Tour v531
CB
CHUBB LTD
$354.95 -0.78%
$342.40 (-3.54%)🌙
as of 10/21 06:15 PM
◀ 10/21 18:15 ▶

Option Volume

Detail
ℹ
Current (10/21) 1,739
Calls: 537 (31%)
Puts: 1,202 (69%)
Prior (10/20) 1,824
Calls: 1,003 (55%)
Puts: 821 (45%)
Current vs Prior -4.66%
Calls: -46.46% (Calls)
Puts: +46.41% (Puts)
Prior 7-Day Total 20,256
Calls: 10,900 (54%)
Puts: 9,356 (46%)
Prior 7-Day Average 2,893
Calls: 1,557 (54%)
Puts: 1,336 (46%)
Current vs Prior 7-Day Avg -39.90%
Calls: -65.51%
Puts: -10.07%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/21) $558.3K
Calls: $312.4K (56%)
Puts: $245.8K (44%)
Prior (10/20) $1.02M
Calls: $674.4K (66%)
Puts: $342.9K (34%)
Current vs Prior -45.13%
Calls: -53.68%
Puts: -28.31%
Prior 7-Day Total $12.49M
Calls: $9.80M (78%)
Puts: $2.69M (22%)
Prior 7-Day Average $1.78M
Calls: $1.40M (78%)
Puts: $384.9K (22%)
Current vs Prior 7-Day Avg -68.72%
Calls: -77.68%
Puts: -36.13%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 2.24
Prior (10/20) 0.82
Current vs Prior +173.46%
Prior 7-Day Average 1.50
Current vs Prior 7-Day Avg +49.71%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/21) 15,962
Calls: 7,086 (44%)
Puts: 8,876 (56%)
Prior (10/20) 38,215
Calls: 21,319 (56%)
Puts: 16,896 (44%)
Current vs Prior -58.23%
Prior 7-Day Total 150,133
Calls: 90,247 (60%)
Puts: 59,886 (40%)
Prior 7-Day Average 21,447
Calls: 12,892 (60%)
Puts: 8,555 (40%)
Current vs Prior 7-Day Avg -25.58%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 5.32% | 7.03%
Prior 6.21% | 7.51%
Current vs Prior -14.19% | -6.34%
Prior 7-Day Avg 4.16% | 7.03%
Current vs 7-Day Avg +27.85% | -0.06%
Prior 7-Day Eod 6.21% | 7.51%
Current vs 7-Day Eod -14.19% | -6.34%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 9.71% | 10.76%
Calls: 10.81% | 12.36%
Puts: 8.61% | 9.16%
Prior 9.71% | 10.76%
Calls: 10.81% | 12.36%
Puts: 8.61% | 9.16%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 12.88% | 6.72%
Calls: 6.48% | 8.30%
Puts: 19.27% | 5.15%
Current vs 7-Day Avg -24.62% | +60.05%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 2.24 - heavy put buying. P/C ratio rising 173% - increased hedging/bearish positioning. Declining open interest (down 58%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 2 of results (avg 7.8%, best 5.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Nov 2022.3024.60$23.459.8%10.91--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Nov 2053.1056.30$54.705.9%21.002

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 0.92, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2010.9012.40$11.6512.9%71.00--
$355.00Nov 208.109.70$8.9018.0%261.00161
$335.00Nov 2022.3024.60$23.459.8%10.91--
$340.00Nov 2018.0020.50$19.2513.0%30.8784
$345.00Nov 2013.9015.80$14.8512.8%90.82417
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 204.805.80$5.3018.9%631.00169
$355.00Nov 206.607.90$7.2517.9%221.0086
$360.00Nov 209.2010.70$9.9515.1%71.0069
$410.00Nov 2053.1056.30$54.705.9%21.002
$345.00Nov 203.103.90$3.5022.9%270.561.6K

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 1.2K, top 394)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 200.852.00$1.4380.4%1430.141.8K
$370.00Nov 202.553.50$3.0331.4%920.271.8K
$375.00Nov 201.502.00$1.7528.6%630.18478
$360.00Nov 205.306.80$6.0524.8%430.45335
$355.00Nov 208.109.70$8.9018.0%261.00161
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 200.300.50$0.4050.0%3940.05145
$325.00Nov 200.600.85$0.7334.2%740.08154
$350.00Nov 204.805.80$5.3018.9%631.00169
$330.00Nov 200.751.75$1.2580.0%420.13317
$340.00Nov 201.852.65$2.2535.6%290.29160

