Tour v452
TRV
TRAVELERS COS INC
$397.22 +1.76%
$400.00 (+0.70%)🌙
as of 07/28 07:11 PM
7/28 19:11

Option Volume

Detail
Current (07/28) 2,528
Calls: 1,566 (62%)
Puts: 962 (38%)
Prior (07/27) 2,988
Calls: 1,840 (62%)
Puts: 1,148 (38%)
Current vs Prior -15.39%
Calls: -14.89% (Calls)
Puts: -16.20% (Puts)
Prior 7-Day Total 18,274
Calls: 10,005 (55%)
Puts: 8,269 (45%)
Prior 7-Day Average 2,610
Calls: 1,429 (55%)
Puts: 1,181 (45%)
Current vs Prior 7-Day Avg -3.16%
Calls: +9.57%
Puts: -18.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $4.87M
Calls: $4.03M (83%)
Puts: $838.6K (17%)
Prior (07/27) $2.96M
Calls: $2.50M (85%)
Puts: $458.4K (15%)
Current vs Prior +64.28%
Calls: +60.87%
Puts: +82.92%
Prior 7-Day Total $18.65M
Calls: $14.71M (79%)
Puts: $3.95M (21%)
Prior 7-Day Average $2.66M
Calls: $2.10M (79%)
Puts: $563.6K (21%)
Current vs Prior 7-Day Avg +82.57%
Calls: +91.63%
Puts: +48.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.61
Prior (07/27) 0.62
Current vs Prior -1.54%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -46.75%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 7,539
Calls: 3,936 (52%)
Puts: 3,603 (48%)
Prior (07/27) 6,510
Calls: 3,926 (60%)
Puts: 2,584 (40%)
Current vs Prior +15.81%
Prior 7-Day Total 53,595
Calls: 35,400 (66%)
Puts: 18,195 (34%)
Prior 7-Day Average 7,656
Calls: 5,057 (66%)
Puts: 2,599 (34%)
Current vs Prior 7-Day Avg -1.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.23% | 8.38%
Prior 6.20% | 8.39%
Current vs Prior +0.50% | -0.08%
Prior 7-Day Avg 6.64% | 8.61%
Current vs 7-Day Avg -6.20% | -2.68%
Prior 7-Day Eod 6.20% | 8.39%
Current vs 7-Day Eod +0.50% | -0.08%
Sentiment BEARISH

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 43.27% | 11.46%
Calls: 48.00% | 10.68%
Puts: 38.53% | 12.24%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($4.03M) vs puts ($838.6K). Elevated premium activity with dollar volume up 64% vs prior. Dollar volume significantly above 7-day average (83% higher). Bullish P/C ratio of 0.61.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 6.9%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2167.2070.60$68.904.9%20.99153
$340.00Aug 2157.6060.80$59.205.4%70.97--
$350.00Aug 2147.8050.70$49.255.9%30.96--
$360.00Aug 2138.2041.20$39.707.6%60.93241
$390.00Aug 2114.0015.10$14.557.6%670.64384
PUTS (0)
No puts meet the criteria

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 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2167.2070.60$68.904.9%20.99153
$340.00Aug 2157.6060.80$59.205.4%70.97--
$350.00Aug 2147.8050.70$49.255.9%30.96--
$360.00Aug 2138.2041.20$39.707.6%60.93241
$370.00Aug 2129.0032.00$30.509.8%230.87--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 2122.5025.50$24.0012.5%30.82--
$410.00Aug 2115.1017.70$16.4015.9%80.6913
$400.00Aug 219.5010.90$10.2013.7%90.5324

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 904, top 167)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 214.205.40$4.8025.0%870.3284
$400.00Aug 217.909.10$8.5014.1%680.47540
$390.00Aug 2114.0015.10$14.557.6%670.64384
$420.00Aug 211.702.90$2.3052.2%540.1890
$370.00Aug 2129.0032.00$30.509.8%230.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 213.003.40$3.2012.5%1670.22183
$370.00Aug 211.552.00$1.7825.3%1500.13925
$350.00Aug 210.450.55$0.5020.0%1060.041.3K
$390.00Aug 215.406.10$5.7512.2%860.3627
$360.00Aug 210.801.15$0.9835.7%160.08198

