Tour v526
CB
CHUBB LTD
$339.92 +0.48%
$339.35 (-0.17%)🌙
as of 08/28 06:16 PM
8/28 18:16

Option Volume

Detail
Current (08/28) 359
Calls: 160 (45%)
Puts: 199 (55%)
Prior (08/27) 318
Calls: 180 (57%)
Puts: 138 (43%)
Current vs Prior +12.89%
Calls: -11.11% (Calls)
Puts: +44.20% (Puts)
Prior 7-Day Total 7,159
Calls: 4,588 (64%)
Puts: 2,571 (36%)
Prior 7-Day Average 1,022
Calls: 655 (64%)
Puts: 367 (36%)
Current vs Prior 7-Day Avg -64.90%
Calls: -75.59%
Puts: -45.82%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/28) $567.0K
Calls: $396.1K (70%)
Puts: $170.9K (30%)
Prior (08/27) $222.9K
Calls: $156.9K (70%)
Puts: $66.0K (30%)
Current vs Prior +154.38%
Calls: +152.46%
Puts: +158.96%
Prior 7-Day Total $6.26M
Calls: $5.08M (81%)
Puts: $1.18M (19%)
Prior 7-Day Average $894.8K
Calls: $726.3K (81%)
Puts: $168.5K (19%)
Current vs Prior 7-Day Avg -36.63%
Calls: -45.46%
Puts: +1.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/28) 1.24
Prior (08/27) 0.77
Current vs Prior +62.23%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +122.97%
Sentiment BEARISH

Open Interest

Detail
Current (08/28) 6,689
Calls: 1,461 (22%)
Puts: 5,228 (78%)
Prior (08/27) 10,279
Calls: 3,528 (34%)
Puts: 6,751 (66%)
Current vs Prior -34.93%
Prior 7-Day Total 99,897
Calls: 62,885 (63%)
Puts: 37,012 (37%)
Prior 7-Day Average 14,271
Calls: 8,983 (63%)
Puts: 5,287 (37%)
Current vs Prior 7-Day Avg -53.13%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.43% | 6.41%
Prior 4.40% | 6.43%
Current vs Prior +0.53% | -0.24%
Prior 7-Day Avg 3.52% | 5.98%
Current vs 7-Day Avg +25.78% | +7.25%
Prior 7-Day Eod 4.40% | 6.43%
Current vs 7-Day Eod +0.53% | -0.24%
Sentiment BEARISH

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 ($396.1K). Massive premium surge with dollar volume up 154% vs prior. Bearish P/C ratio of 1.24 indicates protective positioning. P/C ratio rising 62% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 2 of results (avg 7.5%, best 6.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1829.4032.00$30.708.5%10.90--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Sep 1816.2017.30$16.756.6%20.81--

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. 5 found (avg delta 0.72, highest 0.90)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1829.4032.00$30.708.5%10.90--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Sep 1816.2017.30$16.756.6%20.81--
$350.00Sep 1811.2013.60$12.4019.4%10.77327
$345.00Sep 187.909.90$8.9022.5%10.63--
$340.00Sep 184.307.80$6.0557.9%730.50219

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 152, top 73)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 185.007.80$6.4043.7%170.50545
$350.00Sep 180.652.95$1.80127.8%60.23--
$345.00Sep 183.104.00$3.5525.4%50.36--
$360.00Sep 180.501.10$0.8075.0%20.11--
$310.00Sep 1829.4032.00$30.708.5%10.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 184.307.80$6.0557.9%730.50219
$335.00Sep 182.304.40$3.3562.7%240.361.9K
$330.00Sep 180.903.70$2.30121.7%120.25328
$320.00Sep 180.751.10$0.9337.6%20.11372
$325.00Sep 180.801.70$1.2572.0%20.15--

