Tour v527
CB
CHUBB LTD
$337.62 +0.29%
$335.00 (-0.78%)🌙
as of 09/09 06:16 PM
9/9 18:16

Option Volume

Detail
Current (09/09) 1,194
Calls: 927 (78%)
Puts: 267 (22%)
Prior (09/08) 705
Calls: 316 (45%)
Puts: 389 (55%)
Current vs Prior +69.36%
Calls: +193.35% (Calls)
Puts: -31.36% (Puts)
Prior 7-Day Total 3,808
Calls: 2,157 (57%)
Puts: 1,651 (43%)
Prior 7-Day Average 544
Calls: 308 (57%)
Puts: 235 (43%)
Current vs Prior 7-Day Avg +119.49%
Calls: +200.83%
Puts: +13.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/09) $510.6K
Calls: $394.3K (77%)
Puts: $116.3K (23%)
Prior (09/08) $551.1K
Calls: $452.0K (82%)
Puts: $99.1K (18%)
Current vs Prior -7.34%
Calls: -12.76%
Puts: +17.34%
Prior 7-Day Total $3.81M
Calls: $2.87M (75%)
Puts: $940.2K (25%)
Prior 7-Day Average $544.2K
Calls: $409.9K (75%)
Puts: $134.3K (25%)
Current vs Prior 7-Day Avg -6.17%
Calls: -3.80%
Puts: -13.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09) 0.29
Prior (09/08) 1.23
Current vs Prior -76.60%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -67.96%
Sentiment BULLISH

Open Interest

Detail
Current (09/09) 6,742
Calls: 3,380 (50%)
Puts: 3,362 (50%)
Prior (09/08) 13,273
Calls: 7,458 (56%)
Puts: 5,815 (44%)
Current vs Prior -49.21%
Prior 7-Day Total 62,469
Calls: 34,319 (55%)
Puts: 28,150 (45%)
Prior 7-Day Average 8,924
Calls: 4,902 (55%)
Puts: 4,021 (45%)
Current vs Prior 7-Day Avg -24.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 3.42% | 6.00%3.42% | 6.00%
Prior 3.45% | 5.75%3.45% | 5.75%
Current vs Prior -0.72% | +4.35%-0.72% | +4.35%
Prior 7-Day Avg 3.91% | 5.98%3.91% | 5.98%
Current vs 7-Day Avg -12.48% | +0.23%-12.48% | +0.23%
Prior 7-Day Eod 3.45% | 5.75%3.45% | 5.75%
Current vs 7-Day Eod -0.72% | +4.35%-0.72% | +4.35%
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

Strong bullish conviction with 77% of dollar volume in calls ($394.3K) vs puts ($116.3K). Above-average activity with volume up 69% vs prior. Volume explosion - 119% above 7-day average (1,194 vs avg 544). Extreme bullish P/C ratio of 0.29 - heavy call buying (927 calls vs 267 puts).

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 2 of results (avg 6.2%, best 5.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1836.9038.90$37.905.3%10.95--
$300.00Oct 1637.6040.40$39.007.2%10.94--
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. 6 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1817.0019.00$18.0011.1%10.97--
$300.00Sep 1836.9038.90$37.905.3%10.95--
$300.00Oct 1637.6040.40$39.007.2%10.94--
$335.00Sep 184.406.40$5.4037.0%200.57--
$335.00Oct 169.5011.40$10.4518.2%160.552
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 168.8010.80$9.8020.4%80.54--

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 796, top 256)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 180.350.85$0.6083.3%2560.111.9K
$365.00Oct 160.301.35$0.83126.5%2400.0935
$340.00Sep 181.403.40$2.4083.3%230.36547
$335.00Sep 184.406.40$5.4037.0%200.57--
$335.00Oct 169.5011.40$10.4518.2%160.552
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 182.654.90$3.7859.5%310.461.9K
$315.00Oct 161.051.80$1.4352.4%280.13336
$330.00Sep 180.603.60$2.10142.9%270.29311
$320.00Sep 180.001.65$0.83198.8%200.12367
$310.00Oct 160.751.40$1.0860.2%170.1025

