Tour v531
CB
CHUBB LTD
$355.50 -0.21%
$359.98 (+1.26%)🌙
as of 10/28 06:19 PM
◀ 10/28 18:19 ▶

Option Volume

Detail
ℹ
Current (10/28) 262
Calls: 134 (51%)
Puts: 128 (49%)
Prior (10/27) 287
Calls: 169 (59%)
Puts: 118 (41%)
Current vs Prior -8.71%
Calls: -20.71% (Calls)
Puts: +8.47% (Puts)
Prior 7-Day Total 9,398
Calls: 5,793 (62%)
Puts: 3,605 (38%)
Prior 7-Day Average 1,342
Calls: 827 (62%)
Puts: 515 (38%)
Current vs Prior 7-Day Avg -80.49%
Calls: -83.81%
Puts: -75.15%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $301.8K
Calls: $139.1K (46%)
Puts: $162.7K (54%)
Prior (10/27) $276.5K
Calls: $130.8K (47%)
Puts: $145.7K (53%)
Current vs Prior +9.18%
Calls: +6.37%
Puts: +11.70%
Prior 7-Day Total $7.53M
Calls: $5.35M (71%)
Puts: $2.18M (29%)
Prior 7-Day Average $1.08M
Calls: $764.5K (71%)
Puts: $311.7K (29%)
Current vs Prior 7-Day Avg -71.95%
Calls: -81.80%
Puts: -47.80%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.96
Prior (10/27) 0.70
Current vs Prior +36.81%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg +4.47%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/28) 7,779
Calls: 3,557 (46%)
Puts: 4,222 (54%)
Prior (10/27) 11,560
Calls: 6,937 (60%)
Puts: 4,623 (40%)
Current vs Prior -32.71%
Prior 7-Day Total 149,082
Calls: 82,673 (55%)
Puts: 66,409 (45%)
Prior 7-Day Average 21,297
Calls: 11,810 (55%)
Puts: 9,487 (45%)
Current vs Prior 7-Day Avg -63.47%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 4.82% | 6.64%
Prior 4.94% | 6.54%
Current vs Prior -2.35% | +1.50%
Prior 7-Day Avg 5.45% | 7.06%
Current vs 7-Day Avg -11.48% | -5.93%
Prior 7-Day Eod 4.94% | 6.54%
Current vs 7-Day Eod -2.35% | +1.50%
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 10.24% | 10.09%
Calls: 10.09% | 11.68%
Puts: 10.39% | 8.49%
Current vs 7-Day Avg -5.16% | +6.67%
Liquidity Expensive
+
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🤖 AI Insights

P/C ratio rising 37% - increased hedging/bearish positioning. Declining open interest (down 33%) indicates positions being closed.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 4 found (avg delta 0.67, highest 0.83)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2010.7012.60$11.6516.3%70.71164
$355.00Nov 207.509.10$8.3019.3%30.59--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2022.6025.40$24.0011.7%10.832
$360.00Nov 208.009.70$8.8519.2%30.56--

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 79, top 9)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Nov 201.252.05$1.6548.5%90.17538
$350.00Nov 2010.7012.60$11.6516.3%70.71164
$380.00Nov 200.353.30$1.83161.2%70.16--
$400.00Nov 200.000.50$0.25200.0%50.0347
$395.00Nov 200.002.50$1.25200.0%40.1015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 200.000.50$0.25200.0%90.03517
$310.00Nov 200.000.10$0.05200.0%60.01199
$325.00Nov 200.000.90$0.45200.0%60.05174
$335.00Nov 200.701.80$1.2588.0%50.121.6K
$355.00Nov 205.607.00$6.3022.2%50.4690

