Tour v397
TRV
TRAVELERS COS INC
$387.26 +2.81%
$378.34 (-2.30%)🌅
as of 07/25 04:01 AM
7/24 04:01

Option Volume

Detail
Current (07/25) 3,976
Calls: 1,740 (44%)
Puts: 2,236 (56%)
Prior (07/23) 1,395
Calls: 397 (28%)
Puts: 998 (72%)
Current vs Prior +185.02%
Calls: +338.29% (Calls)
Puts: +124.05% (Puts)
Prior 7-Day Total 16,630
Calls: 9,238 (56%)
Puts: 7,392 (44%)
Prior 7-Day Average 2,375
Calls: 1,319 (56%)
Puts: 1,056 (44%)
Current vs Prior 7-Day Avg +67.36%
Calls: +31.85%
Puts: +111.74%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/25) $3.93M
Calls: $3.22M (82%)
Puts: $712.4K (18%)
Prior (07/23) $1.03M
Calls: $523.7K (51%)
Puts: $508.6K (49%)
Current vs Prior +280.85%
Calls: +514.72%
Puts: +40.06%
Prior 7-Day Total $14.60M
Calls: $11.35M (78%)
Puts: $3.25M (22%)
Prior 7-Day Average $2.09M
Calls: $1.62M (78%)
Puts: $465.0K (22%)
Current vs Prior 7-Day Avg +88.48%
Calls: +98.60%
Puts: +53.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 1.29
Prior (07/23) 2.51
Current vs Prior -48.88%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg +12.80%
Sentiment BEARISH

Open Interest

Detail
Current (07/25) 5,003
Calls: 3,500 (70%)
Puts: 1,503 (30%)
Prior (07/23) 6,376
Calls: 4,155 (65%)
Puts: 2,221 (35%)
Current vs Prior -21.53%
Prior 7-Day Total 69,729
Calls: 46,492 (67%)
Puts: 23,237 (33%)
Prior 7-Day Average 9,961
Calls: 6,641 (67%)
Puts: 3,319 (33%)
Current vs Prior 7-Day Avg -49.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.35% | 8.44%
Prior 6.43% | 8.56%
Current vs Prior -1.21% | -1.30%
Prior 7-Day Avg 6.26% | 8.42%
Current vs 7-Day Avg +1.49% | +0.25%
Prior 7-Day Eod 6.43% | 8.56%
Current vs 7-Day Eod -1.21% | -1.30%
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 40.65% | 10.83%
Calls: 41.27% | 11.06%
Puts: 40.01% | 10.59%
Current vs 7-Day Avg +6.46% | +5.86%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($3.22M) vs puts ($712.4K). Massive premium surge with dollar volume up 281% vs prior. Dollar volume significantly above 7-day average (88% higher). Unusually high activity with volume up 185% vs prior - elevated interest.

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 BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 6 of results (avg 7.7%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2158.1060.80$59.454.5%10.98--
$350.00Aug 2138.5041.40$39.957.3%1590.93--
$360.00Aug 2129.6032.00$30.807.8%70.88244
$400.00Aug 214.504.90$4.708.5%1350.32532
$390.00Aug 218.409.20$8.809.1%390.48367
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 213.103.40$3.259.2%6830.22295

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.85, cheapest $0.85)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 210.800.90$0.8511.8%1.1K0.07354

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 8 found (avg delta 0.78, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2158.1060.80$59.454.5%10.98--
$350.00Aug 2138.5041.40$39.957.3%1590.93--
$360.00Aug 2129.6032.00$30.807.8%70.88244
$370.00Aug 2120.9024.20$22.5514.6%60.78157
$380.00Aug 2113.9015.60$14.7511.5%190.65160
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 2122.0024.90$23.4512.4%110.821
$400.00Aug 2115.3017.30$16.3012.3%270.6915
$390.00Aug 219.1010.60$9.8515.2%50.526

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 2.4K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2138.5041.40$39.957.3%1590.93--
$400.00Aug 214.504.90$4.708.5%1350.32532
$420.00Aug 210.801.20$1.0040.0%450.1012
$390.00Aug 218.409.20$8.809.1%390.48367
$410.00Aug 211.952.50$2.2324.7%210.1853
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 210.800.90$0.8511.8%1.1K0.07354
$370.00Aug 213.103.40$3.259.2%6830.22295
$380.00Aug 215.106.30$5.7021.1%410.3515
$360.00Aug 211.302.05$1.6744.9%290.13--
$400.00Aug 2115.3017.30$16.3012.3%270.6915

