Tour v531
CB
CHUBB LTD
$362.28 +1.91%
$364.39 (+0.58%)🌙
as of 10/29 06:18 PM
◀ 10/29 18:18 ▶

Option Volume

Detail
ℹ
Current (10/29) 801
Calls: 255 (32%)
Puts: 546 (68%)
Prior (10/28) 262
Calls: 134 (51%)
Puts: 128 (49%)
Current vs Prior +205.73%
Calls: +90.30% (Calls)
Puts: +326.56% (Puts)
Prior 7-Day Total 8,575
Calls: 5,218 (61%)
Puts: 3,357 (39%)
Prior 7-Day Average 1,225
Calls: 745 (61%)
Puts: 479 (39%)
Current vs Prior 7-Day Avg -34.61%
Calls: -65.79%
Puts: +13.85%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/29) $1.16M
Calls: $547.1K (47%)
Puts: $613.2K (53%)
Prior (10/28) $301.8K
Calls: $139.1K (46%)
Puts: $162.7K (54%)
Current vs Prior +284.39%
Calls: +293.18%
Puts: +276.87%
Prior 7-Day Total $6.25M
Calls: $4.18M (67%)
Puts: $2.07M (33%)
Prior 7-Day Average $893.3K
Calls: $597.1K (67%)
Puts: $296.2K (33%)
Current vs Prior 7-Day Avg +29.88%
Calls: -8.38%
Puts: +107.03%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 2.14
Prior (10/28) 0.96
Current vs Prior +124.15%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg +119.60%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/29) 15,677
Calls: 12,938 (83%)
Puts: 2,739 (17%)
Prior (10/28) 7,779
Calls: 3,557 (46%)
Puts: 4,222 (54%)
Current vs Prior +101.53%
Prior 7-Day Total 119,078
Calls: 65,149 (55%)
Puts: 53,929 (45%)
Prior 7-Day Average 17,011
Calls: 9,307 (55%)
Puts: 7,704 (45%)
Current vs Prior 7-Day Avg -7.84%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 4.78% | 6.50%
Prior 4.82% | 6.64%
Current vs Prior -1.01% | -2.08%
Prior 7-Day Avg 5.27% | 6.93%
Current vs 7-Day Avg -9.44% | -6.21%
Prior 7-Day Eod 4.82% | 6.64%
Current vs 7-Day Eod -1.01% | -2.08%
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 9.71% | 10.76%
Calls: 10.81% | 12.36%
Puts: 8.61% | 9.16%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 284% vs prior. Unusually high activity with volume up 206% vs prior - elevated interest. Extreme bearish P/C ratio of 2.14 - heavy put buying. P/C ratio rising 124% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 5 found (avg delta 0.76, highest 0.91)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 2017.7020.60$19.1515.1%20.91367
$350.00Nov 2014.3016.30$15.3013.1%10.81157
$355.00Nov 2010.7013.40$12.0522.4%30.70170
$360.00Nov 208.109.60$8.8516.9%40.58354
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2017.7020.70$19.2015.6%10.823

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 120, top 27)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 205.507.20$6.3526.8%270.46516
$385.00Nov 200.701.15$0.9348.4%210.11182
$380.00Nov 201.351.85$1.6031.2%130.171.8K
$390.00Nov 200.251.35$0.80137.5%100.09662
$375.00Nov 202.202.80$2.5024.0%70.24539
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 202.303.10$2.7029.6%120.24--
$335.00Nov 200.450.95$0.7071.4%60.08--
$325.00Nov 200.000.65$0.33197.0%50.04--
$320.00Nov 200.000.50$0.25200.0%20.03--
$305.00Nov 200.002.10$1.05200.0%10.06--

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 0.54, avg 7.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Nov 20$3.25$1.75$3.2581%0.54$353.25
$385.00$390.00Nov 20$0.13$4.87$0.1311%37.46$385.13
$360.00$365.00Nov 20$2.50$2.50$2.5058%1.00$362.50
$355.00$360.00Nov 20$3.20$1.80$3.2070%0.56$358.20
$375.00$380.00Nov 20$0.90$4.10$0.9024%4.56$375.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$380.00$360.00Nov 20$13.35$6.65$13.3582%0.50$366.65
$335.00$325.00Nov 20$0.37$9.63$0.378%26.03$334.63
$340.00$335.00Nov 20$0.40$4.60$0.4011%11.50$339.60
$360.00$350.00Nov 20$3.15$6.85$3.1544%2.17$356.85
$350.00$340.00Nov 20$1.60$8.40$1.6024%5.25$348.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.85, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$365.00$370.00Nov 20$2.30$2.30$2.7054%0.85$367.30
$370.00$375.00Nov 20$1.55$1.55$3.4565%0.45$371.55
$380.00$385.00Nov 20$0.67$0.67$4.3383%0.15$380.67
$375.00$380.00Nov 20$0.90$0.90$4.1076%0.22$375.90
$385.00$390.00Nov 20$0.13$0.13$4.8789%0.03$385.13
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$340.00Nov 20$1.60$1.60$8.4076%0.19$348.40
$360.00$350.00Nov 20$3.15$3.15$6.8556%0.46$356.85
$340.00$335.00Nov 20$0.40$0.40$4.6089%0.09$339.60
$335.00$325.00Nov 20$0.37$0.37$9.6392%0.04$334.63

