Tour v533
CB
CHUBB LTD
$368.98 +1.33%
$370.76 (+0.48%)🌙
as of 11/02 06:16 PM
◀ 11/2 18:16 ▶

Option Volume

Detail
ℹ
Current (11/02) 1,503
Calls: 694 (46%)
Puts: 809 (54%)
Prior (10/30) 888
Calls: 407 (46%)
Puts: 481 (54%)
Current vs Prior +69.26%
Calls: +70.52% (Calls)
Puts: +68.19% (Puts)
Prior 7-Day Total 6,701
Calls: 4,340 (65%)
Puts: 2,361 (35%)
Prior 7-Day Average 957
Calls: 620 (65%)
Puts: 337 (35%)
Current vs Prior 7-Day Avg +57.01%
Calls: +11.94%
Puts: +139.86%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $2.14M
Calls: $1.60M (75%)
Puts: $543.8K (25%)
Prior (10/30) $948.1K
Calls: $510.9K (54%)
Puts: $437.2K (46%)
Current vs Prior +125.61%
Calls: +212.24%
Puts: +24.38%
Prior 7-Day Total $6.79M
Calls: $4.25M (63%)
Puts: $2.53M (37%)
Prior 7-Day Average $969.4K
Calls: $607.3K (63%)
Puts: $362.1K (37%)
Current vs Prior 7-Day Avg +120.66%
Calls: +162.69%
Puts: +50.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.17
Prior (10/30) 1.18
Current vs Prior -1.36%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg +15.07%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 18,541
Calls: 12,028 (65%)
Puts: 6,513 (35%)
Prior (10/30) 14,478
Calls: 8,608 (59%)
Puts: 5,870 (41%)
Current vs Prior +28.06%
Prior 7-Day Total 95,056
Calls: 58,290 (61%)
Puts: 36,766 (39%)
Prior 7-Day Average 13,579
Calls: 8,327 (61%)
Puts: 5,252 (39%)
Current vs Prior 7-Day Avg +36.54%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 4.68% | 6.71%
Prior 4.72% | 6.82%
Current vs Prior -1.03% | -1.71%
Prior 7-Day Avg 4.98% | 6.76%
Current vs 7-Day Avg -6.17% | -0.75%
Prior 7-Day Eod 4.72% | 6.82%
Current vs 7-Day Eod -1.03% | -1.71%
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

Moderately bullish flow with 75% call dollar volume ($1.60M). Massive premium surge with dollar volume up 126% vs prior. Dollar volume significantly above 7-day average (121% higher). Above-average activity with volume up 69% vs prior.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 7 of results (avg 8.2%, best 6.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Nov 2044.0047.00$45.506.6%21.00--
$330.00Nov 2039.1042.10$40.607.4%11.00--
$350.00Nov 2020.8022.50$21.657.9%40.91--
$360.00Nov 2012.7013.90$13.309.0%70.73382
$340.00Nov 2029.5032.50$31.009.7%10.95--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2012.9013.80$13.356.7%30.7041

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. 9 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Nov 2044.0047.00$45.506.6%21.00--
$330.00Nov 2039.1042.10$40.607.4%11.00--
$340.00Nov 2029.5032.50$31.009.7%10.95--
$345.00Nov 2024.8027.50$26.1510.3%50.94363
$350.00Nov 2020.8022.50$21.657.9%40.91--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2012.9013.80$13.356.7%30.7041

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 316, top 54)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 206.807.80$7.3013.7%120.501.8K
$375.00Nov 204.805.60$5.2015.4%90.40543
$380.00Nov 203.003.90$3.4526.1%90.301.8K
$390.00Nov 201.201.70$1.4534.5%80.15662
$360.00Nov 2012.7013.90$13.309.0%70.73382
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 200.100.35$0.22113.6%540.02520
$325.00Nov 200.100.40$0.25120.0%450.03189
$355.00Nov 201.852.45$2.1527.9%370.2093
$335.00Nov 200.000.65$0.33197.0%290.041.6K
$330.00Nov 200.050.40$0.23152.2%220.03279

