Tour v536
CB
CHUBB LTD
$365.02 -1.78%
◀ 11/6 18:15

Option Volume

Detail
ℹ
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
ℹ
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
ℹ
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
ℹ
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
ℹ
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
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 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

📈 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 3 of results (avg 9.1%, best 8.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Nov 2030.3033.20$31.759.1%10.89--
$335.00Dec 1831.8035.00$33.409.6%30.8948
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Nov 2028.2030.70$29.458.5%400.86--

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. 15 found (avg delta 0.74, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Nov 2030.3033.20$31.759.1%10.89--
$335.00Dec 1831.8035.00$33.409.6%30.8948
$345.00Nov 2020.7023.10$21.9011.0%110.88352
$350.00Nov 2016.2018.80$17.5014.9%30.82154
$355.00Nov 2011.9015.10$13.5023.7%20.73--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Nov 2018.6021.50$20.0514.5%490.902
$390.00Nov 2022.9026.00$24.4512.7%510.892
$395.00Nov 2028.2030.70$29.458.5%400.86--
$380.00Nov 2014.0017.20$15.6020.5%10.8142
$375.00Dec 1813.5016.50$15.0020.0%10.62--

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 943, top 306)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Dec 1810.6012.00$11.3012.4%3060.50352
$360.00Nov 208.4010.80$9.6025.0%2240.64371
$370.00Dec 188.2011.00$9.6029.2%720.44798
$400.00Dec 181.001.70$1.3551.9%330.1176
$360.00Dec 1813.6015.30$14.4511.8%170.58--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2022.9026.00$24.4512.7%510.892
$385.00Nov 2018.6021.50$20.0514.5%490.902
$395.00Nov 2028.2030.70$29.458.5%400.86--
$335.00Dec 181.702.00$1.8516.2%260.13101
$335.00Nov 200.052.90$1.48192.6%150.111.6K

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 7.0%, max 10.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Nov 20Dec 1821.5%19.6%10.1%241371
$365.00Nov 20Dec 1821.8%20.7%5.3%312864
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Nov 20Dec 1824.3%22.6%7.4%4234
$365.00Nov 20Dec 1821.8%20.7%5.3%1685

