Tour v527
CB
CHUBB LTD
$341.85 +1.06%
$339.28 (-0.75%)🌙
as of 09/14 06:18 PM
9/14 18:18

Option Volume

Detail
Current (09/14) 803
Calls: 512 (64%)
Puts: 291 (36%)
Prior (09/11) 6,116
Calls: 6,033 (99%)
Puts: 83 (1%)
Current vs Prior -86.87%
Calls: -91.51% (Calls)
Puts: +250.60% (Puts)
Prior 7-Day Total 12,232
Calls: 10,482 (86%)
Puts: 1,750 (14%)
Prior 7-Day Average 1,747
Calls: 1,497 (86%)
Puts: 250 (14%)
Current vs Prior 7-Day Avg -54.05%
Calls: -65.81%
Puts: +16.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/14) $823.2K
Calls: $655.6K (80%)
Puts: $167.6K (20%)
Prior (09/11) $1.71M
Calls: $1.67M (98%)
Puts: $32.5K (2%)
Current vs Prior -51.74%
Calls: -60.81%
Puts: +415.19%
Prior 7-Day Total $10.67M
Calls: $9.86M (92%)
Puts: $808.4K (8%)
Prior 7-Day Average $1.52M
Calls: $1.41M (92%)
Puts: $115.5K (8%)
Current vs Prior 7-Day Avg -46.00%
Calls: -53.46%
Puts: +45.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/14) 0.57
Prior (09/11) 0.01
Current vs Prior +4031.22%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg -15.64%
Sentiment BULLISH

Open Interest

Detail
Current (09/14) 14,728
Calls: 8,731 (59%)
Puts: 5,997 (41%)
Prior (09/11) 9,054
Calls: 5,543 (61%)
Puts: 3,511 (39%)
Current vs Prior +62.67%
Prior 7-Day Total 72,652
Calls: 41,304 (57%)
Puts: 31,348 (43%)
Prior 7-Day Average 10,378
Calls: 5,900 (57%)
Puts: 4,478 (43%)
Current vs Prior 7-Day Avg +41.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 2.67% | 5.40%2.67% | 5.40%
Prior 2.89% | 5.54%2.89% | 5.54%
Current vs Prior -7.63% | -2.64%-7.63% | -2.64%
Prior 7-Day Avg 3.41% | 5.83%3.41% | 5.83%
Current vs 7-Day Avg -21.59% | -7.37%-21.59% | -7.37%
Prior 7-Day Eod 2.89% | 5.54%2.89% | 5.54%
Current vs 7-Day Eod -7.63% | -2.64%-7.63% | -2.64%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($655.6K) vs puts ($167.6K). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 87% vs prior. Bullish P/C ratio of 0.57.

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 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 1810.4014.20$12.3030.9%11.00203
$330.00Oct 1614.4018.20$16.3023.3%40.727
$335.00Oct 1611.0014.40$12.7026.8%10.6580
$340.00Sep 182.155.00$3.5879.6%200.56703
$340.00Oct 167.6010.50$9.0532.0%10.5414
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 187.909.80$8.8521.5%30.82--
$350.00Oct 1610.5014.00$12.2528.6%20.6552

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 479, top 117)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 180.001.90$0.95200.0%1170.182.0K
$345.00Sep 180.252.40$1.33161.7%1060.29153
$345.00Oct 165.007.50$6.2540.0%330.441.5K
$340.00Sep 182.155.00$3.5879.6%200.56703
$355.00Oct 162.803.80$3.3030.3%80.271.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 180.050.90$0.48177.1%520.11314
$335.00Sep 180.802.00$1.4085.7%500.261.8K
$320.00Sep 180.000.35$0.18194.4%250.04385
$340.00Sep 181.804.40$3.1083.9%110.48230
$330.00Oct 162.005.40$3.7091.9%50.28155

