Tour v526
CB
CHUBB LTD
$343.77 +0.19%
$341.81 (-0.57%)🌙
as of 08/26 06:17 PM
8/26 18:17

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
+
Add Card

🤖 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

📈 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. 3 found (avg delta 0.62, highest 0.72)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 1811.0013.30$12.1518.9%10.727
$340.00Sep 187.709.80$8.7524.0%40.59543
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Sep 185.707.60$6.6528.6%30.54186

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 280, top 219)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 183.104.70$3.9041.0%2190.351.7K
$360.00Sep 181.151.90$1.5349.0%180.171.9K
$355.00Sep 182.052.65$2.3525.5%50.25209
$340.00Sep 187.709.80$8.7524.0%40.59543
$345.00Sep 183.807.30$5.5563.1%40.46132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 181.452.20$1.8341.0%70.20322
$315.00Sep 180.200.65$0.43104.7%50.05400
$320.00Sep 180.751.10$0.9337.6%50.10371
$340.00Sep 184.005.10$4.5524.2%40.41219
$345.00Sep 185.707.60$6.6528.6%30.54186

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. 9 found (best R:R 2.03, avg 4.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Sep 18$1.65$3.35$1.6546%2.03$346.65
$355.00$360.00Sep 18$0.82$4.18$0.8225%5.10$355.82
$360.00$365.00Sep 18$0.70$4.30$0.7017%6.14$360.70
$350.00$355.00Sep 18$1.55$3.45$1.5535%2.23$351.55
$340.00$345.00Sep 18$3.20$1.80$3.2059%0.56$343.20
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$340.00Sep 18$2.10$2.90$2.1054%1.38$342.90
$330.00$320.00Sep 18$0.90$9.10$0.9020%10.11$329.10
$340.00$330.00Sep 18$2.72$7.28$2.7241%2.68$337.28
$320.00$315.00Sep 18$0.50$4.50$0.5010%9.00$319.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.11, avg 0.27)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$355.00Sep 18$1.55$1.55$3.4565%0.45$351.55
$360.00$365.00Sep 18$0.70$0.70$4.3083%0.16$360.70
$355.00$360.00Sep 18$0.82$0.82$4.1875%0.20$355.82
$345.00$350.00Sep 18$1.65$1.65$3.3554%0.49$346.65
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$315.00Sep 18$0.50$0.50$4.5090%0.11$319.50
$340.00$330.00Sep 18$2.72$2.72$7.2859%0.37$337.28
$330.00$320.00Sep 18$0.90$0.90$9.1080%0.10$329.10

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. 2 found (cheapest 3.55% of stock, avg 3.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Sep 18$5.55$6.65$12.20$332.80$357.203.55%
$340.00Sep 18$8.75$4.55$13.30$326.70$353.303.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.37% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$315.00Sep 18$0.83$0.43$1.26$313.74$366.26
$365.00$320.00Sep 18$0.83$0.93$1.76$318.24$366.76
$360.00$315.00Sep 18$1.53$0.43$1.96$313.04$361.96
$360.00$320.00Sep 18$1.53$0.93$2.46$317.54$362.46
$365.00$330.00Sep 18$0.83$1.83$2.66$327.34$367.66
$355.00$315.00Sep 18$2.35$0.43$2.78$312.22$357.78
$360.00$330.00Sep 18$1.53$1.83$3.36$326.64$363.36
$355.00$320.00Sep 18$2.35$0.93$3.28$316.72$358.28
$355.00$330.00Sep 18$2.35$1.83$4.18$325.82$359.18
$350.00$315.00Sep 18$3.90$0.43$4.33$310.67$354.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.32, avg credit $1.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320360/365Sep 18$1.20$3.8073%0.32$318.80$361.20
315/320355/360Sep 18$1.32$3.6865%0.36$318.68$356.32
320/330360/365Sep 18$1.60$8.4063%0.19$328.40$361.60
320/330355/360Sep 18$1.72$8.2856%0.21$328.28$356.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Sep 18$0.20$4.8025%24.00
$345.00$350.00$355.00Sep 18$0.10$4.9022%49.00
$355.00$360.00$365.00Sep 18$0.12$4.8814%40.67
$350.00$355.00$360.00Sep 18$0.73$4.2718%5.85
$360.00$365.00$370.00Sep 18$0.75$4.257%5.67
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Sep 18$1.82$8.1831%4.49

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.03, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$355.001:2Sep 18-$0.80$4.20
$360.00$365.001:2Sep 18-$0.13$4.87
$340.00$345.001:2Sep 18-$2.35$2.65
$355.00$360.001:2Sep 18-$0.71$4.29
$345.00$350.001:2Sep 18-$2.25$2.75
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Sep 18-$0.03$9.97
$345.00$340.001:2Sep 18-$2.45$2.55
$340.00$330.001:2Sep 18$0.89$9.11
$320.00$315.001:2Sep 18$0.07$4.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 0.90%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Sep 18$3.100.351.8%0.90%2.71%2191.7K
$355.00Sep 18$2.050.253.3%0.60%3.86%5209
$345.00Sep 18$3.800.460.4%1.11%1.46%4132
$360.00Sep 18$1.150.174.7%0.33%5.06%181.9K
$370.00Sep 18$0.250.107.6%0.07%7.70%3262
$365.00Sep 18$0.450.106.2%0.13%6.31%2375

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 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

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