Tour v531
CB
CHUBB LTD
$355.11 -2.43%
◀ 10/23 18:13 ▶

Option Volume

Detail
ℹ
Current (10/23) 798
Calls: 326 (41%)
Puts: 472 (59%)
Prior (10/22) 3,054
Calls: 2,645 (87%)
Puts: 409 (13%)
Current vs Prior -73.87%
Calls: -87.67% (Calls)
Puts: +15.40% (Puts)
Prior 7-Day Total 23,042
Calls: 13,108 (57%)
Puts: 9,934 (43%)
Prior 7-Day Average 3,291
Calls: 1,872 (57%)
Puts: 1,419 (43%)
Current vs Prior 7-Day Avg -75.76%
Calls: -82.59%
Puts: -66.74%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/23) $876.5K
Calls: $289.5K (33%)
Puts: $587.0K (67%)
Prior (10/22) $2.75M
Calls: $2.41M (88%)
Puts: $335.3K (12%)
Current vs Prior -68.11%
Calls: -88.01%
Puts: +75.09%
Prior 7-Day Total $14.24M
Calls: $11.32M (79%)
Puts: $2.93M (21%)
Prior 7-Day Average $2.03M
Calls: $1.62M (79%)
Puts: $417.9K (21%)
Current vs Prior 7-Day Avg -56.92%
Calls: -82.10%
Puts: +40.47%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 1.45
Prior (10/22) 0.15
Current vs Prior +836.33%
Prior 7-Day Average 1.54
Current vs Prior 7-Day Avg -5.69%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/23) 14,657
Calls: 7,475 (51%)
Puts: 7,182 (49%)
Prior (10/22) 17,040
Calls: 11,152 (65%)
Puts: 5,888 (35%)
Current vs Prior -13.98%
Prior 7-Day Total 153,269
Calls: 92,701 (60%)
Puts: 60,568 (40%)
Prior 7-Day Average 21,895
Calls: 13,243 (60%)
Puts: 8,652 (40%)
Current vs Prior 7-Day Avg -33.06%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 5.34% | 6.89%
Prior 5.28% | 6.95%
Current vs Prior +1.15% | -0.95%
Prior 7-Day Avg 4.87% | 7.12%
Current vs 7-Day Avg +9.53% | -3.36%
Prior 7-Day Eod 5.28% | 6.95%
Current vs 7-Day Eod +1.15% | -0.95%
Sentiment BEARISH

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 11.82% | 8.07%
Calls: 7.92% | 9.65%
Puts: 15.72% | 6.49%
Current vs 7-Day Avg -17.88% | +33.36%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($587.0K). Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 74% vs prior. Bearish P/C ratio of 1.45 indicates protective 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 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. 5 found (avg delta 0.68, highest 0.81)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Nov 2017.7020.20$18.9513.2%20.8185
$345.00Nov 2013.7016.20$14.9516.7%60.73392
$350.00Nov 2010.8012.90$11.8517.7%30.64180
$355.00Nov 207.9010.10$9.0024.4%20.54170
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 2011.7014.00$12.8517.9%580.6717

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 216, top 58)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 201.704.00$2.8580.7%90.25--
$360.00Nov 205.807.20$6.5021.5%70.44348
$345.00Nov 2013.7016.20$14.9516.7%60.73392
$395.00Nov 200.200.70$0.45111.1%60.0511
$390.00Nov 200.051.30$0.68183.8%50.07--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 2011.7014.00$12.8517.9%580.6717
$345.00Nov 202.804.00$3.4035.3%320.281.6K
$350.00Nov 204.105.70$4.9032.7%210.37231
$325.00Nov 200.450.85$0.6561.5%170.07168
$340.00Nov 201.652.55$2.1042.9%130.19158

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 0.61, avg 8.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Nov 20$3.10$1.90$3.1073%0.61$348.10
$350.00$355.00Nov 20$2.85$2.15$2.8564%0.75$352.85
$380.00$390.00Nov 20$0.70$9.30$0.7014%13.29$380.70
$370.00$380.00Nov 20$1.47$8.53$1.4725%5.80$371.47
$390.00$395.00Nov 20$0.23$4.77$0.237%20.74$390.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$330.00Nov 20$0.25$4.75$0.2513%19.00$334.75
$355.00$350.00Nov 20$1.90$3.10$1.9047%1.63$353.10
$320.00$315.00Nov 20$0.12$4.88$0.124%40.67$319.88
$350.00$345.00Nov 20$1.50$3.50$1.5037%2.33$348.50
$340.00$335.00Nov 20$0.75$4.25$0.7519%5.67$339.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.82, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$365.00Nov 20$2.25$2.25$2.7556%0.82$362.25
$365.00$370.00Nov 20$1.40$1.40$3.6066%0.39$366.40
$390.00$395.00Nov 20$0.23$0.23$4.7793%0.05$390.23
$370.00$380.00Nov 20$1.47$1.47$8.5375%0.17$371.47
$380.00$390.00Nov 20$0.70$0.70$9.3086%0.08$380.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$340.00Nov 20$1.30$1.30$3.7072%0.35$343.70
$330.00$325.00Nov 20$0.45$0.45$4.5590%0.10$329.55
$325.00$320.00Nov 20$0.30$0.30$4.7093%0.06$324.70
$340.00$335.00Nov 20$0.75$0.75$4.2581%0.18$339.25
$350.00$345.00Nov 20$1.50$1.50$3.5063%0.43$348.50

