Tour v390
TRV
TRAVELERS COS INC
$372.08 +0.66%
$372.95 (+0.23%)🌙
as of 07/22 09:09 PM
7/22 21:09

Option Volume

Detail
Current (07/22) 1,477
Calls: 673 (46%)
Puts: 804 (54%)
Prior (07/21) 1,439
Calls: 657 (46%)
Puts: 782 (54%)
Current vs Prior +2.64%
Calls: +2.44% (Calls)
Puts: +2.81% (Puts)
Prior 7-Day Total 15,029
Calls: 8,973 (60%)
Puts: 6,056 (40%)
Prior 7-Day Average 2,147
Calls: 1,281 (60%)
Puts: 865 (40%)
Current vs Prior 7-Day Avg -31.21%
Calls: -47.50%
Puts: -7.07%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22) $1.44M
Calls: $702.8K (49%)
Puts: $742.2K (51%)
Prior (07/21) $1.19M
Calls: $581.5K (49%)
Puts: $604.6K (51%)
Current vs Prior +21.83%
Calls: +20.86%
Puts: +22.75%
Prior 7-Day Total $13.08M
Calls: $10.87M (83%)
Puts: $2.22M (17%)
Prior 7-Day Average $1.87M
Calls: $1.55M (83%)
Puts: $316.5K (17%)
Current vs Prior 7-Day Avg -22.68%
Calls: -54.73%
Puts: +134.50%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/22) 1.19
Prior (07/21) 1.19
Current vs Prior +0.37%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +53.98%
Sentiment BEARISH

Open Interest

Detail
Current (07/22) 5,990
Calls: 4,622 (77%)
Puts: 1,368 (23%)
Prior (07/21) 6,064
Calls: 4,567 (75%)
Puts: 1,497 (25%)
Current vs Prior -1.22%
Prior 7-Day Total 74,358
Calls: 51,285 (69%)
Puts: 23,073 (31%)
Prior 7-Day Average 10,622
Calls: 7,326 (69%)
Puts: 3,296 (31%)
Current vs Prior 7-Day Avg -43.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.50% | 8.64%
Prior 6.79% | 8.59%
Current vs Prior -4.22% | +0.59%
Prior 7-Day Avg 5.86% | 8.20%
Current vs 7-Day Avg +10.98% | +5.37%
Prior 7-Day Eod 6.79% | 8.59%
Current vs 7-Day Eod -4.22% | +0.59%
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 41.21% | 9.86%
Calls: 37.21% | 10.20%
Puts: 45.21% | 9.52%
Current vs 7-Day Avg +5.00% | +16.19%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.19. Call-heavy open interest (4,622 calls vs 1,368 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
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 5 of results (avg 7.3%, best 5.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2142.8045.40$44.105.9%70.93--
$340.00Aug 2133.2035.80$34.507.5%20.87195
$360.00Aug 2117.3018.70$18.007.8%30.71--
$370.00Aug 2110.7011.70$11.208.9%60.55153
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2112.6013.40$13.006.2%190.617

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 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2142.8045.40$44.105.9%70.93--
$340.00Aug 2133.2035.80$34.507.5%20.87195
$350.00Aug 2124.6027.70$26.1511.9%80.82870
$360.00Aug 2117.3018.70$18.007.8%30.71--
$370.00Aug 2110.7011.70$11.208.9%60.55153
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2126.9030.10$28.5011.2%30.8511
$390.00Aug 2119.4021.60$20.5010.7%10.766
$380.00Aug 2112.6013.40$13.006.2%190.617

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 783, top 293)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 213.103.60$3.3514.9%2930.24141
$400.00Aug 211.352.60$1.9863.1%450.15504
$380.00Aug 215.906.80$6.3514.2%390.39143
$410.00Aug 210.551.30$0.9380.6%100.08--
$350.00Aug 2124.6027.70$26.1511.9%80.82870
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 212.252.75$2.5020.0%1480.18149
$370.00Aug 217.408.20$7.8010.3%1000.45149
$360.00Aug 214.204.70$4.4511.2%560.2960
$340.00Aug 211.053.20$2.13100.9%240.13121
$380.00Aug 2112.6013.40$13.006.2%190.617