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. 14 found (best R:R 19.00, avg 10.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$365.00Nov 20$3.20$1.80$3.2073%0.56$363.20
$370.00$375.00Nov 20$2.10$2.90$2.1050%1.38$372.10
$365.00$370.00Nov 20$2.80$2.20$2.8062%0.79$367.80
$375.00$380.00Nov 20$1.75$3.25$1.7540%1.86$376.75
$380.00$390.00Nov 20$2.00$8.00$2.0030%4.00$382.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$345.00Nov 20$0.25$4.75$0.2513%19.00$349.75
$345.00$340.00Nov 20$0.15$4.85$0.1510%32.33$344.85
$335.00$330.00Nov 20$0.10$4.90$0.104%49.00$334.90
$360.00$355.00Nov 20$1.10$3.90$1.1029%3.55$358.90
$365.00$360.00Nov 20$1.60$3.40$1.6039%2.13$363.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.12, avg 0.25)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$420.00Nov 20$1.20$1.20$28.8085%0.04$391.20
$380.00$390.00Nov 20$2.00$2.00$8.0070%0.25$382.00
$375.00$380.00Nov 20$1.75$1.75$3.2560%0.54$376.75
$370.00$375.00Nov 20$2.10$2.10$2.9050%0.72$372.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$335.00Nov 20$0.52$0.52$4.4892%0.12$339.48
$355.00$350.00Nov 20$0.90$0.90$4.1080%0.22$354.10
$365.00$360.00Nov 20$1.60$1.60$3.4061%0.47$363.40
$360.00$355.00Nov 20$1.10$1.10$3.9071%0.28$358.90
$335.00$330.00Nov 20$0.10$0.10$4.9096%0.02$334.90

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. 6 found (cheapest 4.05% of stock, avg 5.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$365.00Nov 20$10.10$4.85$14.95$350.05$379.954.05%
$360.00Nov 20$13.30$3.25$16.55$343.45$376.554.49%
$380.00Nov 20$3.45$13.35$16.80$363.20$396.804.55%
$350.00Nov 20$21.65$1.25$22.90$327.10$372.906.21%
$345.00Nov 20$26.15$1.00$27.15$317.85$372.157.36%
$340.00Nov 20$31.00$0.85$31.85$308.15$371.858.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.66% of stock, avg 1.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$345.00Nov 20$1.45$1.00$2.45$342.55$392.45
$390.00$350.00Nov 20$1.45$1.25$2.70$347.30$392.70
$390.00$355.00Nov 20$1.45$2.15$3.60$351.40$393.60
$390.00$360.00Nov 20$1.45$3.25$4.70$355.30$394.70
$380.00$345.00Nov 20$3.45$1.00$4.45$340.55$384.45
$380.00$350.00Nov 20$3.45$1.25$4.70$345.30$384.70
$380.00$355.00Nov 20$3.45$2.15$5.60$349.40$385.60
$380.00$360.00Nov 20$3.45$3.25$6.70$353.30$386.70
$390.00$365.00Nov 20$1.45$4.85$6.30$358.70$396.30
$375.00$350.00Nov 20$5.20$1.25$6.45$343.55$381.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.27, avg credit $2.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
330/335380/390Nov 20$2.10$7.9066%0.27$332.90$382.10
335/340380/390Nov 20$2.52$7.4862%0.34$337.48$382.52
340/345380/390Nov 20$2.15$7.8560%0.27$342.85$382.15
345/350380/390Nov 20$2.25$7.7557%0.29$347.75$382.25
350/355380/390Nov 20$2.90$7.1050%0.41$352.10$382.90
355/360380/390Nov 20$3.10$6.9042%0.45$356.90$383.10
330/335390/420Nov 20$1.30$28.7081%0.05$333.70$391.30
335/340390/420Nov 20$1.72$28.2877%0.06$338.28$391.72
340/345390/420Nov 20$1.35$28.6575%0.05$343.65$391.35
345/350390/420Nov 20$1.45$28.5572%0.05$348.55$391.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 11.50, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$365.00$370.00Nov 20$0.40$4.6023%11.50
$370.00$375.00$380.00Nov 20$0.35$4.6520%13.29
$365.00$370.00$375.00Nov 20$0.70$4.3022%6.14
$340.00$345.00$350.00Nov 20$0.35$4.655%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$355.00$360.00Nov 20$0.20$4.8015%24.00
$340.00$345.00$350.00Nov 20$0.10$4.905%49.00
$355.00$360.00$365.00Nov 20$0.50$4.5018%9.00
$325.00$330.00$335.00Nov 20$0.12$4.881%40.67
$330.00$335.00$340.00Nov 20$0.42$4.586%10.90

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 $-4.95, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Nov 20-$4.95$5.05
$375.00$380.001:2Nov 20-$1.70$3.30
$370.00$375.001:2Nov 20-$3.10$1.90
$365.00$370.001:2Nov 20-$4.50$0.50
$380.00$390.001:2Nov 20$0.55$9.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$350.001:2Nov 20-$0.35$4.65
$360.00$355.001:2Nov 20-$1.05$3.95
$335.00$330.001:2Nov 20-$0.13$4.87
$315.00$305.001:2Nov 20-$0.20$9.80
$365.00$360.001:2Nov 20-$1.65$3.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.84%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Nov 20$6.800.500.3%1.84%2.12%121.8K
$375.00Nov 20$4.800.401.6%1.30%2.93%9543
$380.00Nov 20$3.000.303.0%0.81%3.80%91.8K
$390.00Nov 20$1.200.155.7%0.33%6.02%8662

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 694
Total Puts 809
Put/Call Ratio 1.17
Net Difference -115

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,340
Total Puts 2,361
Average Put/Call Ratio 1.01
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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