Tour v536
CB
CHUBB LTD
$371.63 -0.68%
$376.22 (+1.23%)🌙
as of 11/05 06:19 PM
◀ 11/5 18:19 ▶

Option Volume

Detail
ℹ
Current (11/05) 3,491
Calls: 2,576 (74%)
Puts: 915 (26%)
Prior (11/04) 943
Calls: 480 (51%)
Puts: 463 (49%)
Current vs Prior +270.20%
Calls: +436.67% (Calls)
Puts: +97.62% (Puts)
Prior 7-Day Total 4,988
Calls: 2,258 (45%)
Puts: 2,730 (55%)
Prior 7-Day Average 712
Calls: 322 (45%)
Puts: 390 (55%)
Current vs Prior 7-Day Avg +389.92%
Calls: +698.58%
Puts: +134.62%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $4.13M
Calls: $3.85M (93%)
Puts: $281.4K (7%)
Prior (11/04) $1.82M
Calls: $1.38M (76%)
Puts: $437.1K (24%)
Current vs Prior +127.03%
Calls: +178.42%
Puts: -35.62%
Prior 7-Day Total $7.06M
Calls: $4.65M (66%)
Puts: $2.41M (34%)
Prior 7-Day Average $1.01M
Calls: $664.8K (66%)
Puts: $344.0K (34%)
Current vs Prior 7-Day Avg +309.67%
Calls: +479.30%
Puts: -18.20%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.36
Prior (11/04) 0.96
Current vs Prior -63.18%
Prior 7-Day Average 1.24
Current vs Prior 7-Day Avg -71.29%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 16,492
Calls: 10,387 (63%)
Puts: 6,105 (37%)
Prior (11/04) 14,972
Calls: 11,013 (74%)
Puts: 3,959 (26%)
Current vs Prior +10.15%
Prior 7-Day Total 95,133
Calls: 65,297 (69%)
Puts: 29,836 (31%)
Prior 7-Day Average 13,590
Calls: 9,328 (69%)
Puts: 4,262 (31%)
Current vs Prior 7-Day Avg +21.35%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 4.37% | 6.59%
Prior 4.29% | 6.37%
Current vs Prior +1.94% | +3.43%
Prior 7-Day Avg 4.70% | 6.62%
Current vs 7-Day Avg -6.91% | -0.41%
Prior 7-Day Eod 4.29% | 6.37%
Current vs 7-Day Eod +1.94% | +3.43%
Sentiment BEARISH

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 93% of dollar volume in calls ($3.85M) vs puts ($281.4K). Massive premium surge with dollar volume up 127% vs prior. Dollar volume significantly above 7-day average (310% higher). Unusually high activity with volume up 270% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 9 of results (avg 7.2%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Dec 1852.1055.00$53.555.4%11.00--
$320.00Nov 2050.9053.80$52.355.5%11.00--
$330.00Nov 2041.6044.00$42.805.6%11.00--
$325.00Dec 1847.2050.20$48.706.2%21.00--
$350.00Dec 1825.4027.50$26.457.9%10.91--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Nov 2036.7039.30$38.006.8%10.89--

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. 20 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 2050.9053.80$52.355.5%11.00--
$330.00Nov 2041.6044.00$42.805.6%11.00--
$345.00Nov 2027.0029.80$28.409.9%61.00355
$350.00Nov 2022.1025.10$23.6012.7%101.00155
$355.00Nov 2018.0020.70$19.3514.0%11.00190
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Nov 2036.7039.30$38.006.8%10.89--
$380.00Nov 2010.2012.50$11.3520.3%30.6741
$385.00Dec 1816.8018.80$17.8011.2%30.66--
$380.00Dec 1813.7016.10$14.9016.1%20.59--