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 1.56, avg 9.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Nov 20$2.75$2.25$2.75100%0.82$352.75
$345.00$350.00Nov 20$3.20$1.80$3.2082%0.56$348.20
$355.00$360.00Nov 20$2.85$2.15$2.85100%0.75$357.85
$375.00$380.00Nov 20$0.32$4.68$0.3218%14.62$375.32
$360.00$365.00Nov 20$1.60$3.40$1.6045%2.13$361.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$350.00Nov 20$1.95$3.05$1.95100%1.56$353.05
$360.00$355.00Nov 20$2.70$2.30$2.70100%0.85$357.30
$350.00$345.00Nov 20$1.80$3.20$1.80100%1.78$348.20
$345.00$340.00Nov 20$1.25$3.75$1.2556%3.00$343.75
$340.00$335.00Nov 20$0.62$4.38$0.6229%7.06$339.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.34, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$375.00Nov 20$1.28$1.28$3.7273%0.34$371.28
$400.00$405.00Nov 20$0.20$0.20$4.8096%0.04$400.20
$380.00$385.00Nov 20$0.55$0.55$4.4586%0.12$380.55
$365.00$370.00Nov 20$1.42$1.42$3.5865%0.40$366.42
$385.00$395.00Nov 20$0.45$0.45$9.5590%0.05$385.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$315.00$310.00Nov 20$0.25$0.25$4.7595%0.05$314.75
$330.00$325.00Nov 20$0.52$0.52$4.4887%0.12$329.48
$325.00$320.00Nov 20$0.33$0.33$4.6792%0.07$324.67
$310.00$305.00Nov 20$0.10$0.10$4.9097%0.02$309.90
$335.00$330.00Nov 20$0.38$0.38$4.6281%0.08$334.62

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. 6 found (cheapest 4.51% of stock, avg 5.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Nov 20$6.05$9.95$16.00$344.00$376.004.51%
$355.00Nov 20$8.90$7.25$16.15$338.85$371.154.55%
$350.00Nov 20$11.65$5.30$16.95$333.05$366.954.78%
$345.00Nov 20$14.85$3.50$18.35$326.65$363.355.17%
$340.00Nov 20$19.25$2.25$21.50$318.50$361.506.06%
$335.00Nov 20$23.45$1.63$25.08$309.92$360.087.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.61% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$325.00Nov 20$1.43$0.73$2.16$322.84$382.16
$380.00$330.00Nov 20$1.43$1.25$2.68$327.32$382.68
$375.00$325.00Nov 20$1.75$0.73$2.48$322.52$377.48
$375.00$330.00Nov 20$1.75$1.25$3.00$327.00$378.00
$380.00$335.00Nov 20$1.43$1.63$3.06$331.94$383.06
$375.00$335.00Nov 20$1.75$1.63$3.38$331.62$378.38
$380.00$340.00Nov 20$1.43$2.25$3.68$336.32$383.68
$375.00$340.00Nov 20$1.75$2.25$4.00$336.00$379.00
$370.00$325.00Nov 20$3.03$0.73$3.76$321.24$373.76
$370.00$330.00Nov 20$3.03$1.25$4.28$325.72$374.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 0.10, avg credit $0.93)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/315400/405Nov 20$0.45$4.5591%0.10$314.55$400.45
305/310400/405Nov 20$0.30$4.7094%0.06$309.70$400.30
310/315370/375Nov 20$1.53$3.4768%0.44$313.47$371.53
320/325400/405Nov 20$0.53$4.4788%0.12$324.47$400.53
305/310370/375Nov 20$1.38$3.6271%0.38$308.62$371.38
320/325370/375Nov 20$1.61$3.3965%0.47$323.39$371.61
325/330400/405Nov 20$0.72$4.2883%0.17$329.28$400.72
310/315380/385Nov 20$0.80$4.2081%0.19$314.20$380.80
305/310380/385Nov 20$0.65$4.3583%0.15$309.35$380.65
325/330370/375Nov 20$1.80$3.2060%0.56$328.20$371.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 8.09, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$360.00$365.00Nov 20$1.25$3.7565%3.00
$365.00$370.00$375.00Nov 20$0.14$4.8617%34.71
$360.00$365.00$370.00Nov 20$0.18$4.8218%26.78
$345.00$350.00$355.00Nov 20$0.45$4.5518%10.11
$370.00$375.00$380.00Nov 20$0.96$4.0412%4.21
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Nov 20$0.55$4.4571%8.09
$345.00$350.00$355.00Nov 20$0.15$4.8544%32.33
$335.00$340.00$345.00Nov 20$0.63$4.3737%6.94
$330.00$335.00$340.00Nov 20$0.24$4.7616%19.83
$320.00$325.00$330.00Nov 20$0.19$4.819%25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-1.70, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$360.001:2Nov 20-$3.20$1.80
$370.00$375.001:2Nov 20-$0.47$4.53
$380.00$385.001:2Nov 20-$0.33$4.67
$395.00$400.001:2Nov 20-$0.23$4.77
$365.00$370.001:2Nov 20-$1.61$3.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$345.001:2Nov 20-$1.70$3.30
$355.00$350.001:2Nov 20-$3.35$1.65
$345.00$340.001:2Nov 20-$1.00$4.00
$360.00$355.001:2Nov 20-$4.55$0.45
$330.00$325.001:2Nov 20-$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 1.49%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Nov 20$5.300.451.4%1.49%2.92%43335
$365.00Nov 20$3.900.352.8%1.10%3.93%1--
$370.00Nov 20$2.550.274.2%0.72%4.96%921.8K
$375.00Nov 20$1.500.185.7%0.42%6.07%63478
$380.00Nov 20$0.850.147.1%0.24%7.30%1431.8K
$385.00Nov 20$0.600.108.5%0.17%8.64%24184

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 537
Total Puts 1,202
Put/Call Ratio 2.24
Net Difference -665

Prior's Put/Call Breakdown

Total Calls 1,003
Total Puts 821
Put/Call Ratio 0.82
Net Difference 182

Prior 7-Day Put/Call Summary

Total Calls 10,900
Total Puts 9,356
Average Put/Call Ratio 1.50
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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