Tour v526
CB
CHUBB LTD
$348.25 +2.60%
$348.94 (+0.20%)🌙
as of 09/03 06:16 PM
9/3 18:16

Option Volume

Detail
Current (09/03) 690
Calls: 408 (59%)
Puts: 282 (41%)
Prior (09/02) 424
Calls: 241 (57%)
Puts: 183 (43%)
Current vs Prior +62.74%
Calls: +69.29% (Calls)
Puts: +54.10% (Puts)
Prior 7-Day Total 3,059
Calls: 2,021 (66%)
Puts: 1,038 (34%)
Prior 7-Day Average 437
Calls: 288 (66%)
Puts: 148 (34%)
Current vs Prior 7-Day Avg +57.89%
Calls: +41.32%
Puts: +90.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $399.8K
Calls: $326.4K (82%)
Puts: $73.4K (18%)
Prior (09/02) $828.4K
Calls: $649.1K (78%)
Puts: $179.3K (22%)
Current vs Prior -51.74%
Calls: -49.71%
Puts: -59.07%
Prior 7-Day Total $3.11M
Calls: $2.38M (76%)
Puts: $730.5K (24%)
Prior 7-Day Average $443.7K
Calls: $339.3K (76%)
Puts: $104.4K (24%)
Current vs Prior 7-Day Avg -9.89%
Calls: -3.80%
Puts: -29.67%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 0.69
Prior (09/02) 0.76
Current vs Prior -8.98%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +5.42%
Sentiment BULLISH

Open Interest

Detail
Current (09/03) 14,104
Calls: 7,084 (50%)
Puts: 7,020 (50%)
Prior (09/02) 6,908
Calls: 4,800 (69%)
Puts: 2,108 (31%)
Current vs Prior +104.17%
Prior 7-Day Total 58,605
Calls: 31,043 (53%)
Puts: 27,562 (47%)
Prior 7-Day Average 8,372
Calls: 4,434 (53%)
Puts: 3,937 (47%)
Current vs Prior 7-Day Avg +68.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 3.85% | 5.81%
Prior 3.62% | 6.01%
Current vs Prior +6.18% | -3.25%
Prior 7-Day Avg 4.30% | 6.29%
Current vs 7-Day Avg -10.57% | -7.62%
Prior 7-Day Eod 3.62% | 6.01%
Current vs 7-Day Eod +6.18% | -3.25%
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 82% of dollar volume in calls ($326.4K) vs puts ($73.4K). Light premium activity with dollar volume down 52% vs prior. Above-average activity with volume up 63% vs prior. Bullish P/C ratio of 0.69.

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Oct 164.104.50$4.309.3%120.30148
PUTS (0)
No puts meet the criteria

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 0.68, highest 0.85)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 1812.7015.40$14.0519.2%20.8537
$340.00Sep 188.9011.30$10.1023.8%90.74548
$340.00Oct 1612.7015.30$14.0018.6%10.6511
$345.00Sep 186.308.00$7.1523.8%150.58135
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 185.007.50$6.2540.0%10.56326

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 505, top 85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 161.752.30$2.0327.1%850.17316
$350.00Sep 183.505.30$4.4040.9%630.441.9K
$355.00Oct 165.907.40$6.6522.6%310.39162
$375.00Oct 160.353.40$1.88162.2%170.1583
$345.00Sep 186.308.00$7.1523.8%150.58135
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 180.450.95$0.7071.4%490.10318
$340.00Sep 182.002.45$2.2320.2%330.27199
$320.00Sep 180.001.00$0.50200.0%300.06382
$335.00Sep 180.901.55$1.2352.8%240.171.9K
$325.00Oct 160.753.70$2.23132.3%200.17--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 9.5%, max 22.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Sep 18Oct 1620.9%19.2%8.6%142.1K
$340.00Sep 18Oct 1618.6%17.7%5.4%10559
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Sep 18Oct 1621.0%17.1%22.6%4182
$335.00Sep 18Oct 1619.3%18.3%5.5%391.9K
$340.00Sep 18Oct 1618.6%17.7%5.4%35199

