Tour v394
TRV
TRAVELERS COS INC
$376.37 +1.15%
$375.25 (-0.30%)🌙
as of 07/23 07:13 PM
7/23 19:13

Option Volume

Detail
Current (07/23) 1,395
Calls: 397 (28%)
Puts: 998 (72%)
Prior (07/22) 1,477
Calls: 673 (46%)
Puts: 804 (54%)
Current vs Prior -5.55%
Calls: -41.01% (Calls)
Puts: +24.13% (Puts)
Prior 7-Day Total 15,779
Calls: 9,180 (58%)
Puts: 6,599 (42%)
Prior 7-Day Average 2,254
Calls: 1,311 (58%)
Puts: 942 (42%)
Current vs Prior 7-Day Avg -38.11%
Calls: -69.73%
Puts: +5.86%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/23) $1.03M
Calls: $523.7K (51%)
Puts: $508.6K (49%)
Prior (07/22) $1.44M
Calls: $702.8K (49%)
Puts: $742.2K (51%)
Current vs Prior -28.55%
Calls: -25.48%
Puts: -31.46%
Prior 7-Day Total $13.90M
Calls: $11.06M (80%)
Puts: $2.85M (20%)
Prior 7-Day Average $1.99M
Calls: $1.58M (80%)
Puts: $406.5K (20%)
Current vs Prior 7-Day Avg -48.03%
Calls: -66.85%
Puts: +25.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 2.51
Prior (07/22) 1.19
Current vs Prior +110.43%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +190.11%
Sentiment BEARISH

Open Interest

Detail
Current (07/23) 6,376
Calls: 4,155 (65%)
Puts: 2,221 (35%)
Prior (07/22) 5,990
Calls: 4,622 (77%)
Puts: 1,368 (23%)
Current vs Prior +6.44%
Prior 7-Day Total 71,466
Calls: 48,329 (68%)
Puts: 23,137 (32%)
Prior 7-Day Average 10,209
Calls: 6,904 (68%)
Puts: 3,305 (32%)
Current vs Prior 7-Day Avg -37.55%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.43% | 8.56%
Prior 6.50% | 8.64%
Current vs Prior -1.14% | -0.99%
Prior 7-Day Avg 6.06% | 8.32%
Current vs 7-Day Avg +6.15% | +2.85%
Prior 7-Day Eod 6.50% | 8.64%
Current vs 7-Day Eod -1.14% | -0.99%
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 40.93% | 10.34%
Calls: 39.24% | 10.63%
Puts: 42.61% | 10.06%
Current vs 7-Day Avg +5.72% | +10.79%
Liquidity Expensive
+
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🤖 AI Insights

Extreme bearish P/C ratio of 2.51 - heavy put buying. P/C ratio rising 110% - increased hedging/bearish positioning. Call-heavy open interest (4,155 calls vs 2,221 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 6.3%, best 4.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2146.8048.90$47.854.4%30.94155
$340.00Aug 2137.3039.40$38.355.5%20.91194
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2110.2011.00$10.607.5%10.5514
$400.00Aug 2124.0026.00$25.008.0%30.8312

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. 7 found (avg delta 0.76, highest 0.94)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2146.8048.90$47.854.4%30.94155
$340.00Aug 2137.3039.40$38.355.5%20.91194
$360.00Aug 2119.6022.70$21.1514.7%40.77243
$370.00Aug 2112.8014.40$13.6011.8%70.62155
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2124.0026.00$25.008.0%30.8312
$390.00Aug 2115.8018.80$17.3017.3%10.717
$380.00Aug 2110.2011.00$10.607.5%10.5514

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 960, top 597)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 213.604.80$4.2028.6%430.29330
$410.00Aug 210.802.30$1.5596.8%430.1224
$380.00Aug 217.008.80$7.9022.8%300.45157
$400.00Aug 211.752.45$2.1033.3%210.17520
$430.00Aug 210.050.65$0.35171.4%80.03--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 211.852.50$2.1730.0%5970.15207
$370.00Aug 216.006.90$6.4514.0%990.38210
$300.00Aug 210.000.40$0.20200.0%500.01163
$360.00Aug 213.103.70$3.4017.6%350.2399
$340.00Aug 210.801.40$1.1054.5%70.08--