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 2.1K, top 873)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Dec 1811.8013.70$12.7514.9%8730.571.0K
$380.00Nov 203.104.50$3.8036.8%2790.351.8K
$405.00Dec 181.402.30$1.8548.6%870.1351
$370.00Nov 207.408.90$8.1518.4%530.661.8K
$390.00Nov 201.002.15$1.5872.8%330.17666
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 201.853.40$2.6358.9%5030.24104
$355.00Nov 200.651.75$1.2091.7%400.14125
$345.00Nov 200.001.10$0.55200.0%290.071.6K
$335.00Nov 200.050.75$0.40175.0%150.04--
$365.00Nov 202.354.00$3.1851.9%150.3283

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 3.1%, max 4.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$390.00Nov 20Dec 1823.8%22.9%4.2%35788
$380.00Nov 20Dec 1823.1%22.5%2.6%2941.8K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Nov 20Dec 1823.1%22.5%2.6%541

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 0.59, avg 8.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$365.00$370.00Nov 20$3.15$1.85$3.1586%0.59$368.15
$360.00$365.00Dec 18$3.15$1.85$3.1574%0.59$363.15
$375.00$380.00Nov 20$1.60$3.40$1.6048%2.12$376.60
$365.00$370.00Dec 18$2.90$2.10$2.9066%0.72$367.90
$375.00$380.00Dec 18$2.00$3.00$2.0048%1.50$377.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$365.00$360.00Nov 20$0.55$4.45$0.5532%8.09$364.45
$350.00$345.00Dec 18$0.50$4.50$0.5020%9.00$349.50
$340.00$335.00Dec 18$0.20$4.80$0.2011%24.00$339.80
$385.00$380.00Dec 18$2.90$2.10$2.9066%0.72$382.10
$365.00$355.00Dec 18$2.65$7.35$2.6538%2.77$362.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.40, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$395.00$400.00Dec 18$1.10$1.10$3.9077%0.28$396.10
$385.00$390.00Nov 20$1.00$1.00$4.0075%0.25$386.00
$390.00$395.00Dec 18$1.27$1.27$3.7372%0.34$391.27
$400.00$405.00Dec 18$0.73$0.73$4.2782%0.17$400.73
$390.00$395.00Nov 20$0.60$0.60$4.4083%0.14$390.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$355.00Nov 20$1.43$1.43$3.5776%0.40$358.57
$340.00$335.00Nov 20$0.70$0.70$4.3091%0.16$339.30
$345.00$340.00Dec 18$1.03$1.03$3.9784%0.26$343.97
$370.00$365.00Dec 18$2.40$2.40$2.6054%0.92$367.60
$355.00$350.00Dec 18$1.37$1.37$3.6374%0.38$353.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.22, cheapest $3.55)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Nov 20Dec 18$4.2023.1%22.5%
$370.00Nov 20Dec 18$4.6019.9%20.3%
$375.00Nov 20Dec 18$4.6021.7%22.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Nov 20Dec 18$3.5523.1%22.5%
$365.00Nov 20Dec 18$3.9720.0%20.0%
$370.00Nov 20Dec 18$4.4019.9%20.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 3.58% of stock, avg 6.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Nov 20$8.15$5.15$13.30$356.70$383.303.58%
$365.00Nov 20$11.30$3.18$14.48$350.52$379.483.90%
$380.00Nov 20$3.80$11.35$15.15$364.85$395.154.08%
$360.00Nov 20$14.90$2.63$17.53$342.47$377.534.72%
$355.00Nov 20$19.35$1.20$20.55$334.45$375.555.53%
$370.00Dec 18$12.75$9.55$22.30$347.70$392.306.00%
$365.00Dec 18$15.65$7.15$22.80$342.20$387.806.14%
$380.00Dec 18$8.00$14.90$22.90$357.10$402.906.16%
$350.00Nov 20$23.60$0.88$24.48$325.52$374.486.59%
$355.00Dec 18$22.45$4.50$26.95$328.05$381.957.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.50% of stock, avg 2.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$395.00$350.00Nov 20$0.98$0.88$1.86$348.14$396.86
$395.00$355.00Nov 20$0.98$1.20$2.18$352.82$397.18
$390.00$350.00Nov 20$1.58$0.88$2.46$347.54$392.46
$390.00$355.00Nov 20$1.58$1.20$2.78$352.22$392.78
$385.00$350.00Nov 20$2.58$0.88$3.46$346.54$388.46
$395.00$360.00Nov 20$0.98$2.63$3.61$356.39$398.61
$385.00$355.00Nov 20$2.58$1.20$3.78$351.22$388.78
$390.00$360.00Nov 20$1.58$2.63$4.21$355.79$394.21
$395.00$365.00Nov 20$0.98$3.18$4.16$360.84$399.16
$385.00$360.00Nov 20$2.58$2.63$5.21$354.79$390.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 0.74, avg credit $1.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/345395/400Dec 18$2.13$2.8761%0.74$342.87$397.13
340/345400/405Dec 18$1.76$3.2466%0.54$343.24$401.76
340/345390/395Dec 18$2.30$2.7055%0.85$342.70$392.30
350/355395/400Dec 18$2.47$2.5352%0.98$352.53$397.47
335/340390/395Nov 20$1.30$3.7074%0.35$338.70$391.30
335/340385/390Nov 20$1.70$3.3066%0.52$338.30$386.70
330/335395/400Dec 18$1.60$3.4068%0.47$333.40$396.60
355/360390/395Nov 20$2.03$2.9759%0.68$357.97$392.03
355/360385/390Nov 20$2.43$2.5751%0.95$357.57$387.43
350/355400/405Dec 18$2.10$2.9057%0.72$352.90$402.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 11.50, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$365.00$370.00$375.00Nov 20$0.40$4.6038%11.50
$365.00$370.00$375.00Dec 18$0.15$4.8518%32.33
$360.00$365.00$370.00Nov 20$0.45$4.5527%10.11
$380.00$385.00$390.00Nov 20$0.22$4.7818%21.73
$375.00$380.00$385.00Nov 20$0.38$4.6223%12.16
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Dec 18$0.87$4.139%4.75
$335.00$340.00$345.00Dec 18$0.83$4.177%5.02
$350.00$355.00$360.00Nov 20$1.11$3.8914%3.50
$360.00$365.00$370.00Nov 20$1.42$3.5820%2.52
$340.00$345.00$350.00Nov 20$0.88$4.121%4.68

