Tour v526
CB
CHUBB LTD
$338.74 +0.04%
$338.64 (-0.03%)🌙
as of 09/01 06:17 PM
9/1 18:17

Option Volume

Detail
Current (09/01) 705
Calls: 587 (83%)
Puts: 118 (17%)
Prior (08/31) 338
Calls: 224 (66%)
Puts: 114 (34%)
Current vs Prior +108.58%
Calls: +162.05% (Calls)
Puts: +3.51% (Puts)
Prior 7-Day Total 5,702
Calls: 3,342 (59%)
Puts: 2,360 (41%)
Prior 7-Day Average 814
Calls: 477 (59%)
Puts: 337 (41%)
Current vs Prior 7-Day Avg -13.45%
Calls: +22.95%
Puts: -65.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $731.4K
Calls: $636.3K (87%)
Puts: $95.1K (13%)
Prior (08/31) $272.1K
Calls: $205.7K (76%)
Puts: $66.4K (24%)
Current vs Prior +168.83%
Calls: +209.32%
Puts: +43.33%
Prior 7-Day Total $3.08M
Calls: $2.17M (70%)
Puts: $912.1K (30%)
Prior 7-Day Average $439.9K
Calls: $309.6K (70%)
Puts: $130.3K (30%)
Current vs Prior 7-Day Avg +66.26%
Calls: +105.50%
Puts: -26.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 0.20
Prior (08/31) 0.51
Current vs Prior -60.50%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -71.94%
Sentiment BULLISH

Open Interest

Detail
Current (09/01) 9,894
Calls: 7,613 (77%)
Puts: 2,281 (23%)
Prior (08/31) 5,266
Calls: 2,041 (39%)
Puts: 3,225 (61%)
Current vs Prior +87.88%
Prior 7-Day Total 70,047
Calls: 37,750 (54%)
Puts: 32,297 (46%)
Prior 7-Day Average 10,006
Calls: 5,392 (54%)
Puts: 4,613 (46%)
Current vs Prior 7-Day Avg -1.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.30% | 6.05%
Prior 4.28% | 6.11%
Current vs Prior +0.30% | -1.01%
Prior 7-Day Avg 4.10% | 6.26%
Current vs 7-Day Avg +4.73% | -3.29%
Prior 7-Day Eod 4.28% | 6.11%
Current vs 7-Day Eod +0.30% | -1.01%
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

Strong bullish conviction with 87% of dollar volume in calls ($636.3K) vs puts ($95.1K). Massive premium surge with dollar volume up 169% vs prior. Dollar volume significantly above 7-day average (66% higher). Unusually high activity with volume up 109% vs prior - elevated interest.

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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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. 4 found (avg delta 0.63, highest 0.85)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 186.909.30$8.1029.6%10.6238
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Sep 1815.6019.70$17.6523.2%10.85--
$340.00Sep 184.508.40$6.4560.5%10.55199
$340.00Oct 168.2010.10$9.1520.8%20.5110

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 472, top 236)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Sep 180.001.10$0.55200.0%2360.081.9K
$355.00Sep 180.052.35$1.20191.7%1400.15183
$355.00Oct 162.605.20$3.9066.7%320.27131
$350.00Sep 180.652.20$1.43108.4%190.191.9K
$345.00Oct 165.607.10$6.3523.6%100.41105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 180.002.25$1.13199.1%50.08200
$305.00Sep 180.000.75$0.38197.4%20.04--
$335.00Oct 166.007.60$6.8023.5%20.42--
$340.00Oct 168.2010.10$9.1520.8%20.5110
$310.00Sep 180.200.40$0.3066.7%10.04--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 9.0%, max 11.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Sep 18Oct 1620.3%19.1%6.2%12238
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Sep 18Oct 1620.0%17.9%11.8%3209

