Tour v374
CB
CHUBB LTD
$354.13 +0.45%
7/21 14:05

Option Volume

Detail
Current (07/21 2:05pm) 1,388
Calls: 655 (47%)
Puts: 733 (53%)
Prior (07/20) 838
Calls: 537 (64%)
Puts: 301 (36%)
Current vs Prior +65.63%
Calls: +21.97% (Calls)
Puts: +143.52% (Puts)
Prior 7-Day Total 3,330
Calls: 2,089 (63%)
Puts: 1,241 (37%)
Prior 7-Day Average 1,110
Calls: 298 (63%)
Puts: 177 (37%)
Current vs Prior 7-Day Avg +25.05%
Calls: +119.48%
Puts: +313.46%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21 2:05pm) $1.14M
Calls: $689.0K (60%)
Puts: $455.3K (40%)
Prior (07/20) $804.7K
Calls: $492.6K (61%)
Puts: $312.2K (39%)
Current vs Prior +42.20%
Calls: +39.88%
Puts: +45.84%
Prior 7-Day Total $2.33M
Calls: $1.55M (66%)
Puts: $782.0K (34%)
Prior 7-Day Average $777.2K
Calls: $221.3K (66%)
Puts: $111.7K (34%)
Current vs Prior 7-Day Avg +47.24%
Calls: +211.29%
Puts: +307.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 2:05pm) 1.12
Prior (07/20) 0.56
Current vs Prior +99.65%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +102.64%
Sentiment BEARISH

Open Interest

Detail
Current (07/21 2:05pm) 33,410
Calls: 20,518 (61%)
Puts: 12,892 (39%)
Prior (07/20) 32,624
Calls: 19,993 (61%)
Puts: 12,631 (39%)
Current vs Prior +2.41%
Prior 7-Day Total 84,852
Calls: 53,377 (63%)
Puts: 31,475 (37%)
Prior 7-Day Average 28,284
Calls: 17,792 (63%)
Puts: 10,491 (37%)
Current vs Prior 7-Day Avg +18.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.14% | 8.60%
Prior 5.64% | 7.53%
Current vs Prior +26.70% | +14.22%
Prior 7-Day Avg 6.18% | 7.92%
Current vs 7-Day Avg +15.56% | +8.50%
Prior 7-Day Eod 5.64% | 7.53%
Current vs 7-Day Eod +26.70% | +14.22%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Prior 16.42% | 11.19%
Calls: 14.12% | 9.05%
Puts: 18.72% | 13.33%
Current vs Prior -18.33% | -45.93%
Prior 7-Day Avg 12.82% | 10.49%
Calls: 11.18% | 11.04%
Puts: 14.46% | 9.95%
Current vs 7-Day Avg +4.60% | -42.33%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($689.0K). Above-average activity with volume up 66% vs prior. Slightly bearish P/C ratio of 1.12. P/C ratio rising 100% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 14 of results (avg 7.4%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2154.9057.80$56.355.1%11.0017
$290.00Aug 2164.0067.60$65.805.5%--1.0027
$350.00Aug 2113.5014.30$13.905.8%250.57544
$305.00Aug 2150.0053.00$51.505.8%--0.9519
$340.00Aug 2119.7020.90$20.305.9%80.71411
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2144.0047.50$45.757.7%10.90--
$375.00Aug 2122.4024.30$23.358.1%20.76--

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. 17 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2164.0067.60$65.805.5%--1.0027
$300.00Aug 2154.9057.80$56.355.1%11.0017
$305.00Aug 2150.0053.00$51.505.8%--0.9519
$310.00Aug 2144.6048.20$46.407.8%--0.9416
$315.00Aug 2139.9043.60$41.758.9%--0.9314
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2144.0047.50$45.757.7%10.90--
$375.00Aug 2122.4024.30$23.358.1%20.76--
$370.00Aug 2118.4020.40$19.4010.3%50.7171
$360.00Aug 2111.8013.90$12.8516.3%--0.57158
$355.00Aug 2110.2012.60$11.4021.1%710.50159

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 905, top 207)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 213.504.30$3.9020.5%2070.241.6K
$355.00Aug 2110.5011.30$10.907.3%980.491.6K
$365.00Aug 215.806.90$6.3517.3%330.35289
$360.00Aug 218.409.20$8.809.1%320.43549
$390.00Aug 211.051.65$1.3544.4%260.1158
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 210.751.20$0.9845.9%920.07213
$325.00Aug 211.802.20$2.0020.0%710.1449
$355.00Aug 2110.2012.60$11.4021.1%710.50159
$350.00Aug 217.708.90$8.3014.5%430.43133
$335.00Aug 213.303.80$3.5514.1%290.2394

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 65.67, avg 10.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$405.00$415.00Aug 21$0.15$9.85$0.1565.67$405.15
$400.00$405.00Aug 21$0.17$4.83$0.1728.41$400.17
$390.00$395.00Aug 21$0.20$4.80$0.2024.00$390.20
$385.00$390.00Aug 21$0.45$4.55$0.4510.11$385.45
$380.00$385.00Aug 21$0.75$4.25$0.755.67$380.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$310.00Aug 21$0.13$4.87$0.1337.46$314.87
$310.00$305.00Aug 21$0.22$4.78$0.2221.73$309.78
$305.00$300.00Aug 21$0.23$4.77$0.2320.74$304.77
$295.00$290.00Aug 21$0.28$4.72$0.2816.86$294.72
$325.00$320.00Aug 21$0.37$4.63$0.3712.51$324.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 32.33, avg 3.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$305.00Aug 21$4.85$4.85$0.1532.33$304.85
$290.00$300.00Aug 21$9.45$9.45$0.5517.18$299.45
$310.00$315.00Aug 21$4.65$4.65$0.3513.29$314.65
$320.00$325.00Aug 21$4.65$4.65$0.3513.29$324.65
$315.00$320.00Aug 21$4.40$4.40$0.607.33$319.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$375.00Aug 21$22.40$22.40$2.608.62$377.60
$375.00$370.00Aug 21$3.95$3.95$1.053.76$371.05
$370.00$360.00Aug 21$6.55$6.55$3.451.90$363.45
$355.00$350.00Aug 21$3.10$3.10$1.901.63$351.90
$350.00$345.00Aug 21$1.85$1.85$3.150.59$348.15

