Tour v527
CB
CHUBB LTD
$338.25 +0.18%
9/11 18:15

Option Volume

Detail
Current (09/11) 6,116
Calls: 6,033 (99%)
Puts: 83 (1%)
Prior (09/10) 2,516
Calls: 2,336 (93%)
Puts: 180 (7%)
Current vs Prior +143.08%
Calls: +158.26% (Calls)
Puts: -53.89% (Puts)
Prior 7-Day Total 6,821
Calls: 5,036 (74%)
Puts: 1,785 (26%)
Prior 7-Day Average 974
Calls: 719 (74%)
Puts: 255 (26%)
Current vs Prior 7-Day Avg +527.65%
Calls: +738.58%
Puts: -67.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $1.71M
Calls: $1.67M (98%)
Puts: $32.5K (2%)
Prior (09/10) $6.22M
Calls: $6.16M (99%)
Puts: $51.7K (1%)
Current vs Prior -72.56%
Calls: -72.85%
Puts: -37.11%
Prior 7-Day Total $9.70M
Calls: $8.83M (91%)
Puts: $871.0K (9%)
Prior 7-Day Average $1.39M
Calls: $1.26M (91%)
Puts: $124.4K (9%)
Current vs Prior 7-Day Avg +23.13%
Calls: +32.71%
Puts: -73.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 0.01
Prior (09/10) 0.08
Current vs Prior -82.15%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -98.03%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 9,054
Calls: 5,543 (61%)
Puts: 3,511 (39%)
Prior (09/10) 16,236
Calls: 9,177 (57%)
Puts: 7,059 (43%)
Current vs Prior -44.24%
Prior 7-Day Total 73,492
Calls: 43,374 (59%)
Puts: 30,118 (41%)
Prior 7-Day Average 10,498
Calls: 6,196 (59%)
Puts: 4,302 (41%)
Current vs Prior 7-Day Avg -13.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 2.89% | 5.54%2.89% | 5.54%
Prior 3.17% | 5.93%3.17% | 5.93%
Current vs Prior -8.91% | -6.60%-8.91% | -6.60%
Prior 7-Day Avg 3.61% | 5.90%3.61% | 5.90%
Current vs 7-Day Avg -19.84% | -6.04%-19.83% | -6.04%
Prior 7-Day Eod 3.17% | 5.93%3.17% | 5.93%
Current vs 7-Day Eod -8.91% | -6.60%-8.91% | -6.60%
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 98% of dollar volume in calls ($1.67M) vs puts ($32.5K). Light premium activity with dollar volume down 73% vs prior. Unusually high activity with volume up 143% vs prior - elevated interest. Volume explosion - 528% above 7-day average (6,116 vs avg 974).

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 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. 7 found (avg delta 0.74, highest 0.96)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1816.9020.50$18.7019.3%10.96--
$330.00Sep 187.7010.00$8.8526.0%110.78203
$330.00Oct 1611.9015.00$13.4523.0%10.69--
$335.00Oct 169.1012.00$10.5527.5%10.5879
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1811.3013.50$12.4017.7%30.85321
$345.00Sep 186.209.20$7.7039.0%40.75180
$340.00Sep 182.255.80$4.0388.1%120.58227

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 6.1K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Oct 162.102.50$2.3017.4%1.5K0.21256
$350.00Sep 180.151.55$0.85164.7%1.5K0.152.0K
$345.00Oct 164.806.60$5.7031.6%1.4K0.39--
$360.00Sep 180.002.35$1.18199.2%1.4K0.131.9K
$340.00Sep 182.003.10$2.5543.1%1330.42--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 182.255.80$4.0388.1%120.58227
$290.00Oct 160.000.30$0.15200.0%100.02--
$295.00Oct 160.002.40$1.20200.0%100.08--
$325.00Sep 180.352.50$1.43150.3%60.171.5K
$310.00Sep 180.000.25$0.13192.3%50.02415

