Tour v531
CB
CHUBB LTD
$356.74 +0.46%
$359.83 (+0.87%)🌙
as of 10/26 06:17 PM
◀ 10/26 18:17 ▶

Option Volume

Detail
ℹ
Current (10/26) 611
Calls: 404 (66%)
Puts: 207 (34%)
Prior (10/23) 798
Calls: 326 (41%)
Puts: 472 (59%)
Current vs Prior -23.43%
Calls: +23.93% (Calls)
Puts: -56.14% (Puts)
Prior 7-Day Total 23,046
Calls: 13,122 (57%)
Puts: 9,924 (43%)
Prior 7-Day Average 3,292
Calls: 1,874 (57%)
Puts: 1,417 (43%)
Current vs Prior 7-Day Avg -81.44%
Calls: -78.45%
Puts: -85.40%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/26) $473.9K
Calls: $220.0K (46%)
Puts: $253.9K (54%)
Prior (10/23) $876.5K
Calls: $289.5K (33%)
Puts: $587.0K (67%)
Current vs Prior -45.93%
Calls: -24.00%
Puts: -56.75%
Prior 7-Day Total $14.65M
Calls: $11.44M (78%)
Puts: $3.21M (22%)
Prior 7-Day Average $2.09M
Calls: $1.63M (78%)
Puts: $458.9K (22%)
Current vs Prior 7-Day Avg -77.36%
Calls: -86.54%
Puts: -44.68%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 0.51
Prior (10/23) 1.45
Current vs Prior -64.61%
Prior 7-Day Average 1.52
Current vs Prior 7-Day Avg -66.32%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/26) 13,865
Calls: 7,623 (55%)
Puts: 6,242 (45%)
Prior (10/23) 14,657
Calls: 7,475 (51%)
Puts: 7,182 (49%)
Current vs Prior -5.40%
Prior 7-Day Total 154,540
Calls: 91,849 (59%)
Puts: 62,691 (41%)
Prior 7-Day Average 22,077
Calls: 13,121 (59%)
Puts: 8,955 (41%)
Current vs Prior 7-Day Avg -37.20%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 5.00% | 6.97%
Prior 5.34% | 6.89%
Current vs Prior -6.24% | +1.17%
Prior 7-Day Avg 5.24% | 7.19%
Current vs 7-Day Avg -4.56% | -3.12%
Prior 7-Day Eod 5.34% | 6.89%
Current vs 7-Day Eod -6.24% | +1.17%
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 11.30% | 8.74%
Calls: 8.65% | 10.33%
Puts: 13.94% | 7.15%
Current vs 7-Day Avg -14.04% | +23.09%
Liquidity Expensive
+
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🤖 AI Insights

Bullish P/C ratio of 0.51. P/C ratio dropping 65% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 9.3%, best 9.3%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 208.209.00$8.609.3%90.54--

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 0.70, highest 0.84)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 2014.6018.00$16.3020.9%210.81387
$350.00Nov 2011.3013.10$12.2014.8%160.70--
$355.00Nov 208.609.90$9.2514.1%50.58--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2022.3025.10$23.7011.8%10.84--
$360.00Nov 208.209.00$8.609.3%90.54--

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 201, top 28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 202.803.40$3.1019.4%280.271.8K
$380.00Nov 201.102.10$1.6062.5%260.151.8K
$345.00Nov 2014.6018.00$16.3020.9%210.81387
$350.00Nov 2011.3013.10$12.2014.8%160.70--
$355.00Nov 208.609.90$9.2514.1%50.58--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Nov 201.001.60$1.3046.2%240.121.6K
$345.00Nov 202.453.10$2.7823.4%230.241.6K
$330.00Nov 200.601.05$0.8354.2%140.08297
$355.00Nov 205.806.50$6.1511.4%110.4489
$360.00Nov 208.209.00$8.609.3%90.54--

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. 18 found (best R:R 15.67, avg 12.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$375.00$380.00Nov 20$0.30$4.70$0.3019%15.67$375.30
$350.00$355.00Nov 20$2.95$2.05$2.9570%0.69$352.95
$355.00$360.00Nov 20$2.40$2.60$2.4058%1.08$357.40
$385.00$390.00Nov 20$0.18$4.82$0.189%26.78$385.18
$390.00$400.00Nov 20$0.30$9.70$0.307%32.33$390.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$340.00Nov 20$0.85$4.15$0.8524%4.88$344.15
$320.00$310.00Nov 20$0.12$9.88$0.123%82.33$319.88
$340.00$335.00Nov 20$0.63$4.37$0.6318%6.94$339.37
$360.00$355.00Nov 20$2.45$2.55$2.4554%1.04$357.55
$335.00$330.00Nov 20$0.47$4.53$0.4712%9.64$334.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.20, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$385.00Nov 20$0.82$0.82$4.1885%0.20$380.82
$370.00$375.00Nov 20$1.20$1.20$3.8073%0.32$371.20
$365.00$370.00Nov 20$1.65$1.65$3.3564%0.49$366.65
$360.00$365.00Nov 20$2.10$2.10$2.9053%0.72$362.10
$390.00$400.00Nov 20$0.30$0.30$9.7093%0.03$390.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Nov 20$0.25$0.25$4.7595%0.05$324.75
$355.00$350.00Nov 20$1.95$1.95$3.0556%0.64$353.05
$350.00$345.00Nov 20$1.42$1.42$3.5867%0.40$348.58
$330.00$325.00Nov 20$0.33$0.33$4.6792%0.07$329.67
$335.00$330.00Nov 20$0.47$0.47$4.5388%0.10$334.53

