Tour v423
TRV
TRAVELERS COS INC
$390.35 +0.80%
$392.30 (+0.50%)🌙
as of 07/27 07:11 PM
7/27 19:12

Option Volume

Detail
Current (07/27) 2,988
Calls: 1,840 (62%)
Puts: 1,148 (38%)
Prior (07/24) 3,976
Calls: 1,740 (44%)
Puts: 2,236 (56%)
Current vs Prior -24.85%
Calls: +5.75% (Calls)
Puts: -48.66% (Puts)
Prior 7-Day Total 18,742
Calls: 9,541 (51%)
Puts: 9,201 (49%)
Prior 7-Day Average 2,677
Calls: 1,363 (51%)
Puts: 1,314 (49%)
Current vs Prior 7-Day Avg +11.60%
Calls: +35.00%
Puts: -12.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $2.96M
Calls: $2.50M (85%)
Puts: $458.4K (15%)
Prior (07/24) $3.93M
Calls: $3.22M (82%)
Puts: $712.4K (18%)
Current vs Prior -24.67%
Calls: -22.24%
Puts: -35.65%
Prior 7-Day Total $16.59M
Calls: $12.85M (77%)
Puts: $3.75M (23%)
Prior 7-Day Average $2.37M
Calls: $1.84M (77%)
Puts: $535.2K (23%)
Current vs Prior 7-Day Avg +24.95%
Calls: +36.41%
Puts: -14.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.62
Prior (07/24) 1.29
Current vs Prior -51.45%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -51.27%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 6,510
Calls: 3,926 (60%)
Puts: 2,584 (40%)
Prior (07/24) 5,003
Calls: 3,500 (70%)
Puts: 1,503 (30%)
Current vs Prior +30.12%
Prior 7-Day Total 64,709
Calls: 42,851 (66%)
Puts: 21,858 (34%)
Prior 7-Day Average 9,244
Calls: 6,121 (66%)
Puts: 3,122 (34%)
Current vs Prior 7-Day Avg -29.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.20% | 8.39%
Prior 6.35% | 8.44%
Current vs Prior -2.40% | -0.64%
Prior 7-Day Avg 6.46% | 8.50%
Current vs 7-Day Avg -4.02% | -1.25%
Prior 7-Day Eod 6.35% | 8.44%
Current vs 7-Day Eod -2.40% | -0.64%
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 40.36% | 11.31%
Calls: 43.31% | 11.48%
Puts: 37.41% | 11.13%
Current vs 7-Day Avg +7.20% | +1.35%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($2.50M) vs puts ($458.4K). Bullish P/C ratio of 0.62. P/C ratio dropping 51% - sentiment shifting bullish. Call-heavy open interest (3,926 calls vs 2,584 puts) suggests bullish 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 BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 6.1%, best 4.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2132.0033.60$32.804.9%40.90--
$350.00Aug 2141.3043.60$42.455.4%70.95778
$390.00Aug 219.7010.50$10.107.9%1650.52372
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 210.600.70$0.6515.4%2170.061.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 7 found (avg delta 0.76, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2141.3043.60$42.455.4%70.95778
$360.00Aug 2132.0033.60$32.804.9%40.90--
$370.00Aug 2122.7025.40$24.0511.2%100.82155
$380.00Aug 2115.9017.70$16.8010.7%50.69161
$390.00Aug 219.7010.50$10.107.9%1650.52372
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 2120.0022.60$21.3012.2%30.7910
$400.00Aug 2113.2015.00$14.1012.8%320.6442

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 1.6K, top 464)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 214.906.20$5.5523.4%1870.36582
$390.00Aug 219.7010.50$10.107.9%1650.52372
$430.00Aug 210.400.90$0.6576.9%1240.0611
$420.00Aug 210.902.45$1.6892.3%500.1455
$410.00Aug 212.353.00$2.6824.3%300.2167
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 212.202.55$2.3814.7%4640.18658
$350.00Aug 210.600.70$0.6515.4%2170.061.2K
$380.00Aug 214.505.00$4.7510.5%1910.3143
$360.00Aug 211.051.30$1.1821.2%890.10122
$400.00Aug 2113.2015.00$14.1012.8%320.6442

