Tour
v528
CB
CHUBB LTD
$341.86
+0.00%
$341.00 (-0.25%)
as of 09/15 06:19 PM
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
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 |
|---|---|---|---|---|
| Loading data... | ||||
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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