Tour v526
CB
CHUBB LTD
$341.59 -1.91%
9/4 18:16

Option Volume

Detail
Current (09/04) 587
Calls: 221 (38%)
Puts: 366 (62%)
Prior (09/03) 690
Calls: 408 (59%)
Puts: 282 (41%)
Current vs Prior -14.93%
Calls: -45.83% (Calls)
Puts: +29.79% (Puts)
Prior 7-Day Total 3,349
Calls: 2,215 (66%)
Puts: 1,134 (34%)
Prior 7-Day Average 478
Calls: 316 (66%)
Puts: 162 (34%)
Current vs Prior 7-Day Avg +22.69%
Calls: -30.16%
Puts: +125.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/04) $459.7K
Calls: $203.7K (44%)
Puts: $256.0K (56%)
Prior (09/03) $399.8K
Calls: $326.4K (82%)
Puts: $73.4K (18%)
Current vs Prior +14.98%
Calls: -37.61%
Puts: +248.83%
Prior 7-Day Total $3.32M
Calls: $2.61M (79%)
Puts: $711.9K (21%)
Prior 7-Day Average $474.7K
Calls: $373.0K (79%)
Puts: $101.7K (21%)
Current vs Prior 7-Day Avg -3.16%
Calls: -45.40%
Puts: +151.75%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/04) 1.66
Prior (09/03) 0.69
Current vs Prior +139.61%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg +162.77%
Sentiment BEARISH

Open Interest

Detail
Current (09/04) 6,335
Calls: 3,862 (61%)
Puts: 2,473 (39%)
Prior (09/03) 14,104
Calls: 7,084 (50%)
Puts: 7,020 (50%)
Current vs Prior -55.08%
Prior 7-Day Total 61,450
Calls: 32,431 (53%)
Puts: 29,019 (47%)
Prior 7-Day Average 8,778
Calls: 4,633 (53%)
Puts: 4,145 (47%)
Current vs Prior 7-Day Avg -27.84%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 3.44% | 5.74%3.44% | 5.74%
Prior 3.85% | 5.81%3.85% | 5.81%
Current vs Prior -10.60% | -1.32%-10.60% | -1.32%
Prior 7-Day Avg 4.19% | 6.19%4.19% | 6.19%
Current vs 7-Day Avg -17.99% | -7.34%-17.99% | -7.34%
Prior 7-Day Eod 3.85% | 5.81%3.85% | 5.81%
Current vs 7-Day Eod -10.60% | -1.32%-10.60% | -1.32%
Sentiment BULLISHBULLISH

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

Extreme bearish P/C ratio of 1.66 - heavy put buying. P/C ratio rising 140% - increased hedging/bearish positioning. Call-heavy open interest (3,862 calls vs 2,473 puts) suggests bullish positioning. Declining open interest (down 55%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 6.9%, best 4.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 1860.3063.30$61.804.9%10.9420
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 167.508.20$7.858.9%90.4815

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. 7 found (avg delta 0.65, highest 0.94)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 1860.3063.30$61.804.9%10.9420
$330.00Oct 1614.6017.30$15.9516.9%10.725
$340.00Sep 183.806.10$4.9546.5%30.54545
$340.00Oct 169.2010.40$9.8012.2%20.5311
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1612.2013.90$13.0513.0%10.6551
$345.00Sep 185.807.80$6.8029.4%10.63180
$345.00Oct 168.9010.70$9.8018.4%10.56198

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 311, top 101)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Sep 180.401.10$0.7593.3%400.12227
$350.00Oct 164.605.90$5.2524.8%400.35207
$355.00Oct 163.204.20$3.7027.0%170.28189
$360.00Oct 162.153.10$2.6336.1%170.21151
$370.00Oct 160.801.55$1.1863.6%110.11394
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Oct 161.151.60$1.3832.6%1010.12152
$330.00Oct 163.604.30$3.9517.7%140.29--
$335.00Oct 165.206.60$5.9023.7%120.3863
$340.00Oct 167.508.20$7.858.9%90.4815
$340.00Sep 183.005.00$4.0050.0%70.47218

