Tour v528
CB
CHUBB LTD
$340.64 -0.37%
$337.54 (-0.91%)🌙
as of 09/18 06:16 PM
9/18 18:16

Option Volume

Detail
Current (09/18) 1,235
Calls: 620 (50%)
Puts: 615 (50%)
Prior (09/17) 773
Calls: 344 (45%)
Puts: 429 (55%)
Current vs Prior +59.77%
Calls: +80.23% (Calls)
Puts: +43.36% (Puts)
Prior 7-Day Total 13,601
Calls: 11,560 (85%)
Puts: 2,041 (15%)
Prior 7-Day Average 1,943
Calls: 1,651 (85%)
Puts: 291 (15%)
Current vs Prior 7-Day Avg -36.44%
Calls: -62.46%
Puts: +110.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $779.2K
Calls: $401.4K (52%)
Puts: $377.8K (48%)
Prior (09/17) $699.3K
Calls: $237.8K (34%)
Puts: $461.5K (66%)
Current vs Prior +11.43%
Calls: +68.81%
Puts: -18.13%
Prior 7-Day Total $11.77M
Calls: $10.54M (90%)
Puts: $1.23M (10%)
Prior 7-Day Average $1.68M
Calls: $1.51M (90%)
Puts: $176.2K (10%)
Current vs Prior 7-Day Avg -53.65%
Calls: -73.33%
Puts: +114.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.99
Prior (09/17) 1.25
Current vs Prior -20.46%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +83.03%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/18) 15,078
Calls: 7,887 (52%)
Puts: 7,191 (48%)
Prior (09/17) 19,048
Calls: 10,604 (56%)
Puts: 8,444 (44%)
Current vs Prior -20.84%
Prior 7-Day Total 96,184
Calls: 53,846 (56%)
Puts: 42,338 (44%)
Prior 7-Day Average 13,740
Calls: 7,692 (56%)
Puts: 6,048 (44%)
Current vs Prior 7-Day Avg +9.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 1.37% | 4.79%1.37% | 4.79%
Prior 2.04% | 4.91%2.04% | 4.91%
Current vs Prior +135.06% | +52.65%-32.51% | -2.62%
Prior 7-Day Avg 2.88% | 5.56%2.88% | 5.56%
Current vs 7-Day Avg +66.07% | +34.86%-52.32% | -13.96%
Prior 7-Day Eod 2.04% | 4.91%2.04% | 4.91%
Current vs 7-Day Eod +135.06% | +52.65%-32.51% | -2.62%
Sentiment BEARISHBULLISH

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

Above-average activity with volume up 60% vs prior. P/C ratio dropping 20% - sentiment shifting bullish. Declining open interest (down 21%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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. 10 found (avg delta 0.75, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1819.6022.00$20.8011.5%10.90--
$320.00Oct 1621.8024.30$23.0510.8%10.90--
$335.00Sep 184.607.10$5.8542.7%60.88--
$330.00Sep 188.9011.40$10.1524.6%40.83202
$340.00Sep 180.151.10$0.63150.8%1000.72713
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Sep 182.905.20$4.0556.8%70.79179
$350.00Oct 1610.9013.30$12.1019.8%50.69--
$345.00Oct 167.509.90$8.7027.6%800.60198

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 1.1K, top 359)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 166.708.50$7.6023.7%3590.5126
$340.00Sep 180.151.10$0.63150.8%1000.72713
$345.00Sep 180.001.30$0.65200.0%210.22235
$355.00Oct 161.952.75$2.3534.0%140.221.7K
$345.00Oct 164.605.50$5.0517.8%110.401.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 165.507.70$6.6033.3%2540.4951
$345.00Oct 167.509.90$8.7027.6%800.60198
$325.00Oct 160.952.45$1.7088.2%550.181.6K
$335.00Sep 180.000.65$0.33197.0%380.131.1K
$335.00Oct 163.304.50$3.9030.8%320.361.5K

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 935.6%, max 2326.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Sep 18Oct 16204.6%19.3%961.3%321.8K
$340.00Sep 18Oct 1655.3%17.6%214.8%459739
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Sep 18Oct 16454.8%18.7%2326.0%12147
$345.00Sep 18Oct 16204.6%19.3%961.3%87377
$340.00Sep 18Oct 1655.3%17.6%214.8%266290

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 4.88, avg 12.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$370.00Oct 16$0.62$9.38$0.6216%15.13$360.62
$345.00$350.00Oct 16$1.45$3.55$1.4540%2.45$346.45
$355.00$360.00Oct 16$0.85$4.15$0.8522%4.88$355.85
$350.00$355.00Oct 16$1.25$3.75$1.2531%3.00$351.25
$340.00$345.00Oct 16$2.55$2.45$2.5551%0.96$342.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$330.00Oct 16$0.85$4.15$0.8536%4.88$334.15
$345.00$340.00Oct 16$2.10$2.90$2.1060%1.38$342.90
$310.00$285.00Oct 16$0.25$24.75$0.254%99.00$309.75
$325.00$320.00Oct 16$0.62$4.38$0.6218%7.06$324.38
$315.00$310.00Oct 16$0.22$4.78$0.227%21.73$314.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.27, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$365.00Sep 18$1.05$1.05$3.9587%0.27$361.05
$370.00$385.00Sep 18$1.05$1.05$13.9589%0.08$371.05
$345.00$350.00Sep 18$0.57$0.57$4.4378%0.13$345.57
$350.00$355.00Oct 16$1.25$1.25$3.7569%0.33$351.25
$355.00$360.00Oct 16$0.85$0.85$4.1578%0.20$355.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$335.00Oct 16$2.70$2.70$2.3051%1.17$337.30
$330.00$325.00Oct 16$1.35$1.35$3.6573%0.37$328.65
$320.00$315.00Oct 16$0.51$0.51$4.4988%0.11$319.49
$315.00$310.00Oct 16$0.22$0.22$4.7893%0.05$314.78
$325.00$320.00Oct 16$0.62$0.62$4.3882%0.14$324.38