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 1.35, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$365.00$370.00Dec 18$1.70$3.30$1.7050%1.94$366.70
$360.00$365.00Nov 20$2.70$2.30$2.7064%0.85$362.70
$385.00$390.00Dec 18$0.90$4.10$0.9024%4.56$385.90
$375.00$380.00Nov 20$0.95$4.05$0.9528%4.26$375.95
$375.00$380.00Dec 18$1.60$3.40$1.6038%2.13$376.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$375.00$365.00Dec 18$4.25$5.75$4.2562%1.35$370.75
$360.00$355.00Nov 20$0.77$4.23$0.7736%5.49$359.23
$340.00$335.00Nov 20$0.12$4.88$0.1213%40.67$339.88
$355.00$350.00Dec 18$1.30$3.70$1.3035%2.85$353.70
$365.00$355.00Dec 18$4.10$5.90$4.1050%1.44$360.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 0.15, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$385.00Dec 18$2.25$2.25$2.7568%0.82$382.25
$370.00$375.00Nov 20$1.95$1.95$3.0560%0.64$371.95
$380.00$385.00Nov 20$0.92$0.92$4.0881%0.23$380.92
$390.00$395.00Dec 18$0.92$0.92$4.0881%0.23$390.92
$395.00$400.00Dec 18$0.58$0.58$4.4286%0.13$395.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$325.00Nov 20$1.30$1.30$8.7089%0.15$333.70
$350.00$340.00Dec 18$2.70$2.70$7.3071%0.37$347.30
$355.00$350.00Nov 20$1.33$1.33$3.6773%0.36$353.67
$365.00$360.00Nov 20$2.25$2.25$2.7552%0.82$362.75
$340.00$335.00Dec 18$0.80$0.80$4.2083%0.19$339.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.75, cheapest $4.85)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Nov 20Dec 18$4.8521.5%19.6%
$365.00Nov 20Dec 18$4.4021.8%20.7%
$370.00Nov 20Dec 18$5.0523.2%25.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Nov 20Dec 18$4.7021.8%20.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.55% of stock, avg 5.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$365.00Nov 20$6.90$6.05$12.95$352.05$377.953.55%
$360.00Nov 20$9.60$3.80$13.40$346.60$373.403.67%
$370.00Nov 20$4.55$8.85$13.40$356.60$383.403.67%
$355.00Nov 20$13.50$3.03$16.53$338.47$371.534.53%
$380.00Nov 20$1.65$15.60$17.25$362.75$397.254.73%
$350.00Nov 20$17.50$1.70$19.20$330.80$369.205.26%
$385.00Nov 20$0.73$20.05$20.78$364.22$405.785.69%
$365.00Dec 18$11.30$10.75$22.05$342.95$387.056.04%
$375.00Dec 18$7.60$15.00$22.60$352.40$397.606.19%
$345.00Nov 20$21.90$1.05$22.95$322.05$367.956.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.64% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$340.00Nov 20$0.73$1.60$2.33$337.67$387.33
$385.00$350.00Nov 20$0.73$1.70$2.43$347.57$387.43
$380.00$350.00Nov 20$1.65$1.70$3.35$346.65$383.35
$380.00$340.00Nov 20$1.65$1.60$3.25$336.75$383.25
$385.00$355.00Nov 20$0.73$3.03$3.76$351.24$388.76
$375.00$350.00Nov 20$2.60$1.70$4.30$345.70$379.30
$375.00$340.00Nov 20$2.60$1.60$4.20$335.80$379.20
$380.00$355.00Nov 20$1.65$3.03$4.68$350.32$384.68
$375.00$355.00Nov 20$2.60$3.03$5.63$349.37$380.63
$385.00$360.00Nov 20$0.73$3.80$4.53$355.47$389.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 1.56, avg credit $2.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
335/340380/385Dec 18$3.05$1.9551%1.56$336.95$383.05
350/355380/385Nov 20$2.25$2.7554%0.82$352.75$382.25
335/340390/395Dec 18$1.72$3.2864%0.52$338.28$391.72
335/340395/400Dec 18$1.38$3.6268%0.38$338.62$396.38
345/350380/385Nov 20$1.57$3.4363%0.46$348.43$381.57
335/340385/390Dec 18$1.70$3.3059%0.52$338.30$386.70
350/355375/380Nov 20$2.28$2.7245%0.84$352.72$377.28
335/340380/385Nov 20$1.04$3.9668%0.26$338.96$381.04
345/350375/380Nov 20$1.60$3.4054%0.47$348.40$376.60
325/335380/385Nov 20$2.22$7.7870%0.29$332.78$382.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 65.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$355.00$360.00Nov 20$0.10$4.9018%49.00
$360.00$365.00$370.00Nov 20$0.35$4.6525%13.29
$365.00$370.00$375.00Nov 20$0.40$4.6024%11.50
$345.00$350.00$355.00Nov 20$0.40$4.6015%11.50
$370.00$375.00$380.00Dec 18$0.40$4.6012%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$365.00$375.00Dec 18$0.15$9.8527%65.67
$360.00$365.00$370.00Nov 20$0.55$4.4525%8.09
$345.00$350.00$355.00Nov 20$0.68$4.3215%6.35
$385.00$390.00$395.00Nov 20$0.60$4.404%7.33
$355.00$360.00$365.00Nov 20$1.48$3.5221%2.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-2.10, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$375.001:2Nov 20-$0.65$4.35
$375.00$380.001:2Nov 20-$0.70$4.30
$365.00$370.001:2Nov 20-$2.20$2.80
$380.00$385.001:2Dec 18-$1.50$3.50
$395.00$400.001:2Dec 18-$0.77$4.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$370.001:2Nov 20-$2.10$7.90
$365.00$355.001:2Dec 18-$2.55$7.45
$355.00$350.001:2Nov 20-$0.37$4.63
$365.00$360.001:2Nov 20-$1.55$3.45
$350.00$345.001:2Nov 20-$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.25%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Dec 18$8.200.441.4%2.25%3.61%72798
$375.00Dec 18$6.200.382.7%1.70%4.43%11--
$380.00Dec 18$4.600.324.1%1.26%5.36%1192
$385.00Dec 18$3.400.245.5%0.93%6.41%16--
$390.00Dec 18$2.200.196.8%0.60%7.45%1--
$370.00Nov 20$4.000.401.4%1.10%2.46%41.8K
$395.00Dec 18$1.500.148.2%0.41%8.62%2--
$400.00Dec 18$1.000.119.6%0.27%9.86%3376
$375.00Nov 20$1.800.282.7%0.49%3.23%4543
$380.00Nov 20$1.000.194.1%0.27%4.38%61.8K

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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Chart Title

Price — Past 7 Days

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