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 6.11% of stock, avg 10.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Aug 21$8.80$12.85$21.65$338.35$381.656.11%
$350.00Aug 21$13.90$8.30$22.20$327.80$372.206.27%
$355.00Aug 21$10.90$11.40$22.30$332.70$377.306.30%
$345.00Aug 21$16.70$6.45$23.15$321.85$368.156.54%
$370.00Aug 21$4.90$19.40$24.30$345.70$394.306.86%
$340.00Aug 21$20.30$4.90$25.20$314.80$365.207.12%
$375.00Aug 21$3.90$23.35$27.25$347.75$402.257.69%
$335.00Aug 21$24.60$3.55$28.15$306.85$363.157.95%
$330.00Aug 21$27.80$2.68$30.48$299.52$360.488.61%
$325.00Aug 21$32.70$2.00$34.70$290.30$359.709.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.86% of stock, avg 3.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$330.00Aug 21$3.90$2.68$6.58$323.42$381.58
$375.00$335.00Aug 21$3.90$3.55$7.45$327.55$382.45
$370.00$330.00Aug 21$4.90$2.68$7.58$322.42$377.58
$370.00$335.00Aug 21$4.90$3.55$8.45$326.55$378.45
$375.00$340.00Aug 21$3.90$4.90$8.80$331.20$383.80
$365.00$330.00Aug 21$6.35$2.68$9.03$320.97$374.03
$370.00$340.00Aug 21$4.90$4.90$9.80$330.20$379.80
$365.00$335.00Aug 21$6.35$3.55$9.90$325.10$374.90
$375.00$345.00Aug 21$3.90$6.45$10.35$334.65$385.35
$365.00$340.00Aug 21$6.35$4.90$11.25$328.75$376.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 40.67, avg credit $4.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/305310/315Aug 21$4.88$0.1240.67$300.12$314.88
300/305320/325Aug 21$4.88$0.1240.67$300.12$324.88
305/310320/325Aug 21$4.87$0.1337.46$305.13$324.87
310/315320/325Aug 21$4.78$0.2221.73$310.22$324.78
290/295315/320Aug 21$4.68$0.3214.62$290.32$319.68
320/325335/340Aug 21$4.67$0.3314.15$320.33$339.67
300/305315/320Aug 21$4.63$0.3712.51$300.37$319.63
305/310315/320Aug 21$4.62$0.3812.16$305.38$319.62
290/295335/340Aug 21$4.58$0.4210.90$290.42$339.58
300/305335/340Aug 21$4.53$0.479.64$300.47$339.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 25.32, cheapest $0.19)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Aug 21$0.25$4.7519.00
$385.00$390.00$395.00Aug 21$0.25$4.7519.00
$380.00$385.00$390.00Aug 21$0.30$4.7015.67
$305.00$310.00$315.00Aug 21$0.45$4.5510.11
$365.00$370.00$375.00Aug 21$0.45$4.5510.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$325.00$330.00$335.00Aug 21$0.19$4.8125.32
$335.00$340.00$345.00Aug 21$0.20$4.8024.00
$340.00$345.00$350.00Aug 21$0.30$4.7015.67
$285.00$290.00$295.00Aug 21$0.31$4.6915.13
$320.00$325.00$330.00Aug 21$0.31$4.6915.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.95, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$405.00$415.001:2Aug 21-$1.03$8.97
$385.00$390.001:2Aug 21-$0.90$4.10
$390.00$395.001:2Aug 21-$0.95$4.05
$380.00$385.001:2Aug 21-$1.05$3.95
$400.00$405.001:2Aug 21-$1.16$3.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$375.001:2Aug 21-$0.95$24.05
$305.00$300.001:2Aug 21-$0.17$4.83
$290.00$285.001:2Aug 21-$0.31$4.69
$320.00$315.001:2Aug 21-$0.33$4.67
$310.00$305.001:2Aug 21-$0.41$4.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.97%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$10.500.490.2%2.97%3.21%981.6K
$360.00Aug 21$8.400.431.7%2.37%4.03%32549
$365.00Aug 21$5.800.353.1%1.64%4.71%33289
$370.00Aug 21$4.600.294.5%1.30%5.78%15258
$375.00Aug 21$3.500.245.9%0.99%6.88%2071.6K
$380.00Aug 21$2.250.187.3%0.64%7.94%23220
$385.00Aug 21$1.400.148.7%0.40%9.11%574
$390.00Aug 21$1.050.1110.1%0.30%10.43%2658
$395.00Aug 21$0.900.0911.5%0.25%11.80%12
$400.00Aug 21$0.400.1012.9%0.11%13.07%29

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 655
Total Puts 733
Put/Call Ratio 1.12
Net Difference -78

Prior's Put/Call Breakdown

Total Calls 537
Total Puts 301
Put/Call Ratio 0.56
Net Difference 236

Prior 7-Day Put/Call Summary

Total Calls 2,089
Total Puts 1,241
Average Put/Call Ratio 0.55
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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