Tour v528
CB
CHUBB LTD
$341.90 +0.11%
9/17 18:19

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

📈 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. 10 found (avg delta 0.77, highest 0.97)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 1810.6012.90$11.7519.6%10.95202
$340.00Sep 181.354.00$2.6898.9%390.67711
$335.00Oct 1610.5012.30$11.4015.8%10.66--
$340.00Oct 167.609.20$8.4019.0%10.5526
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Sep 1817.8020.20$19.0012.6%500.97--
$355.00Sep 1812.4015.20$13.8020.3%500.95--
$350.00Sep 187.7010.20$8.9527.9%10.92319
$345.00Sep 182.955.60$4.2861.9%30.80182
$350.00Oct 1610.7012.60$11.6516.3%10.6554

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 407, top 50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Sep 180.150.70$0.43127.9%450.20240
$340.00Sep 181.354.00$2.6898.9%390.67711
$345.00Oct 165.406.70$6.0521.5%270.441.5K
$350.00Oct 163.405.50$4.4547.2%250.35233
$355.00Oct 162.253.10$2.6831.7%160.251.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Sep 1812.4015.20$13.8020.3%500.95--
$360.00Sep 1817.8020.20$19.0012.6%500.97--
$325.00Oct 161.452.05$1.7534.3%190.171.6K
$340.00Sep 180.701.25$0.9856.1%170.34230
$335.00Oct 163.704.10$3.9010.3%160.341.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 29.8%, max 45.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Sep 18Oct 1624.6%17.0%45.0%40737
$345.00Sep 18Oct 1622.6%19.7%14.6%721.8K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Sep 18Oct 1624.6%17.0%45.0%21277
$345.00Sep 18Oct 1622.6%19.7%14.6%8377

