Tour v381
TRV
TRAVELERS COS INC
$369.63 +0.31%
$372.39 (+0.75%)🌙
as of 07/21 07:09 PM
7/21 19:09

Option Volume

Detail
Current (07/21) 1,439
Calls: 657 (46%)
Puts: 782 (54%)
Prior (07/20) 1,413
Calls: 765 (54%)
Puts: 648 (46%)
Current vs Prior +1.84%
Calls: -14.12% (Calls)
Puts: +20.68% (Puts)
Prior 7-Day Total 14,383
Calls: 8,841 (61%)
Puts: 5,542 (39%)
Prior 7-Day Average 2,054
Calls: 1,263 (61%)
Puts: 791 (39%)
Current vs Prior 7-Day Avg -29.97%
Calls: -47.98%
Puts: -1.23%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $1.19M
Calls: $581.5K (49%)
Puts: $604.6K (51%)
Prior (07/20) $1.42M
Calls: $1.07M (75%)
Puts: $354.7K (25%)
Current vs Prior -16.52%
Calls: -45.45%
Puts: +70.44%
Prior 7-Day Total $12.58M
Calls: $10.80M (86%)
Puts: $1.78M (14%)
Prior 7-Day Average $1.80M
Calls: $1.54M (86%)
Puts: $254.1K (14%)
Current vs Prior 7-Day Avg -34.01%
Calls: -62.32%
Puts: +137.96%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 1.19
Prior (07/20) 0.85
Current vs Prior +40.52%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg +75.36%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 6,064
Calls: 4,567 (75%)
Puts: 1,497 (25%)
Prior (07/20) 4,448
Calls: 2,933 (66%)
Puts: 1,515 (34%)
Current vs Prior +36.33%
Prior 7-Day Total 75,908
Calls: 53,141 (70%)
Puts: 22,767 (30%)
Prior 7-Day Average 10,844
Calls: 7,591 (70%)
Puts: 3,252 (30%)
Current vs Prior 7-Day Avg -44.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.79% | 8.59%
Prior 7.07% | 8.82%
Current vs Prior -3.94% | -2.61%
Prior 7-Day Avg 5.61% | 8.10%
Current vs 7-Day Avg +21.11% | +6.03%
Prior 7-Day Eod 7.07% | 8.82%
Current vs 7-Day Eod -3.94% | -2.61%
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 41.49% | 9.38%
Calls: 35.18% | 9.78%
Puts: 47.80% | 8.98%
Current vs 7-Day Avg +4.28% | +22.16%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.19. P/C ratio rising 41% - increased hedging/bearish positioning. Call-heavy open interest (4,567 calls vs 1,497 puts) suggests bullish positioning. Rising open interest (up 36%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 11 of results (avg 6.4%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2169.0071.90$70.454.1%10.98--
$310.00Aug 2159.8062.40$61.104.3%10.987
$330.00Aug 2140.5042.60$41.555.1%70.93160
$320.00Aug 2149.9052.60$51.255.3%60.9631
$370.00Aug 219.5010.20$9.857.1%340.51145
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 218.809.20$9.004.4%1380.4962
$380.00Aug 2114.5015.80$15.158.6%20.655
$350.00Aug 212.753.00$2.888.7%1730.2096

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. 10 found (avg delta 0.82, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2169.0071.90$70.454.1%10.98--
$310.00Aug 2159.8062.40$61.104.3%10.987
$320.00Aug 2149.9052.60$51.255.3%60.9631
$330.00Aug 2140.5042.60$41.555.1%70.93160
$340.00Aug 2131.0033.30$32.157.2%30.88194
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 2121.3023.70$22.5010.7%10.79--
$380.00Aug 2114.5015.80$15.158.6%20.655

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 798, top 173)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 212.303.10$2.7029.6%1170.2170
$400.00Aug 211.201.55$1.3825.4%1110.12469
$380.00Aug 214.805.80$5.3018.9%660.35141
$370.00Aug 219.5010.20$9.857.1%340.51145
$360.00Aug 2115.5016.70$16.107.5%150.68244
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 212.753.00$2.888.7%1730.2096
$370.00Aug 218.809.20$9.004.4%1380.4962
$340.00Aug 211.401.75$1.5822.2%350.12119
$360.00Aug 214.805.40$5.1011.8%300.3361
$300.00Aug 210.050.35$0.20150.0%200.01133

