Tour v533
CB
CHUBB LTD
$366.54 -0.66%
$365.00 (-0.42%)🌙
as of 11/03 06:20 PM
◀ 11/3 18:20 ▶

Option Volume

Detail
ℹ
Current (11/03) 304
Calls: 119 (39%)
Puts: 185 (61%)
Prior (11/02) 1,503
Calls: 694 (46%)
Puts: 809 (54%)
Current vs Prior -79.77%
Calls: -82.85% (Calls)
Puts: -77.13% (Puts)
Prior 7-Day Total 5,150
Calls: 2,389 (46%)
Puts: 2,761 (54%)
Prior 7-Day Average 735
Calls: 341 (46%)
Puts: 394 (54%)
Current vs Prior 7-Day Avg -58.68%
Calls: -65.13%
Puts: -53.10%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $415.4K
Calls: $347.4K (84%)
Puts: $68.1K (16%)
Prior (11/02) $2.14M
Calls: $1.60M (75%)
Puts: $543.8K (25%)
Current vs Prior -80.58%
Calls: -78.23%
Puts: -87.48%
Prior 7-Day Total $6.18M
Calls: $3.43M (56%)
Puts: $2.74M (44%)
Prior 7-Day Average $882.3K
Calls: $490.4K (56%)
Puts: $391.9K (44%)
Current vs Prior 7-Day Avg -52.92%
Calls: -29.17%
Puts: -82.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.55
Prior (11/02) 1.17
Current vs Prior +33.36%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg +34.31%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 12,126
Calls: 10,216 (84%)
Puts: 1,910 (16%)
Prior (11/02) 18,541
Calls: 12,028 (65%)
Puts: 6,513 (35%)
Current vs Prior -34.60%
Prior 7-Day Total 96,557
Calls: 59,166 (61%)
Puts: 37,391 (39%)
Prior 7-Day Average 13,793
Calls: 8,452 (61%)
Puts: 5,341 (39%)
Current vs Prior 7-Day Avg -12.09%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 4.65% | 6.75%
Prior 4.68% | 6.71%
Current vs Prior -0.50% | +0.67%
Prior 7-Day Avg 4.90% | 6.72%
Current vs 7-Day Avg -5.01% | +0.43%
Prior 7-Day Eod 4.68% | 6.71%
Current vs 7-Day Eod -0.50% | +0.67%
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

Strong bullish conviction with 84% of dollar volume in calls ($347.4K) vs puts ($68.1K). Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 80% vs prior. Extreme bearish P/C ratio of 1.55 - heavy put buying.

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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 8.2%, best 6.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 2022.4024.00$23.206.9%30.89359
$340.00Nov 2026.9028.90$27.907.2%20.93--
$370.00Nov 205.405.90$5.658.8%230.431.8K
$360.00Dec 1814.6016.10$15.359.8%30.60--
PUTS (0)
No puts meet the criteria

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. 8 found (avg delta 0.71, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Nov 2026.9028.90$27.907.2%20.93--
$345.00Nov 2022.4024.00$23.206.9%30.89359
$350.00Nov 2018.0020.60$19.3013.5%10.83--
$355.00Nov 2013.8015.40$14.6011.0%30.75--
$360.00Dec 1814.6016.10$15.359.8%30.60--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 208.309.20$8.7510.3%30.58184

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 216, top 48)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 205.405.90$5.658.8%230.431.8K
$365.00Nov 207.708.90$8.3014.5%140.54515
$380.00Nov 201.453.10$2.2872.4%110.231.8K
$390.00Nov 200.051.35$0.70185.7%40.09665
$370.00Dec 189.2010.60$9.9014.1%40.461.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 200.250.50$0.3865.8%480.04276
$340.00Nov 200.350.85$0.6083.3%160.07--
$335.00Nov 200.300.65$0.4872.9%150.05--
$320.00Nov 200.000.40$0.20200.0%120.02492
$350.00Nov 201.451.80$1.6321.5%110.17238

