Tour v366
TRV
TRAVELERS COS INC
$368.50 -0.13%
$369.00 (+0.14%)🌙
as of 07/20 07:11 PM
7/20 19:11

Option Volume

Detail
Current (07/20) 1,413
Calls: 765 (54%)
Puts: 648 (46%)
Prior (07/17) 5,586
Calls: 3,933 (70%)
Puts: 1,653 (30%)
Current vs Prior -74.70%
Calls: -80.55% (Calls)
Puts: -60.80% (Puts)
Prior 7-Day Total 13,888
Calls: 8,208 (59%)
Puts: 5,680 (41%)
Prior 7-Day Average 1,984
Calls: 1,172 (59%)
Puts: 811 (41%)
Current vs Prior 7-Day Avg -28.78%
Calls: -34.76%
Puts: -20.14%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $1.42M
Calls: $1.07M (75%)
Puts: $354.7K (25%)
Prior (07/17) $6.68M
Calls: $6.11M (92%)
Puts: $564.2K (8%)
Current vs Prior -78.72%
Calls: -82.56%
Puts: -37.12%
Prior 7-Day Total $11.57M
Calls: $9.91M (86%)
Puts: $1.66M (14%)
Prior 7-Day Average $1.65M
Calls: $1.42M (86%)
Puts: $237.6K (14%)
Current vs Prior 7-Day Avg -14.07%
Calls: -24.71%
Puts: +49.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.85
Prior (07/17) 0.42
Current vs Prior +101.54%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg -33.41%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 4,448
Calls: 2,933 (66%)
Puts: 1,515 (34%)
Prior (07/17) 19,204
Calls: 11,697 (61%)
Puts: 7,507 (39%)
Current vs Prior -76.84%
Prior 7-Day Total 76,444
Calls: 53,585 (70%)
Puts: 22,859 (30%)
Prior 7-Day Average 10,920
Calls: 7,655 (70%)
Puts: 3,265 (30%)
Current vs Prior 7-Day Avg -59.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.07% | 8.82%
Prior 7.15% | 8.86%
Current vs Prior -1.20% | -0.48%
Prior 7-Day Avg 5.40% | 7.99%
Current vs 7-Day Avg +30.83% | +10.41%
Prior 7-Day Eod 7.15% | 8.86%
Current vs 7-Day Eod -1.20% | -0.48%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 43.27% | 11.46%
Calls: 48.00% | 10.68%
Puts: 38.53% | 12.24%
Prior 43.27% | 11.46%
Calls: 48.00% | 10.68%
Puts: 38.53% | 12.24%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 41.78% | 8.90%
Calls: 33.14% | 9.35%
Puts: 50.40% | 8.45%
Current vs 7-Day Avg +3.57% | +28.76%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($1.07M) vs puts ($354.7K). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 75% vs prior. P/C ratio rising 102% - increased hedging/bearish positioning.

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 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 4 of results (avg 6.8%, best 4.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2130.9032.40$31.654.7%130.87197
$330.00Aug 2139.4042.30$40.857.1%60.92--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2130.6033.00$31.807.5%20.8811
$380.00Aug 2115.1016.30$15.707.6%30.66--

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. 8 found (avg delta 0.76, highest 0.92)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2139.4042.30$40.857.1%60.92--
$340.00Aug 2130.9032.40$31.654.7%130.87197
$350.00Aug 2122.3025.00$23.6511.4%120.78877
$360.00Aug 2115.2016.90$16.0510.6%610.66222
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2130.6033.00$31.807.5%20.8811
$390.00Aug 2121.3023.70$22.5010.7%60.79--
$380.00Aug 2115.1016.30$15.707.6%30.66--
$370.00Aug 219.2010.80$10.0016.0%390.5042

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 699, top 173)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 211.301.75$1.5329.4%710.13483
$360.00Aug 2115.2016.90$16.0510.6%610.66222
$380.00Aug 215.106.40$5.7522.6%590.35105
$370.00Aug 219.5011.10$10.3015.5%310.50133
$390.00Aug 212.353.60$2.9841.9%230.2255
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 210.150.80$0.48135.4%1730.04213
$360.00Aug 215.306.40$5.8518.8%850.3421
$350.00Aug 213.204.00$3.6022.2%540.2282
$370.00Aug 219.2010.80$10.0016.0%390.5042
$310.00Aug 210.150.50$0.33106.1%140.0356

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. 13 found (best R:R 65.67, avg 11.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$410.00$420.00Aug 21$0.43$9.57$0.4322.26$410.43
$400.00$410.00Aug 21$0.85$9.15$0.8510.76$400.85
$390.00$400.00Aug 21$1.45$8.55$1.455.90$391.45
$380.00$390.00Aug 21$2.77$7.23$2.772.61$382.77
$370.00$380.00Aug 21$4.55$5.45$4.551.20$374.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Aug 21$0.15$9.85$0.1565.67$319.85
$330.00$320.00Aug 21$0.67$9.33$0.6713.93$329.33
$340.00$330.00Aug 21$0.88$9.12$0.8810.36$339.12
$350.00$340.00Aug 21$1.57$8.43$1.575.37$348.43
$360.00$350.00Aug 21$2.25$7.75$2.253.44$357.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 13.29, avg 2.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$340.00Aug 21$9.20$9.20$0.8011.50$339.20
$340.00$350.00Aug 21$8.00$8.00$2.004.00$348.00
$350.00$360.00Aug 21$7.60$7.60$2.403.17$357.60
$360.00$370.00Aug 21$5.75$5.75$4.251.35$365.75
$370.00$380.00Aug 21$4.55$4.55$5.450.83$374.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$390.00Aug 21$9.30$9.30$0.7013.29$390.70
$390.00$380.00Aug 21$6.80$6.80$3.202.13$383.20
$380.00$370.00Aug 21$5.70$5.70$4.301.33$374.30
$370.00$360.00Aug 21$4.15$4.15$5.850.71$365.85
$360.00$350.00Aug 21$2.25$2.25$7.750.29$357.75