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. 12 found (best R:R 65.67, avg 11.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$420.00Aug 21$1.18$18.82$1.1815.95$401.18
$390.00$400.00Aug 21$1.32$8.68$1.326.58$391.32
$380.00$390.00Aug 21$2.60$7.40$2.602.85$382.60
$370.00$380.00Aug 21$4.55$5.45$4.551.20$374.55
$360.00$370.00Aug 21$6.25$3.75$6.250.60$366.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$300.00Aug 21$0.30$19.70$0.3065.67$319.70
$330.00$320.00Aug 21$0.40$9.60$0.4024.00$329.60
$340.00$330.00Aug 21$0.68$9.32$0.6813.71$339.32
$350.00$340.00Aug 21$1.30$8.70$1.306.69$348.70
$360.00$350.00Aug 21$2.22$7.78$2.223.50$357.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 65.67, avg 7.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$320.00Aug 21$9.85$9.85$0.1565.67$319.85
$320.00$330.00Aug 21$9.70$9.70$0.3032.33$329.70
$330.00$340.00Aug 21$9.40$9.40$0.6015.67$339.40
$300.00$310.00Aug 21$9.35$9.35$0.6514.38$309.35
$340.00$350.00Aug 21$8.50$8.50$1.505.67$348.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$390.00$380.00Aug 21$7.35$7.35$2.652.77$382.65
$380.00$370.00Aug 21$6.15$6.15$3.851.60$373.85
$370.00$360.00Aug 21$3.90$3.90$6.100.64$366.10
$360.00$350.00Aug 21$2.22$2.22$7.780.29$357.78
$350.00$340.00Aug 21$1.30$1.30$8.700.15$348.70

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. 9 found (cheapest 5.10% of stock, avg 9.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$9.85$9.00$18.85$351.15$388.855.10%
$380.00Aug 21$5.30$15.15$20.45$359.55$400.455.53%
$360.00Aug 21$16.10$5.10$21.20$338.80$381.205.74%
$390.00Aug 21$2.70$22.50$25.20$364.80$415.206.82%
$350.00Aug 21$23.65$2.88$26.53$323.47$376.537.18%
$340.00Aug 21$32.15$1.58$33.73$306.27$373.739.13%
$330.00Aug 21$41.55$0.90$42.45$287.55$372.4511.48%
$320.00Aug 21$51.25$0.50$51.75$268.25$371.7514.00%
$300.00Aug 21$70.45$0.20$70.65$229.35$370.6519.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.62% of stock, avg 1.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$400.00$330.00Aug 21$1.38$0.90$2.28$327.72$402.28
$400.00$340.00Aug 21$1.38$1.58$2.96$337.04$402.96
$390.00$330.00Aug 21$2.70$0.90$3.60$326.40$393.60
$400.00$350.00Aug 21$1.38$2.88$4.26$345.74$404.26
$390.00$340.00Aug 21$2.70$1.58$4.28$335.72$394.28
$390.00$350.00Aug 21$2.70$2.88$5.58$344.42$395.58
$380.00$330.00Aug 21$5.30$0.90$6.20$323.80$386.20
$400.00$360.00Aug 21$1.38$5.10$6.48$353.52$406.48
$380.00$340.00Aug 21$5.30$1.58$6.88$333.12$386.88
$390.00$360.00Aug 21$2.70$5.10$7.80$352.20$397.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 8.09, avg credit $5.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
320/330340/350Aug 21$8.90$1.108.09$321.10$348.90
330/340350/360Aug 21$8.23$1.774.65$331.77$358.23
320/330350/360Aug 21$7.95$2.053.88$322.05$357.95
340/350360/370Aug 21$7.55$2.453.08$342.45$367.55
370/380390/400Aug 21$7.47$2.532.95$372.53$397.47
330/340360/370Aug 21$6.93$3.072.26$333.07$366.93
350/360370/380Aug 21$6.77$3.232.10$353.23$376.77
320/330360/370Aug 21$6.65$3.351.99$323.35$366.65
360/370380/390Aug 21$6.50$3.501.86$363.50$386.50
340/350370/380Aug 21$5.85$4.151.41$344.15$375.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Aug 21$0.15$9.8565.67
$320.00$330.00$340.00Aug 21$0.30$9.7032.33
$330.00$340.00$350.00Aug 21$0.90$9.1010.11
$340.00$350.00$360.00Aug 21$0.95$9.059.53
$380.00$390.00$400.00Aug 21$1.28$8.726.81
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.28$9.7234.71
$330.00$340.00$350.00Aug 21$0.62$9.3815.13
$340.00$350.00$360.00Aug 21$0.92$9.089.87
$370.00$380.00$390.00Aug 21$1.20$8.807.33
$350.00$360.00$370.00Aug 21$1.68$8.324.95

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.06, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Aug 21-$0.06$9.94
$380.00$390.001:2Aug 21-$0.10$9.90
$370.00$380.001:2Aug 21-$0.75$9.25
$360.00$370.001:2Aug 21-$3.60$6.40
$350.00$360.001:2Aug 21-$8.55$1.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Aug 21-$0.10$9.90
$340.00$330.001:2Aug 21-$0.22$9.78
$350.00$340.001:2Aug 21-$0.28$9.72
$360.00$350.001:2Aug 21-$0.66$9.34
$370.00$360.001:2Aug 21-$1.20$8.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.57%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Aug 21$9.500.510.1%2.57%2.67%34145
$380.00Aug 21$4.800.352.8%1.30%4.10%66141
$390.00Aug 21$2.300.215.5%0.62%6.13%11770
$400.00Aug 21$1.200.128.2%0.32%8.54%111469

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 657
Total Puts 782
Put/Call Ratio 1.19
Net Difference -125

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,841
Total Puts 5,542
Average Put/Call Ratio 0.68
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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