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 4.2%, max 10.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Nov 20Dec 1822.4%20.3%10.0%15515
$375.00Nov 20Dec 1824.0%22.8%5.2%4543
$370.00Nov 20Dec 1823.5%23.3%1.1%272.9K
$380.00Nov 20Dec 1822.4%22.4%0.3%121.8K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 0.59, avg 7.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$365.00Nov 20$6.30$3.70$6.3075%0.59$361.30
$395.00$400.00Dec 18$0.25$4.75$0.2515%19.00$395.25
$380.00$390.00Dec 18$2.27$7.73$2.2733%3.41$382.27
$370.00$375.00Nov 20$1.65$3.35$1.6543%2.03$371.65
$385.00$390.00Nov 20$0.40$4.60$0.4014%11.50$385.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Dec 18$0.84$9.16$0.8416%10.90$339.16
$340.00$335.00Nov 20$0.12$4.88$0.127%40.67$339.88
$345.00$340.00Dec 18$0.78$4.22$0.7821%5.41$344.22
$345.00$340.00Nov 20$0.38$4.62$0.3811%12.16$344.62
$355.00$350.00Nov 20$0.97$4.03$0.9725%4.15$354.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.51, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$395.00Dec 18$1.68$1.68$3.3278%0.51$391.68
$375.00$380.00Nov 20$1.72$1.72$3.2867%0.52$376.72
$380.00$385.00Nov 20$1.18$1.18$3.8277%0.31$381.18
$375.00$380.00Dec 18$1.85$1.85$3.1561%0.59$376.85
$370.00$375.00Dec 18$2.20$2.20$2.8054%0.79$372.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Nov 20$0.18$0.18$4.8296%0.04$324.82
$350.00$345.00Nov 20$0.65$0.65$4.3583%0.15$349.35
$355.00$350.00Nov 20$0.97$0.97$4.0375%0.24$354.03
$345.00$340.00Nov 20$0.38$0.38$4.6289%0.08$344.62
$345.00$340.00Dec 18$0.78$0.78$4.2279%0.18$344.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $4.05, cheapest $4.20)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Nov 20Dec 18$4.2022.4%20.3%
$375.00Nov 20Dec 18$3.7024.0%22.8%
$370.00Nov 20Dec 18$4.2523.5%23.3%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 3.93% of stock, avg 5.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Nov 20$5.65$8.75$14.40$355.60$384.403.93%
$355.00Nov 20$14.60$2.60$17.20$337.80$372.204.69%
$350.00Nov 20$19.30$1.63$20.93$329.07$370.935.71%
$345.00Nov 20$23.20$0.98$24.18$320.82$369.186.60%
$340.00Nov 20$27.90$0.60$28.50$311.50$368.507.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.32% of stock, avg 1.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$335.00Nov 20$0.70$0.48$1.18$333.82$391.18
$390.00$340.00Nov 20$0.70$0.60$1.30$338.70$391.30
$385.00$335.00Nov 20$1.10$0.48$1.58$333.42$386.58
$390.00$345.00Nov 20$0.70$0.98$1.68$343.32$391.68
$385.00$340.00Nov 20$1.10$0.60$1.70$338.30$386.70
$385.00$345.00Nov 20$1.10$0.98$2.08$342.92$387.08
$390.00$350.00Nov 20$0.70$1.63$2.33$347.67$392.33
$385.00$350.00Nov 20$1.10$1.63$2.73$347.27$387.73
$380.00$335.00Nov 20$2.28$0.48$2.76$332.24$382.76
$380.00$340.00Nov 20$2.28$0.60$2.88$337.12$382.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 0.97, avg credit $1.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/345390/395Dec 18$2.46$2.5457%0.97$342.54$392.46
320/325375/380Nov 20$1.90$3.1063%0.61$323.10$376.90
320/325380/385Nov 20$1.36$3.6474%0.37$323.64$381.36
340/345375/380Nov 20$2.10$2.9056%0.72$342.90$377.10
340/345380/385Nov 20$1.56$3.4466%0.45$343.44$381.56
345/350375/380Nov 20$2.37$2.6350%0.90$347.63$377.37
345/350380/385Nov 20$1.83$3.1760%0.58$348.17$381.83
335/340375/380Nov 20$1.84$3.1660%0.58$338.16$376.84
335/340380/385Nov 20$1.30$3.7070%0.35$338.70$381.30
350/355375/380Nov 20$2.69$2.3142%1.16$352.31$377.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 19.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$365.00$370.00Dec 18$0.25$4.7514%19.00
$370.00$375.00$380.00Dec 18$0.35$4.6513%13.29
$375.00$380.00$385.00Nov 20$0.54$4.4620%8.26
$365.00$370.00$375.00Dec 18$0.40$4.6013%11.50
$385.00$390.00$395.00Nov 20$0.50$4.505%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Nov 20$0.32$4.6814%14.62
$340.00$345.00$350.00Nov 20$0.27$4.7310%17.52
$325.00$330.00$335.00Nov 20$0.10$4.902%49.00
$335.00$340.00$345.00Nov 20$0.26$4.746%18.23
$315.00$320.00$325.00Nov 20$0.23$4.771%20.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-2.00, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$365.001:2Nov 20-$2.00$8.00
$380.00$390.001:2Dec 18-$1.31$8.69
$375.00$380.001:2Nov 20-$0.56$4.44
$390.00$395.001:2Dec 18-$0.22$4.78
$385.00$390.001:2Nov 20-$0.30$4.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Dec 18-$0.79$9.21
$355.00$350.001:2Nov 20-$0.66$4.34
$350.00$345.001:2Nov 20-$0.33$4.67
$345.00$340.001:2Nov 20-$0.22$4.78
$325.00$320.001:2Nov 20-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.51%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Dec 18$9.200.460.9%2.51%3.45%41.0K
$375.00Dec 18$7.000.392.3%1.91%4.22%2--
$380.00Dec 18$5.200.333.7%1.42%5.09%1--
$390.00Dec 18$2.150.226.4%0.59%6.99%3123
$370.00Nov 20$5.400.430.9%1.47%2.42%231.8K
$375.00Nov 20$3.500.332.3%0.95%3.26%2543
$400.00Dec 18$1.400.129.1%0.38%9.51%1--
$395.00Dec 18$1.050.157.8%0.29%8.05%2--
$380.00Nov 20$1.450.233.7%0.40%4.07%111.8K
$395.00Nov 20$0.450.097.8%0.12%7.89%1--

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 119
Total Puts 185
Put/Call Ratio 1.55
Net Difference -66

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,389
Total Puts 2,761
Average Put/Call Ratio 1.16
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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