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. 8 found (cheapest 5.51% of stock, avg 7.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$10.30$10.00$20.30$349.70$390.305.51%
$380.00Aug 21$5.75$15.70$21.45$358.55$401.455.82%
$360.00Aug 21$16.05$5.85$21.90$338.10$381.905.94%
$390.00Aug 21$2.98$22.50$25.48$364.52$415.486.91%
$350.00Aug 21$23.65$3.60$27.25$322.75$377.257.39%
$400.00Aug 21$1.53$31.80$33.33$366.67$433.339.04%
$340.00Aug 21$31.65$2.03$33.68$306.32$373.689.14%
$330.00Aug 21$40.85$1.15$42.00$288.00$372.0011.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.50% of stock, avg 2.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$330.00Aug 21$0.68$1.15$1.83$328.17$411.83
$400.00$330.00Aug 21$1.53$1.15$2.68$327.32$402.68
$410.00$340.00Aug 21$0.68$2.03$2.71$337.29$412.71
$400.00$340.00Aug 21$1.53$2.03$3.56$336.44$403.56
$390.00$330.00Aug 21$2.98$1.15$4.13$325.87$394.13
$410.00$350.00Aug 21$0.68$3.60$4.28$345.72$414.28
$390.00$340.00Aug 21$2.98$2.03$5.01$334.99$395.01
$400.00$350.00Aug 21$1.53$3.60$5.13$344.87$405.13
$410.00$360.00Aug 21$0.68$5.85$6.53$353.47$416.53
$390.00$350.00Aug 21$2.98$3.60$6.58$343.42$396.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 45 found (best R:R 36.04, avg credit $4.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
390/400410/420Aug 21$9.73$0.2736.04$390.27$419.73
310/320330/340Aug 21$9.35$0.6514.38$310.65$339.35
320/330340/350Aug 21$8.67$1.336.52$321.33$348.67
330/340350/360Aug 21$8.48$1.525.58$331.52$358.48
320/330350/360Aug 21$8.27$1.734.78$321.73$358.27
310/320340/350Aug 21$8.15$1.854.41$311.85$348.15
310/320350/360Aug 21$7.75$2.253.44$312.25$357.75
380/390400/410Aug 21$7.65$2.353.26$382.35$407.65
340/350360/370Aug 21$7.32$2.682.73$342.68$367.32
380/390410/420Aug 21$7.23$2.772.61$382.77$417.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 46.62, cheapest $0.21)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.40$9.6024.00
$400.00$410.00$420.00Aug 21$0.42$9.5822.81
$390.00$400.00$410.00Aug 21$0.60$9.4015.67
$410.00$420.00$430.00Aug 21$0.61$9.3915.39
$330.00$340.00$350.00Aug 21$1.20$8.807.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.21$9.7946.62
$300.00$310.00$320.00Aug 21$0.22$9.7844.45
$310.00$320.00$330.00Aug 21$0.52$9.4818.23
$340.00$350.00$360.00Aug 21$0.68$9.3213.71
$330.00$340.00$350.00Aug 21$0.69$9.3113.49

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.08, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Aug 21-$0.08$9.92
$380.00$390.001:2Aug 21-$0.21$9.79
$420.00$430.001:2Aug 21-$0.61$9.39
$370.00$380.001:2Aug 21-$1.20$8.80
$360.00$370.001:2Aug 21-$4.55$5.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Aug 21-$0.18$9.82
$340.00$330.001:2Aug 21-$0.27$9.73
$350.00$340.001:2Aug 21-$0.46$9.54
$310.00$300.001:2Aug 21-$0.47$9.53
$360.00$350.001:2Aug 21-$1.35$8.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.58%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Aug 21$9.500.500.4%2.58%2.99%31133
$380.00Aug 21$5.100.353.1%1.38%4.50%59105
$390.00Aug 21$2.350.225.8%0.64%6.47%2355
$400.00Aug 21$1.300.138.6%0.35%8.90%71483
$410.00Aug 21$0.350.0611.3%0.09%11.36%134

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 765
Total Puts 648
Put/Call Ratio 0.85
Net Difference 117

Prior's Put/Call Breakdown

Total Calls 3,933
Total Puts 1,653
Put/Call Ratio 0.42
Net Difference 2,280

Prior 7-Day Put/Call Summary

Total Calls 8,208
Total Puts 5,680
Average Put/Call Ratio 1.27
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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