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. 10 found (best R:R 26.03, avg 7.32)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$410.00Aug 21$1.05$8.95$1.058.52$401.05
$390.00$400.00Aug 21$1.37$8.63$1.376.30$391.37
$380.00$390.00Aug 21$3.00$7.00$3.002.33$383.00
$370.00$380.00Aug 21$4.85$5.15$4.851.06$374.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$340.00Aug 21$0.37$9.63$0.3726.03$349.63
$330.00$320.00Aug 21$0.67$9.33$0.6713.93$329.33
$340.00$330.00Aug 21$1.11$8.89$1.118.01$338.89
$360.00$350.00Aug 21$1.95$8.05$1.954.13$358.05
$370.00$360.00Aug 21$3.35$6.65$3.351.99$366.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 24.00, avg 2.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$340.00Aug 21$9.60$9.60$0.4024.00$339.60
$340.00$350.00Aug 21$8.35$8.35$1.655.06$348.35
$350.00$360.00Aug 21$8.15$8.15$1.854.41$358.15
$360.00$370.00Aug 21$6.80$6.80$3.202.13$366.80
$370.00$380.00Aug 21$4.85$4.85$5.150.94$374.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$390.00Aug 21$8.00$8.00$2.004.00$392.00
$390.00$380.00Aug 21$7.50$7.50$2.503.00$382.50
$380.00$370.00Aug 21$5.20$5.20$4.801.08$374.80
$370.00$360.00Aug 21$3.35$3.35$6.650.50$366.65
$360.00$350.00Aug 21$1.95$1.95$8.050.24$358.05

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 5.11% of stock, avg 7.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$11.20$7.80$19.00$351.00$389.005.11%
$380.00Aug 21$6.35$13.00$19.35$360.65$399.355.20%
$360.00Aug 21$18.00$4.45$22.45$337.55$382.456.03%
$390.00Aug 21$3.35$20.50$23.85$366.15$413.856.41%
$350.00Aug 21$26.15$2.50$28.65$321.35$378.657.70%
$400.00Aug 21$1.98$28.50$30.48$369.52$430.488.19%
$340.00Aug 21$34.50$2.13$36.63$303.37$376.639.84%
$330.00Aug 21$44.10$1.02$45.12$284.88$375.1212.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.52% of stock, avg 1.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$330.00Aug 21$0.93$1.02$1.95$328.05$411.95
$430.00$330.00Aug 21$1.15$1.02$2.17$327.83$432.17
$400.00$330.00Aug 21$1.98$1.02$3.00$327.00$403.00
$410.00$340.00Aug 21$0.93$2.13$3.06$336.94$413.06
$430.00$340.00Aug 21$1.15$2.13$3.28$336.72$433.28
$410.00$350.00Aug 21$0.93$2.50$3.43$346.57$413.43
$430.00$350.00Aug 21$1.15$2.50$3.65$346.35$433.65
$400.00$340.00Aug 21$1.98$2.13$4.11$335.89$404.11
$390.00$330.00Aug 21$3.35$1.02$4.37$325.63$394.37
$400.00$350.00Aug 21$1.98$2.50$4.48$345.52$404.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 12.51, avg credit $5.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Aug 21$9.26$0.7412.51$330.74$359.26
320/330340/350Aug 21$9.02$0.989.20$320.98$349.02
320/330350/360Aug 21$8.82$1.187.47$321.18$358.82
380/390400/410Aug 21$8.55$1.455.90$381.45$408.55
330/340360/370Aug 21$7.91$2.093.78$332.09$367.91
320/330360/370Aug 21$7.47$2.532.95$322.53$367.47
340/350360/370Aug 21$7.17$2.832.53$342.83$367.17
350/360370/380Aug 21$6.80$3.202.12$353.20$376.80
370/380390/400Aug 21$6.57$3.431.92$373.43$396.57
360/370380/390Aug 21$6.35$3.651.74$363.65$386.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 49.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.20$9.8049.00
$390.00$400.00$410.00Aug 21$0.32$9.6830.25
$330.00$340.00$350.00Aug 21$1.25$8.757.00
$350.00$360.00$370.00Aug 21$1.35$8.656.41
$380.00$390.00$400.00Aug 21$1.63$8.375.13
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.44$9.5621.73
$380.00$390.00$400.00Aug 21$0.50$9.5019.00
$310.00$320.00$330.00Aug 21$0.65$9.3514.38
$300.00$310.00$320.00Aug 21$0.87$9.1310.49
$350.00$360.00$370.00Aug 21$1.40$8.606.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-1.37, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$430.001:2Aug 21-$1.37$18.63
$380.00$390.001:2Aug 21-$0.35$9.65
$390.00$400.001:2Aug 21-$0.61$9.39
$370.00$380.001:2Aug 21-$1.50$8.50
$360.00$370.001:2Aug 21-$4.40$5.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Aug 21-$0.31$9.69
$360.00$350.001:2Aug 21-$0.55$9.45
$370.00$360.001:2Aug 21-$1.10$8.90
$350.00$340.001:2Aug 21-$1.76$8.24
$310.00$300.001:2Aug 21-$2.03$7.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.59%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 21$5.900.392.1%1.59%3.71%39143
$390.00Aug 21$3.100.244.8%0.83%5.65%293141
$400.00Aug 21$1.350.157.5%0.36%7.87%45504
$410.00Aug 21$0.550.0810.2%0.15%10.34%10--

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 673
Total Puts 804
Put/Call Ratio 1.19
Net Difference -131

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,973
Total Puts 6,056
Average Put/Call Ratio 0.78
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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