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 110.11, avg 22.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$430.00$440.00Aug 21$0.15$9.85$0.1565.67$430.15
$410.00$420.00Aug 21$1.00$9.00$1.009.00$411.00
$420.00$430.00Aug 21$1.03$8.97$1.038.71$421.03
$400.00$410.00Aug 21$2.87$7.13$2.872.48$402.87
$390.00$400.00Aug 21$4.55$5.45$4.551.20$394.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$320.00Aug 21$0.18$19.82$0.18110.11$339.82
$350.00$340.00Aug 21$0.27$9.73$0.2736.04$349.73
$360.00$350.00Aug 21$0.53$9.47$0.5317.87$359.47
$370.00$360.00Aug 21$1.20$8.80$1.207.33$368.80
$380.00$370.00Aug 21$2.37$7.63$2.373.22$377.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 27.57, avg 2.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$360.00Aug 21$9.65$9.65$0.3527.57$359.65
$360.00$370.00Aug 21$8.75$8.75$1.257.00$368.75
$370.00$380.00Aug 21$7.25$7.25$2.752.64$377.25
$380.00$390.00Aug 21$6.70$6.70$3.302.03$386.70
$390.00$400.00Aug 21$4.55$4.55$5.450.83$394.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$410.00$400.00Aug 21$7.20$7.20$2.802.57$402.80
$400.00$390.00Aug 21$5.50$5.50$4.501.22$394.50
$390.00$380.00Aug 21$3.85$3.85$6.150.63$386.15
$380.00$370.00Aug 21$2.37$2.37$7.630.31$377.63
$370.00$360.00Aug 21$1.20$1.20$8.800.14$368.80

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 4.79% of stock, avg 6.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$390.00Aug 21$10.10$8.60$18.70$371.30$408.704.79%
$400.00Aug 21$5.55$14.10$19.65$380.35$419.655.03%
$380.00Aug 21$16.80$4.75$21.55$358.45$401.555.52%
$410.00Aug 21$2.68$21.30$23.98$386.02$433.986.14%
$370.00Aug 21$24.05$2.38$26.43$343.57$396.436.77%
$360.00Aug 21$32.80$1.18$33.98$326.02$393.988.71%
$350.00Aug 21$42.45$0.65$43.10$306.90$393.1011.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.33% of stock, avg 1.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$350.00Aug 21$0.65$0.65$1.30$348.70$431.30
$430.00$360.00Aug 21$0.65$1.18$1.83$358.17$431.83
$420.00$350.00Aug 21$1.68$0.65$2.33$347.67$422.33
$420.00$360.00Aug 21$1.68$1.18$2.86$357.14$422.86
$430.00$370.00Aug 21$0.65$2.38$3.03$366.97$433.03
$410.00$350.00Aug 21$2.68$0.65$3.33$346.67$413.33
$410.00$360.00Aug 21$2.68$1.18$3.86$356.14$413.86
$420.00$370.00Aug 21$1.68$2.38$4.06$365.94$424.06
$410.00$370.00Aug 21$2.68$2.38$5.06$364.94$415.06
$430.00$380.00Aug 21$0.65$4.75$5.40$374.60$435.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 9.20, avg credit $4.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/350360/370Aug 21$9.02$0.989.20$340.98$369.02
400/410420/430Aug 21$8.23$1.774.65$401.77$428.23
360/370380/390Aug 21$7.90$2.103.76$362.10$387.90
350/360370/380Aug 21$7.78$2.223.50$352.22$377.78
340/350370/380Aug 21$7.52$2.483.03$342.48$377.52
400/410430/440Aug 21$7.35$2.652.77$402.65$437.35
350/360380/390Aug 21$7.23$2.772.61$352.77$387.23
340/350380/390Aug 21$6.97$3.032.30$343.03$386.97
370/380390/400Aug 21$6.92$3.082.25$373.08$396.92
380/390400/410Aug 21$6.72$3.282.05$383.28$406.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 37.46, cheapest $0.26)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$370.00$380.00$390.00Aug 21$0.55$9.4517.18
$420.00$430.00$440.00Aug 21$0.88$9.1210.36
$350.00$360.00$370.00Aug 21$0.90$9.1010.11
$360.00$370.00$380.00Aug 21$1.50$8.505.67
$390.00$400.00$410.00Aug 21$1.68$8.324.95
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.26$9.7437.46
$350.00$360.00$370.00Aug 21$0.67$9.3313.93
$360.00$370.00$380.00Aug 21$1.17$8.837.55
$370.00$380.00$390.00Aug 21$1.48$8.525.76
$380.00$390.00$400.00Aug 21$1.65$8.355.06

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 $-0.02, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$430.00$440.001:2Aug 21-$0.35$9.65
$410.00$420.001:2Aug 21-$0.68$9.32
$390.00$400.001:2Aug 21-$1.00$9.00
$380.00$390.001:2Aug 21-$3.40$6.60
$370.00$380.001:2Aug 21-$9.55$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$320.001:2Aug 21-$0.02$19.98
$380.00$370.001:2Aug 21-$0.01$9.99
$350.00$340.001:2Aug 21-$0.11$9.89
$360.00$350.001:2Aug 21-$0.12$9.88
$390.00$380.001:2Aug 21-$0.90$9.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.26%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Aug 21$4.900.362.5%1.26%3.73%187582
$410.00Aug 21$2.350.215.0%0.60%5.64%3067
$420.00Aug 21$0.900.147.6%0.23%7.83%5055
$430.00Aug 21$0.400.0610.2%0.10%10.26%12411

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 1,840
Total Puts 1,148
Put/Call Ratio 0.62
Net Difference 692

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,541
Total Puts 9,201
Average Put/Call Ratio 1.28
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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