Tour v536
CB
CHUBB LTD
$374.17 +2.08%
$374.40 (+0.06%)🌙
as of 11/04 06:23 PM
◀ 11/4 18:23 ▶

Option Volume

Detail
ℹ
Current (11/04) 943
Calls: 480 (51%)
Puts: 463 (49%)
Prior (11/03) 304
Calls: 119 (39%)
Puts: 185 (61%)
Current vs Prior +210.20%
Calls: +303.36% (Calls)
Puts: +150.27% (Puts)
Prior 7-Day Total 4,656
Calls: 2,182 (47%)
Puts: 2,474 (53%)
Prior 7-Day Average 665
Calls: 311 (47%)
Puts: 353 (53%)
Current vs Prior 7-Day Avg +41.77%
Calls: +53.99%
Puts: +31.00%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $1.82M
Calls: $1.38M (76%)
Puts: $437.1K (24%)
Prior (11/03) $415.4K
Calls: $347.4K (84%)
Puts: $68.1K (16%)
Current vs Prior +338.20%
Calls: +298.24%
Puts: +542.10%
Prior 7-Day Total $5.72M
Calls: $3.49M (61%)
Puts: $2.22M (39%)
Prior 7-Day Average $816.4K
Calls: $498.7K (61%)
Puts: $317.8K (39%)
Current vs Prior 7-Day Avg +122.97%
Calls: +177.41%
Puts: +37.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.96
Prior (11/03) 1.55
Current vs Prior -37.95%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -17.75%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04) 14,972
Calls: 11,013 (74%)
Puts: 3,959 (26%)
Prior (11/03) 12,126
Calls: 10,216 (84%)
Puts: 1,910 (16%)
Current vs Prior +23.47%
Prior 7-Day Total 94,026
Calls: 61,907 (66%)
Puts: 32,119 (34%)
Prior 7-Day Average 13,432
Calls: 8,843 (66%)
Puts: 4,588 (34%)
Current vs Prior 7-Day Avg +11.46%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 4.29% | 6.37%
Prior 4.65% | 6.75%
Current vs Prior -7.78% | -5.60%
Prior 7-Day Avg 4.80% | 6.70%
Current vs 7-Day Avg -10.62% | -4.92%
Prior 7-Day Eod 4.65% | 6.75%
Current vs 7-Day Eod -7.78% | -5.60%
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 76% of dollar volume in calls ($1.38M) vs puts ($437.1K). Massive premium surge with dollar volume up 338% vs prior. Dollar volume significantly above 7-day average (123% higher). Unusually high activity with volume up 210% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 9 of results (avg 6.8%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 2063.8066.00$64.903.4%161.0021
$330.00Nov 2044.0046.10$45.054.7%11.00--
$310.00Dec 1863.9067.20$65.555.0%21.00--
$345.00Nov 2029.3031.40$30.356.9%40.94357
$350.00Nov 2024.5026.30$25.407.1%70.91155
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. 16 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 2063.8066.00$64.903.4%161.0021
$330.00Nov 2044.0046.10$45.054.7%11.00--
$310.00Dec 1863.9067.20$65.555.0%21.00--
$345.00Nov 2029.3031.40$30.356.9%40.94357
$350.00Nov 2024.5026.30$25.407.1%70.91155
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2016.1018.50$17.3013.9%20.81--
$380.00Nov 208.8010.50$9.6517.6%10.63--
$375.00Nov 205.707.60$6.6528.6%20.51--