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 57.82, avg 10.24)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$430.00Aug 21$1.20$8.80$1.207.33$421.20
$410.00$420.00Aug 21$2.50$7.50$2.503.00$412.50
$400.00$410.00Aug 21$3.70$6.30$3.701.70$403.70
$390.00$400.00Aug 21$6.05$3.95$6.050.65$396.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$340.00Aug 21$0.17$9.83$0.1757.82$349.83
$360.00$350.00Aug 21$0.48$9.52$0.4819.83$359.52
$370.00$360.00Aug 21$0.80$9.20$0.8011.50$369.20
$380.00$370.00Aug 21$1.42$8.58$1.426.04$378.58
$390.00$380.00Aug 21$2.55$7.45$2.552.92$387.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 32.33, avg 4.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$340.00Aug 21$9.70$9.70$0.3032.33$339.70
$350.00$360.00Aug 21$9.55$9.55$0.4521.22$359.55
$360.00$370.00Aug 21$9.20$9.20$0.8011.50$369.20
$370.00$380.00Aug 21$8.50$8.50$1.505.67$378.50
$380.00$390.00Aug 21$7.45$7.45$2.552.92$387.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$420.00$410.00Aug 21$7.60$7.60$2.403.17$412.40
$410.00$400.00Aug 21$6.20$6.20$3.801.63$403.80
$400.00$390.00Aug 21$4.45$4.45$5.550.80$395.55
$390.00$380.00Aug 21$2.55$2.55$7.450.34$387.45
$380.00$370.00Aug 21$1.42$1.42$8.580.17$378.58

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 4.71% of stock, avg 8.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Aug 21$8.50$10.20$18.70$381.30$418.704.71%
$390.00Aug 21$14.55$5.75$20.30$369.70$410.305.11%
$410.00Aug 21$4.80$16.40$21.20$388.80$431.205.34%
$380.00Aug 21$22.00$3.20$25.20$354.80$405.206.34%
$420.00Aug 21$2.30$24.00$26.30$393.70$446.306.62%
$370.00Aug 21$30.50$1.78$32.28$337.72$402.288.13%
$360.00Aug 21$39.70$0.98$40.68$319.32$400.6810.24%
$350.00Aug 21$49.25$0.50$49.75$300.25$399.7512.52%
$340.00Aug 21$59.20$0.33$59.53$280.47$399.5314.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.52% of stock, avg 1.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$360.00Aug 21$1.10$0.98$2.08$357.92$432.08
$430.00$370.00Aug 21$1.10$1.78$2.88$367.12$432.88
$420.00$360.00Aug 21$2.30$0.98$3.28$356.72$423.28
$420.00$370.00Aug 21$2.30$1.78$4.08$365.92$424.08
$430.00$380.00Aug 21$1.10$3.20$4.30$375.70$434.30
$420.00$380.00Aug 21$2.30$3.20$5.50$374.50$425.50
$410.00$360.00Aug 21$4.80$0.98$5.78$354.22$415.78
$410.00$370.00Aug 21$4.80$1.78$6.58$363.42$416.58
$430.00$390.00Aug 21$1.10$5.75$6.85$383.15$436.85
$410.00$380.00Aug 21$4.80$3.20$8.00$372.00$418.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 14.87, avg credit $5.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/350360/370Aug 21$9.37$0.6314.87$340.63$369.37
350/360370/380Aug 21$8.98$1.028.80$351.02$378.98
340/350370/380Aug 21$8.67$1.336.52$341.33$378.67
360/370380/390Aug 21$8.25$1.754.71$361.75$388.25
350/360380/390Aug 21$7.93$2.073.83$352.07$387.93
340/350380/390Aug 21$7.62$2.383.20$342.38$387.62
370/380390/400Aug 21$7.47$2.532.95$372.53$397.47
400/410420/430Aug 21$7.40$2.602.85$402.60$427.40
390/400410/420Aug 21$6.95$3.052.28$393.05$416.95
360/370390/400Aug 21$6.85$3.152.17$363.15$396.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 31.26, cheapest $0.31)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Aug 21$0.35$9.6527.57
$340.00$350.00$360.00Aug 21$0.40$9.6024.00
$360.00$370.00$380.00Aug 21$0.70$9.3013.29
$370.00$380.00$390.00Aug 21$1.05$8.958.52
$400.00$410.00$420.00Aug 21$1.20$8.807.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.31$9.6931.26
$350.00$360.00$370.00Aug 21$0.32$9.6830.25
$360.00$370.00$380.00Aug 21$0.62$9.3815.13
$370.00$380.00$390.00Aug 21$1.13$8.877.85
$400.00$410.00$420.00Aug 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. 13 found (best net $-0.02, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$410.001:2Aug 21-$1.10$8.90
$390.00$400.001:2Aug 21-$2.45$7.55
$380.00$390.001:2Aug 21-$7.10$2.90
$420.00$430.001:2Aug 21$0.10$9.90
$410.00$420.001:2Aug 21$0.20$9.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$350.001:2Aug 21-$0.02$9.98
$350.00$340.001:2Aug 21-$0.16$9.84
$370.00$360.001:2Aug 21-$0.18$9.82
$380.00$370.001:2Aug 21-$0.36$9.64
$390.00$380.001:2Aug 21-$0.65$9.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.99%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Aug 21$7.900.470.7%1.99%2.69%68540
$410.00Aug 21$4.200.323.2%1.06%4.27%8784
$420.00Aug 21$1.700.185.7%0.43%6.16%5490
$430.00Aug 21$0.900.108.2%0.23%8.48%19--

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 1,566
Total Puts 962
Put/Call Ratio 0.61
Net Difference 604

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,005
Total Puts 8,269
Average Put/Call Ratio 1.15
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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