Tour v531
CB
CHUBB LTD
$363.95 +2.54%
$364.15 (+0.06%)🌙
as of 10/22 06:17 PM
◀ 10/22 18:17 ▶

Option Volume

Detail
ℹ
Current (10/22) 3,054
Calls: 2,645 (87%)
Puts: 409 (13%)
Prior (10/21) 1,739
Calls: 537 (31%)
Puts: 1,202 (69%)
Current vs Prior +75.62%
Calls: +392.55% (Calls)
Puts: -65.97% (Puts)
Prior 7-Day Total 21,169
Calls: 11,030 (52%)
Puts: 10,139 (48%)
Prior 7-Day Average 3,024
Calls: 1,575 (52%)
Puts: 1,448 (48%)
Current vs Prior 7-Day Avg +0.99%
Calls: +67.86%
Puts: -71.76%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $2.75M
Calls: $2.41M (88%)
Puts: $335.3K (12%)
Prior (10/21) $558.3K
Calls: $312.4K (56%)
Puts: $245.8K (44%)
Current vs Prior +392.39%
Calls: +672.52%
Puts: +36.38%
Prior 7-Day Total $12.12M
Calls: $9.32M (77%)
Puts: $2.79M (23%)
Prior 7-Day Average $1.73M
Calls: $1.33M (77%)
Puts: $399.0K (23%)
Current vs Prior 7-Day Avg +58.79%
Calls: +81.19%
Puts: -15.98%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.15
Prior (10/21) 2.24
Current vs Prior -93.09%
Prior 7-Day Average 1.67
Current vs Prior 7-Day Avg -90.73%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/22) 17,040
Calls: 11,152 (65%)
Puts: 5,888 (35%)
Prior (10/21) 15,962
Calls: 7,086 (44%)
Puts: 8,876 (56%)
Current vs Prior +6.75%
Prior 7-Day Total 149,027
Calls: 88,442 (59%)
Puts: 60,585 (41%)
Prior 7-Day Average 21,289
Calls: 12,634 (59%)
Puts: 8,655 (41%)
Current vs Prior 7-Day Avg -19.96%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 5.28% | 6.95%
Prior 5.32% | 7.03%
Current vs Prior -0.92% | -1.10%
Prior 7-Day Avg 4.48% | 7.07%
Current vs 7-Day Avg +17.79% | -1.64%
Prior 7-Day Eod 5.32% | 7.03%
Current vs 7-Day Eod -0.92% | -1.10%
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 12.35% | 7.40%
Calls: 7.20% | 8.97%
Puts: 17.50% | 5.82%
Current vs 7-Day Avg -21.39% | +45.49%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($2.41M) vs puts ($335.3K). Massive premium surge with dollar volume up 392% vs prior. Dollar volume significantly above 7-day average (59% higher). Above-average activity with volume up 76% vs prior.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 1 of results (avg 5.9%, best 5.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 2021.3022.60$21.955.9%200.84408
PUTS (0)
No puts meet the criteria

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. 6 found (avg delta 0.67, highest 0.84)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 2021.3022.60$21.955.9%200.84408
$350.00Nov 2016.9018.90$17.9011.2%190.77192
$355.00Nov 2013.0015.10$14.0514.9%50.68173
$360.00Nov 209.8011.70$10.7517.7%90.58351
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 209.9012.00$10.9519.2%1770.616
$365.00Nov 207.809.10$8.4515.4%130.524

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 1.7K, top 878)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 207.108.40$7.7516.8%8780.48996
$390.00Nov 201.001.40$1.2033.3%4050.12284
$345.00Nov 2021.3022.60$21.955.9%200.84408
$350.00Nov 2016.9018.90$17.9011.2%190.77192
$375.00Nov 203.104.40$3.7534.7%170.30524
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 209.9012.00$10.9519.2%1770.616
$350.00Nov 202.603.20$2.9020.7%360.24218
$330.00Nov 200.400.75$0.5761.4%210.06317
$345.00Nov 201.652.40$2.0336.9%140.181.6K
$365.00Nov 207.809.10$8.4515.4%130.524

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. 17 found (best R:R 1.00, avg 11.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$375.00$380.00Nov 20$0.90$4.10$0.9030%4.56$375.90
$380.00$385.00Nov 20$0.70$4.30$0.7023%6.14$380.70
$365.00$370.00Nov 20$2.05$2.95$2.0548%1.44$367.05
$355.00$360.00Nov 20$3.30$1.70$3.3068%0.52$358.30
$370.00$375.00Nov 20$1.95$3.05$1.9539%1.56$371.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$365.00Nov 20$2.50$2.50$2.5061%1.00$367.50
$325.00$315.00Nov 20$0.10$9.90$0.104%99.00$324.90
$350.00$345.00Nov 20$0.87$4.13$0.8724%4.75$349.13
$330.00$325.00Nov 20$0.17$4.83$0.176%28.41$329.83
$345.00$340.00Nov 20$0.65$4.35$0.6518%6.69$344.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.23, avg 0.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$385.00$390.00Nov 20$0.95$0.95$4.0582%0.23$385.95
$370.00$375.00Nov 20$1.95$1.95$3.0561%0.64$371.95
$365.00$370.00Nov 20$2.05$2.05$2.9552%0.69$367.05
$380.00$385.00Nov 20$0.70$0.70$4.3077%0.16$380.70
$375.00$380.00Nov 20$0.90$0.90$4.1070%0.22$375.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Nov 20$0.36$0.36$4.6491%0.08$334.64
$355.00$350.00Nov 20$1.35$1.35$3.6568%0.37$353.65
$360.00$355.00Nov 20$1.80$1.80$3.2058%0.56$358.20
$340.00$335.00Nov 20$0.45$0.45$4.5588%0.10$339.55
$345.00$340.00Nov 20$0.65$0.65$4.3582%0.15$344.35

