Tour
v536
CB
CHUBB LTD
$365.02
-1.78%
Option Volume
Detail
Current (11/06)
1,166
Calls:
844
(72%)
Puts:
322
(28%)
Prior (11/05)
3,491
Calls:
2,576
(74%)
Puts:
915
(26%)
Current vs Prior
-66.60%
Calls:
-67.24%
(Calls)
Puts:
-64.81%
(Puts)
Prior 7-Day Total
8,192
Calls:
4,665
(57%)
Puts:
3,527
(43%)
Prior 7-Day Average
1,170
Calls:
666
(57%)
Puts:
503
(43%)
Current vs Prior 7-Day Avg
-0.37%
Calls:
+26.65%
Puts:
-36.09%
Sentiment
BULLISH
Dollar Volume
Detail
Current (11/06)
$1.50M
Calls:
$988.6K
(66%)
Puts:
$509.6K
(34%)
Prior (11/05)
$4.13M
Calls:
$3.85M
(93%)
Puts:
$281.4K
(7%)
Current vs Prior
-63.75%
Calls:
-74.33%
Puts:
+81.13%
Prior 7-Day Total
$10.92M
Calls:
$8.37M
(77%)
Puts:
$2.54M
(23%)
Prior 7-Day Average
$1.56M
Calls:
$1.20M
(77%)
Puts:
$363.3K
(23%)
Current vs Prior 7-Day Avg
-3.94%
Calls:
-17.37%
Puts:
+40.26%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (11/06)
0.38
Prior (11/05)
0.36
Current vs Prior
+7.41%
Prior 7-Day Average
1.19
Current vs Prior 7-Day Avg
-67.90%
Sentiment
BULLISH
Open Interest
Detail
Current (11/06)
14,717
Calls:
9,335
(63%)
Puts:
5,382
(37%)
Prior (11/05)
16,492
Calls:
10,387
(63%)
Puts:
6,105
(37%)
Current vs Prior
-10.76%
Prior 7-Day Total
100,065
Calls:
68,747
(69%)
Puts:
31,318
(31%)
Prior 7-Day Average
14,295
Calls:
9,821
(69%)
Puts:
4,474
(31%)
Current vs Prior 7-Day Avg
+2.95%
Sentiment
BEARISH
Expected Move
Detail
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current
4.31% | 6.44%4.31% | 6.44%
Prior
4.37% | 6.59%4.37% | 6.59%
Current vs Prior
-1.32% | -2.34%-1.32% | -2.35%
Prior 7-Day Avg
4.62% | 6.63%4.62% | 6.63%
Current vs 7-Day Avg
-6.52% | -2.85%-6.53% | -2.85%
Prior 7-Day Eod
4.37% | 6.59%4.37% | 6.59%
Current vs 7-Day Eod
-1.32% | -2.34%-1.32% | -2.35%
Sentiment
BULLISHBULLISH
Relative Spread
Detail
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
Add Card
AI Insights
Moderately bullish flow with 66% call dollar volume ($988.6K). Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 67% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (844 calls vs 322 puts).
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
BULLISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
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
844
Total Puts
322
Put/Call Ratio
0.38
Net Difference
522
Prior's Put/Call Breakdown
Total Calls
2,576
Total Puts
915
Put/Call Ratio
0.36
Net Difference
1,661
Prior 7-Day Put/Call Summary
Total Calls
4,665
Total Puts
3,527
Average Put/Call Ratio
1.19
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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