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. 11 found (best R:R 3.76, avg 11.94)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$370.00Sep 18$0.37$9.63$0.3711%26.03$360.37
$350.00$360.00Sep 18$1.00$9.00$1.0023%9.00$351.00
$345.00$350.00Sep 18$1.75$3.25$1.7536%1.86$346.75
$340.00$345.00Sep 18$2.85$2.15$2.8550%0.75$342.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$330.00Sep 18$1.05$3.95$1.0536%3.76$333.95
$315.00$305.00Sep 18$0.17$9.83$0.177%57.82$314.83
$325.00$320.00Sep 18$0.32$4.68$0.3216%14.63$324.68
$345.00$340.00Sep 18$2.85$2.15$2.8563%0.75$342.15
$320.00$315.00Sep 18$0.38$4.62$0.3811%12.16$319.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 1.33, avg 0.30)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$345.00Sep 18$2.85$2.85$2.1550%1.33$342.85
$345.00$350.00Sep 18$1.75$1.75$3.2564%0.54$346.75
$350.00$360.00Sep 18$1.00$1.00$9.0077%0.11$351.00
$360.00$370.00Sep 18$0.37$0.37$9.6389%0.04$360.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Sep 18$1.05$1.05$3.9575%0.27$328.95
$320.00$315.00Sep 18$0.38$0.38$4.6289%0.08$319.62
$325.00$320.00Sep 18$0.32$0.32$4.6884%0.07$324.68
$315.00$305.00Sep 18$0.17$0.17$9.8393%0.02$314.83
$335.00$330.00Sep 18$1.05$1.05$3.9564%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. 3 found (cheapest 3.66% of stock, avg 3.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$6.40$6.05$12.45$327.55$352.453.66%
$345.00Sep 18$3.55$8.90$12.45$332.55$357.453.66%
$350.00Sep 18$1.80$12.40$14.20$335.80$364.204.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.32% of stock, avg 1.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$315.00Sep 18$0.55$0.55$1.10$313.90$376.10
$360.00$315.00Sep 18$0.80$0.55$1.35$313.65$361.35
$375.00$320.00Sep 18$0.55$0.93$1.48$318.52$376.48
$360.00$320.00Sep 18$0.80$0.93$1.73$318.27$361.73
$375.00$325.00Sep 18$0.55$1.25$1.80$323.20$376.80
$360.00$325.00Sep 18$0.80$1.25$2.05$322.95$362.05
$350.00$315.00Sep 18$1.80$0.55$2.35$312.65$352.35
$350.00$320.00Sep 18$1.80$0.93$2.73$317.27$352.73
$350.00$325.00Sep 18$1.80$1.25$3.05$321.95$353.05
$375.00$330.00Sep 18$0.55$2.30$2.85$327.15$377.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 0.06, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
305/315360/370Sep 18$0.54$9.4682%0.06$314.46$360.54
315/320360/370Sep 18$0.75$9.2578%0.08$319.25$360.75
305/315350/360Sep 18$1.17$8.8370%0.13$313.83$351.17
320/325360/370Sep 18$0.69$9.3174%0.07$324.31$360.69
315/320350/360Sep 18$1.38$8.6266%0.16$318.62$351.38
325/330360/370Sep 18$1.42$8.5864%0.17$328.58$361.42
320/325350/360Sep 18$1.32$8.6861%0.15$323.68$351.32
325/330350/360Sep 18$2.05$7.9552%0.26$327.95$352.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 32.33, cheapest $0.15)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Sep 18$0.63$9.3718%14.87
$340.00$345.00$350.00Sep 18$1.10$3.9027%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Sep 18$0.15$4.8528%32.33
$340.00$345.00$350.00Sep 18$0.65$4.3527%6.69
$345.00$350.00$355.00Sep 18$0.85$4.1518%4.88
$320.00$325.00$330.00Sep 18$0.73$4.2714%5.85
$330.00$335.00$340.00Sep 18$1.65$3.3525%2.03

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 $-0.65, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$345.001:2Sep 18-$0.70$4.30
$345.00$350.001:2Sep 18-$0.05$4.95
$360.00$370.001:2Sep 18-$0.06$9.94
$370.00$375.001:2Sep 18-$0.67$4.33
$310.00$340.001:2Sep 18$17.90$12.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Sep 18-$0.65$4.35
$330.00$325.001:2Sep 18-$0.20$4.80
$315.00$305.001:2Sep 18-$0.21$9.79
$320.00$315.001:2Sep 18-$0.17$4.83
$335.00$330.001:2Sep 18-$1.25$3.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.47%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Sep 18$5.000.500.0%1.47%1.49%17545
$345.00Sep 18$3.100.361.5%0.91%2.41%5--
$350.00Sep 18$0.650.233.0%0.19%3.16%6--
$360.00Sep 18$0.500.115.9%0.15%6.05%2--

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 160
Total Puts 199
Put/Call Ratio 1.24
Net Difference -39

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,588
Total Puts 2,571
Average Put/Call Ratio 0.56
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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