Tour
v526
CB
CHUBB LTD
$343.77
+0.19%
$341.81 (-0.57%)
as of 08/26 06:17 PM
Option Volume
Detail
Current (08/26)
515
Calls:
415
(81%)
Puts:
100
(19%)
Prior (08/25)
400
Calls:
214
(54%)
Puts:
186
(46%)
Current vs Prior
+28.75%
Calls:
+93.93%
(Calls)
Puts:
-46.24%
(Puts)
Prior 7-Day Total
16,428
Calls:
10,751
(65%)
Puts:
5,677
(35%)
Prior 7-Day Average
2,346
Calls:
1,535
(65%)
Puts:
811
(35%)
Current vs Prior 7-Day Avg
-78.06%
Calls:
-72.98%
Puts:
-87.67%
Sentiment
BULLISH
Dollar Volume
Detail
Current (08/26)
$301.1K
Calls:
$240.2K
(80%)
Puts:
$60.8K
(20%)
Prior (08/25)
$182.8K
Calls:
$90.8K
(50%)
Puts:
$92.0K
(50%)
Current vs Prior
+64.70%
Calls:
+164.63%
Puts:
-33.89%
Prior 7-Day Total
$9.69M
Calls:
$7.28M
(75%)
Puts:
$2.41M
(25%)
Prior 7-Day Average
$1.38M
Calls:
$1.04M
(75%)
Puts:
$343.8K
(25%)
Current vs Prior 7-Day Avg
-78.25%
Calls:
-76.90%
Puts:
-82.31%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (08/26)
0.24
Prior (08/25)
0.87
Current vs Prior
-72.28%
Prior 7-Day Average
0.55
Current vs Prior 7-Day Avg
-56.49%
Sentiment
BULLISH
Open Interest
Detail
Current (08/26)
8,310
Calls:
5,904
(71%)
Puts:
2,406
(29%)
Prior (08/25)
11,259
Calls:
5,696
(51%)
Puts:
5,563
(49%)
Current vs Prior
-26.19%
Prior 7-Day Total
109,470
Calls:
73,217
(67%)
Puts:
36,253
(33%)
Prior 7-Day Average
15,638
Calls:
10,459
(67%)
Puts:
5,179
(33%)
Current vs Prior 7-Day Avg
-46.86%
Sentiment
BEARISH
Expected Move
Detail
Expiry (09/18) | Next (10/16)
Current
4.48% | 6.52%
Prior
4.60% | 6.53%
Current vs Prior
-2.72% | -0.19%
Prior 7-Day Avg
3.08% | 5.68%
Current vs 7-Day Avg
+45.68% | +14.78%
Prior 7-Day Eod
4.60% | 6.53%
Current vs 7-Day Eod
-2.72% | -0.19%
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
Strong bullish conviction with 80% of dollar volume in calls ($240.2K) vs puts ($60.8K). Elevated premium activity with dollar volume up 65% vs prior. Extreme bullish P/C ratio of 0.24 - heavy call buying (415 calls vs 100 puts). P/C ratio dropping 72% - sentiment shifting bullish.
Smart Money
BULLISH
Retail Flow
BULLISH
Overall
BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BULLISH
Prior
BEARISH
7-Day Avg
BULLISH
Current
BULLISH
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
NEUTRAL
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
415
Total Puts
100
Put/Call Ratio
0.24
Net Difference
315
Prior's Put/Call Breakdown
Total Calls
214
Total Puts
186
Put/Call Ratio
0.87
Net Difference
28
Prior 7-Day Put/Call Summary
Total Calls
10,751
Total Puts
5,677
Average Put/Call Ratio
0.55
Ratio Trend
Falling
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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