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 4.06% of stock, avg 4.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Nov 20$8.85$5.85$14.70$345.30$374.704.06%
$350.00Nov 20$15.30$2.70$18.00$332.00$368.004.97%
$380.00Nov 20$1.60$19.20$20.80$359.20$400.805.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.45% of stock, avg 1.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$335.00Nov 20$0.93$0.70$1.63$333.37$386.63
$385.00$340.00Nov 20$0.93$1.10$2.03$337.97$387.03
$385.00$305.00Nov 20$0.93$1.05$1.98$303.02$386.98
$380.00$335.00Nov 20$1.60$0.70$2.30$332.70$382.30
$380.00$340.00Nov 20$1.60$1.10$2.70$337.30$382.70
$380.00$305.00Nov 20$1.60$1.05$2.65$302.35$382.65
$375.00$335.00Nov 20$2.50$0.70$3.20$331.80$378.20
$375.00$340.00Nov 20$2.50$1.10$3.60$336.40$378.60
$385.00$350.00Nov 20$0.93$2.70$3.63$346.37$388.63
$375.00$305.00Nov 20$2.50$1.05$3.55$301.45$378.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.64, avg credit $1.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
335/340370/375Nov 20$1.95$3.0554%0.64$338.05$371.95
335/340380/385Nov 20$1.07$3.9372%0.27$338.93$381.07
335/340375/380Nov 20$1.30$3.7064%0.35$338.70$376.30
335/340385/390Nov 20$0.53$4.4778%0.12$339.47$385.53
325/335385/390Nov 20$0.50$9.5081%0.05$334.50$385.50
325/335380/385Nov 20$1.04$8.9675%0.12$333.96$381.04
340/350385/390Nov 20$1.73$8.2765%0.21$348.27$386.73
340/350380/385Nov 20$2.27$7.7359%0.29$347.73$382.27
325/335375/380Nov 20$1.27$8.7368%0.15$333.73$376.27
325/335370/375Nov 20$1.92$8.0858%0.24$333.08$371.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 24.00, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$365.00$370.00Nov 20$0.20$4.8023%24.00
$375.00$380.00$385.00Nov 20$0.23$4.7714%20.74
$355.00$360.00$365.00Nov 20$0.70$4.3024%6.14
$345.00$350.00$355.00Nov 20$0.60$4.4020%7.33
$365.00$370.00$375.00Nov 20$0.75$4.2521%5.67
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Nov 20$1.55$8.4533%5.45
$315.00$320.00$325.00Nov 20$0.11$4.891%44.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.95, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$375.001:2Nov 20-$0.95$4.05
$380.00$385.001:2Nov 20-$0.26$4.74
$375.00$380.001:2Nov 20-$0.70$4.30
$365.00$370.001:2Nov 20-$1.75$3.25
$385.00$390.001:2Nov 20-$0.67$4.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Nov 20-$0.30$4.70
$325.00$320.001:2Nov 20-$0.17$4.83
$320.00$315.001:2Nov 20-$0.31$4.69
$315.00$305.001:2Nov 20-$1.82$8.18
$380.00$360.001:2Nov 20$7.50$12.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.52%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$365.00Nov 20$5.500.460.8%1.52%2.27%27516
$370.00Nov 20$3.500.352.1%0.97%3.10%21.8K
$375.00Nov 20$2.200.243.5%0.61%4.12%7539
$380.00Nov 20$1.350.174.9%0.37%5.26%131.8K
$385.00Nov 20$0.700.116.3%0.19%6.46%21182
$390.00Nov 20$0.250.097.7%0.07%7.72%10662

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 255
Total Puts 546
Put/Call Ratio 2.14
Net Difference -291

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,218
Total Puts 3,357
Average Put/Call Ratio 0.97
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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