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 8.43, avg 9.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$365.00Oct 16$0.30$4.70$0.3016%15.67$360.30
$345.00$350.00Oct 16$1.60$3.40$1.6044%2.13$346.60
$345.00$350.00Sep 18$0.20$4.80$0.2020%24.00$345.20
$370.00$375.00Oct 16$0.17$4.83$0.179%28.41$370.17
$340.00$345.00Oct 16$2.35$2.65$2.3555%1.13$342.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$0.53$4.47$0.5323%8.43$329.47
$325.00$320.00Oct 16$0.50$4.50$0.5017%9.00$324.50
$340.00$335.00Oct 16$1.80$3.20$1.8045%1.78$338.20
$320.00$315.00Oct 16$0.47$4.53$0.4712%9.64$319.53
$340.00$335.00Sep 18$0.73$4.27$0.7334%5.85$339.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.55, avg 0.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$355.00Oct 16$1.77$1.77$3.2365%0.55$351.77
$355.00$360.00Oct 16$1.15$1.15$3.8575%0.30$356.15
$355.00$365.00Sep 18$0.15$0.15$9.8595%0.02$355.15
$365.00$370.00Oct 16$0.48$0.48$4.5287%0.11$365.48
$370.00$375.00Oct 16$0.17$0.17$4.8391%0.04$370.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Oct 16$1.62$1.62$3.3866%0.48$333.38
$315.00$310.00Oct 16$0.33$0.33$4.6792%0.07$314.67
$340.00$335.00Sep 18$0.73$0.73$4.2766%0.17$339.27
$320.00$315.00Oct 16$0.47$0.47$4.5388%0.10$319.53
$340.00$335.00Oct 16$1.80$1.80$3.2055%0.56$338.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $5.22, cheapest $4.72)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Sep 18Oct 16$5.7224.6%17.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Sep 18Oct 16$4.7224.6%17.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 1.07% of stock, avg 3.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$2.68$0.98$3.66$336.34$343.661.07%
$345.00Sep 18$0.43$4.28$4.71$340.29$349.711.38%
$350.00Sep 18$0.23$8.95$9.18$340.82$359.182.68%
$330.00Sep 18$11.75$0.20$11.95$318.05$341.953.50%
$355.00Sep 18$0.18$13.80$13.98$341.02$368.984.09%
$340.00Oct 16$8.40$5.70$14.10$325.90$354.104.12%
$345.00Oct 16$6.05$8.40$14.45$330.55$359.454.23%
$335.00Oct 16$11.40$3.90$15.30$319.70$350.304.47%
$350.00Oct 16$4.45$11.65$16.10$333.90$366.104.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.11% of stock, avg 1.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$330.00Sep 18$0.18$0.20$0.38$329.62$355.38
$350.00$330.00Sep 18$0.23$0.20$0.43$329.57$350.43
$355.00$335.00Sep 18$0.18$0.25$0.43$334.57$355.43
$355.00$320.00Sep 18$0.18$0.30$0.48$319.52$355.48
$350.00$335.00Sep 18$0.23$0.25$0.48$334.52$350.48
$350.00$320.00Sep 18$0.23$0.30$0.53$319.47$350.53
$345.00$330.00Sep 18$0.43$0.20$0.63$329.37$345.63
$345.00$335.00Sep 18$0.43$0.25$0.68$334.32$345.68
$345.00$320.00Sep 18$0.43$0.30$0.73$319.27$345.73
$390.00$330.00Sep 18$1.08$0.20$1.28$328.72$391.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 2.11, avg credit $1.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
330/335350/355Oct 16$3.39$1.6132%2.11$331.61$353.39
310/315350/355Oct 16$2.10$2.9057%0.72$312.90$352.10
315/320350/355Oct 16$2.24$2.7653%0.81$317.76$352.24
330/335355/360Oct 16$2.77$2.2341%1.24$332.23$357.77
310/315355/360Oct 16$1.48$3.5267%0.42$313.52$356.48
330/335365/370Oct 16$2.10$2.9053%0.72$332.90$367.10
310/315365/370Oct 16$0.81$4.1979%0.19$314.19$365.81
315/320355/360Oct 16$1.62$3.3863%0.48$318.38$356.62
315/320365/370Oct 16$0.95$4.0575%0.23$319.05$365.95
330/335370/375Oct 16$1.79$3.2158%0.56$333.21$371.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 2.65, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Sep 18$0.15$4.8515%32.33
$340.00$345.00$350.00Sep 18$2.05$2.9558%1.44
$335.00$340.00$345.00Oct 16$0.65$4.3522%6.69
$350.00$355.00$360.00Oct 16$0.62$4.3818%7.06
$365.00$370.00$375.00Oct 16$0.31$4.696%15.13
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Sep 18$1.37$3.6357%2.65
$330.00$335.00$340.00Oct 16$0.18$4.8222%26.78
$345.00$350.00$355.00Sep 18$0.18$4.8214%26.78
$330.00$335.00$340.00Sep 18$0.68$4.3228%6.35
$335.00$340.00$345.00Sep 18$2.57$2.4370%0.95

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-4.10, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$360.001:2Oct 16-$0.38$4.62
$350.00$355.001:2Oct 16-$0.91$4.09
$345.00$350.001:2Sep 18-$0.03$4.97
$375.00$400.001:2Oct 16-$1.58$23.42
$365.00$370.001:2Oct 16-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$350.001:2Sep 18-$4.10$0.90
$335.00$330.001:2Oct 16-$0.66$4.34
$335.00$330.001:2Sep 18-$0.15$4.85
$315.00$310.001:2Oct 16-$0.12$4.88
$330.00$320.001:2Sep 18-$0.40$9.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.58%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Oct 16$5.400.440.9%1.58%2.49%271.5K
$350.00Oct 16$3.400.352.4%0.99%3.36%25233
$355.00Oct 16$2.250.253.8%0.66%4.49%161.7K
$365.00Oct 16$0.800.136.8%0.23%6.99%15464
$360.00Oct 16$0.550.175.3%0.16%5.45%2186
$370.00Oct 16$0.400.098.2%0.12%8.34%1--
$375.00Oct 16$0.100.079.7%0.03%9.71%1211
$345.00Sep 18$0.150.200.9%0.04%0.95%45240

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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Chart Title

Price — Past 7 Days

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