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 22.7%, max 38.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Sep 18Oct 1627.5%19.8%38.4%9110
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Sep 18Oct 1621.5%18.7%15.0%37458
$335.00Sep 18Oct 1620.2%17.6%14.8%371.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 70.43, avg 9.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Oct 16$0.90$4.10$0.9028%4.56$350.90
$345.00$350.00Oct 16$1.40$3.60$1.4036%2.57$346.40
$350.00$355.00Sep 18$0.27$4.73$0.2711%17.52$350.27
$370.00$375.00Oct 16$0.38$4.62$0.3810%12.16$370.38
$360.00$365.00Oct 16$0.67$4.33$0.6714%6.46$360.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$310.00$285.00Oct 16$0.35$24.65$0.3510%70.43$309.65
$320.00$310.00Sep 18$0.28$9.72$0.2812%34.71$319.72
$335.00$330.00Oct 16$1.70$3.30$1.7045%1.94$333.30
$315.00$310.00Oct 16$0.35$4.65$0.3513%13.29$314.65
$330.00$320.00Sep 18$1.27$8.73$1.2729%6.87$328.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.56, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$350.00Sep 18$1.80$1.80$3.2072%0.56$346.80
$355.00$360.00Oct 16$1.25$1.25$3.7578%0.33$356.25
$360.00$365.00Oct 16$0.67$0.67$4.3386%0.15$360.67
$370.00$375.00Oct 16$0.38$0.38$4.6290%0.08$370.38
$350.00$355.00Sep 18$0.27$0.27$4.7389%0.06$350.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$315.00Oct 16$1.05$1.05$3.9580%0.27$318.95
$330.00$325.00Oct 16$1.55$1.55$3.4564%0.45$328.45
$335.00$330.00Sep 18$1.68$1.68$3.3254%0.51$333.32
$325.00$320.00Oct 16$0.97$0.97$4.0373%0.24$324.03
$330.00$320.00Sep 18$1.27$1.27$8.7371%0.15$328.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $3.98, cheapest $2.92)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Sep 18Oct 16$5.0520.2%17.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Sep 18Oct 16$2.9220.2%17.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 2.72% of stock, avg 4.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Sep 18$5.40$3.78$9.18$325.82$344.182.72%
$335.00Oct 16$10.45$6.70$17.15$317.85$352.155.08%
$320.00Sep 18$18.00$0.83$18.83$301.17$338.835.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.26% of stock, avg 1.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$310.00Sep 18$0.33$0.55$0.88$309.12$355.88
$355.00$305.00Sep 18$0.33$0.65$0.98$304.02$355.98
$350.00$310.00Sep 18$0.60$0.55$1.15$308.85$351.15
$355.00$320.00Sep 18$0.33$0.83$1.16$318.84$356.16
$350.00$305.00Sep 18$0.60$0.65$1.25$303.75$351.25
$350.00$320.00Sep 18$0.60$0.83$1.43$318.57$351.43
$360.00$310.00Sep 18$1.15$0.55$1.70$308.30$361.70
$360.00$305.00Sep 18$1.15$0.65$1.80$303.20$361.80
$360.00$320.00Sep 18$1.15$0.83$1.98$318.02$361.98
$370.00$315.00Oct 16$1.08$1.43$2.51$312.49$372.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.85, avg credit $1.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320355/360Oct 16$2.30$2.7058%0.85$317.70$357.30
315/320360/365Oct 16$1.72$3.2866%0.52$318.28$361.72
315/320370/375Oct 16$1.43$3.5770%0.40$318.57$371.43
310/315355/360Oct 16$1.60$3.4065%0.47$313.40$356.60
320/325355/360Oct 16$2.22$2.7851%0.80$322.78$357.22
310/315360/365Oct 16$1.02$3.9872%0.26$313.98$361.02
310/315370/375Oct 16$0.73$4.2777%0.17$314.27$370.73
320/325360/365Oct 16$1.64$3.3659%0.49$323.36$361.64
315/320350/355Oct 16$1.95$3.0552%0.64$318.05$351.95
320/325370/375Oct 16$1.35$3.6563%0.37$323.65$371.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Oct 16$0.50$4.5014%9.00
$355.00$360.00$365.00Oct 16$0.58$4.4213%7.62
$360.00$365.00$370.00Oct 16$0.92$4.085%4.43
$345.00$350.00$355.00Sep 18$1.53$3.4721%2.27
$350.00$355.00$360.00Sep 18$1.09$3.911%3.59
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$330.00$335.00Oct 16$0.15$4.8518%32.33
$310.00$320.00$330.00Sep 18$0.99$9.0122%9.10
$320.00$325.00$330.00Oct 16$0.58$4.4216%7.62
$310.00$315.00$320.00Oct 16$0.70$4.3010%6.14
$330.00$335.00$340.00Oct 16$1.40$3.6019%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.42, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$360.001:2Oct 16-$0.25$4.75
$360.00$365.001:2Oct 16-$0.16$4.84
$350.00$355.001:2Sep 18-$0.06$4.94
$370.00$375.001:2Oct 16-$0.32$4.68
$350.00$355.001:2Oct 16-$1.85$3.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Sep 18-$0.42$4.58
$310.00$285.001:2Oct 16-$0.38$24.62
$320.00$310.001:2Sep 18-$0.27$9.73
$320.00$315.001:2Oct 16-$0.38$4.62
$315.00$310.001:2Oct 16-$0.73$4.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 0.95%, avg 0.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Oct 16$3.200.283.7%0.95%4.61%13218
$345.00Oct 16$3.800.362.2%1.13%3.31%5110
$355.00Oct 16$1.400.225.2%0.41%5.56%12255
$360.00Oct 16$0.600.146.6%0.18%6.81%13171
$370.00Oct 16$0.400.109.6%0.12%9.71%1--
$345.00Sep 18$1.400.282.2%0.41%2.60%4--
$365.00Oct 16$0.300.098.1%0.09%8.20%24035
$375.00Oct 16$0.100.0711.1%0.03%11.10%4--
$340.00Sep 18$1.400.360.7%0.41%1.12%23547
$350.00Sep 18$0.350.113.7%0.10%3.77%2561.9K

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 927
Total Puts 267
Put/Call Ratio 0.29
Net Difference 660

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,157
Total Puts 1,651
Average Put/Call Ratio 0.90
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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