Tour v527
CB
CHUBB LTD
$338.67 +0.31%
$345.00 (+1.87%)🌙
as of 09/10 06:16 PM
9/10 18:16

Option Volume

Detail
Current (09/10) 2,516
Calls: 2,336 (93%)
Puts: 180 (7%)
Prior (09/09) 1,194
Calls: 927 (78%)
Puts: 267 (22%)
Current vs Prior +110.72%
Calls: +152.00% (Calls)
Puts: -32.58% (Puts)
Prior 7-Day Total 4,643
Calls: 2,924 (63%)
Puts: 1,719 (37%)
Prior 7-Day Average 663
Calls: 417 (63%)
Puts: 245 (37%)
Current vs Prior 7-Day Avg +279.32%
Calls: +459.23%
Puts: -26.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/10) $6.22M
Calls: $6.16M (99%)
Puts: $51.7K (1%)
Prior (09/09) $510.6K
Calls: $394.3K (77%)
Puts: $116.3K (23%)
Current vs Prior +1117.14%
Calls: +1463.08%
Puts: -55.54%
Prior 7-Day Total $3.75M
Calls: $2.87M (76%)
Puts: $885.7K (24%)
Prior 7-Day Average $536.2K
Calls: $409.6K (76%)
Puts: $126.5K (24%)
Current vs Prior 7-Day Avg +1059.22%
Calls: +1404.64%
Puts: -59.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 0.08
Prior (09/09) 0.29
Current vs Prior -73.25%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -89.88%
Sentiment BULLISH

Open Interest

Detail
Current (09/10) 16,236
Calls: 9,177 (57%)
Puts: 7,059 (43%)
Prior (09/09) 6,742
Calls: 3,380 (50%)
Puts: 3,362 (50%)
Current vs Prior +140.82%
Prior 7-Day Total 62,522
Calls: 36,238 (58%)
Puts: 26,284 (42%)
Prior 7-Day Average 8,931
Calls: 5,176 (58%)
Puts: 3,754 (42%)
Current vs Prior 7-Day Avg +81.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 3.17% | 5.93%3.17% | 5.93%
Prior 3.42% | 6.00%3.42% | 6.00%
Current vs Prior -7.21% | -1.05%-7.21% | -1.05%
Prior 7-Day Avg 3.77% | 5.92%3.77% | 5.92%
Current vs 7-Day Avg -15.70% | +0.17%-15.69% | +0.17%
Prior 7-Day Eod 3.42% | 6.00%3.42% | 6.00%
Current vs 7-Day Eod -7.21% | -1.05%-7.21% | -1.05%
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 99% of dollar volume in calls ($6.16M) vs puts ($51.7K). Massive premium surge with dollar volume up 1117% vs prior. Dollar volume significantly above 7-day average (1059% higher). Unusually high activity with volume up 111% vs prior - elevated interest.

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 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 3 of results (avg 7.1%, best 6.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Sep 1847.3050.30$48.806.1%650.92--
$280.00Sep 1856.6060.50$58.556.7%760.93--
$300.00Sep 1837.0040.30$38.658.5%1160.91--
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. 15 found (avg delta 0.78, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 1856.6060.50$58.556.7%760.93--
$290.00Sep 1847.3050.30$48.806.1%650.92--
$300.00Sep 1837.0040.30$38.658.5%1160.91--
$310.00Oct 1628.5032.00$30.2511.6%60.91--
$310.00Sep 1827.3030.50$28.9011.1%2360.90--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Sep 186.809.10$7.9528.9%10.72180
$345.00Oct 1610.7013.70$12.2024.6%20.61198
$340.00Sep 183.605.70$4.6545.2%30.55227
$340.00Oct 167.4010.90$9.1538.3%20.5230

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 1.9K, top 931)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1817.9020.50$19.2013.5%9310.89623
$310.00Sep 1827.3030.50$28.9011.1%2360.90--
$300.00Sep 1837.0040.30$38.658.5%1160.91--
$315.00Sep 1822.0025.50$23.7514.7%1000.88--
$280.00Sep 1856.6060.50$58.556.7%760.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Oct 161.051.70$1.3847.1%390.12351
$330.00Sep 181.251.65$1.4527.6%260.22301
$320.00Oct 161.752.35$2.0529.3%260.1891
$325.00Oct 162.703.70$3.2031.2%240.2585
$335.00Sep 181.254.10$2.68106.3%80.361.8K

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 16.5%, max 57.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Sep 18Oct 1632.0%20.4%57.0%7535
$345.00Sep 18Oct 1621.0%20.4%2.8%11154
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Sep 18Oct 1623.0%20.5%11.9%28453
$335.00Sep 18Oct 1621.4%19.8%8.2%121.9K
$345.00Sep 18Oct 1621.0%20.4%2.8%3378

