Tour v526
CB
CHUBB LTD
$343.11 -0.79%
$345.37 (+0.66%)🌙
as of 08/25 06:17 PM
8/25 18:17

Option Volume

Detail
Current (08/25) 400
Calls: 214 (54%)
Puts: 186 (46%)
Prior (08/21) 3,152
Calls: 1,760 (56%)
Puts: 1,392 (44%)
Current vs Prior -87.31%
Calls: -87.84% (Calls)
Puts: -86.64% (Puts)
Prior 7-Day Total 16,935
Calls: 10,962 (65%)
Puts: 5,973 (35%)
Prior 7-Day Average 2,419
Calls: 1,566 (65%)
Puts: 853 (35%)
Current vs Prior 7-Day Avg -83.47%
Calls: -86.33%
Puts: -78.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/25) $182.8K
Calls: $90.8K (50%)
Puts: $92.0K (50%)
Prior (08/21) $1.20M
Calls: $824.1K (69%)
Puts: $374.7K (31%)
Current vs Prior -84.75%
Calls: -88.98%
Puts: -75.44%
Prior 7-Day Total $10.69M
Calls: $8.28M (77%)
Puts: $2.41M (23%)
Prior 7-Day Average $1.53M
Calls: $1.18M (77%)
Puts: $344.5K (23%)
Current vs Prior 7-Day Avg -88.03%
Calls: -92.32%
Puts: -73.29%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/25) 0.87
Prior (08/21) 0.79
Current vs Prior +9.89%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +46.89%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/25) 11,259
Calls: 5,696 (51%)
Puts: 5,563 (49%)
Prior (08/21) 16,066
Calls: 9,296 (58%)
Puts: 6,770 (42%)
Current vs Prior -29.92%
Prior 7-Day Total 109,391
Calls: 75,807 (69%)
Puts: 33,584 (31%)
Prior 7-Day Average 15,627
Calls: 10,829 (69%)
Puts: 4,797 (31%)
Current vs Prior 7-Day Avg -27.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.60% | 6.53%
Prior 4.69% | 6.83%
Current vs Prior -1.86% | -4.46%
Prior 7-Day Avg 2.90% | 5.58%
Current vs 7-Day Avg +58.59% | +16.91%
Prior 7-Day Eod 4.69% | 6.83%
Current vs 7-Day Eod -1.86% | -4.46%
Sentiment BULLISH

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

Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 87% vs prior. Declining open interest (down 30%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 1 found (avg delta 0.69, highest 0.69)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 1810.0012.60$11.3023.0%10.69--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 255, top 65)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Sep 180.451.80$1.13119.5%650.12314
$355.00Sep 182.002.60$2.3026.1%190.24209
$360.00Sep 180.103.50$1.80188.9%180.181.9K
$350.00Sep 183.504.10$3.8015.8%170.341.7K
$345.00Sep 184.906.40$5.6526.5%80.45127
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 181.703.40$2.5566.7%410.24297
$320.00Sep 180.701.45$1.0869.4%240.11--
$325.00Sep 180.952.55$1.7591.4%150.171.5K
$340.00Sep 184.007.20$5.6057.1%90.44--
$335.00Sep 182.205.00$3.6077.8%70.321.8K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 42.48, avg 8.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$360.00Sep 18$0.50$4.50$0.5024%9.00$355.50
$365.00$370.00Sep 18$0.28$4.72$0.2812%16.86$365.28
$335.00$345.00Sep 18$5.65$4.35$5.6569%0.77$340.65
$345.00$350.00Sep 18$1.85$3.15$1.8545%1.70$346.85
$360.00$365.00Sep 18$0.67$4.33$0.6718%6.46$360.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$310.00Sep 18$0.23$9.77$0.2311%42.48$319.77
$335.00$330.00Sep 18$1.05$3.95$1.0532%3.76$333.95
$330.00$325.00Sep 18$0.80$4.20$0.8024%5.25$329.20
$325.00$320.00Sep 18$0.67$4.33$0.6717%6.46$324.33
$340.00$335.00Sep 18$2.00$3.00$2.0044%1.50$338.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.16, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$355.00Sep 18$1.50$1.50$3.5066%0.43$351.50
$360.00$365.00Sep 18$0.67$0.67$4.3382%0.15$360.67
$345.00$350.00Sep 18$1.85$1.85$3.1555%0.59$346.85
$365.00$370.00Sep 18$0.28$0.28$4.7288%0.06$365.28
$355.00$360.00Sep 18$0.50$0.50$4.5076%0.11$355.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$305.00$300.00Sep 18$0.68$0.68$4.3291%0.16$304.32
$340.00$335.00Sep 18$2.00$2.00$3.0056%0.67$338.00
$325.00$320.00Sep 18$0.67$0.67$4.3383%0.15$324.33
$330.00$325.00Sep 18$0.80$0.80$4.2076%0.19$329.20
$335.00$330.00Sep 18$1.05$1.05$3.9568%0.27$333.95

