Tour v526
CB
CHUBB LTD
$338.31 -1.59%
8/27 18:16

Option Volume

Detail
Current (08/27) 318
Calls: 180 (57%)
Puts: 138 (43%)
Prior (08/26) 515
Calls: 415 (81%)
Puts: 100 (19%)
Current vs Prior -38.25%
Calls: -56.63% (Calls)
Puts: +38.00% (Puts)
Prior 7-Day Total 16,309
Calls: 10,739 (66%)
Puts: 5,570 (34%)
Prior 7-Day Average 2,329
Calls: 1,534 (66%)
Puts: 795 (34%)
Current vs Prior 7-Day Avg -86.35%
Calls: -88.27%
Puts: -82.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $222.9K
Calls: $156.9K (70%)
Puts: $66.0K (30%)
Prior (08/26) $301.1K
Calls: $240.2K (80%)
Puts: $60.8K (20%)
Current vs Prior -25.96%
Calls: -34.68%
Puts: +8.49%
Prior 7-Day Total $9.33M
Calls: $6.93M (74%)
Puts: $2.40M (26%)
Prior 7-Day Average $1.33M
Calls: $990.2K (74%)
Puts: $342.3K (26%)
Current vs Prior 7-Day Avg -83.27%
Calls: -84.15%
Puts: -80.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.77
Prior (08/26) 0.24
Current vs Prior +218.17%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +47.71%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/27) 10,279
Calls: 3,528 (34%)
Puts: 6,751 (66%)
Prior (08/26) 8,310
Calls: 5,904 (71%)
Puts: 2,406 (29%)
Current vs Prior +23.69%
Prior 7-Day Total 106,662
Calls: 71,546 (67%)
Puts: 35,116 (33%)
Prior 7-Day Average 15,237
Calls: 10,220 (67%)
Puts: 5,016 (33%)
Current vs Prior 7-Day Avg -32.54%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.40% | 6.43%
Prior 4.48% | 6.52%
Current vs Prior -1.69% | -1.33%
Prior 7-Day Avg 3.29% | 5.82%
Current vs 7-Day Avg +33.83% | +10.42%
Prior 7-Day Eod 4.48% | 6.52%
Current vs 7-Day Eod -1.69% | -1.33%
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

Moderately bullish flow with 70% call dollar volume ($156.9K). P/C ratio rising 218% - increased hedging/bearish positioning. Put-heavy open interest (6,751 puts vs 3,528 calls) suggests hedging or bearish positioning. Rising open interest (up 24%) indicates new positions being established.

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 BEARISH
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. 2 found (avg delta 0.68, highest 0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 187.209.50$8.3527.5%330.597
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1812.8015.20$14.0017.1%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 169, top 38)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 187.209.50$8.3527.5%330.597
$350.00Sep 181.702.30$2.0030.0%260.23--
$345.00Sep 182.603.80$3.2037.5%100.33--
$360.00Sep 180.451.65$1.05114.3%70.12--
$340.00Sep 183.906.70$5.3052.8%50.46542
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 183.106.00$4.5563.7%380.411.8K
$325.00Sep 181.302.00$1.6542.4%100.191.5K
$330.00Sep 181.603.40$2.5072.0%100.28325
$320.00Sep 180.751.35$1.0557.1%80.12373
$310.00Sep 180.100.85$0.48156.2%70.06423

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. 13 found (best R:R 16.86, avg 7.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$360.00Sep 18$0.28$4.72$0.2816%16.86$355.28
$350.00$355.00Sep 18$0.67$4.33$0.6723%6.46$350.67
$345.00$350.00Sep 18$1.20$3.80$1.2033%3.17$346.20
$365.00$370.00Sep 18$0.30$4.70$0.307%15.67$365.30
$360.00$365.00Sep 18$0.50$4.50$0.5012%9.00$360.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$325.00Sep 18$0.85$4.15$0.8528%4.88$329.15
$350.00$335.00Sep 18$9.45$5.55$9.4577%0.59$340.55
$315.00$310.00Sep 18$0.20$4.80$0.208%24.00$314.80
$325.00$320.00Sep 18$0.60$4.40$0.6019%7.33$324.40
$320.00$315.00Sep 18$0.37$4.63$0.3712%12.51$319.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.69, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$345.00Sep 18$2.10$2.10$2.9054%0.72$342.10
$360.00$365.00Sep 18$0.50$0.50$4.5088%0.11$360.50
$365.00$370.00Sep 18$0.30$0.30$4.7093%0.06$365.30
$345.00$350.00Sep 18$1.20$1.20$3.8067%0.32$346.20
$350.00$355.00Sep 18$0.67$0.67$4.3377%0.15$350.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Sep 18$2.05$2.05$2.9559%0.69$332.95
$320.00$315.00Sep 18$0.37$0.37$4.6388%0.08$319.63
$325.00$320.00Sep 18$0.60$0.60$4.4081%0.14$324.40
$315.00$310.00Sep 18$0.20$0.20$4.8092%0.04$314.80
$330.00$325.00Sep 18$0.85$0.85$4.1572%0.20$329.15

