Tour
v531
CB
CHUBB LTD
$354.95
-0.78%
$342.40 (-3.54%)
as of 10/21 06:15 PM
Option Volume
Detail
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
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
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
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
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
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
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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