Tour v531
CB
CHUBB LTD
$364.12 +0.51%
$364.72 (+0.16%)🌙
as of 10/30 06:17 PM
◀ 10/30 18:17 ▶

Option Volume

Detail
ℹ
Current (10/30) 888
Calls: 407 (46%)
Puts: 481 (54%)
Prior (10/29) 801
Calls: 255 (32%)
Puts: 546 (68%)
Current vs Prior +10.86%
Calls: +59.61% (Calls)
Puts: -11.90% (Puts)
Prior 7-Day Total 7,552
Calls: 4,470 (59%)
Puts: 3,082 (41%)
Prior 7-Day Average 1,078
Calls: 638 (59%)
Puts: 440 (41%)
Current vs Prior 7-Day Avg -17.69%
Calls: -36.26%
Puts: +9.25%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/30) $948.1K
Calls: $510.9K (54%)
Puts: $437.2K (46%)
Prior (10/29) $1.16M
Calls: $547.1K (47%)
Puts: $613.2K (53%)
Current vs Prior -18.28%
Calls: -6.61%
Puts: -28.69%
Prior 7-Day Total $6.40M
Calls: $4.05M (63%)
Puts: $2.34M (37%)
Prior 7-Day Average $913.7K
Calls: $578.9K (63%)
Puts: $334.8K (37%)
Current vs Prior 7-Day Avg +3.77%
Calls: -11.75%
Puts: +30.60%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 1.18
Prior (10/29) 2.14
Current vs Prior -44.81%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg +1.53%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/30) 14,478
Calls: 8,608 (59%)
Puts: 5,870 (41%)
Prior (10/29) 15,677
Calls: 12,938 (83%)
Puts: 2,739 (17%)
Current vs Prior -7.65%
Prior 7-Day Total 96,540
Calls: 56,768 (59%)
Puts: 39,772 (41%)
Prior 7-Day Average 13,791
Calls: 8,109 (59%)
Puts: 5,681 (41%)
Current vs Prior 7-Day Avg +4.98%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 4.72% | 6.82%
Prior 4.78% | 6.50%
Current vs Prior -1.08% | +4.99%
Prior 7-Day Avg 5.07% | 6.79%
Current vs 7-Day Avg -6.80% | +0.55%
Prior 7-Day Eod 4.78% | 6.50%
Current vs 7-Day Eod -1.08% | +4.99%
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

Slightly bearish P/C ratio of 1.18. P/C ratio dropping 45% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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. 7 found (avg delta 0.70, highest 0.87)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 2020.1022.30$21.2010.4%100.87366
$350.00Nov 2016.0018.70$17.3515.6%20.81--
$355.00Nov 2012.3013.90$13.1012.2%370.72167
$360.00Nov 208.9010.70$9.8018.4%440.60356
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2016.7018.60$17.6510.8%390.803
$370.00Nov 209.6011.20$10.4015.4%10.61--
$365.00Nov 206.608.20$7.4021.6%520.5153

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 363, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 208.9010.70$9.8018.4%440.60356
$355.00Nov 2012.3013.90$13.1012.2%370.72167
$375.00Nov 202.804.60$3.7048.6%110.30540
$345.00Nov 2020.1022.30$21.2010.4%100.87366
$400.00Nov 200.050.95$0.50180.0%100.06--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 206.608.20$7.4021.6%520.5153
$335.00Nov 200.400.85$0.6371.4%410.071.6K
$380.00Nov 2016.7018.60$17.6510.8%390.803
$345.00Nov 201.201.65$1.4231.7%340.141.6K
$325.00Nov 200.100.35$0.22113.6%180.03175

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. 16 found (best R:R 3.00, avg 7.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$375.00Nov 20$1.25$3.75$1.2538%3.00$371.25
$380.00$385.00Nov 20$0.60$4.40$0.6020%7.33$380.60
$355.00$360.00Nov 20$3.30$1.70$3.3072%0.52$358.30
$365.00$370.00Nov 20$2.10$2.90$2.1049%1.38$367.10
$360.00$365.00Nov 20$2.75$2.25$2.7560%0.82$362.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$350.00Nov 20$0.87$4.13$0.8728%4.75$354.13
$340.00$335.00Nov 20$0.20$4.80$0.209%24.00$339.80
$350.00$345.00Nov 20$0.71$4.29$0.7121%6.04$349.29
$335.00$330.00Nov 20$0.20$4.80$0.207%24.00$334.80
$365.00$360.00Nov 20$2.30$2.70$2.3051%1.17$362.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.50, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$375.00$380.00Nov 20$1.67$1.67$3.3370%0.50$376.67
$385.00$400.00Nov 20$0.93$0.93$14.0785%0.07$385.93
$365.00$370.00Nov 20$2.10$2.10$2.9051%0.72$367.10
$380.00$385.00Nov 20$0.60$0.60$4.4080%0.14$380.60
$370.00$375.00Nov 20$1.25$1.25$3.7562%0.33$371.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$355.00Nov 20$2.10$2.10$2.9060%0.72$357.90
$345.00$340.00Nov 20$0.59$0.59$4.4186%0.13$344.41
$330.00$325.00Nov 20$0.21$0.21$4.7995%0.04$329.79
$335.00$330.00Nov 20$0.20$0.20$4.8093%0.04$334.80
$350.00$345.00Nov 20$0.71$0.71$4.2979%0.17$349.29

