Aug 21$0.23$3.97$4.20$340.80$349.201.23%
$350.00Aug 21$0.18$8.95$9.13$340.87$359.132.68%
$345.00Sep 18$4.40$8.25$12.65$332.35$357.653.71%
$340.00Sep 18$7.75$6.05$13.80$326.20$353.804.05%
$315.00Sep 18$27.10$0.88$27.98$287.02$342.988.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 33 found (cheapest 0.08% of stock, avg 1.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$340.00Aug 21$0.18$0.10$0.28$339.72$350.28
$345.00$340.00Aug 21$0.23$0.10$0.33$339.67$345.33
$350.00$335.00Aug 21$0.18$0.28$0.46$334.54$350.46
$345.00$335.00Aug 21$0.23$0.28$0.51$334.49$345.51
$365.00$340.00Aug 21$0.80$0.10$0.90$339.10$365.90
$365.00$335.00Aug 21$0.80$0.28$1.08$333.92$366.08
$360.00$340.00Aug 21$1.08$0.10$1.18$338.82$361.18
$360.00$335.00Aug 21$1.08$0.28$1.36$333.64$361.36
$365.00$320.00Sep 18$1.33$1.50$2.83$317.17$367.83
$360.00$320.00Sep 18$1.42$1.50$2.92$317.08$362.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 0.38, avg credit $1.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320365/370Sep 18$1.38$3.6273%0.38$318.62$366.38
330/335365/370Aug 21$1.02$3.9879%0.26$333.98$366.02
315/320350/355Sep 18$2.22$2.7855%0.80$317.78$352.22
325/330365/370Sep 18$1.48$3.5263%0.42$328.52$366.48
330/335365/370Sep 18$1.99$3.0153%0.66$333.01$366.99
325/330350/355Sep 18$2.32$2.6845%0.87$327.68$352.32
330/335350/355Sep 18$2.83$2.1735%1.30$332.17$352.83
315/320355/360Sep 18$1.05$3.9566%0.27$318.95$356.05
330/335360/365Aug 21$0.53$4.4776%0.12$334.47$360.53
325/330355/360Sep 18$1.15$3.8556%0.30$328.85$356.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 3.50, cheapest $0.34)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Aug 21$1.20$3.8077%3.17
$355.00$360.00$365.00Sep 18$0.34$4.667%13.71
$315.00$320.00$325.00Aug 21$0.45$4.559%10.11
$350.00$355.00$360.00Sep 18$1.17$3.8316%3.27
$340.00$345.00$350.00Sep 18$2.40$2.6022%1.08
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Aug 21$1.11$3.8979%3.50
$325.00$330.00$335.00Sep 18$0.51$4.4917%8.80
$320.00$325.00$330.00Sep 18$0.64$4.3610%6.81
$335.00$340.00$345.00Aug 21$4.05$0.9579%0.23
$330.00$335.00$340.00Sep 18$1.29$3.7123%2.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-1.05, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$345.001:2Sep 18-$1.05$3.95
$350.00$355.001:2Sep 18-$0.25$4.75
$345.00$350.001:2Aug 21-$0.13$4.87
$360.00$365.001:2Aug 21-$0.52$4.48
$355.00$360.001:2Sep 18-$0.99$4.01
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Sep 18-$1.01$3.99
$335.00$330.001:2Sep 18-$1.07$3.93
$320.00$315.001:2Sep 18-$0.26$4.74
$340.00$335.001:2Aug 21-$0.46$4.54
$330.00$325.001:2Sep 18-$0.86$4.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 0.94%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$3.200.312.6%0.94%3.58%171.7K
$345.00Sep 18$3.300.401.2%0.97%2.14%1556
$355.00Sep 18$1.300.204.1%0.38%4.49%15200
$360.00Sep 18$1.150.155.6%0.34%5.91%221.9K
$365.00Sep 18$0.450.137.0%0.13%7.17%2315
$370.00Sep 18$0.250.078.5%0.07%8.58%20259

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 1,760
Total Puts 1,392
Put/Call Ratio 0.79
Net Difference 368

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,483
Total Puts 4,818
Average Put/Call Ratio 0.60
Ratio Trend Rising

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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