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 110.11, avg 9.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$325.00$335.00Oct 16$6.60$3.40$6.6075%0.52$331.60
$330.00$340.00Sep 18$6.60$3.40$6.6078%0.52$336.60
$345.00$350.00Oct 16$1.60$3.40$1.6039%2.13$346.60
$350.00$355.00Oct 16$1.30$3.70$1.3031%2.85$351.30
$340.00$345.00Sep 18$1.77$3.23$1.7745%1.82$341.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$305.00$285.00Oct 16$0.18$19.82$0.188%110.11$304.82
$310.00$305.00Oct 16$0.14$4.86$0.149%34.71$309.86
$330.00$325.00Sep 18$0.52$4.48$0.5222%8.62$329.48
$340.00$335.00Sep 18$1.97$3.03$1.9755%1.54$338.03
$315.00$310.00Oct 16$0.36$4.64$0.3612%12.89$314.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.29, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$355.00$360.00Sep 18$1.12$1.12$3.8884%0.29$356.12
$355.00$360.00Oct 16$1.58$1.58$3.4277%0.46$356.58
$365.00$370.00Oct 16$0.90$0.90$4.1086%0.22$365.90
$345.00$350.00Sep 18$1.00$1.00$4.0072%0.25$346.00
$340.00$345.00Sep 18$1.77$1.77$3.2355%0.55$341.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$1.90$1.90$3.1066%0.61$328.10
$325.00$320.00Oct 16$1.15$1.15$3.8575%0.30$323.85
$320.00$315.00Oct 16$0.67$0.67$4.3382%0.15$319.33
$335.00$330.00Sep 18$1.23$1.23$3.7764%0.33$333.77
$335.00$330.00Oct 16$1.75$1.75$3.2557%0.54$333.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $4.33, cheapest $4.17)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Sep 18Oct 16$4.1721.4%19.8%
$340.00Sep 18Oct 16$4.5021.1%22.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 2.42% of stock, avg 5.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$3.55$4.65$8.20$331.80$348.202.42%
$345.00Sep 18$1.78$7.95$9.73$335.27$354.732.87%
$330.00Sep 18$10.15$1.45$11.60$318.40$341.603.43%
$325.00Sep 18$13.70$0.93$14.63$310.37$339.634.32%
$335.00Oct 16$10.95$6.85$17.80$317.20$352.805.26%
$345.00Oct 16$5.75$12.20$17.95$327.05$362.955.30%
$320.00Sep 18$19.20$0.88$20.08$299.92$340.085.93%
$325.00Oct 16$17.55$3.20$20.75$304.25$345.756.13%
$315.00Sep 18$23.75$1.18$24.93$290.07$339.937.36%
$310.00Sep 18$28.90$1.15$30.05$279.95$340.058.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.50% of stock, avg 1.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$325.00Sep 18$0.78$0.93$1.71$323.29$351.71
$350.00$320.00Sep 18$0.78$0.88$1.66$318.34$351.66
$370.00$320.00Sep 18$1.13$0.88$2.01$317.99$372.01
$350.00$315.00Sep 18$0.78$1.18$1.96$313.04$351.96
$370.00$325.00Sep 18$1.13$0.93$2.06$322.94$372.06
$370.00$315.00Sep 18$1.13$1.18$2.31$312.69$372.31
$355.00$325.00Sep 18$1.35$0.93$2.28$322.72$357.28
$355.00$320.00Sep 18$1.35$0.88$2.23$317.77$357.23
$350.00$330.00Sep 18$0.78$1.45$2.23$327.77$352.23
$355.00$315.00Sep 18$1.35$1.18$2.53$312.47$357.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 2.29, avg credit $1.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330355/360Oct 16$3.48$1.5243%2.29$326.52$358.48
325/330365/370Oct 16$2.80$2.2052%1.27$327.20$367.80
320/325355/360Oct 16$2.73$2.2752%1.20$322.27$357.73
315/320355/360Oct 16$2.25$2.7559%0.82$317.75$357.25
310/315355/360Oct 16$1.94$3.0664%0.63$313.06$356.94
320/325365/370Oct 16$2.05$2.9561%0.69$322.95$367.05
305/310355/360Oct 16$1.72$3.2867%0.52$308.28$356.72
315/320365/370Oct 16$1.57$3.4368%0.46$318.43$366.57
325/330350/355Oct 16$3.20$1.8035%1.78$326.80$353.20
310/315365/370Oct 16$1.26$3.7474%0.34$313.74$366.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 6.14, cheapest $0.22)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$335.00$345.00Oct 16$1.40$8.6036%6.14
$340.00$345.00$350.00Sep 18$0.77$4.2331%5.49
$345.00$350.00$355.00Oct 16$0.30$4.7016%15.67
$360.00$365.00$370.00Sep 18$0.26$4.746%18.23
$290.00$300.00$310.00Sep 18$0.40$9.602%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Sep 18$0.74$4.2633%5.76
$330.00$335.00$340.00Oct 16$0.55$4.4518%8.09
$325.00$330.00$335.00Sep 18$0.71$4.2922%6.04
$310.00$315.00$320.00Oct 16$0.31$4.698%15.13
$305.00$310.00$315.00Oct 16$0.22$4.785%21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-4.85, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Oct 16-$4.85$10.15
$335.00$345.001:2Oct 16-$0.55$9.45
$325.00$335.001:2Oct 16-$4.35$5.65
$340.00$345.001:2Sep 18-$0.01$4.99
$350.00$355.001:2Oct 16-$1.55$3.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$340.001:2Sep 18-$1.35$3.65
$340.00$335.001:2Sep 18-$0.71$4.29
$335.00$330.001:2Sep 18-$0.22$4.78
$310.00$280.001:2Sep 18-$1.01$28.99
$305.00$285.001:2Oct 16-$0.52$19.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.21%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Oct 16$4.100.391.9%1.21%3.08%2--
$350.00Oct 16$2.400.313.4%0.71%4.05%4231
$355.00Oct 16$2.000.234.8%0.59%5.41%5260
$365.00Oct 16$0.850.147.8%0.25%8.03%2262
$360.00Oct 16$0.500.146.3%0.15%6.45%7--
$370.00Oct 16$0.550.089.2%0.16%9.41%2404
$340.00Sep 18$2.200.450.4%0.65%1.04%10567

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 2,336
Total Puts 180
Put/Call Ratio 0.08
Net Difference 2,156

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,924
Total Puts 1,719
Average Put/Call Ratio 0.76
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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