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. 7 found (cheapest 3.97% of stock, avg 4.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$365.00Nov 20$7.05$7.40$14.45$350.55$379.453.97%
$360.00Nov 20$9.80$5.10$14.90$345.10$374.904.09%
$370.00Nov 20$4.95$10.40$15.35$354.65$385.354.22%
$355.00Nov 20$13.10$3.00$16.10$338.90$371.104.42%
$350.00Nov 20$17.35$2.13$19.48$330.52$369.485.35%
$380.00Nov 20$2.03$17.65$19.68$360.32$399.685.40%
$345.00Nov 20$21.20$1.42$22.62$322.38$367.626.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.62% of stock, avg 1.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$340.00Nov 20$1.43$0.83$2.26$337.74$387.26
$385.00$345.00Nov 20$1.43$1.42$2.85$342.15$387.85
$380.00$340.00Nov 20$2.03$0.83$2.86$337.14$382.86
$380.00$345.00Nov 20$2.03$1.42$3.45$341.55$383.45
$385.00$350.00Nov 20$1.43$2.13$3.56$346.44$388.56
$380.00$350.00Nov 20$2.03$2.13$4.16$345.84$384.16
$385.00$355.00Nov 20$1.43$3.00$4.43$350.57$389.43
$380.00$355.00Nov 20$2.03$3.00$5.03$349.97$385.03
$375.00$340.00Nov 20$3.70$0.83$4.53$335.47$379.53
$375.00$345.00Nov 20$3.70$1.42$5.12$339.88$380.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 0.60, avg credit $1.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330375/380Nov 20$1.88$3.1265%0.60$328.12$376.88
340/345375/380Nov 20$2.26$2.7456%0.82$342.74$377.26
330/335375/380Nov 20$1.87$3.1363%0.60$333.13$376.87
335/340375/380Nov 20$1.87$3.1361%0.60$338.13$376.87
345/350375/380Nov 20$2.38$2.6249%0.91$347.62$377.38
350/355375/380Nov 20$2.54$2.4642%1.03$352.46$377.54
325/330380/385Nov 20$0.81$4.1975%0.19$329.19$380.81
340/345380/385Nov 20$1.19$3.8165%0.31$343.81$381.19
330/335380/385Nov 20$0.80$4.2073%0.19$334.20$380.80
335/340380/385Nov 20$0.80$4.2071%0.19$339.20$380.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 24.00, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$360.00$365.00Nov 20$0.55$4.4524%8.09
$360.00$365.00$370.00Nov 20$0.65$4.3522%6.69
$365.00$370.00$375.00Nov 20$0.85$4.1519%4.88
$350.00$355.00$360.00Nov 20$0.95$4.0520%4.26
$375.00$380.00$385.00Nov 20$1.07$3.9315%3.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$360.00$365.00Nov 20$0.20$4.8023%24.00
$345.00$350.00$355.00Nov 20$0.16$4.8414%30.25
$340.00$345.00$350.00Nov 20$0.12$4.8811%40.67
$320.00$325.00$330.00Nov 20$0.14$4.863%34.71
$360.00$365.00$370.00Nov 20$0.70$4.3021%6.14

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 $-3.15, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$375.00$380.001:2Nov 20-$0.36$4.64
$380.00$385.001:2Nov 20-$0.83$4.17
$365.00$370.001:2Nov 20-$2.85$2.15
$370.00$375.001:2Nov 20-$2.45$2.55
$360.00$365.001:2Nov 20-$4.30$0.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$370.001:2Nov 20-$3.15$6.85
$360.00$355.001:2Nov 20-$0.90$4.10
$345.00$340.001:2Nov 20-$0.24$4.76
$330.00$325.001:2Nov 20-$0.01$4.99
$350.00$345.001:2Nov 20-$0.71$4.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.70%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$365.00Nov 20$6.200.490.2%1.70%1.94%2517
$370.00Nov 20$4.200.381.6%1.15%2.77%61.8K
$375.00Nov 20$2.800.303.0%0.77%3.76%11540
$380.00Nov 20$1.750.204.4%0.48%4.84%31.8K
$385.00Nov 20$1.100.155.7%0.30%6.04%4194

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 407
Total Puts 481
Put/Call Ratio 1.18
Net Difference -74

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,470
Total Puts 3,082
Average Put/Call Ratio 1.16
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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