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 468, top 54)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Dec 1812.2014.50$13.3517.2%540.571.0K
$370.00Nov 208.4010.40$9.4021.3%420.611.8K
$385.00Dec 185.806.70$6.2514.4%170.35130
$310.00Nov 2063.8066.00$64.903.4%161.0021
$375.00Nov 205.607.10$6.3523.6%160.49544
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Dec 184.405.50$4.9522.2%520.2928
$345.00Nov 200.350.80$0.5778.9%500.061.6K
$335.00Nov 200.000.70$0.35200.0%190.04--
$345.00Dec 181.802.10$1.9515.4%170.1376
$355.00Nov 201.001.50$1.2540.0%120.13--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 8.0%, max 16.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$375.00Nov 20Dec 1821.8%18.8%16.1%20646
$390.00Nov 20Dec 1822.3%20.9%6.8%11122
$385.00Nov 20Dec 1821.3%21.1%1.1%22327
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 3.55, avg 7.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$385.00$390.00Nov 20$0.83$4.17$0.8326%5.02$385.83
$395.00$400.00Dec 18$0.76$4.24$0.7622%5.58$395.76
$365.00$370.00Nov 20$3.30$1.70$3.3072%0.52$368.30
$370.00$375.00Dec 18$2.55$2.45$2.5557%0.96$372.55
$380.00$385.00Nov 20$1.37$3.63$1.3737%2.65$381.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$365.00Nov 20$1.10$3.90$1.1039%3.55$368.90
$355.00$350.00Nov 20$0.32$4.68$0.3213%14.63$354.68
$340.00$335.00Dec 18$0.30$4.70$0.3010%15.67$339.70
$345.00$340.00Dec 18$0.50$4.50$0.5013%9.00$344.50
$350.00$345.00Dec 18$0.70$4.30$0.7018%6.14$349.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.04, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$430.00Nov 20$1.65$1.65$38.3581%0.04$391.65
$390.00$395.00Dec 18$1.47$1.47$3.5371%0.42$391.47
$375.00$380.00Nov 20$2.35$2.35$2.6551%0.89$377.35
$380.00$385.00Dec 18$2.15$2.15$2.8558%0.75$382.15
$375.00$380.00Dec 18$2.40$2.40$2.6051%0.92$377.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$365.00$355.00Nov 20$1.85$1.85$8.1571%0.23$363.15
$355.00$350.00Dec 18$1.05$1.05$3.9577%0.27$353.95
$335.00$330.00Nov 20$0.20$0.20$4.8096%0.04$334.80
$365.00$360.00Dec 18$1.60$1.60$3.4064%0.47$363.40
$360.00$355.00Dec 18$1.25$1.25$3.7571%0.33$358.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.28, cheapest $4.45)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Nov 20Dec 18$4.4521.8%18.8%
$370.00Nov 20Dec 18$3.9519.4%19.8%
$380.00Nov 20Dec 18$4.4020.9%21.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Nov 20Dec 18$4.3019.4%19.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.47% of stock, avg 5.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$375.00Nov 20$6.35$6.65$13.00$362.00$388.003.47%
$370.00Nov 20$9.40$4.20$13.60$356.40$383.603.63%
$380.00Nov 20$4.00$9.65$13.65$366.35$393.653.65%
$365.00Nov 20$12.70$3.10$15.80$349.20$380.804.22%
$390.00Nov 20$1.80$17.30$19.10$370.90$409.105.10%
$370.00Dec 18$13.35$8.50$21.85$348.15$391.855.84%
$355.00Nov 20$20.95$1.25$22.20$332.80$377.205.93%
$360.00Dec 18$20.15$4.95$25.10$334.90$385.106.71%
$350.00Nov 20$25.40$0.93$26.33$323.67$376.337.04%
$355.00Dec 18$23.70$3.70$27.40$327.60$382.407.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.63% of stock, avg 2.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$345.00Nov 20$1.80$0.57$2.37$342.63$392.37
$390.00$350.00Nov 20$1.80$0.93$2.73$347.27$392.73
$390.00$355.00Nov 20$1.80$1.25$3.05$351.95$393.05
$385.00$345.00Nov 20$2.63$0.57$3.20$341.80$388.20
$385.00$350.00Nov 20$2.63$0.93$3.56$346.44$388.56
$385.00$355.00Nov 20$2.63$1.25$3.88$351.12$388.88
$390.00$365.00Nov 20$1.80$3.10$4.90$360.10$394.90
$385.00$365.00Nov 20$2.63$3.10$5.73$359.27$390.73
$395.00$350.00Dec 18$3.23$2.65$5.88$344.12$400.88
$380.00$345.00Nov 20$4.00$0.57$4.57$340.43$384.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 1.02, avg credit $1.85)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/355390/395Dec 18$2.52$2.4848%1.02$352.48$392.52
340/345390/395Dec 18$1.97$3.0358%0.65$343.03$391.97
345/350390/395Dec 18$2.17$2.8354%0.77$347.83$392.17
355/360390/395Dec 18$2.72$2.2842%1.19$357.28$392.72
335/340390/395Dec 18$1.77$3.2361%0.55$338.23$391.77
350/355395/400Dec 18$1.81$3.1955%0.57$353.19$396.81
330/335385/390Nov 20$1.03$3.9770%0.26$333.97$386.03
340/345395/400Dec 18$1.26$3.7464%0.34$343.74$396.26
345/350395/400Dec 18$1.46$3.5460%0.41$348.54$396.46
355/360395/400Dec 18$2.01$2.9949%0.67$357.99$397.01

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 19.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$365.00$370.00$375.00Nov 20$0.25$4.7523%19.00
$385.00$390.00$395.00Dec 18$0.08$4.9213%61.50
$370.00$375.00$380.00Dec 18$0.15$4.8514%32.33
$375.00$380.00$385.00Dec 18$0.25$4.7514%19.00
$355.00$360.00$365.00Nov 20$0.35$4.6515%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$375.00$380.00Nov 20$0.55$4.4525%8.09
$350.00$355.00$360.00Dec 18$0.20$4.8011%24.00
$360.00$365.00$370.00Dec 18$0.35$4.6514%13.29
$340.00$345.00$350.00Nov 20$0.14$4.866%34.71
$355.00$360.00$365.00Dec 18$0.35$4.6513%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-2.00, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$375.00$380.001:2Nov 20-$1.65$3.35
$380.00$385.001:2Nov 20-$1.26$3.74
$360.00$370.001:2Dec 18-$6.55$3.45
$385.00$390.001:2Nov 20-$0.97$4.03
$370.00$375.001:2Nov 20-$3.30$1.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$380.001:2Nov 20-$2.00$8.00
$375.00$370.001:2Nov 20-$1.75$3.25
$350.00$345.001:2Nov 20-$0.21$4.79
$345.00$340.001:2Nov 20-$0.13$4.87
$355.00$350.001:2Nov 20-$0.61$4.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.57%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$375.00Dec 18$9.600.490.2%2.57%2.79%4102
$380.00Dec 18$7.200.421.6%1.92%3.48%8180
$385.00Dec 18$5.800.352.9%1.55%4.44%17130
$390.00Dec 18$3.900.294.2%1.04%5.27%6122
$395.00Dec 18$2.750.225.6%0.73%6.30%2114
$400.00Dec 18$2.300.186.9%0.61%7.52%570
$375.00Nov 20$5.600.490.2%1.50%1.72%16544
$380.00Nov 20$3.500.371.6%0.94%2.49%161.8K
$385.00Nov 20$2.150.272.9%0.57%3.47%5197
$390.00Nov 20$1.300.194.2%0.35%4.58%5--

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 480
Total Puts 463
Put/Call Ratio 0.96
Net Difference 17

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,182
Total Puts 2,474
Average Put/Call Ratio 1.17
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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