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-1.90, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$390.001:2Dec 18-$1.90$8.10
$330.00$345.001:2Nov 20-$14.00$1.00
$385.00$390.001:2Nov 20-$0.58$4.42
$370.00$375.001:2Nov 20-$2.65$2.35
$390.00$395.001:2Nov 20-$0.38$4.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$370.001:2Dec 18-$4.20$5.80
$365.00$355.001:2Dec 18-$1.85$8.15
$370.00$365.001:2Nov 20-$1.21$3.79
$350.00$345.001:2Nov 20-$0.22$4.78
$335.00$325.001:2Nov 20-$0.16$9.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.37%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$375.00Dec 18$8.800.480.9%2.37%3.27%17--
$380.00Dec 18$6.900.412.2%1.86%4.11%15--
$390.00Dec 18$4.000.284.9%1.08%6.02%2122
$395.00Dec 18$2.950.236.3%0.79%7.08%1--
$400.00Dec 18$2.050.177.6%0.55%8.19%775
$375.00Nov 20$4.500.480.9%1.21%2.12%5545
$380.00Nov 20$3.100.352.2%0.83%3.09%2791.8K
$405.00Dec 18$1.400.139.0%0.38%9.36%8751
$385.00Nov 20$1.950.253.6%0.52%4.12%24197
$390.00Nov 20$1.000.174.9%0.27%5.21%33666

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 2,576
Total Puts 915
Put/Call Ratio 0.36
Net Difference 1,661

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,258
Total Puts 2,730
Average Put/Call Ratio 1.24
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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