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 20.74, avg 5.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Sep 18$0.23$4.77$0.2319%20.74$350.23
$345.00$350.00Oct 16$1.30$3.70$1.3040%2.85$346.30
$350.00$355.00Oct 16$1.15$3.85$1.1533%3.35$351.15
$340.00$345.00Sep 18$1.77$3.23$1.7745%1.82$341.77
$355.00$360.00Sep 18$0.65$4.35$0.6515%6.69$355.65
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$335.00Oct 16$2.35$2.65$2.3551%1.13$337.65
$320.00$310.00Sep 18$0.55$9.45$0.5511%17.18$319.45
$335.00$320.00Oct 16$4.15$10.85$4.1542%2.61$330.85
$340.00$320.00Sep 18$5.60$14.40$5.6055%2.57$334.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.56, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$355.00$360.00Oct 16$1.80$1.80$3.2073%0.56$356.80
$360.00$370.00Oct 16$1.50$1.50$8.5082%0.18$361.50
$345.00$350.00Sep 18$1.60$1.60$3.4068%0.47$346.60
$355.00$360.00Sep 18$0.65$0.65$4.3585%0.15$355.65
$340.00$345.00Sep 18$1.77$1.77$3.2355%0.55$341.77
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$320.00Oct 16$4.15$4.15$10.8558%0.38$330.85
$320.00$310.00Sep 18$0.55$0.55$9.4589%0.06$319.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $3.01, cheapest $2.70)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Sep 18Oct 16$3.3220.3%19.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Sep 18Oct 16$2.7020.0%17.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 3.32% of stock, avg 4.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$4.80$6.45$11.25$328.75$351.253.32%
$355.00Sep 18$1.20$17.65$18.85$336.15$373.855.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.41% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$320.00Sep 18$0.55$0.85$1.40$318.60$361.40
$360.00$300.00Sep 18$0.55$1.13$1.68$298.32$361.68
$355.00$320.00Sep 18$1.20$0.85$2.05$317.95$357.05
$350.00$320.00Sep 18$1.43$0.85$2.28$317.72$352.28
$355.00$300.00Sep 18$1.20$1.13$2.33$297.67$357.33
$350.00$300.00Sep 18$1.43$1.13$2.56$297.44$352.56
$380.00$320.00Oct 16$1.35$2.65$4.00$316.00$384.00
$360.00$320.00Oct 16$2.10$2.65$4.75$315.25$364.75
$345.00$320.00Sep 18$3.03$0.85$3.88$316.12$348.88
$345.00$300.00Sep 18$3.03$1.13$4.16$295.84$349.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.14, avg credit $1.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/320355/360Sep 18$1.20$8.8074%0.14$318.80$356.20
310/320345/350Sep 18$2.15$7.8557%0.27$317.85$347.15
310/320350/355Sep 18$0.78$9.2270%0.08$319.22$350.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 28.41, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Sep 18$0.17$4.8326%28.41
$345.00$350.00$355.00Oct 16$0.15$4.8514%32.33
$335.00$340.00$345.00Sep 18$1.53$3.4729%2.27
$345.00$350.00$355.00Sep 18$1.37$3.6317%2.65
$360.00$370.00$380.00Oct 16$2.25$7.758%3.44
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$305.00$310.00Sep 18$0.67$4.334%6.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-1.50, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$340.001:2Sep 18-$1.50$3.50
$355.00$360.001:2Oct 16-$0.30$4.70
$340.00$345.001:2Sep 18-$1.26$3.74
$350.00$355.001:2Sep 18-$0.97$4.03
$370.00$380.001:2Oct 16-$2.10$7.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$305.001:2Sep 18-$0.46$4.54
$305.00$300.001:2Sep 18-$1.88$3.12
$340.00$335.001:2Oct 16-$4.45$0.55
$355.00$340.001:2Sep 18$4.75$10.25
$335.00$320.001:2Oct 16$1.50$13.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.65%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Oct 16$5.600.411.9%1.65%3.50%10105
$350.00Oct 16$3.500.333.3%1.03%4.36%3--
$355.00Oct 16$2.600.274.8%0.77%5.57%32131
$360.00Oct 16$1.900.186.3%0.56%6.84%4--
$340.00Sep 18$3.100.450.4%0.92%1.29%3546
$345.00Sep 18$1.350.321.9%0.40%2.25%2133
$350.00Sep 18$0.650.193.3%0.19%3.52%191.9K

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 587
Total Puts 118
Put/Call Ratio 0.20
Net Difference 469

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,342
Total Puts 2,360
Average Put/Call Ratio 0.72
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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