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 3.81% of stock, avg 4.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Sep 18$8.35$4.55$12.90$322.10$347.903.81%
$350.00Sep 18$2.00$14.00$16.00$334.00$366.004.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.51% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$315.00Sep 18$1.05$0.68$1.73$313.27$361.73
$360.00$320.00Sep 18$1.05$1.05$2.10$317.90$362.10
$355.00$315.00Sep 18$1.33$0.68$2.01$312.99$357.01
$355.00$320.00Sep 18$1.33$1.05$2.38$317.62$357.38
$360.00$325.00Sep 18$1.05$1.65$2.70$322.30$362.70
$355.00$325.00Sep 18$1.33$1.65$2.98$322.02$357.98
$350.00$315.00Sep 18$2.00$0.68$2.68$312.32$352.68
$350.00$320.00Sep 18$2.00$1.05$3.05$316.95$353.05
$350.00$325.00Sep 18$2.00$1.65$3.65$321.35$353.65
$360.00$330.00Sep 18$1.05$2.50$3.55$326.45$363.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.11, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/315365/370Sep 18$0.50$4.5084%0.11$314.50$365.50
315/320365/370Sep 18$0.67$4.3380%0.15$319.33$365.67
310/315360/365Sep 18$0.70$4.3080%0.16$314.30$360.70
315/320360/365Sep 18$0.87$4.1375%0.21$319.13$360.87
320/325365/370Sep 18$0.90$4.1074%0.22$324.10$365.90
320/325360/365Sep 18$1.10$3.9069%0.28$323.90$361.10
325/330365/370Sep 18$1.15$3.8565%0.30$328.85$366.15
325/330360/365Sep 18$1.35$3.6560%0.37$328.65$361.35
310/315345/350Sep 18$1.40$3.6059%0.39$313.60$346.40
310/315350/355Sep 18$0.87$4.1369%0.21$314.13$350.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 19.00, cheapest $0.17)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$365.00$370.00Sep 18$0.20$4.808%24.00
$345.00$350.00$355.00Sep 18$0.53$4.4717%8.43
$350.00$355.00$360.00Sep 18$0.39$4.6111%11.82
$335.00$340.00$345.00Sep 18$0.95$4.0526%4.26
$340.00$345.00$350.00Sep 18$0.90$4.1023%4.56
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$325.00$330.00Sep 18$0.25$4.7515%19.00
$315.00$320.00$325.00Sep 18$0.23$4.7711%20.74
$310.00$315.00$320.00Sep 18$0.17$4.837%28.41
$325.00$330.00$335.00Sep 18$1.20$3.8022%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.45, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$345.001:2Sep 18-$1.10$3.90
$345.00$350.001:2Sep 18-$0.80$4.20
$335.00$340.001:2Sep 18-$2.25$2.75
$360.00$365.001:2Sep 18-$0.05$4.95
$350.00$355.001:2Sep 18-$0.66$4.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Sep 18-$0.45$4.55
$330.00$325.001:2Sep 18-$0.80$4.20
$325.00$320.001:2Sep 18-$0.45$4.55
$320.00$315.001:2Sep 18-$0.31$4.69
$315.00$310.001:2Sep 18-$0.28$4.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 0.77%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Sep 18$2.600.332.0%0.77%2.75%10--
$340.00Sep 18$3.900.460.5%1.15%1.65%5542
$350.00Sep 18$1.700.233.5%0.50%3.96%26--
$355.00Sep 18$0.950.164.9%0.28%5.21%5210
$360.00Sep 18$0.450.126.4%0.13%6.54%7--
$365.00Sep 18$0.200.077.9%0.06%7.95%2377

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 180
Total Puts 138
Put/Call Ratio 0.77
Net Difference 42

Prior's Put/Call Breakdown

Total Calls 415
Total Puts 100
Put/Call Ratio 0.24
Net Difference 315

Prior 7-Day Put/Call Summary

Total Calls 10,739
Total Puts 5,570
Average Put/Call Ratio 0.52
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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