Tour v528
CB
CHUBB LTD
$341.86 +0.00%
$341.00 (-0.25%)🌙
as of 09/15 06:19 PM
9/15 18:19

Option Volume

Detail
Current (09/15) 1,494
Calls: 1,092 (73%)
Puts: 402 (27%)
Prior (09/14) 803
Calls: 512 (64%)
Puts: 291 (36%)
Current vs Prior +86.05%
Calls: +113.28% (Calls)
Puts: +38.14% (Puts)
Prior 7-Day Total 12,611
Calls: 10,753 (85%)
Puts: 1,858 (15%)
Prior 7-Day Average 1,801
Calls: 1,536 (85%)
Puts: 265 (15%)
Current vs Prior 7-Day Avg -17.07%
Calls: -28.91%
Puts: +51.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $1.26M
Calls: $959.2K (76%)
Puts: $304.6K (24%)
Prior (09/14) $823.2K
Calls: $655.6K (80%)
Puts: $167.6K (20%)
Current vs Prior +53.53%
Calls: +46.31%
Puts: +81.80%
Prior 7-Day Total $10.67M
Calls: $9.87M (93%)
Puts: $796.7K (7%)
Prior 7-Day Average $1.52M
Calls: $1.41M (93%)
Puts: $113.8K (7%)
Current vs Prior 7-Day Avg -17.05%
Calls: -31.96%
Puts: +167.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.37
Prior (09/14) 0.57
Current vs Prior -35.23%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -43.06%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 17,103
Calls: 8,953 (52%)
Puts: 8,150 (48%)
Prior (09/14) 14,728
Calls: 8,731 (59%)
Puts: 5,997 (41%)
Current vs Prior +16.13%
Prior 7-Day Total 80,472
Calls: 45,235 (56%)
Puts: 35,237 (44%)
Prior 7-Day Average 11,496
Calls: 6,462 (56%)
Puts: 5,033 (44%)
Current vs Prior 7-Day Avg +48.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 2.53% | 5.40%2.53% | 5.40%
Prior 2.67% | 5.40%2.67% | 5.40%
Current vs Prior -5.26% | -0.00%-5.26% | -0.00%
Prior 7-Day Avg 3.27% | 5.74%3.27% | 5.74%
Current vs 7-Day Avg -22.62% | -5.96%-22.62% | -5.96%
Prior 7-Day Eod 2.67% | 5.40%2.67% | 5.40%
Current vs 7-Day Eod -5.26% | -0.00%-5.26% | -0.00%
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 76% of dollar volume in calls ($959.2K) vs puts ($304.6K). Elevated premium activity with dollar volume up 54% vs prior. Above-average activity with volume up 86% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (1,092 calls vs 402 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 -- 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 1821.0023.90$22.4512.9%10.9614
$330.00Sep 1810.9014.30$12.6027.0%10.89--
$340.00Sep 182.805.20$4.0060.0%50.67714
$340.00Oct 167.6011.30$9.4539.2%180.5715
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Sep 1811.5014.60$13.0523.8%10.91--
$345.00Sep 183.505.80$4.6549.5%10.66182
$345.00Oct 167.5010.50$9.0033.3%20.55198

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 611, top 136)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Oct 160.000.85$0.43197.7%1360.05107
$345.00Sep 181.002.25$1.6376.7%890.36222
$375.00Sep 180.002.25$1.13199.1%870.10309
$370.00Oct 160.451.00$0.7375.3%550.09405
$355.00Oct 162.653.60$3.1330.4%320.27--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 161.602.90$2.2557.8%380.1992
$330.00Sep 180.051.05$0.55181.8%330.11297
$340.00Oct 165.306.50$5.9020.3%180.44--
$330.00Oct 161.753.70$2.7371.4%170.24158
$320.00Oct 161.101.50$1.3030.8%140.12111

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 27.3%, max 75.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Sep 18Oct 1621.7%17.8%21.5%921.8K
$340.00Sep 18Oct 1619.4%17.8%9.2%23729
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Sep 18Oct 1630.6%17.4%75.2%81.9K
$345.00Sep 18Oct 1621.7%17.8%21.5%3380
$340.00Sep 18Oct 1619.4%17.8%9.2%21231

