Tour v526
CB
CHUBB LTD
$339.42 +0.20%
$339.38 (-0.01%)🌙
as of 09/02 06:16 PM
9/2 18:16

Option Volume

Detail
Current (09/02) 424
Calls: 241 (57%)
Puts: 183 (43%)
Prior (09/01) 705
Calls: 587 (83%)
Puts: 118 (17%)
Current vs Prior -39.86%
Calls: -58.94% (Calls)
Puts: +55.08% (Puts)
Prior 7-Day Total 5,787
Calls: 3,540 (61%)
Puts: 2,247 (39%)
Prior 7-Day Average 826
Calls: 505 (61%)
Puts: 321 (39%)
Current vs Prior 7-Day Avg -48.71%
Calls: -52.34%
Puts: -42.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $828.4K
Calls: $649.1K (78%)
Puts: $179.3K (22%)
Prior (09/01) $731.4K
Calls: $636.3K (87%)
Puts: $95.1K (13%)
Current vs Prior +13.26%
Calls: +2.01%
Puts: +88.50%
Prior 7-Day Total $3.48M
Calls: $2.55M (73%)
Puts: $925.9K (27%)
Prior 7-Day Average $496.6K
Calls: $364.3K (73%)
Puts: $132.3K (27%)
Current vs Prior 7-Day Avg +66.82%
Calls: +78.17%
Puts: +35.56%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.76
Prior (09/01) 0.20
Current vs Prior +277.74%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +15.01%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02) 6,908
Calls: 4,800 (69%)
Puts: 2,108 (31%)
Prior (09/01) 9,894
Calls: 7,613 (77%)
Puts: 2,281 (23%)
Current vs Prior -30.18%
Prior 7-Day Total 67,763
Calls: 35,539 (52%)
Puts: 32,224 (48%)
Prior 7-Day Average 9,680
Calls: 5,077 (52%)
Puts: 4,603 (48%)
Current vs Prior 7-Day Avg -28.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 3.62% | 6.01%
Prior 4.30% | 6.05%
Current vs Prior -15.63% | -0.69%
Prior 7-Day Avg 4.46% | 6.41%
Current vs 7-Day Avg -18.66% | -6.27%
Prior 7-Day Eod 4.30% | 6.05%
Current vs 7-Day Eod -15.63% | -0.69%
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 78% of dollar volume in calls ($649.1K) vs puts ($179.3K). Dollar volume significantly above 7-day average (67% higher). P/C ratio rising 278% - increased hedging/bearish positioning. Call-heavy open interest (4,800 calls vs 2,108 puts) suggests bullish positioning.

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 BULLISH
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 0.57, highest 0.62)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 185.908.30$7.1033.8%20.62--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 168.4010.00$9.2017.4%10.5212

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 167, top 35)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 182.955.50$4.2260.4%350.46545
$360.00Oct 161.802.50$2.1532.6%240.18132
$370.00Oct 160.102.30$1.20183.3%210.11--
$350.00Sep 181.051.75$1.4050.0%90.201.9K
$345.00Sep 182.102.85$2.4830.2%30.31133
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Oct 161.352.30$1.8351.9%210.15--
$325.00Oct 163.103.90$3.5022.9%200.26--
$330.00Oct 164.405.30$4.8518.6%60.34122
$310.00Sep 180.052.20$1.13190.3%50.10417
$320.00Oct 162.102.85$2.4830.2%30.2047

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 3.9%, max 3.9%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Sep 18Oct 1618.3%17.7%3.9%7122

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 30.25, avg 7.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$360.00Sep 18$0.16$4.84$0.1613%30.25$355.16
$365.00$370.00Oct 16$0.28$4.72$0.2813%16.86$365.28
$350.00$355.00Sep 18$0.47$4.53$0.4720%9.64$350.47
$340.00$345.00Sep 18$1.74$3.26$1.7446%1.87$341.74
$345.00$350.00Sep 18$1.08$3.92$1.0831%3.63$346.08
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$315.00$310.00Oct 16$0.43$4.57$0.4315%10.63$314.57
$330.00$325.00Sep 18$0.72$4.28$0.7225%5.94$329.28
$320.00$315.00Sep 18$0.22$4.78$0.2210%21.73$319.78
$320.00$315.00Oct 16$0.65$4.35$0.6520%6.69$319.35
$325.00$320.00Sep 18$0.48$4.52$0.4816%9.42$324.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.18, avg 0.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$355.00Oct 16$5.35$5.35$9.6552%0.55$345.35
$355.00$360.00Oct 16$1.00$1.00$4.0076%0.25$356.00
$360.00$365.00Oct 16$0.67$0.67$4.3382%0.15$360.67
$345.00$350.00Sep 18$1.08$1.08$3.9269%0.28$346.08
$340.00$345.00Sep 18$1.74$1.74$3.2654%0.53$341.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$305.00Sep 18$0.78$0.78$4.2290%0.18$309.22
$310.00$305.00Oct 16$0.55$0.55$4.4589%0.12$309.45
$325.00$320.00Oct 16$1.02$1.02$3.9874%0.26$323.98
$330.00$325.00Oct 16$1.35$1.35$3.6566%0.37$328.65
$325.00$320.00Sep 18$0.48$0.48$4.5284%0.11$324.52

