Tour v526
CB
CHUBB LTD
$336.64 -1.45%
9/8 18:15

Option Volume

Detail
Current (09/08) 705
Calls: 316 (45%)
Puts: 389 (55%)
Prior (09/04) 587
Calls: 221 (38%)
Puts: 366 (62%)
Current vs Prior +20.10%
Calls: +42.99% (Calls)
Puts: +6.28% (Puts)
Prior 7-Day Total 3,421
Calls: 2,021 (59%)
Puts: 1,400 (41%)
Prior 7-Day Average 488
Calls: 288 (59%)
Puts: 200 (41%)
Current vs Prior 7-Day Avg +44.26%
Calls: +9.45%
Puts: +94.50%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/08) $551.1K
Calls: $452.0K (82%)
Puts: $99.1K (18%)
Prior (09/04) $459.7K
Calls: $203.7K (44%)
Puts: $256.0K (56%)
Current vs Prior +19.89%
Calls: +121.94%
Puts: -61.28%
Prior 7-Day Total $3.48M
Calls: $2.57M (74%)
Puts: $907.1K (26%)
Prior 7-Day Average $497.3K
Calls: $367.7K (74%)
Puts: $129.6K (26%)
Current vs Prior 7-Day Avg +10.81%
Calls: +22.91%
Puts: -23.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/08) 1.23
Prior (09/04) 1.66
Current vs Prior -25.67%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +47.88%
Sentiment BEARISH

Open Interest

Detail
Current (09/08) 13,273
Calls: 7,458 (56%)
Puts: 5,815 (44%)
Prior (09/04) 6,335
Calls: 3,862 (61%)
Puts: 2,473 (39%)
Current vs Prior +109.52%
Prior 7-Day Total 59,475
Calls: 30,389 (51%)
Puts: 29,086 (49%)
Prior 7-Day Average 8,496
Calls: 4,341 (51%)
Puts: 4,155 (49%)
Current vs Prior 7-Day Avg +56.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 3.45% | 5.75%3.45% | 5.75%
Prior 3.44% | 5.74%3.44% | 5.74%
Current vs Prior +0.18% | +0.18%+0.17% | +0.18%
Prior 7-Day Avg 4.05% | 6.08%4.05% | 6.08%
Current vs 7-Day Avg -14.83% | -5.48%-14.83% | -5.48%
Prior 7-Day Eod 3.44% | 5.74%3.44% | 5.74%
Current vs 7-Day Eod +0.18% | +0.18%+0.17% | +0.18%
Sentiment BEARISHBEARISH

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 ($452.0K) vs puts ($99.1K). Bearish P/C ratio of 1.23 indicates protective positioning. P/C ratio dropping 26% - sentiment shifting bullish. Rising open interest (up 110%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 5 found (avg delta 0.66, highest 0.81)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 188.309.90$9.1017.6%20.70204
$330.00Oct 1612.3014.30$13.3015.0%30.645
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1813.2015.70$14.4517.3%60.81326
$340.00Sep 184.907.60$6.2543.2%50.61223
$340.00Oct 167.9010.90$9.4031.9%20.55--

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 574, top 123)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Oct 162.603.30$2.9523.7%860.23204
$355.00Sep 180.000.70$0.35200.0%540.07227
$350.00Oct 163.504.30$3.9020.5%320.29213
$345.00Sep 180.102.10$1.10181.8%130.20146
$360.00Sep 180.151.65$0.90166.7%100.111.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Oct 160.001.50$0.75200.0%1230.0593
$315.00Oct 161.302.55$1.9265.1%1040.16233
$320.00Oct 162.202.95$2.5829.1%450.2050
$310.00Oct 160.851.85$1.3574.1%110.1119
$320.00Sep 180.002.80$1.40200.0%100.15367

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 25.5%, max 52.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Sep 18Oct 1627.3%20.5%33.1%382.1K
$330.00Sep 18Oct 1623.5%18.8%25.4%5209
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Sep 18Oct 1630.4%19.9%52.6%55417
$330.00Sep 18Oct 1623.5%18.8%25.4%11140
$325.00Sep 18Oct 1624.4%19.8%23.2%81.6K
$335.00Sep 18Oct 1619.8%18.1%9.5%111.9K
$340.00Sep 18Oct 1622.5%20.6%9.1%7223