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 21.73, avg 9.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$355.00Oct 16$2.77$7.23$2.7745%2.61$347.77
$355.00$360.00Oct 16$0.83$4.17$0.8327%5.02$355.83
$345.00$350.00Sep 18$0.83$4.17$0.8336%5.02$345.83
$340.00$345.00Sep 18$2.37$2.63$2.3767%1.11$342.37
$370.00$375.00Oct 16$0.30$4.70$0.308%15.67$370.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$335.00Sep 18$0.22$4.78$0.2233%21.73$339.78
$330.00$325.00Oct 16$0.48$4.52$0.4824%9.42$329.52
$335.00$330.00Oct 16$1.05$3.95$1.0532%3.76$333.95
$330.00$325.00Sep 18$0.17$4.83$0.1711%28.41$329.83
$320.00$315.00Oct 16$0.35$4.65$0.3512%13.29$319.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.43, avg 0.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$365.00Oct 16$1.50$1.50$3.5079%0.43$361.50
$370.00$375.00Oct 16$0.30$0.30$4.7092%0.06$370.30
$345.00$350.00Sep 18$0.83$0.83$4.1764%0.20$345.83
$355.00$360.00Oct 16$0.83$0.83$4.1773%0.20$355.83
$345.00$355.00Oct 16$2.77$2.77$7.2355%0.38$347.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Oct 16$0.95$0.95$4.0581%0.23$324.05
$340.00$335.00Oct 16$2.12$2.12$2.8856%0.74$337.88
$320.00$315.00Sep 18$0.25$0.25$4.7595%0.05$319.75
$335.00$330.00Sep 18$0.53$0.53$4.4780%0.12$334.47
$315.00$310.00Oct 16$0.27$0.27$4.7391%0.06$314.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.67, cheapest $4.27)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Sep 18Oct 16$4.2721.7%17.8%
$340.00Sep 18Oct 16$5.4519.4%17.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Sep 18Oct 16$4.3521.7%17.8%
$340.00Sep 18Oct 16$4.6019.4%17.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 1.55% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$4.00$1.30$5.30$334.70$345.301.55%
$345.00Sep 18$1.63$4.65$6.28$338.72$351.281.84%
$330.00Sep 18$12.60$0.55$13.15$316.85$343.153.85%
$345.00Oct 16$5.90$9.00$14.90$330.10$359.904.36%
$340.00Oct 16$9.45$5.90$15.35$324.65$355.354.49%
$320.00Sep 18$22.45$0.28$22.73$297.27$342.736.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 37 found (cheapest 0.35% of stock, avg 1.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$325.00Sep 18$0.80$0.38$1.18$323.82$351.18
$350.00$330.00Sep 18$0.80$0.55$1.35$328.65$351.35
$375.00$325.00Sep 18$1.13$0.38$1.51$323.49$376.51
$375.00$330.00Sep 18$1.13$0.55$1.68$328.32$376.68
$350.00$335.00Sep 18$0.80$1.08$1.88$333.12$351.88
$370.00$320.00Oct 16$0.73$1.30$2.03$317.97$372.03
$365.00$320.00Oct 16$0.80$1.30$2.10$317.90$367.10
$350.00$340.00Sep 18$0.80$1.30$2.10$337.90$352.10
$375.00$335.00Sep 18$1.13$1.08$2.21$332.79$377.21
$345.00$325.00Sep 18$1.63$0.38$2.01$322.99$347.01

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 0.96, avg credit $1.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325360/365Oct 16$2.45$2.5560%0.96$322.55$362.45
310/315360/365Oct 16$1.77$3.2370%0.55$313.23$361.77
315/320360/365Oct 16$1.85$3.1567%0.59$318.15$361.85
330/335360/365Oct 16$2.55$2.4547%1.04$332.45$362.55
320/325370/375Oct 16$1.25$3.7573%0.33$323.75$371.25
325/330360/365Oct 16$1.98$3.0255%0.66$328.02$361.98
310/315370/375Oct 16$0.57$4.4382%0.13$314.43$370.57
315/320370/375Oct 16$0.65$4.3579%0.15$319.35$370.65
320/325355/360Oct 16$1.78$3.2254%0.55$323.22$356.78
330/335370/375Oct 16$1.35$3.6559%0.37$333.65$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 7.00, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Sep 18$1.25$8.7528%7.00
$340.00$345.00$350.00Sep 18$1.54$3.4649%2.25
$360.00$365.00$370.00Oct 16$1.43$3.5712%2.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$325.00$330.00Sep 18$0.07$4.936%70.43
$310.00$315.00$320.00Oct 16$0.08$4.926%61.50
$325.00$330.00$335.00Sep 18$0.36$4.6413%12.89
$325.00$330.00$335.00Oct 16$0.57$4.4314%7.77
$335.00$340.00$345.00Oct 16$0.98$4.0222%4.10

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 $-2.75, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$330.001:2Sep 18-$2.75$7.25
$345.00$355.001:2Oct 16-$0.36$9.64
$350.00$375.001:2Sep 18-$1.46$23.54
$340.00$345.001:2Oct 16-$2.35$2.65
$370.00$375.001:2Oct 16-$0.13$4.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Sep 18-$0.02$4.98
$325.00$320.001:2Oct 16-$0.35$4.65
$340.00$335.001:2Sep 18-$0.86$4.14
$340.00$335.001:2Oct 16-$1.66$3.34
$330.00$325.001:2Sep 18-$0.21$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 0.78%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Oct 16$2.650.273.8%0.78%4.62%32--
$345.00Oct 16$4.800.450.9%1.40%2.32%31.5K
$360.00Oct 16$0.400.215.3%0.12%5.42%2184
$370.00Oct 16$0.450.098.2%0.13%8.36%55405
$365.00Oct 16$0.100.106.8%0.03%6.80%15--
$345.00Sep 18$1.000.360.9%0.29%1.21%89222

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 1,092
Total Puts 402
Put/Call Ratio 0.37
Net Difference 690

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,753
Total Puts 1,858
Average Put/Call Ratio 0.65
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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