Tour
v528
CB
CHUBB LTD
$341.90
+0.11%
Option Volume
Detail
Current (09/17)
773
Calls:
344
(45%)
Puts:
429
(55%)
Prior (09/15)
1,494
Calls:
1,092
(73%)
Puts:
402
(27%)
Current vs Prior
-48.26%
Calls:
-68.50%
(Calls)
Puts:
+6.72%
(Puts)
Prior 7-Day Total
13,415
Calls:
11,437
(85%)
Puts:
1,978
(15%)
Prior 7-Day Average
1,916
Calls:
1,633
(85%)
Puts:
282
(15%)
Current vs Prior 7-Day Avg
-59.66%
Calls:
-78.95%
Puts:
+51.82%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/17)
$699.3K
Calls:
$237.8K
(34%)
Puts:
$461.5K
(66%)
Prior (09/15)
$1.26M
Calls:
$959.2K
(76%)
Puts:
$304.6K
(24%)
Current vs Prior
-44.67%
Calls:
-75.21%
Puts:
+51.49%
Prior 7-Day Total
$11.53M
Calls:
$10.50M
(91%)
Puts:
$1.03M
(9%)
Prior 7-Day Average
$1.65M
Calls:
$1.50M
(91%)
Puts:
$146.8K
(9%)
Current vs Prior 7-Day Avg
-57.54%
Calls:
-84.15%
Puts:
+214.27%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/17)
1.25
Prior (09/15)
0.37
Current vs Prior
+238.76%
Prior 7-Day Average
0.60
Current vs Prior 7-Day Avg
+107.73%
Sentiment
BEARISH
Open Interest
Detail
Current (09/17)
19,048
Calls:
10,604
(56%)
Puts:
8,444
(44%)
Prior (09/15)
17,103
Calls:
8,953
(52%)
Puts:
8,150
(48%)
Current vs Prior
+11.37%
Prior 7-Day Total
83,471
Calls:
47,104
(56%)
Puts:
36,367
(44%)
Prior 7-Day Average
11,924
Calls:
6,729
(56%)
Puts:
5,195
(44%)
Current vs Prior 7-Day Avg
+59.74%
Sentiment
BEARISH
Expected Move
Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current
2.04% | 4.91%2.04% | 4.91%
Prior
2.53% | 5.40%2.53% | 5.40%
Current vs Prior
-19.55% | -8.95%-19.55% | -8.95%
Prior 7-Day Avg
3.08% | 5.68%3.08% | 5.68%
Current vs 7-Day Avg
-33.95% | -13.48%-33.95% | -13.48%
Prior 7-Day Eod
2.53% | 5.40%2.53% | 5.40%
Current vs 7-Day Eod
-19.55% | -8.95%-19.55% | -8.95%
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
Moderately bearish flow with 66% put dollar volume ($461.5K). Below-average activity with volume down 48% vs prior. Bearish P/C ratio of 1.25 indicates protective positioning. P/C ratio rising 239% - increased hedging/bearish positioning.
Smart Money
BEARISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
Current
BEARISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
NEUTRAL
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
344
Total Puts
429
Put/Call Ratio
1.25
Net Difference
-85
Prior's Put/Call Breakdown
Total Calls
1,092
Total Puts
402
Put/Call Ratio
0.37
Net Difference
690
Prior 7-Day Put/Call Summary
Total Calls
11,437
Total Puts
1,978
Average Put/Call Ratio
0.60
Ratio Trend
Rising
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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