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 0.26% of stock, avg 3.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Sep 18$0.63$0.25$0.88$339.12$340.880.26%
$345.00Sep 18$0.65$4.05$4.70$340.30$349.701.38%
$335.00Sep 18$5.85$0.33$6.18$328.82$341.181.81%
$330.00Sep 18$10.15$1.08$11.23$318.77$341.233.30%
$345.00Oct 16$5.05$8.70$13.75$331.25$358.754.04%
$340.00Oct 16$7.60$6.60$14.20$325.80$354.204.17%
$335.00Oct 16$11.10$3.90$15.00$320.00$350.004.40%
$350.00Oct 16$3.60$12.10$15.70$334.30$365.704.61%
$320.00Oct 16$23.05$1.08$24.13$295.87$344.137.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 34 found (cheapest 0.26% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$345.00$340.00Sep 18$0.65$0.25$0.90$339.10$345.90
$345.00$335.00Sep 18$0.65$0.33$0.98$334.02$345.98
$360.00$335.00Sep 18$1.08$0.33$1.41$333.59$361.41
$370.00$335.00Sep 18$1.08$0.33$1.41$333.59$371.41
$360.00$340.00Sep 18$1.08$0.25$1.33$338.67$361.33
$370.00$340.00Sep 18$1.08$0.25$1.33$338.67$371.33
$345.00$330.00Sep 18$0.65$1.08$1.73$328.27$346.73
$370.00$320.00Oct 16$0.88$1.08$1.96$318.04$371.96
$360.00$330.00Sep 18$1.08$1.08$2.16$327.84$362.16
$370.00$330.00Sep 18$1.08$1.08$2.16$327.84$372.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 0.79, avg credit $1.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330355/360Oct 16$2.20$2.8050%0.79$327.80$357.20
325/330350/355Oct 16$2.60$2.4042%1.08$327.40$352.60
315/320355/360Oct 16$1.36$3.6466%0.37$318.64$356.36
315/320350/355Oct 16$1.76$3.2457%0.54$318.24$351.76
310/315355/360Oct 16$1.07$3.9370%0.27$313.93$356.07
310/315350/355Oct 16$1.47$3.5362%0.42$313.53$351.47
320/325355/360Oct 16$1.47$3.5360%0.42$323.53$356.47
320/325350/355Oct 16$1.87$3.1351%0.60$323.13$351.87
310/315360/370Oct 16$0.84$9.1677%0.09$314.16$360.84
315/320360/370Oct 16$1.13$8.8772%0.13$318.87$361.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 24.00, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Oct 16$0.20$4.8018%24.00
$350.00$355.00$360.00Oct 16$0.40$4.6015%11.50
$335.00$340.00$345.00Oct 16$0.95$4.0524%4.26
$340.00$345.00$350.00Oct 16$1.10$3.9020%3.55
$360.00$365.00$370.00Sep 18$2.10$2.903%1.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$315.00$320.00$325.00Oct 16$0.11$4.8911%44.45
$310.00$315.00$320.00Oct 16$0.29$4.718%16.24
$320.00$325.00$330.00Oct 16$0.73$4.2716%5.85
$330.00$335.00$340.00Sep 18$0.67$4.3312%6.46
$340.00$345.00$350.00Oct 16$1.30$3.7020%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-1.55, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$335.001:2Sep 18-$1.55$3.45
$340.00$345.001:2Sep 18-$0.67$4.33
$360.00$370.001:2Oct 16-$0.26$9.74
$355.00$360.001:2Oct 16-$0.65$4.35
$350.00$355.001:2Oct 16-$1.10$3.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Oct 16-$1.20$3.80
$330.00$325.001:2Oct 16-$0.35$4.65
$320.00$315.001:2Oct 16-$0.06$4.94
$340.00$335.001:2Sep 18-$0.41$4.59
$325.00$320.001:2Oct 16-$0.46$4.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.35%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Oct 16$4.600.401.3%1.35%2.63%111.6K
$350.00Oct 16$3.200.312.8%0.94%3.69%1249
$355.00Oct 16$1.950.224.2%0.57%4.79%141.7K
$360.00Oct 16$0.500.165.7%0.15%5.83%5--

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 620
Total Puts 615
Put/Call Ratio 0.99
Net Difference 5

Prior's Put/Call Breakdown

Total Calls 344
Total Puts 429
Put/Call Ratio 1.25
Net Difference -85

Prior 7-Day Put/Call Summary

Total Calls 11,560
Total Puts 2,041
Average Put/Call Ratio 0.54
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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