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 4.32% of stock, avg 5.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Nov 20$9.25$6.15$15.40$339.60$370.404.32%
$360.00Nov 20$6.85$8.60$15.45$344.55$375.454.33%
$350.00Nov 20$12.20$4.20$16.40$333.60$366.404.60%
$345.00Nov 20$16.30$2.78$19.08$325.92$364.085.35%
$380.00Nov 20$1.60$23.70$25.30$354.70$405.307.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.81% of stock, avg 1.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$335.00Nov 20$1.60$1.30$2.90$332.10$382.90
$375.00$335.00Nov 20$1.90$1.30$3.20$331.80$378.20
$380.00$340.00Nov 20$1.60$1.93$3.53$336.47$383.53
$375.00$340.00Nov 20$1.90$1.93$3.83$336.17$378.83
$380.00$345.00Nov 20$1.60$2.78$4.38$340.62$384.38
$375.00$345.00Nov 20$1.90$2.78$4.68$340.32$379.68
$370.00$335.00Nov 20$3.10$1.30$4.40$330.60$374.40
$370.00$340.00Nov 20$3.10$1.93$5.03$334.97$375.03
$370.00$345.00Nov 20$3.10$2.78$5.88$339.12$375.88
$380.00$350.00Nov 20$1.60$4.20$5.80$344.20$385.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 0.27, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325380/385Nov 20$1.07$3.9380%0.27$323.93$381.07
325/330380/385Nov 20$1.15$3.8577%0.30$328.85$381.15
330/335380/385Nov 20$1.29$3.7172%0.35$333.71$381.29
320/325370/375Nov 20$1.45$3.5568%0.41$323.55$371.45
335/340380/385Nov 20$1.45$3.5567%0.41$338.55$381.45
345/350380/385Nov 20$2.24$2.7652%0.81$347.76$382.24
325/330370/375Nov 20$1.53$3.4765%0.44$328.47$371.53
320/325385/390Nov 20$0.43$4.5786%0.09$324.57$385.43
340/345380/385Nov 20$1.67$3.3361%0.50$343.33$381.67
330/335370/375Nov 20$1.67$3.3361%0.50$333.33$371.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 15.67, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$360.00$365.00Nov 20$0.30$4.7022%15.67
$350.00$355.00$360.00Nov 20$0.55$4.4524%8.09
$360.00$365.00$370.00Nov 20$0.45$4.5520%10.11
$365.00$370.00$375.00Nov 20$0.45$4.5518%10.11
$380.00$385.00$390.00Nov 20$0.64$4.368%6.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Nov 20$0.22$4.7812%21.73
$330.00$335.00$340.00Nov 20$0.16$4.849%30.25
$350.00$355.00$360.00Nov 20$0.50$4.5021%9.00
$320.00$325.00$330.00Nov 20$0.08$4.925%61.50
$325.00$330.00$335.00Nov 20$0.14$4.867%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $--, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Nov 20$0.00$10.00
$370.00$375.001:2Nov 20-$0.70$4.30
$365.00$370.001:2Nov 20-$1.45$3.55
$385.00$390.001:2Nov 20-$0.42$4.58
$375.00$380.001:2Nov 20-$1.30$3.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$320.001:2Nov 20$0.00$5.00
$320.00$310.001:2Nov 20-$0.01$9.99
$330.00$325.001:2Nov 20-$0.17$4.83
$335.00$330.001:2Nov 20-$0.36$4.64
$340.00$335.001:2Nov 20-$0.67$4.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.77%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Nov 20$6.300.470.9%1.77%2.68%5350
$365.00Nov 20$4.200.362.3%1.18%3.49%2517
$370.00Nov 20$2.800.273.7%0.78%4.50%281.8K
$375.00Nov 20$1.400.195.1%0.39%5.51%4536
$380.00Nov 20$1.100.156.5%0.31%6.83%261.8K
$385.00Nov 20$0.650.097.9%0.18%8.10%1--
$390.00Nov 20$0.250.079.3%0.07%9.39%1--

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 404
Total Puts 207
Put/Call Ratio 0.51
Net Difference 197

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,122
Total Puts 9,924
Average Put/Call Ratio 1.52
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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