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. 5 found (cheapest 4.45% of stock, avg 5.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Nov 20$9.00$6.80$15.80$339.20$370.804.45%
$350.00Nov 20$11.85$4.90$16.75$333.25$366.754.72%
$365.00Nov 20$4.25$12.85$17.10$347.90$382.104.82%
$345.00Nov 20$14.95$3.40$18.35$326.65$363.355.17%
$340.00Nov 20$18.95$2.10$21.05$318.95$361.055.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.57% of stock, avg 1.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$335.00Nov 20$0.68$1.35$2.03$332.97$392.03
$380.00$335.00Nov 20$1.38$1.35$2.73$332.27$382.73
$390.00$340.00Nov 20$0.68$2.10$2.78$337.22$392.78
$380.00$340.00Nov 20$1.38$2.10$3.48$336.52$383.48
$370.00$335.00Nov 20$2.85$1.35$4.20$330.80$374.20
$390.00$345.00Nov 20$0.68$3.40$4.08$340.92$394.08
$370.00$340.00Nov 20$2.85$2.10$4.95$335.05$374.95
$380.00$345.00Nov 20$1.38$3.40$4.78$340.22$384.78
$370.00$345.00Nov 20$2.85$3.40$6.25$338.75$376.25
$365.00$335.00Nov 20$4.25$1.35$5.60$329.40$370.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 0.12, avg credit $1.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325390/395Nov 20$0.53$4.4786%0.12$324.47$390.53
325/330390/395Nov 20$0.68$4.3282%0.16$329.32$390.68
315/320390/395Nov 20$0.35$4.6589%0.08$319.65$390.35
340/345390/395Nov 20$1.53$3.4765%0.44$343.47$391.53
320/325365/370Nov 20$1.70$3.3060%0.52$323.30$366.70
335/340390/395Nov 20$0.98$4.0274%0.24$339.02$390.98
325/330365/370Nov 20$1.85$3.1556%0.59$328.15$366.85
315/320365/370Nov 20$1.52$3.4862%0.44$318.48$366.52
340/345365/370Nov 20$2.70$2.3039%1.17$342.30$367.70
335/340365/370Nov 20$2.15$2.8547%0.75$337.85$367.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 19.00, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$360.00$365.00Nov 20$0.25$4.7520%19.00
$345.00$350.00$355.00Nov 20$0.25$4.7519%19.00
$370.00$380.00$390.00Nov 20$0.77$9.2318%11.99
$350.00$355.00$360.00Nov 20$0.35$4.6520%13.29
$360.00$365.00$370.00Nov 20$0.85$4.1519%4.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Nov 20$0.20$4.8017%24.00
$345.00$350.00$355.00Nov 20$0.40$4.6020%11.50
$320.00$325.00$330.00Nov 20$0.15$4.856%32.33
$315.00$320.00$325.00Nov 20$0.18$4.824%26.78
$335.00$340.00$345.00Nov 20$0.55$4.4514%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.75, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$395.001:2Nov 20-$0.22$4.78
$365.00$370.001:2Nov 20-$1.45$3.55
$360.00$365.001:2Nov 20-$2.00$3.00
$355.00$360.001:2Nov 20-$4.00$1.00
$370.00$380.001:2Nov 20$0.09$9.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$365.00$355.001:2Nov 20-$0.75$9.25
$345.00$340.001:2Nov 20-$0.80$4.20
$325.00$320.001:2Nov 20-$0.05$4.95
$330.00$325.001:2Nov 20-$0.20$4.80
$340.00$335.001:2Nov 20-$0.60$4.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.63%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Nov 20$5.800.441.4%1.63%3.01%7348
$365.00Nov 20$2.900.342.8%0.82%3.60%3518
$370.00Nov 20$1.700.254.2%0.48%4.67%9--
$380.00Nov 20$0.850.147.0%0.24%7.25%41.8K

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 326
Total Puts 472
Put/Call Ratio 1.45
Net Difference -146

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,108
Total Puts 9,934
Average Put/Call Ratio 1.54
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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