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. 13 found (best R:R 24.86, avg 11.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$380.00$395.00Nov 20$0.58$14.42$0.5816%24.86$380.58
$355.00$360.00Nov 20$2.30$2.70$2.3059%1.17$357.30
$360.00$365.00Nov 20$1.85$3.15$1.8546%1.70$361.85
$365.00$375.00Nov 20$2.50$7.50$2.5034%3.00$367.50
$395.00$400.00Nov 20$1.00$4.00$1.0010%4.00$396.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$335.00Nov 20$0.40$4.60$0.4017%11.50$339.60
$355.00$350.00Nov 20$1.75$3.25$1.7546%1.86$353.25
$335.00$330.00Nov 20$0.35$4.65$0.3512%13.29$334.65
$360.00$355.00Nov 20$2.55$2.45$2.5556%0.96$357.45
$325.00$320.00Nov 20$0.20$4.80$0.205%24.00$324.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.25, avg 0.23)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$395.00$400.00Nov 20$1.00$1.00$4.0090%0.25$396.00
$365.00$375.00Nov 20$2.50$2.50$7.5066%0.33$367.50
$360.00$365.00Nov 20$1.85$1.85$3.1554%0.59$361.85
$380.00$395.00Nov 20$0.58$0.58$14.4284%0.04$380.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$340.00Nov 20$2.90$2.90$7.1065%0.41$347.10
$330.00$325.00Nov 20$0.45$0.45$4.5591%0.10$329.55
$320.00$310.00Nov 20$0.20$0.20$9.8097%0.02$319.80
$325.00$320.00Nov 20$0.20$0.20$4.8095%0.04$324.80
$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. 4 found (cheapest 4.11% of stock, avg 5.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Nov 20$8.30$6.30$14.60$340.40$369.604.11%
$360.00Nov 20$6.00$8.85$14.85$345.15$374.854.18%
$350.00Nov 20$11.65$4.55$16.20$333.80$366.204.56%
$380.00Nov 20$1.83$24.00$25.83$354.17$405.837.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.60% of stock, avg 1.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$395.00$330.00Nov 20$1.25$0.90$2.15$327.85$397.15
$395.00$335.00Nov 20$1.25$1.25$2.50$332.50$397.50
$375.00$330.00Nov 20$1.65$0.90$2.55$327.45$377.55
$380.00$330.00Nov 20$1.83$0.90$2.73$327.27$382.73
$375.00$335.00Nov 20$1.65$1.25$2.90$332.10$377.90
$395.00$340.00Nov 20$1.25$1.65$2.90$337.10$397.90
$380.00$335.00Nov 20$1.83$1.25$3.08$331.92$383.08
$375.00$340.00Nov 20$1.65$1.65$3.30$336.70$378.30
$380.00$340.00Nov 20$1.83$1.65$3.48$336.52$383.48
$365.00$330.00Nov 20$4.15$0.90$5.05$324.95$370.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 0.41, avg credit $1.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330395/400Nov 20$1.45$3.5581%0.41$328.55$396.45
320/325395/400Nov 20$1.20$3.8085%0.32$323.80$396.20
330/335395/400Nov 20$1.35$3.6578%0.37$333.65$396.35
335/340395/400Nov 20$1.40$3.6074%0.39$338.60$396.40
310/320395/400Nov 20$1.20$8.8087%0.14$318.80$396.20
310/320365/375Nov 20$2.70$7.3062%0.37$317.30$367.70
320/325365/375Nov 20$2.70$7.3060%0.37$322.30$367.70
325/330365/375Nov 20$2.95$7.0556%0.42$327.05$367.95
330/335365/375Nov 20$2.85$7.1553%0.40$332.15$367.85
310/320380/395Nov 20$0.78$14.2281%0.05$319.22$380.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 10.11, cheapest $0.25)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$360.00$365.00Nov 20$0.45$4.5524%10.11
$350.00$355.00$360.00Nov 20$1.05$3.9526%3.76
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$325.00$330.00Nov 20$0.25$4.756%19.00
$350.00$355.00$360.00Nov 20$0.80$4.2021%5.25

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 $-0.67, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$395.001:2Nov 20-$0.67$14.33
$360.00$365.001:2Nov 20-$2.30$2.70
$355.00$360.001:2Nov 20-$3.70$1.30
$375.00$380.001:2Nov 20-$2.01$2.99
$350.00$355.001:2Nov 20-$4.95$0.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$325.001:2Nov 20$0.00$5.00
$325.00$320.001:2Nov 20-$0.05$4.95
$335.00$330.001:2Nov 20-$0.55$4.45
$340.00$335.001:2Nov 20-$0.85$4.15
$355.00$350.001:2Nov 20-$2.80$2.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.49%, avg 0.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Nov 20$5.300.461.3%1.49%2.76%1--
$365.00Nov 20$3.300.342.7%0.93%3.60%2517
$375.00Nov 20$1.250.175.5%0.35%5.84%9538
$380.00Nov 20$0.350.166.9%0.10%6.99%7--

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 134
Total Puts 128
Put/Call Ratio 0.96
Net Difference 6

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,793
Total Puts 3,605
Average Put/Call Ratio 0.91
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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