Tour v531
CB
CHUBB LTD
$356.25 -0.14%
$352.76 (-0.98%)🌙
as of 10/27 06:17 PM
(10/26 18:17) ◀
|
Tuesday, October 27, 2026 (6:17pm)
January 2026
|
▶ (10/28 18:19)
◀ 10/27 18:17 ▶

Option Volume

Detail
ℹ
Current (10/27) 287
Calls: 169 (59%)
Puts: 118 (41%)
Prior (10/26) 611
Calls: 404 (66%)
Puts: 207 (34%)
Current vs Prior -53.03%
Calls: -58.17% (Calls)
Puts: -43.00% (Puts)
Prior 7-Day Total 19,840
Calls: 12,973 (65%)
Puts: 6,867 (35%)
Prior 7-Day Average 2,834
Calls: 1,853 (65%)
Puts: 981 (35%)
Current vs Prior 7-Day Avg -89.87%
Calls: -90.88%
Puts: -87.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $276.5K
Calls: $130.8K (47%)
Puts: $145.7K (53%)
Prior (10/26) $473.9K
Calls: $220.0K (46%)
Puts: $253.9K (54%)
Current vs Prior -41.66%
Calls: -40.54%
Puts: -42.62%
Prior 7-Day Total $14.38M
Calls: $11.15M (78%)
Puts: $3.23M (22%)
Prior 7-Day Average $2.05M
Calls: $1.59M (78%)
Puts: $461.4K (22%)
Current vs Prior 7-Day Avg -86.54%
Calls: -91.79%
Puts: -68.43%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.70
Prior (10/26) 0.51
Current vs Prior +36.27%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -20.68%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 11,560
Calls: 6,937 (60%)
Puts: 4,623 (40%)
Prior (10/26) 13,865
Calls: 7,623 (55%)
Puts: 6,242 (45%)
Current vs Prior -16.62%
Prior 7-Day Total 151,382
Calls: 87,889 (58%)
Puts: 63,493 (42%)
Prior 7-Day Average 21,626
Calls: 12,555 (58%)
Puts: 9,070 (42%)
Current vs Prior 7-Day Avg -46.55%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 4.94% | 6.54%
Prior 5.00% | 6.97%
Current vs Prior -1.26% | -6.11%
Prior 7-Day Avg 5.62% | 7.23%
Current vs 7-Day Avg -12.15% | -9.60%
Prior 7-Day Eod 5.00% | 6.97%
Current vs 7-Day Eod -1.26% | -6.11%
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 10.77% | 9.41%
Calls: 9.37% | 11.01%
Puts: 12.16% | 7.82%
Current vs 7-Day Avg -9.82% | +14.29%
Liquidity Expensive
+
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🤖 AI Insights

Below-average activity with volume down 53% vs prior. Bullish P/C ratio of 0.70. P/C ratio rising 36% - increased hedging/bearish positioning. Call-heavy open interest (6,937 calls vs 4,623 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 4 found (avg delta 0.71, highest 0.89)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Nov 2021.6024.70$23.1513.4%20.8945
$345.00Nov 2014.2017.10$15.6518.5%10.76--
$355.00Nov 207.909.60$8.7519.4%70.56169
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 208.009.70$8.8519.2%120.63--

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 106, top 13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Nov 201.451.75$1.6018.8%100.17534
$370.00Nov 202.352.85$2.6019.2%90.251.8K
$380.00Nov 200.651.20$0.9359.1%90.111.8K
$355.00Nov 207.909.60$8.7519.4%70.56169
$390.00Nov 200.250.60$0.4381.4%50.05665
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Nov 205.706.40$6.0511.6%130.50--
$360.00Nov 208.009.70$8.8519.2%120.63--
$335.00Nov 200.701.60$1.1578.3%80.121.6K
$345.00Nov 202.503.20$2.8524.6%80.261.6K
$330.00Nov 200.601.00$0.8050.0%70.09285