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 42.0%, max 67.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Sep 18Oct 1624.4%17.8%36.8%12203
$350.00Sep 18Oct 1623.6%19.4%21.8%1.5K2.0K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Sep 18Oct 1631.9%19.0%67.5%81.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 4.77, avg 5.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$335.00Oct 16$2.90$2.10$2.9069%0.72$332.90
$345.00$350.00Sep 18$0.53$4.47$0.5325%8.43$345.53
$340.00$345.00Sep 18$1.17$3.83$1.1742%3.27$341.17
$330.00$340.00Sep 18$6.30$3.70$6.3078%0.59$336.30
$355.00$360.00Oct 16$0.72$4.28$0.7221%5.94$355.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$325.00Sep 18$2.60$12.40$2.6058%4.77$337.40
$315.00$310.00Oct 16$0.12$4.88$0.1210%40.67$314.88
$330.00$325.00Oct 16$1.05$3.95$1.0532%3.76$328.95
$325.00$320.00Oct 16$1.05$3.95$1.0524%3.76$323.95
$320.00$315.00Oct 16$0.90$4.10$0.9016%4.56$319.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 1.27, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$350.00Oct 16$2.00$2.00$3.0061%0.67$347.00
$350.00$355.00Oct 16$1.40$1.40$3.6070%0.39$351.40
$360.00$365.00Oct 16$0.60$0.60$4.4084%0.14$360.60
$340.00$345.00Oct 16$2.15$2.15$2.8552%0.75$342.15
$355.00$360.00Oct 16$0.72$0.72$4.2879%0.17$355.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Oct 16$2.80$2.80$2.2058%1.27$332.20
$295.00$290.00Oct 16$1.05$1.05$3.9592%0.27$293.95
$325.00$320.00Sep 18$1.23$1.23$3.7782%0.33$323.77
$320.00$315.00Oct 16$0.90$0.90$4.1084%0.22$319.10
$325.00$320.00Oct 16$1.05$1.05$3.9576%0.27$323.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $5.30, cheapest $5.30)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Sep 18Oct 16$5.3017.9%20.6%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 1.95% of stock, avg 4.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$2.55$4.03$6.58$333.42$346.581.95%
$345.00Sep 18$1.38$7.70$9.08$335.92$354.082.68%
$350.00Sep 18$0.85$12.40$13.25$336.75$363.253.92%
$335.00Oct 16$10.55$6.70$17.25$317.75$352.255.10%
$330.00Oct 16$13.45$3.90$17.35$312.65$347.355.13%
$320.00Sep 18$18.70$0.20$18.90$301.10$338.905.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 0.67% of stock, avg 1.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$325.00Sep 18$0.85$1.43$2.28$322.72$352.28
$360.00$315.00Oct 16$1.58$0.90$2.48$312.52$362.48
$360.00$325.00Sep 18$1.18$1.43$2.61$322.39$362.61
$370.00$325.00Sep 18$1.15$1.43$2.58$322.42$372.58
$345.00$325.00Sep 18$1.38$1.43$2.81$322.19$347.81
$360.00$320.00Oct 16$1.58$1.80$3.38$316.62$363.38
$355.00$315.00Oct 16$2.30$0.90$3.20$311.80$358.20
$355.00$320.00Oct 16$2.30$1.80$4.10$315.90$359.10
$360.00$325.00Oct 16$1.58$2.85$4.43$320.57$364.43
$355.00$325.00Oct 16$2.30$2.85$5.15$319.85$360.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 0.96, avg credit $1.74)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
290/295350/355Oct 16$2.45$2.5563%0.96$292.55$352.45
290/295360/365Oct 16$1.65$3.3577%0.49$293.35$361.65
290/295355/360Oct 16$1.77$3.2371%0.55$293.23$356.77
315/320350/355Oct 16$2.30$2.7054%0.85$317.70$352.30
315/320360/365Oct 16$1.50$3.5068%0.43$318.50$361.50
320/325350/355Oct 16$2.45$2.5547%0.96$322.55$352.45
315/320355/360Oct 16$1.62$3.3862%0.48$318.38$356.62
320/325360/365Oct 16$1.65$3.3561%0.49$323.35$361.65
320/325345/350Sep 18$1.76$3.2458%0.54$323.24$346.76
310/315350/355Oct 16$1.52$3.4860%0.44$313.48$351.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 32.33, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Oct 16$0.15$4.8519%32.33
$330.00$335.00$340.00Oct 16$0.20$4.8020%24.00
$355.00$360.00$365.00Oct 16$0.12$4.8811%40.67
$340.00$345.00$350.00Sep 18$0.64$4.3627%6.81
$320.00$330.00$340.00Sep 18$3.55$6.4553%1.82
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$315.00$320.00$325.00Oct 16$0.15$4.8514%32.33
$340.00$345.00$350.00Sep 18$1.03$3.9727%3.85
$310.00$315.00$320.00Oct 16$0.78$4.229%5.41
$285.00$290.00$295.00Oct 16$1.00$4.006%4.00
$325.00$330.00$335.00Oct 16$1.75$3.2519%1.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.36, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$345.001:2Sep 18-$0.21$4.79
$370.00$390.001:2Sep 18-$1.05$18.95
$345.00$350.001:2Sep 18-$0.32$4.68
$350.00$355.001:2Oct 16-$0.90$4.10
$360.00$365.001:2Oct 16-$0.38$4.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$340.001:2Sep 18-$0.36$4.64
$350.00$345.001:2Sep 18-$3.00$2.00
$335.00$330.001:2Oct 16-$1.10$3.90
$320.00$315.001:2Oct 16$0.00$5.00
$320.00$310.001:2Sep 18-$0.06$9.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.42%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Oct 16$4.800.392.0%1.42%3.41%1.4K--
$340.00Oct 16$6.400.480.5%1.89%2.41%510
$350.00Oct 16$3.000.303.5%0.89%4.36%2--
$355.00Oct 16$2.100.215.0%0.62%5.57%1.5K256
$360.00Oct 16$0.950.156.4%0.28%6.71%5180
$370.00Oct 16$0.400.119.4%0.12%9.50%1405
$365.00Oct 16$0.450.107.9%0.13%8.04%5--
$340.00Sep 18$2.000.420.5%0.59%1.11%133--
$345.00Sep 18$0.300.252.0%0.09%2.08%1--
$350.00Sep 18$0.150.153.5%0.04%3.52%1.5K2.0K

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 6,033
Total Puts 83
Put/Call Ratio 0.01
Net Difference 5,950

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,036
Total Puts 1,785
Average Put/Call Ratio 0.70
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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