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 0.4%, max 0.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Sep 18Oct 1619.8%19.8%0.4%41207
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 1.56, avg 4.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$345.00Sep 18$1.73$3.27$1.7354%1.89$341.73
$330.00$340.00Oct 16$6.15$3.85$6.1572%0.63$336.15
$345.00$350.00Sep 18$1.34$3.66$1.3437%2.73$346.34
$355.00$360.00Oct 16$1.07$3.93$1.0728%3.67$356.07
$360.00$365.00Oct 16$0.80$4.20$0.8021%5.25$360.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$340.00Oct 16$1.95$3.05$1.9556%1.56$343.05
$340.00$335.00Sep 18$1.55$3.45$1.5548%2.23$338.45
$340.00$335.00Oct 16$1.95$3.05$1.9548%1.56$338.05
$325.00$320.00Oct 16$0.78$4.22$0.7822%5.41$324.22
$330.00$325.00Oct 16$1.12$3.88$1.1229%3.46$328.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.03, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$355.00Sep 18$1.13$1.13$3.8776%0.29$351.13
$345.00$350.00Oct 16$2.00$2.00$3.0056%0.67$347.00
$365.00$370.00Oct 16$0.65$0.65$4.3584%0.15$365.65
$350.00$355.00Oct 16$1.55$1.55$3.4565%0.45$351.55
$360.00$365.00Oct 16$0.80$0.80$4.2079%0.19$360.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$285.00Oct 16$0.82$0.82$24.1892%0.03$309.18
$335.00$330.00Oct 16$1.95$1.95$3.0562%0.64$333.05
$335.00$330.00Sep 18$1.27$1.27$3.7369%0.34$333.73
$320.00$315.00Oct 16$0.67$0.67$4.3384%0.15$319.33
$315.00$310.00Oct 16$0.43$0.43$4.5788%0.09$314.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $3.84, cheapest $3.45)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Sep 18Oct 16$4.0319.3%20.1%
$340.00Sep 18Oct 16$4.8516.0%17.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Sep 18Oct 16$3.4517.8%18.3%
$345.00Sep 18Oct 16$3.0019.3%20.1%
$340.00Sep 18Oct 16$3.8516.0%17.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 2.62% of stock, avg 4.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$4.95$4.00$8.95$331.05$348.952.62%
$345.00Sep 18$3.22$6.80$10.02$334.98$355.022.93%
$345.00Oct 16$7.25$9.80$17.05$327.95$362.054.99%
$340.00Oct 16$9.80$7.85$17.65$322.35$357.655.17%
$350.00Oct 16$5.25$13.05$18.30$331.70$368.305.36%
$330.00Oct 16$15.95$3.95$19.90$310.10$349.905.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 34 found (cheapest 0.57% of stock, avg 2.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$330.00Sep 18$0.75$1.18$1.93$328.07$356.93
$350.00$330.00Sep 18$1.88$1.18$3.06$326.94$353.06
$365.00$320.00Oct 16$1.83$2.05$3.88$316.12$368.88
$355.00$335.00Sep 18$0.75$2.45$3.20$331.80$358.20
$350.00$335.00Sep 18$1.88$2.45$4.33$330.67$354.33
$360.00$320.00Oct 16$2.63$2.05$4.68$315.32$364.68
$365.00$325.00Oct 16$1.83$2.83$4.66$320.34$369.66
$345.00$330.00Sep 18$3.22$1.18$4.40$325.60$349.40
$360.00$325.00Oct 16$2.63$2.83$5.46$319.54$365.46
$345.00$335.00Sep 18$3.22$2.45$5.67$329.33$350.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 0.36, avg credit $1.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320365/370Oct 16$1.32$3.6868%0.36$318.68$366.32
310/315365/370Oct 16$1.08$3.9272%0.28$313.92$366.08
330/335350/355Sep 18$2.40$2.6044%0.92$332.60$352.40
315/320360/365Oct 16$1.47$3.5362%0.42$318.53$361.47
310/315360/365Oct 16$1.23$3.7767%0.33$313.77$361.23
320/325365/370Oct 16$1.43$3.5762%0.40$323.57$366.43
315/320355/360Oct 16$1.74$3.2656%0.53$318.26$356.74
310/315355/360Oct 16$1.50$3.5061%0.43$313.50$356.50
325/330365/370Oct 16$1.77$3.2355%0.55$328.23$366.77
320/325360/365Oct 16$1.58$3.4257%0.46$323.42$361.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 16.86, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Sep 18$0.21$4.7925%22.81
$340.00$345.00$350.00Sep 18$0.39$4.6129%11.82
$360.00$365.00$370.00Oct 16$0.15$4.8510%32.33
$355.00$360.00$365.00Oct 16$0.27$4.7312%17.52
$345.00$350.00$355.00Oct 16$0.45$4.5516%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Sep 18$0.28$4.7230%16.86
$315.00$320.00$325.00Oct 16$0.11$4.8910%44.45
$320.00$325.00$330.00Oct 16$0.34$4.6613%13.71
$310.00$315.00$320.00Oct 16$0.24$4.768%19.83
$335.00$340.00$345.00Sep 18$1.25$3.7531%3.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-3.65, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Oct 16-$3.65$6.35
$345.00$350.001:2Sep 18-$0.54$4.46
$340.00$345.001:2Sep 18-$1.49$3.51
$365.00$370.001:2Oct 16-$0.53$4.47
$360.00$365.001:2Oct 16-$1.03$3.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$340.001:2Sep 18-$1.20$3.80
$340.00$335.001:2Sep 18-$0.90$4.10
$315.00$310.001:2Oct 16-$0.52$4.48
$320.00$315.001:2Oct 16-$0.71$4.29
$335.00$330.001:2Oct 16-$2.00$3.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 1.90%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Oct 16$6.500.441.0%1.90%2.90%6105
$350.00Oct 16$4.600.352.5%1.35%3.81%40207
$355.00Oct 16$3.200.283.9%0.94%4.86%17189
$360.00Oct 16$2.150.215.4%0.63%6.02%17151
$365.00Oct 16$1.250.166.8%0.37%7.22%730
$370.00Oct 16$0.800.118.3%0.23%8.55%11394
$350.00Sep 18$1.450.242.5%0.42%2.89%1--
$345.00Sep 18$2.150.371.0%0.63%1.63%1145
$355.00Sep 18$0.400.123.9%0.12%4.04%40227

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 221
Total Puts 366
Put/Call Ratio 1.66
Net Difference -145

Prior's Put/Call Breakdown

Total Calls 408
Total Puts 282
Put/Call Ratio 0.69
Net Difference 126

Prior 7-Day Put/Call Summary

Total Calls 2,215
Total Puts 1,134
Average Put/Call Ratio 0.63
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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