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. 12 found (best R:R 2.13, avg 8.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$365.00$370.00Nov 20$1.20$3.80$1.2034%3.17$366.20
$380.00$390.00Nov 20$0.50$9.50$0.5011%19.00$380.50
$370.00$375.00Nov 20$1.00$4.00$1.0025%4.00$371.00
$375.00$380.00Nov 20$0.67$4.33$0.6717%6.46$375.67
$355.00$365.00Nov 20$4.95$5.05$4.9556%1.02$359.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$345.00Nov 20$3.20$6.80$3.2050%2.13$351.80
$335.00$330.00Nov 20$0.35$4.65$0.3512%13.29$334.65
$360.00$355.00Nov 20$2.80$2.20$2.8063%0.79$357.20
$325.00$320.00Nov 20$0.15$4.85$0.155%32.33$324.85
$345.00$340.00Nov 20$1.00$4.00$1.0026%4.00$344.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.08, avg 0.18)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$375.00$380.00Nov 20$0.67$0.67$4.3383%0.15$375.67
$370.00$375.00Nov 20$1.00$1.00$4.0075%0.25$371.00
$380.00$390.00Nov 20$0.50$0.50$9.5089%0.05$380.50
$365.00$370.00Nov 20$1.20$1.20$3.8066%0.32$366.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Nov 20$0.35$0.35$4.6592%0.08$329.65
$340.00$335.00Nov 20$0.70$0.70$4.3082%0.16$339.30
$345.00$340.00Nov 20$1.00$1.00$4.0074%0.25$344.00
$325.00$320.00Nov 20$0.15$0.15$4.8595%0.03$324.85
$335.00$330.00Nov 20$0.35$0.35$4.6588%0.08$334.65

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. 3 found (cheapest 4.15% of stock, avg 5.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Nov 20$8.75$6.05$14.80$340.20$369.804.15%
$345.00Nov 20$15.65$2.85$18.50$326.50$363.505.19%
$335.00Nov 20$23.15$1.15$24.30$310.70$359.306.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.35% of stock, avg 1.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$330.00Nov 20$0.43$0.80$1.23$328.77$391.23
$390.00$335.00Nov 20$0.43$1.15$1.58$333.42$391.58
$380.00$330.00Nov 20$0.93$0.80$1.73$328.27$381.73
$380.00$335.00Nov 20$0.93$1.15$2.08$332.92$382.08
$375.00$330.00Nov 20$1.60$0.80$2.40$327.60$377.40
$390.00$340.00Nov 20$0.43$1.85$2.28$337.72$392.28
$375.00$335.00Nov 20$1.60$1.15$2.75$332.25$377.75
$380.00$340.00Nov 20$0.93$1.85$2.78$337.22$382.78
$375.00$340.00Nov 20$1.60$1.85$3.45$336.55$378.45
$370.00$330.00Nov 20$2.60$0.80$3.40$326.60$373.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.26, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330375/380Nov 20$1.02$3.9874%0.26$328.98$376.02
320/325375/380Nov 20$0.82$4.1878%0.20$324.18$375.82
325/330370/375Nov 20$1.35$3.6567%0.37$328.65$371.35
320/325370/375Nov 20$1.15$3.8570%0.30$323.85$371.15
335/340375/380Nov 20$1.37$3.6365%0.38$338.63$376.37
330/335375/380Nov 20$1.02$3.9871%0.26$333.98$376.02
335/340370/375Nov 20$1.70$3.3057%0.52$338.30$371.70
340/345375/380Nov 20$1.67$3.3357%0.50$343.33$376.67
330/335370/375Nov 20$1.35$3.6563%0.37$333.65$371.35
325/330365/370Nov 20$1.55$3.4558%0.45$328.45$366.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 15.67, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$345.00$355.00Nov 20$0.60$9.4034%15.67
$345.00$355.00$365.00Nov 20$1.95$8.0542%4.13
$365.00$370.00$375.00Nov 20$0.20$4.8016%24.00
$370.00$375.00$380.00Nov 20$0.33$4.6714%14.15
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Nov 20$0.30$4.7014%15.67
$315.00$320.00$325.00Nov 20$0.05$4.953%99.00
$320.00$325.00$330.00Nov 20$0.20$4.805%24.00
$330.00$335.00$340.00Nov 20$0.35$4.6510%13.29

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 $-1.85, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$355.001:2Nov 20-$1.85$8.15
$335.00$345.001:2Nov 20-$8.15$1.85
$375.00$380.001:2Nov 20-$0.26$4.74
$370.00$375.001:2Nov 20-$0.60$4.40
$365.00$370.001:2Nov 20-$1.40$3.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Nov 20-$0.45$4.55
$330.00$325.001:2Nov 20-$0.10$4.90
$345.00$340.001:2Nov 20-$0.85$4.15
$325.00$320.001:2Nov 20-$0.15$4.85
$320.00$315.001:2Nov 20-$0.10$4.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 0.98%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$365.00Nov 20$3.500.342.5%0.98%3.44%2--
$370.00Nov 20$2.350.253.9%0.66%4.52%91.8K
$375.00Nov 20$1.450.175.3%0.41%5.67%10534
$380.00Nov 20$0.650.116.7%0.18%6.85%91.8K
$390.00Nov 20$0.250.059.5%0.07%9.54%5665

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 169
Total Puts 118
Put/Call Ratio 0.70
Net Difference 51

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,973
Total Puts 6,867
Average Put/Call Ratio 0.88
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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