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 152.85, avg 11.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Oct 16$0.95$4.05$0.9529%4.26$350.95
$360.00$365.00Oct 16$0.50$4.50$0.5016%9.00$360.50
$340.00$350.00Oct 16$3.50$6.50$3.5045%1.86$343.50
$330.00$340.00Sep 18$5.75$4.25$5.7570%0.74$335.75
$355.00$360.00Oct 16$1.10$3.90$1.1023%3.55$356.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$305.00$285.00Oct 16$0.13$19.87$0.138%152.85$304.87
$335.00$330.00Sep 18$1.15$3.85$1.1545%3.35$333.85
$330.00$325.00Oct 16$1.30$3.70$1.3036%2.85$328.70
$340.00$335.00Sep 18$2.47$2.53$2.4761%1.02$337.53
$320.00$315.00Oct 16$0.66$4.34$0.6620%6.58$319.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.82, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$345.00Sep 18$2.25$2.25$2.7561%0.82$342.25
$350.00$355.00Sep 18$1.23$1.23$3.7781%0.33$351.23
$365.00$375.00Oct 16$0.92$0.92$9.0888%0.10$365.92
$355.00$360.00Oct 16$1.10$1.10$3.9077%0.28$356.10
$340.00$350.00Oct 16$3.50$3.50$6.5055%0.54$343.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Oct 16$1.27$1.27$3.7372%0.34$323.73
$310.00$305.00Oct 16$0.47$0.47$4.5389%0.10$309.53
$330.00$325.00Sep 18$1.15$1.15$3.8569%0.30$328.85
$315.00$310.00Oct 16$0.57$0.57$4.4384%0.13$314.43
$335.00$330.00Oct 16$1.85$1.85$3.1554%0.59$333.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $3.43, cheapest $2.52)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Sep 18Oct 16$4.2023.5%18.8%
$340.00Sep 18Oct 16$4.0522.5%20.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Sep 18Oct 16$2.5223.5%18.8%
$340.00Sep 18Oct 16$3.1522.5%20.6%
$335.00Sep 18Oct 16$3.2219.8%18.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 2.85% of stock, avg 4.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$3.35$6.25$9.60$330.40$349.602.85%
$330.00Sep 18$9.10$2.63$11.73$318.27$341.733.48%
$350.00Sep 18$1.58$14.45$16.03$333.97$366.034.76%
$340.00Oct 16$7.40$9.40$16.80$323.20$356.804.99%
$330.00Oct 16$13.30$5.15$18.45$311.55$348.455.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.52% of stock, avg 1.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$320.00Sep 18$0.35$1.40$1.75$318.25$356.75
$355.00$325.00Sep 18$0.35$1.48$1.83$323.17$356.83
$360.00$320.00Sep 18$0.90$1.40$2.30$317.70$362.30
$345.00$320.00Sep 18$1.10$1.40$2.50$317.50$347.50
$345.00$325.00Sep 18$1.10$1.48$2.58$322.42$347.58
$360.00$325.00Sep 18$0.90$1.48$2.38$322.62$362.38
$350.00$325.00Sep 18$1.58$1.48$3.06$321.94$353.06
$350.00$320.00Sep 18$1.58$1.40$2.98$317.02$352.98
$365.00$315.00Oct 16$1.35$1.92$3.27$311.73$368.27
$360.00$315.00Oct 16$1.85$1.92$3.77$311.23$363.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 0.91, avg credit $1.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330350/355Sep 18$2.38$2.6250%0.91$327.62$352.38
305/310355/360Oct 16$1.57$3.4366%0.46$308.43$356.57
320/325355/360Oct 16$2.37$2.6349%0.90$322.63$357.37
310/315355/360Oct 16$1.67$3.3362%0.50$313.33$356.67
315/320355/360Oct 16$1.76$3.2457%0.54$318.24$356.76
305/310360/365Oct 16$0.97$4.0372%0.24$309.03$360.97
320/325360/365Oct 16$1.77$3.2356%0.55$323.23$361.77
310/315360/365Oct 16$1.07$3.9368%0.27$313.93$361.07
305/310350/355Oct 16$1.42$3.5860%0.40$308.58$351.42
320/325350/355Oct 16$2.22$2.7843%0.80$322.78$352.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 54.56, cheapest $0.09)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Oct 16$2.40$7.6035%3.17
$355.00$360.00$365.00Oct 16$0.60$4.4011%7.33
$350.00$355.00$360.00Sep 18$1.78$3.229%1.81
$340.00$345.00$350.00Sep 18$2.73$2.2720%0.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$315.00$320.00Oct 16$0.09$4.919%54.56
$305.00$310.00$315.00Oct 16$0.10$4.908%49.00
$330.00$335.00$340.00Oct 16$0.55$4.4519%8.09
$325.00$330.00$335.00Oct 16$0.55$4.4518%8.09
$315.00$320.00$325.00Oct 16$0.61$4.3912%7.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-1.50, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Oct 16-$1.50$8.50
$340.00$350.001:2Oct 16-$0.40$9.60
$355.00$360.001:2Oct 16-$0.75$4.25
$360.00$365.001:2Oct 16-$0.85$4.15
$350.00$355.001:2Oct 16-$2.00$3.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Sep 18-$1.31$3.69
$330.00$325.001:2Sep 18-$0.33$4.67
$305.00$285.001:2Oct 16-$0.62$19.38
$335.00$330.001:2Sep 18-$1.48$3.52
$310.00$305.001:2Oct 16-$0.41$4.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.02%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Oct 16$6.800.451.0%2.02%3.02%4--
$350.00Oct 16$3.500.294.0%1.04%5.01%32213
$355.00Oct 16$2.600.235.5%0.77%6.23%86204
$360.00Oct 16$1.600.166.9%0.48%7.41%8166
$365.00Oct 16$1.050.128.4%0.31%8.74%134
$340.00Sep 18$2.200.391.0%0.65%1.65%1--
$350.00Sep 18$0.750.194.0%0.22%4.19%61.9K
$360.00Sep 18$0.150.116.9%0.04%6.98%101.9K
$345.00Sep 18$0.100.202.5%0.03%2.51%13146

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 316
Total Puts 389
Put/Call Ratio 1.23
Net Difference -73

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,021
Total Puts 1,400
Average Put/Call Ratio 0.83
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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