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 31.0%, max 39.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Sep 18Oct 1628.6%20.5%39.1%1192.2K
$340.00Sep 18Oct 1623.2%18.1%28.1%21717
$345.00Sep 18Oct 1621.8%19.8%10.2%1391.7K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Sep 18Oct 1628.6%20.5%39.1%552
$335.00Sep 18Oct 1624.6%17.7%38.5%521.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 0.74, avg 6.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Sep 18$0.38$4.62$0.3829%12.16$345.38
$350.00$355.00Sep 18$0.25$4.75$0.2518%19.00$350.25
$345.00$350.00Oct 16$1.55$3.45$1.5544%2.23$346.55
$355.00$360.00Oct 16$0.77$4.23$0.7727%5.49$355.77
$350.00$355.00Oct 16$1.40$3.60$1.4035%2.57$351.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Sep 18$5.75$4.25$5.7582%0.74$344.25
$335.00$330.00Oct 16$0.70$4.30$0.7035%6.14$334.30
$325.00$320.00Oct 16$0.53$4.47$0.5318%8.43$324.47
$320.00$310.00Oct 16$0.67$9.33$0.6714%13.93$319.33
$340.00$335.00Sep 18$1.70$3.30$1.7048%1.94$338.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.46, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$365.00Oct 16$1.58$1.58$3.4279%0.46$361.58
$350.00$355.00Oct 16$1.40$1.40$3.6065%0.39$351.40
$355.00$360.00Oct 16$0.77$0.77$4.2373%0.18$355.77
$345.00$350.00Oct 16$1.55$1.55$3.4556%0.45$346.55
$350.00$355.00Sep 18$0.25$0.25$4.7582%0.05$350.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$1.75$1.75$3.2572%0.54$328.25
$335.00$330.00Sep 18$0.92$0.92$4.0874%0.23$334.08
$325.00$320.00Sep 18$0.22$0.22$4.7892%0.05$324.78
$340.00$335.00Sep 18$1.70$1.70$3.3052%0.52$338.30
$320.00$310.00Oct 16$0.67$0.67$9.3386%0.07$319.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $5.47, cheapest $5.47)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Sep 18Oct 16$5.4723.2%18.1%
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$3.58$3.10$6.68$333.32$346.681.95%
$350.00Sep 18$0.95$8.85$9.80$340.20$359.802.87%
$330.00Sep 18$12.30$0.48$12.78$317.22$342.783.74%
$350.00Oct 16$4.70$12.25$16.95$333.05$366.954.96%
$335.00Oct 16$12.70$4.40$17.10$317.90$352.105.00%
$330.00Oct 16$16.30$3.70$20.00$310.00$350.005.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.30% of stock, avg 1.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$315.00Sep 18$0.65$0.38$1.03$313.97$361.03
$360.00$325.00Sep 18$0.65$0.40$1.05$323.95$361.05
$355.00$325.00Sep 18$0.70$0.40$1.10$323.90$356.10
$360.00$330.00Sep 18$0.65$0.48$1.13$328.87$361.13
$355.00$315.00Sep 18$0.70$0.38$1.08$313.92$356.08
$355.00$330.00Sep 18$0.70$0.48$1.18$328.82$356.18
$350.00$325.00Sep 18$0.95$0.40$1.35$323.65$351.35
$350.00$315.00Sep 18$0.95$0.38$1.33$313.67$351.33
$350.00$330.00Sep 18$0.95$0.48$1.43$328.57$351.43
$375.00$325.00Sep 18$1.18$0.40$1.58$323.42$376.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 1.99, avg credit $1.82)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330360/365Oct 16$3.33$1.6751%1.99$326.67$363.33
320/325360/365Oct 16$2.11$2.8961%0.73$322.89$362.11
325/330350/355Oct 16$3.15$1.8537%1.70$326.85$353.15
325/330355/360Oct 16$2.52$2.4845%1.02$327.48$357.52
320/325350/355Oct 16$1.93$3.0747%0.63$323.07$351.93
320/325350/355Sep 18$0.47$4.5374%0.10$324.53$350.47
320/325355/360Oct 16$1.30$3.7055%0.35$323.70$356.30
330/335350/355Sep 18$1.17$3.8356%0.31$333.83$351.17
310/320360/365Oct 16$2.25$7.7566%0.29$317.75$362.25
320/325345/350Sep 18$0.60$4.4064%0.14$324.40$345.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 37.46, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Sep 18$0.13$4.8717%37.46
$345.00$350.00$355.00Oct 16$0.15$4.8517%32.33
$350.00$355.00$360.00Sep 18$0.20$4.808%24.00
$335.00$340.00$345.00Oct 16$0.85$4.1521%4.88
$350.00$355.00$360.00Oct 16$0.63$4.3714%6.94
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Sep 18$0.78$4.2237%5.41
$325.00$330.00$335.00Sep 18$0.84$4.1618%4.95
$315.00$320.00$325.00Sep 18$0.42$4.582%10.90
$320.00$325.00$330.00Oct 16$1.22$3.7814%3.10

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.20, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$350.001:2Sep 18-$0.57$4.43
$350.00$355.001:2Sep 18-$0.45$4.55
$355.00$360.001:2Sep 18-$0.60$4.40
$360.00$375.001:2Sep 18-$1.71$13.29
$350.00$355.001:2Oct 16-$1.90$3.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$325.001:2Oct 16-$0.20$4.80
$320.00$310.001:2Oct 16-$0.08$9.92
$330.00$325.001:2Sep 18-$0.32$4.68
$325.00$320.001:2Oct 16-$0.89$4.11
$320.00$315.001:2Sep 18-$0.58$4.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.46%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Oct 16$5.000.440.9%1.46%2.38%331.5K
$355.00Oct 16$2.800.273.9%0.82%4.67%81.7K
$350.00Oct 16$3.400.352.4%0.99%3.38%2233
$360.00Oct 16$0.850.215.3%0.25%5.56%3185
$365.00Oct 16$0.150.116.8%0.04%6.82%5265
$345.00Sep 18$0.250.290.9%0.07%0.99%106153

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 512
Total Puts 291
Put/Call Ratio 0.57
Net Difference 221

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,482
Total Puts 1,750
Average Put/Call Ratio 0.67
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All