Tour v526
CB
CHUBB LTD
$338.60 -0.39%
$340.31 (+0.50%)🌙
as of 08/31 06:16 PM
8/31 18:16

Option Volume

Detail
Current (08/31) 338
Calls: 224 (66%)
Puts: 114 (34%)
Prior (08/28) 359
Calls: 160 (45%)
Puts: 199 (55%)
Current vs Prior -5.85%
Calls: +40.00% (Calls)
Puts: -42.71% (Puts)
Prior 7-Day Total 6,471
Calls: 3,957 (61%)
Puts: 2,514 (39%)
Prior 7-Day Average 924
Calls: 565 (61%)
Puts: 359 (39%)
Current vs Prior 7-Day Avg -63.44%
Calls: -60.37%
Puts: -68.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31) $272.1K
Calls: $205.7K (76%)
Puts: $66.4K (24%)
Prior (08/28) $567.0K
Calls: $396.1K (70%)
Puts: $170.9K (30%)
Current vs Prior -52.02%
Calls: -48.07%
Puts: -61.17%
Prior 7-Day Total $5.49M
Calls: $4.36M (79%)
Puts: $1.13M (21%)
Prior 7-Day Average $784.1K
Calls: $623.1K (79%)
Puts: $161.0K (21%)
Current vs Prior 7-Day Avg -65.30%
Calls: -66.99%
Puts: -58.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 0.51
Prior (08/28) 1.24
Current vs Prior -59.08%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -26.17%
Sentiment BULLISH

Open Interest

Detail
Current (08/31) 5,266
Calls: 2,041 (39%)
Puts: 3,225 (61%)
Prior (08/28) 6,689
Calls: 1,461 (22%)
Puts: 5,228 (78%)
Current vs Prior -21.27%
Prior 7-Day Total 88,157
Calls: 52,117 (59%)
Puts: 36,040 (41%)
Prior 7-Day Average 12,593
Calls: 7,445 (59%)
Puts: 5,148 (41%)
Current vs Prior 7-Day Avg -58.19%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.28% | 6.11%
Prior 4.43% | 6.41%
Current vs Prior -3.28% | -4.68%
Prior 7-Day Avg 3.80% | 6.14%
Current vs 7-Day Avg +12.61% | -0.45%
Prior 7-Day Eod 4.43% | 6.41%
Current vs 7-Day Eod -3.28% | -4.68%
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 76% of dollar volume in calls ($205.7K) vs puts ($66.4K). Light premium activity with dollar volume down 52% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 59% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 -- 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 0.72, highest 0.88)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Sep 1815.4018.60$17.0018.8%60.88--
$340.00Sep 184.907.40$6.1540.7%10.56--

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 181, top 109)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Sep 180.451.10$0.7883.3%1090.12210
$350.00Sep 180.052.35$1.20191.7%230.18--
$345.00Sep 181.553.60$2.5879.5%40.30130
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 180.751.30$1.0253.9%220.12371
$330.00Sep 181.053.00$2.0396.1%100.26329
$355.00Sep 1815.4018.60$17.0018.8%60.88--
$305.00Sep 180.000.70$0.35200.0%30.0411
$325.00Sep 180.852.20$1.5388.2%20.181.5K

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. 7 found (best R:R 9.00, avg 7.95)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Sep 18$0.42$4.58$0.4218%10.90$350.42
$345.00$350.00Sep 18$1.38$3.62$1.3830%2.62$346.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$325.00Sep 18$0.50$4.50$0.5026%9.00$329.50
$325.00$320.00Sep 18$0.51$4.49$0.5118%8.80$324.49
$340.00$335.00Sep 18$2.32$2.68$2.3256%1.16$337.68
$320.00$305.00Sep 18$0.67$14.33$0.6712%21.39$319.33
$335.00$330.00Sep 18$1.80$3.20$1.8041%1.78$333.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.38, avg 0.22)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$350.00Sep 18$1.38$1.38$3.6270%0.38$346.38
$350.00$355.00Sep 18$0.42$0.42$4.5882%0.09$350.42
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Sep 18$1.80$1.80$3.2059%0.56$333.20
$320.00$305.00Sep 18$0.67$0.67$14.3388%0.05$319.33
$325.00$320.00Sep 18$0.51$0.51$4.4982%0.11$324.49
$330.00$325.00Sep 18$0.50$0.50$4.5074%0.11$329.50

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 5.25% of stock, avg 5.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Sep 18$0.78$17.00$17.78$337.22$372.785.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.53% of stock, avg 1.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$320.00Sep 18$0.78$1.02$1.80$318.20$356.80
$350.00$320.00Sep 18$1.20$1.02$2.22$317.78$352.22
$355.00$325.00Sep 18$0.78$1.53$2.31$322.69$357.31
$350.00$325.00Sep 18$1.20$1.53$2.73$322.27$352.73
$355.00$330.00Sep 18$0.78$2.03$2.81$327.19$357.81
$350.00$330.00Sep 18$1.20$2.03$3.23$326.77$353.23
$345.00$320.00Sep 18$2.58$1.02$3.60$316.40$348.60
$345.00$325.00Sep 18$2.58$1.53$4.11$320.89$349.11
$345.00$330.00Sep 18$2.58$2.03$4.61$325.39$349.61
$355.00$335.00Sep 18$0.78$3.83$4.61$330.39$359.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.61, avg credit $1.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325345/350Sep 18$1.89$3.1151%0.61$323.11$346.89
320/325350/355Sep 18$0.93$4.0764%0.23$324.07$350.93
325/330345/350Sep 18$1.88$3.1243%0.60$328.12$346.88
325/330350/355Sep 18$0.92$4.0856%0.23$329.08$350.92
305/320350/355Sep 18$1.09$13.9170%0.08$318.91$351.09
305/320345/350Sep 18$2.05$12.9557%0.16$317.95$347.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 8.62, cheapest $0.52)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Sep 18$0.96$4.0419%4.21
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Sep 18$0.52$4.4830%8.62
$325.00$330.00$335.00Sep 18$1.30$3.7023%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.23, 5 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$350.00$355.001:2Sep 18-$0.36$4.64
$345.00$350.001:2Sep 18$0.18$4.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Sep 18-$0.23$4.77
$340.00$335.001:2Sep 18-$1.51$3.49
$325.00$320.001:2Sep 18-$0.51$4.49
$330.00$325.001:2Sep 18-$1.03$3.97
$355.00$340.001:2Sep 18$4.70$10.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.46%, avg 0.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Sep 18$1.550.301.9%0.46%2.35%4130
$355.00Sep 18$0.450.124.8%0.13%4.98%109210

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 224
Total Puts 114
Put/Call Ratio 0.51
Net Difference 110

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,957
Total Puts 2,514
Average Put/Call Ratio 0.69
Ratio Trend Falling

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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