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $4.28, cheapest $4.28)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Sep 18Oct 16$4.2817.4%20.3%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 5.21% of stock, avg 5.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Oct 16$8.50$9.20$17.70$322.30$357.705.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.38% of stock, avg 1.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$315.00Sep 18$0.77$0.53$1.30$313.70$361.30
$360.00$320.00Sep 18$0.77$0.75$1.52$318.48$361.52
$355.00$315.00Sep 18$0.93$0.53$1.46$313.54$356.46
$355.00$320.00Sep 18$0.93$0.75$1.68$318.32$356.68
$360.00$310.00Sep 18$0.77$1.13$1.90$308.10$361.90
$360.00$325.00Sep 18$0.77$1.23$2.00$323.00$362.00
$355.00$310.00Sep 18$0.93$1.13$2.06$307.94$357.06
$350.00$315.00Sep 18$1.40$0.53$1.93$313.07$351.93
$355.00$325.00Sep 18$0.93$1.23$2.16$322.84$357.16
$350.00$320.00Sep 18$1.40$0.75$2.15$317.85$352.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 0.59, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
305/310345/350Sep 18$1.86$3.1459%0.59$308.14$346.86
305/310355/360Sep 18$0.94$4.0677%0.23$309.06$355.94
305/310355/360Oct 16$1.55$3.4565%0.45$308.45$356.55
305/310350/355Sep 18$1.25$3.7570%0.33$308.75$351.25
305/310360/365Oct 16$1.22$3.7871%0.32$308.78$361.22
305/310365/370Oct 16$0.83$4.1776%0.20$309.17$365.83
320/325355/360Oct 16$2.02$2.9850%0.68$322.98$357.02
310/315355/360Oct 16$1.43$3.5761%0.40$313.57$356.43
320/325360/365Oct 16$1.69$3.3156%0.51$323.31$361.69
315/320355/360Oct 16$1.65$3.3556%0.49$318.35$356.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 19.83, cheapest $0.22)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Sep 18$0.66$4.3426%6.58
$355.00$360.00$365.00Oct 16$0.33$4.6711%14.15
$350.00$355.00$360.00Sep 18$0.31$4.6910%15.13
$345.00$350.00$355.00Sep 18$0.61$4.3918%7.20
$360.00$365.00$370.00Oct 16$0.39$4.617%11.82
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$325.00$330.00Sep 18$0.24$4.7614%19.83
$320.00$325.00$330.00Oct 16$0.33$4.6714%14.15
$310.00$315.00$320.00Oct 16$0.22$4.788%21.73
$315.00$320.00$325.00Sep 18$0.26$4.749%18.23
$315.00$320.00$325.00Oct 16$0.37$4.6311%12.51

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.50, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$340.001:2Sep 18-$1.34$3.66
$340.00$345.001:2Sep 18-$0.74$4.26
$345.00$350.001:2Sep 18-$0.32$4.68
$350.00$355.001:2Sep 18-$0.46$4.54
$355.00$360.001:2Sep 18-$0.61$4.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Oct 16-$0.50$9.50
$330.00$325.001:2Sep 18-$0.51$4.49
$325.00$320.001:2Sep 18-$0.27$4.73
$310.00$305.001:2Oct 16-$0.30$4.70
$320.00$315.001:2Sep 18-$0.31$4.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.18%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Oct 16$7.400.480.2%2.18%2.35%39
$355.00Oct 16$2.800.244.6%0.82%5.42%1161
$360.00Oct 16$1.800.186.1%0.53%6.59%24132
$345.00Sep 18$2.100.311.6%0.62%2.26%3133
$365.00Oct 16$0.450.137.5%0.13%7.67%1--
$370.00Oct 16$0.100.119.0%0.03%9.04%21--
$340.00Sep 18$2.950.460.2%0.87%1.04%35545
$350.00Sep 18$1.050.203.1%0.31%3.43%91.9K
$360.00Sep 18$0.350.106.1%0.10%6.17%1--

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 241
Total Puts 183
Put/Call Ratio 0.76
Net Difference 58

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,540
Total Puts 2,247
Average Put/Call Ratio 0.66
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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