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. 11 found (best R:R 44.45, avg 10.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$410.00Aug 21$0.55$9.45$0.5517.18$400.55
$410.00$430.00Aug 21$1.20$18.80$1.2015.67$411.20
$390.00$400.00Aug 21$2.10$7.90$2.103.76$392.10
$380.00$390.00Aug 21$3.70$6.30$3.701.70$383.70
$370.00$380.00Aug 21$5.70$4.30$5.700.75$375.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$320.00Aug 21$0.22$9.78$0.2244.45$329.78
$340.00$330.00Aug 21$0.65$9.35$0.6514.38$339.35
$350.00$340.00Aug 21$1.07$8.93$1.078.35$348.93
$360.00$350.00Aug 21$1.23$8.77$1.237.13$358.77
$370.00$360.00Aug 21$3.05$6.95$3.052.28$366.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 19.00, avg 2.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$340.00Aug 21$9.50$9.50$0.5019.00$339.50
$340.00$360.00Aug 21$17.20$17.20$2.806.14$357.20
$360.00$370.00Aug 21$7.55$7.55$2.453.08$367.55
$370.00$380.00Aug 21$5.70$5.70$4.301.33$375.70
$380.00$390.00Aug 21$3.70$3.70$6.300.59$383.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$390.00Aug 21$7.70$7.70$2.303.35$392.30
$390.00$380.00Aug 21$6.70$6.70$3.302.03$383.30
$380.00$370.00Aug 21$4.15$4.15$5.850.71$375.85
$370.00$360.00Aug 21$3.05$3.05$6.950.44$366.95
$360.00$350.00Aug 21$1.23$1.23$8.770.14$358.77

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. 7 found (cheapest 4.92% of stock, avg 7.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Aug 21$7.90$10.60$18.50$361.50$398.504.92%
$370.00Aug 21$13.60$6.45$20.05$349.95$390.055.33%
$390.00Aug 21$4.20$17.30$21.50$368.50$411.505.71%
$360.00Aug 21$21.15$3.40$24.55$335.45$384.556.52%
$400.00Aug 21$2.10$25.00$27.10$372.90$427.107.20%
$340.00Aug 21$38.35$1.10$39.45$300.55$379.4510.48%
$330.00Aug 21$47.85$0.45$48.30$281.70$378.3012.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.70% of stock, avg 1.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$340.00Aug 21$1.55$1.10$2.65$337.35$412.65
$400.00$340.00Aug 21$2.10$1.10$3.20$336.80$403.20
$410.00$350.00Aug 21$1.55$2.17$3.72$346.28$413.72
$400.00$350.00Aug 21$2.10$2.17$4.27$345.73$404.27
$410.00$360.00Aug 21$1.55$3.40$4.95$355.05$414.95
$390.00$340.00Aug 21$4.20$1.10$5.30$334.70$395.30
$400.00$360.00Aug 21$2.10$3.40$5.50$354.50$405.50
$390.00$350.00Aug 21$4.20$2.17$6.37$343.63$396.37
$390.00$360.00Aug 21$4.20$3.40$7.60$352.40$397.60
$410.00$370.00Aug 21$1.55$6.45$8.00$362.00$418.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 6.75, avg credit $5.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
320/330340/360Aug 21$17.42$2.586.75$312.58$357.42
340/350360/370Aug 21$8.62$1.386.25$341.38$368.62
330/340360/370Aug 21$8.20$1.804.56$331.80$368.20
320/330360/370Aug 21$7.77$2.233.48$322.23$367.77
380/390400/410Aug 21$7.25$2.752.64$382.75$407.25
350/360370/380Aug 21$6.93$3.072.26$353.07$376.93
340/350370/380Aug 21$6.77$3.232.10$343.23$376.77
360/370380/390Aug 21$6.75$3.252.08$363.25$386.75
330/340370/380Aug 21$6.35$3.651.74$333.65$376.35
370/380390/400Aug 21$6.25$3.751.67$373.75$396.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 61.50, cheapest $0.16)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$390.00$400.00$410.00Aug 21$1.55$8.455.45
$380.00$390.00$400.00Aug 21$1.60$8.405.25
$360.00$370.00$380.00Aug 21$1.85$8.154.41
$370.00$380.00$390.00Aug 21$2.00$8.004.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.16$9.8461.50
$330.00$340.00$350.00Aug 21$0.42$9.5822.81
$320.00$330.00$340.00Aug 21$0.43$9.5722.26
$380.00$390.00$400.00Aug 21$1.00$9.009.00
$360.00$370.00$380.00Aug 21$1.10$8.908.09

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 $-0.17, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$360.001:2Aug 21-$3.95$16.05
$390.00$400.001:2Aug 21$0.00$10.00
$380.00$390.001:2Aug 21-$0.50$9.50
$400.00$410.001:2Aug 21-$1.00$9.00
$370.00$380.001:2Aug 21-$2.20$7.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$300.001:2Aug 21-$0.17$19.83
$330.00$320.001:2Aug 21-$0.01$9.99
$350.00$340.001:2Aug 21-$0.03$9.97
$370.00$360.001:2Aug 21-$0.35$9.65
$360.00$350.001:2Aug 21-$0.94$9.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.86%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 21$7.000.451.0%1.86%2.82%30157
$390.00Aug 21$3.600.293.6%0.96%4.58%43330
$400.00Aug 21$1.750.176.3%0.46%6.74%21520
$410.00Aug 21$0.800.128.9%0.21%9.15%4324

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 397
Total Puts 998
Put/Call Ratio 2.51
Net Difference -601

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,180
Total Puts 6,599
Average Put/Call Ratio 0.87
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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