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 2.13, avg 7.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$375.00Oct 16$0.15$4.85$0.1517%32.33$370.15
$340.00$355.00Oct 16$7.35$7.65$7.3565%1.04$347.35
$340.00$345.00Sep 18$2.95$2.05$2.9574%0.69$342.95
$355.00$360.00Sep 18$0.70$4.30$0.7030%6.14$355.70
$365.00$370.00Sep 18$0.11$4.89$0.1111%44.45$365.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$345.00Sep 18$1.60$3.40$1.6056%2.13$348.40
$330.00$325.00Oct 16$0.32$4.68$0.3220%14.63$329.68
$345.00$340.00Oct 16$1.85$3.15$1.8544%1.70$343.15
$340.00$335.00Oct 16$1.40$3.60$1.4035%2.57$338.60
$330.00$325.00Sep 18$0.30$4.70$0.3010%15.67$329.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.94, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$355.00$360.00Oct 16$2.35$2.35$2.6561%0.89$357.35
$360.00$365.00Sep 18$1.02$1.02$3.9879%0.26$361.02
$350.00$355.00Sep 18$2.00$2.00$3.0056%0.67$352.00
$375.00$380.00Oct 16$0.70$0.70$4.3085%0.16$375.70
$365.00$370.00Oct 16$1.02$1.02$3.9876%0.26$366.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$340.00Sep 18$2.42$2.42$2.5858%0.94$342.58
$315.00$310.00Oct 16$0.60$0.60$4.4091%0.14$314.40
$335.00$330.00Oct 16$1.20$1.20$3.8073%0.32$333.80
$325.00$320.00Oct 16$0.70$0.70$4.3084%0.16$324.30
$340.00$335.00Sep 18$1.00$1.00$4.0073%0.25$339.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $2.35, cheapest $2.35)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Sep 18Oct 16$2.3521.0%17.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 3.06% of stock, avg 3.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Sep 18$4.40$6.25$10.65$339.35$360.653.06%
$345.00Sep 18$7.15$4.65$11.80$333.20$356.803.39%
$340.00Sep 18$10.10$2.23$12.33$327.67$352.333.54%
$335.00Sep 18$14.05$1.23$15.28$319.72$350.284.39%
$340.00Oct 16$14.00$5.15$19.15$320.85$359.155.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.36% of stock, avg 1.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$330.00Sep 18$0.57$0.70$1.27$328.73$371.27
$365.00$330.00Sep 18$0.68$0.70$1.38$328.62$366.38
$370.00$315.00Sep 18$0.57$1.20$1.77$313.23$371.77
$365.00$315.00Sep 18$0.68$1.20$1.88$313.12$366.88
$370.00$335.00Sep 18$0.57$1.23$1.80$333.20$371.80
$365.00$335.00Sep 18$0.68$1.23$1.91$333.09$366.91
$360.00$330.00Sep 18$1.70$0.70$2.40$327.60$362.40
$360.00$335.00Sep 18$1.70$1.23$2.93$332.07$362.93
$360.00$315.00Sep 18$1.70$1.20$2.90$312.10$362.90
$370.00$340.00Sep 18$0.57$2.23$2.80$337.20$372.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 0.35, avg credit $1.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/315375/380Oct 16$1.30$3.7076%0.35$313.70$376.30
310/315365/370Oct 16$1.62$3.3868%0.48$313.38$366.62
310/315360/365Oct 16$1.85$3.1561%0.59$313.15$361.85
320/325375/380Oct 16$1.40$3.6068%0.39$323.60$376.40
315/320375/380Oct 16$1.15$3.8573%0.30$318.85$376.15
330/335375/380Oct 16$1.90$3.1058%0.61$333.10$376.90
325/330360/365Sep 18$1.32$3.6869%0.36$328.68$361.32
320/325365/370Oct 16$1.72$3.2860%0.52$323.28$366.72
315/320365/370Oct 16$1.47$3.5364%0.42$318.53$366.47
330/335365/370Oct 16$2.22$2.7849%0.80$332.78$367.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 24.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Sep 18$0.20$4.8030%24.00
$360.00$365.00$370.00Oct 16$0.23$4.7713%20.74
$345.00$350.00$355.00Sep 18$0.75$4.2529%5.67
$335.00$340.00$345.00Sep 18$1.00$4.0027%4.00
$360.00$365.00$370.00Sep 18$0.91$4.0913%4.49
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Oct 16$0.20$4.8015%24.00
$325.00$330.00$335.00Sep 18$0.23$4.7711%20.74
$335.00$340.00$345.00Oct 16$0.45$4.5517%10.11
$330.00$335.00$340.00Sep 18$0.47$4.5317%9.64
$315.00$320.00$325.00Oct 16$0.25$4.758%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.40, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$355.001:2Sep 18-$0.40$4.60
$345.00$350.001:2Sep 18-$1.65$3.35
$355.00$360.001:2Sep 18-$1.00$4.00
$375.00$380.001:2Oct 16-$0.48$4.52
$365.00$370.001:2Sep 18-$0.46$4.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Sep 18-$0.23$4.77
$335.00$330.001:2Sep 18-$0.17$4.83
$330.00$325.001:2Sep 18-$0.10$4.90
$320.00$315.001:2Oct 16-$0.63$4.37
$325.00$320.001:2Oct 16-$0.83$4.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 1.69%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Oct 16$5.900.391.9%1.69%3.63%31162
$360.00Oct 16$4.100.303.4%1.18%4.55%12148
$365.00Oct 16$2.700.234.8%0.78%5.59%824
$370.00Oct 16$1.750.176.2%0.50%6.75%85316
$375.00Oct 16$0.350.157.7%0.10%7.78%1783
$350.00Sep 18$3.500.440.5%1.01%1.51%631.9K
$355.00Sep 18$2.050.301.9%0.59%2.53%4226
$380.00Oct 16$0.500.109.1%0.14%9.26%1024
$365.00Sep 18$0.250.114.8%0.07%4.88%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 408
Total Puts 282
Put/Call Ratio 0.69
Net Difference 126

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,021
Total Puts 1,038
Average Put/Call Ratio 0.66
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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