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. 1 found (cheapest 4.34% of stock, avg 4.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Sep 18$11.30$3.60$14.90$320.10$349.904.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.64% of stock, avg 1.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$320.00Sep 18$1.13$1.08$2.21$317.79$367.21
$365.00$325.00Sep 18$1.13$1.75$2.88$322.12$367.88
$360.00$320.00Sep 18$1.80$1.08$2.88$317.12$362.88
$360.00$325.00Sep 18$1.80$1.75$3.55$321.45$363.55
$355.00$320.00Sep 18$2.30$1.08$3.38$316.62$358.38
$365.00$330.00Sep 18$1.13$2.55$3.68$326.32$368.68
$355.00$325.00Sep 18$2.30$1.75$4.05$320.95$359.05
$360.00$330.00Sep 18$1.80$2.55$4.35$325.65$364.35
$355.00$330.00Sep 18$2.30$2.55$4.85$325.15$359.85
$365.00$335.00Sep 18$1.13$3.60$4.73$330.27$369.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.77, avg credit $1.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
300/305350/355Sep 18$2.18$2.8258%0.77$302.82$352.18
300/305360/365Sep 18$1.35$3.6573%0.37$303.65$361.35
300/305365/370Sep 18$0.96$4.0479%0.24$304.04$365.96
320/325350/355Sep 18$2.17$2.8349%0.77$322.83$352.17
320/325360/365Sep 18$1.34$3.6665%0.37$323.66$361.34
300/305355/360Sep 18$1.18$3.8268%0.31$303.82$356.18
320/325365/370Sep 18$0.95$4.0571%0.23$324.05$365.95
325/330350/355Sep 18$2.30$2.7043%0.85$327.70$352.30
325/330360/365Sep 18$1.47$3.5358%0.42$328.53$361.47
325/330365/370Sep 18$1.08$3.9264%0.28$328.92$366.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 13.29, cheapest $0.13)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Sep 18$0.35$4.6521%13.29
$360.00$365.00$370.00Sep 18$0.39$4.619%11.82
$365.00$370.00$375.00Sep 18$0.31$4.694%15.13
$350.00$355.00$360.00Sep 18$1.00$4.0016%4.00
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$325.00$330.00Sep 18$0.13$4.8712%37.46
$325.00$330.00$335.00Sep 18$0.25$4.7515%19.00
$330.00$335.00$340.00Sep 18$0.95$4.0520%4.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $--, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$345.001:2Sep 18$0.00$10.00
$350.00$355.001:2Sep 18-$0.80$4.20
$360.00$365.001:2Sep 18-$0.46$4.54
$345.00$350.001:2Sep 18-$1.95$3.05
$365.00$370.001:2Sep 18-$0.57$4.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Sep 18-$1.60$3.40
$325.00$320.001:2Sep 18-$0.41$4.59
$320.00$310.001:2Sep 18-$0.62$9.38
$330.00$325.001:2Sep 18-$0.95$4.05
$335.00$330.001:2Sep 18-$1.50$3.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.02%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$3.500.342.0%1.02%3.03%171.7K
$345.00Sep 18$4.900.450.6%1.43%1.98%8127
$355.00Sep 18$2.000.243.5%0.58%4.05%19209
$360.00Sep 18$0.100.184.9%0.03%4.95%181.9K
$365.00Sep 18$0.450.126.4%0.13%6.51%65314
$370.00Sep 18$0.250.097.8%0.07%7.91%8258

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 214
Total Puts 186
Put/Call Ratio 0.87
Net Difference 28

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,962
Total Puts 5,973
Average Put/Call Ratio 0.59
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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