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 4.45% of stock, avg 5.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$365.00Nov 20$7.75$8.45$16.20$348.80$381.204.45%
$370.00Nov 20$5.70$10.95$16.65$353.35$386.654.57%
$360.00Nov 20$10.75$6.05$16.80$343.20$376.804.62%
$355.00Nov 20$14.05$4.25$18.30$336.70$373.305.03%
$350.00Nov 20$17.90$2.90$20.80$329.20$370.805.72%
$345.00Nov 20$21.95$2.03$23.98$321.02$368.986.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.97% of stock, avg 2.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$340.00Nov 20$2.15$1.38$3.53$336.47$388.53
$385.00$345.00Nov 20$2.15$2.03$4.18$340.82$389.18
$380.00$340.00Nov 20$2.85$1.38$4.23$335.77$384.23
$380.00$345.00Nov 20$2.85$2.03$4.88$340.12$384.88
$385.00$350.00Nov 20$2.15$2.90$5.05$344.95$390.05
$380.00$350.00Nov 20$2.85$2.90$5.75$344.25$385.75
$375.00$340.00Nov 20$3.75$1.38$5.13$334.87$380.13
$375.00$345.00Nov 20$3.75$2.03$5.78$339.22$380.78
$375.00$350.00Nov 20$3.75$2.90$6.65$343.35$381.65
$385.00$355.00Nov 20$2.15$4.25$6.40$348.60$391.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 0.36, avg credit $1.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
330/335385/390Nov 20$1.31$3.6973%0.36$333.69$386.31
325/330385/390Nov 20$1.12$3.8876%0.29$328.88$386.12
335/340385/390Nov 20$1.40$3.6069%0.39$338.60$386.40
340/345385/390Nov 20$1.60$3.4064%0.47$343.40$386.60
350/355385/390Nov 20$2.30$2.7049%0.85$352.70$387.30
345/350385/390Nov 20$1.82$3.1858%0.57$348.18$386.82
330/335380/385Nov 20$1.06$3.9468%0.27$333.94$381.06
325/330380/385Nov 20$0.87$4.1371%0.21$329.13$380.87
335/340380/385Nov 20$1.15$3.8564%0.30$338.85$381.15
330/335375/380Nov 20$1.26$3.7462%0.34$333.74$376.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 49.00, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$365.00$370.00$375.00Nov 20$0.10$4.9018%49.00
$355.00$360.00$365.00Nov 20$0.30$4.7020%15.67
$345.00$350.00$355.00Nov 20$0.20$4.8016%24.00
$375.00$380.00$385.00Nov 20$0.20$4.8012%24.00
$350.00$355.00$360.00Nov 20$0.55$4.4519%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$365.00$370.00Nov 20$0.10$4.9019%49.00
$330.00$335.00$340.00Nov 20$0.09$4.917%54.56
$340.00$345.00$350.00Nov 20$0.22$4.7812%21.73
$350.00$355.00$360.00Nov 20$0.45$4.5518%10.11
$335.00$340.00$345.00Nov 20$0.20$4.809%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.25, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$385.00$390.001:2Nov 20-$0.25$4.75
$370.00$375.001:2Nov 20-$1.80$3.20
$380.00$385.001:2Nov 20-$1.45$3.55
$375.00$380.001:2Nov 20-$1.95$3.05
$365.00$370.001:2Nov 20-$3.65$1.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Nov 20-$0.21$4.79
$325.00$315.001:2Nov 20-$0.20$9.80
$315.00$310.001:2Nov 20-$0.10$4.90
$330.00$325.001:2Nov 20-$0.23$4.77
$340.00$335.001:2Nov 20-$0.48$4.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.95%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$365.00Nov 20$7.100.480.3%1.95%2.24%878996
$370.00Nov 20$5.000.391.7%1.37%3.04%161.8K
$375.00Nov 20$3.100.303.0%0.85%3.89%17524
$380.00Nov 20$2.500.234.4%0.69%5.10%161.8K
$385.00Nov 20$1.500.185.8%0.41%6.20%1181
$390.00Nov 20$1.000.127.2%0.27%7.43%405284

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 2,645
Total Puts 409
Put/Call Ratio 0.15
Net Difference 2,236

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,030
Total Puts 10,139
Average Put/Call Ratio 1.67
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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