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 165.67, avg 19.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$430.00Aug 21$0.67$9.33$0.6713.93$420.67
$410.00$420.00Aug 21$1.23$8.77$1.237.13$411.23
$400.00$410.00Aug 21$2.47$7.53$2.473.05$402.47
$390.00$400.00Aug 21$4.10$5.90$4.101.44$394.10
$380.00$390.00Aug 21$5.95$4.05$5.950.68$385.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$310.00Aug 21$0.12$19.88$0.12165.67$329.88
$350.00$340.00Aug 21$0.37$9.63$0.3726.03$349.63
$360.00$350.00Aug 21$0.82$9.18$0.8211.20$359.18
$370.00$360.00Aug 21$1.58$8.42$1.585.33$368.42
$380.00$370.00Aug 21$2.45$7.55$2.453.08$377.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 39.00, avg 3.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$350.00Aug 21$19.50$19.50$0.5039.00$349.50
$350.00$360.00Aug 21$9.15$9.15$0.8510.76$359.15
$360.00$370.00Aug 21$8.25$8.25$1.754.71$368.25
$370.00$380.00Aug 21$7.80$7.80$2.203.55$377.80
$380.00$390.00Aug 21$5.95$5.95$4.051.47$385.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$410.00$400.00Aug 21$7.15$7.15$2.852.51$402.85
$400.00$390.00Aug 21$6.45$6.45$3.551.82$393.55
$390.00$380.00Aug 21$4.15$4.15$5.850.71$385.85
$380.00$370.00Aug 21$2.45$2.45$7.550.32$377.55
$370.00$360.00Aug 21$1.58$1.58$8.420.19$368.42

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 4.82% of stock, avg 7.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$390.00Aug 21$8.80$9.85$18.65$371.35$408.654.82%
$380.00Aug 21$14.75$5.70$20.45$359.55$400.455.28%
$400.00Aug 21$4.70$16.30$21.00$379.00$421.005.42%
$410.00Aug 21$2.23$23.45$25.68$384.32$435.686.63%
$370.00Aug 21$22.55$3.25$25.80$344.20$395.806.66%
$360.00Aug 21$30.80$1.67$32.47$327.53$392.478.38%
$350.00Aug 21$39.95$0.85$40.80$309.20$390.8010.54%
$330.00Aug 21$59.45$0.45$59.90$270.10$389.9015.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.48% of stock, avg 1.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$350.00Aug 21$1.00$0.85$1.85$348.15$421.85
$420.00$360.00Aug 21$1.00$1.67$2.67$357.33$422.67
$410.00$350.00Aug 21$2.23$0.85$3.08$346.92$413.08
$410.00$360.00Aug 21$2.23$1.67$3.90$356.10$413.90
$420.00$370.00Aug 21$1.00$3.25$4.25$365.75$424.25
$410.00$370.00Aug 21$2.23$3.25$5.48$364.52$415.48
$400.00$350.00Aug 21$4.70$0.85$5.55$344.45$405.55
$400.00$360.00Aug 21$4.70$1.67$6.37$353.63$406.37
$420.00$380.00Aug 21$1.00$5.70$6.70$373.30$426.70
$400.00$370.00Aug 21$4.70$3.25$7.95$362.05$407.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 6.25, avg credit $5.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/350360/370Aug 21$8.62$1.386.25$341.38$368.62
350/360370/380Aug 21$8.62$1.386.25$351.38$378.62
340/350370/380Aug 21$8.17$1.834.46$341.83$378.17
400/410420/430Aug 21$7.82$2.183.59$402.18$427.82
390/400410/420Aug 21$7.68$2.323.31$392.32$417.68
360/370380/390Aug 21$7.53$2.473.05$362.47$387.53
390/400420/430Aug 21$7.12$2.882.47$392.88$427.12
350/360380/390Aug 21$6.77$3.232.10$353.23$386.77
380/390400/410Aug 21$6.62$3.381.96$383.38$406.62
370/380390/400Aug 21$6.55$3.451.90$373.45$396.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 28.41, cheapest $0.34)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$360.00$370.00$380.00Aug 21$0.45$9.5521.22
$410.00$420.00$430.00Aug 21$0.56$9.4416.86
$350.00$360.00$370.00Aug 21$0.90$9.1010.11
$400.00$410.00$420.00Aug 21$1.24$8.767.06
$390.00$400.00$410.00Aug 21$1.63$8.375.13
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Aug 21$0.34$9.6628.41
$340.00$350.00$360.00Aug 21$0.45$9.5521.22
$390.00$400.00$410.00Aug 21$0.70$9.3013.29
$350.00$360.00$370.00Aug 21$0.76$9.2412.16
$360.00$370.00$380.00Aug 21$0.87$9.1310.49

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.21, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Aug 21-$0.60$9.40
$380.00$390.001:2Aug 21-$2.85$7.15
$370.00$380.001:2Aug 21-$6.95$3.05
$410.00$420.001:2Aug 21$0.23$9.77
$400.00$410.001:2Aug 21$0.24$9.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$310.001:2Aug 21-$0.21$19.79
$360.00$350.001:2Aug 21-$0.03$9.97
$370.00$360.001:2Aug 21-$0.09$9.91
$350.00$340.001:2Aug 21-$0.11$9.89
$340.00$330.001:2Aug 21-$0.42$9.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.17%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Aug 21$8.400.480.7%2.17%2.88%39367
$400.00Aug 21$4.500.323.3%1.16%4.45%135532
$410.00Aug 21$1.950.185.9%0.50%6.38%2153
$420.00Aug 21$0.800.108.4%0.21%8.66%4512

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 1,740
Total Puts 2,236
Put/Call Ratio 1.29
Net Difference -496

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,238
Total Puts 7,392
Average Put/Call Ratio 1.14
Ratio Trend Falling

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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