Tour v460
TRV
TRAVELERS COS INC
$389.01 -2.07%
$386.30 (-0.70%)🌙
as of 07/29 07:16 PM
7/29 19:16

Option Volume

Detail
Current (07/29) 1,101
Calls: 242 (22%)
Puts: 859 (78%)
Prior (07/28) 2,528
Calls: 1,566 (62%)
Puts: 962 (38%)
Current vs Prior -56.45%
Calls: -84.55% (Calls)
Puts: -10.71% (Puts)
Prior 7-Day Total 15,216
Calls: 7,638 (50%)
Puts: 7,578 (50%)
Prior 7-Day Average 2,173
Calls: 1,091 (50%)
Puts: 1,082 (50%)
Current vs Prior 7-Day Avg -49.35%
Calls: -77.82%
Puts: -20.65%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $886.7K
Calls: $376.4K (42%)
Puts: $510.3K (58%)
Prior (07/28) $4.87M
Calls: $4.03M (83%)
Puts: $838.6K (17%)
Current vs Prior -81.78%
Calls: -90.65%
Puts: -39.15%
Prior 7-Day Total $16.84M
Calls: $12.62M (75%)
Puts: $4.22M (25%)
Prior 7-Day Average $2.41M
Calls: $1.80M (75%)
Puts: $602.8K (25%)
Current vs Prior 7-Day Avg -63.15%
Calls: -79.13%
Puts: -15.35%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29) 3.55
Prior (07/28) 0.61
Current vs Prior +477.82%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg +200.48%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 7,609
Calls: 4,331 (57%)
Puts: 3,278 (43%)
Prior (07/28) 7,539
Calls: 3,936 (52%)
Puts: 3,603 (48%)
Current vs Prior +0.93%
Prior 7-Day Total 41,930
Calls: 27,639 (66%)
Puts: 14,291 (34%)
Prior 7-Day Average 5,990
Calls: 3,948 (66%)
Puts: 2,041 (34%)
Current vs Prior 7-Day Avg +27.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.09% | 8.30%
Prior 6.23% | 8.38%
Current vs Prior -2.22% | -0.96%
Prior 7-Day Avg 6.51% | 8.55%
Current vs 7-Day Avg -6.43% | -2.84%
Prior 7-Day Eod 6.23% | 8.38%
Current vs 7-Day Eod -2.22% | -0.96%
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 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

Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 56% vs prior. Extreme bearish P/C ratio of 3.55 - heavy put buying. P/C ratio rising 478% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 5.3%, best 4.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2158.4061.00$59.704.4%10.94--
$350.00Aug 2139.3041.50$40.405.4%10.94770
$340.00Aug 2148.6051.70$50.156.2%30.93--
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. 9 found (avg delta 0.80, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2158.4061.00$59.704.4%10.94--
$350.00Aug 2139.3041.50$40.405.4%10.94770
$340.00Aug 2148.6051.70$50.156.2%30.93--
$360.00Aug 2129.6032.80$31.2010.3%20.91237
$370.00Aug 2120.7023.20$21.9511.4%10.81--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 2121.5024.40$22.9512.6%120.8119
$400.00Aug 2114.3016.10$15.2011.8%100.6726
$390.00Aug 218.109.80$8.9519.0%320.5169

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 770, top 237)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 214.205.60$4.9028.6%460.33532
$390.00Aug 217.809.70$8.7521.7%440.49437
$420.00Aug 210.701.55$1.1375.2%180.1068
$410.00Aug 211.752.60$2.1739.2%40.18--
$340.00Aug 2148.6051.70$50.156.2%30.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 214.505.60$5.0521.8%2370.33269
$350.00Aug 210.350.85$0.6083.3%2240.051.3K
$300.00Aug 210.050.35$0.20150.0%800.01--
$370.00Aug 212.252.80$2.5321.7%440.19937
$390.00Aug 218.109.80$8.9519.0%320.5169

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 124.00, avg 17.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$430.00Aug 21$0.56$9.44$0.5616.86$420.56
$410.00$420.00Aug 21$1.04$8.96$1.048.62$411.04
$400.00$410.00Aug 21$2.73$7.27$2.732.66$402.73
$390.00$400.00Aug 21$3.85$6.15$3.851.60$393.85
$380.00$390.00Aug 21$6.00$4.00$6.000.67$386.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$300.00Aug 21$0.40$49.60$0.40124.00$349.60
$360.00$350.00Aug 21$0.38$9.62$0.3825.32$359.62
$370.00$360.00Aug 21$1.55$8.45$1.555.45$368.45
$380.00$370.00Aug 21$2.52$7.48$2.522.97$377.48
$390.00$380.00Aug 21$3.90$6.10$3.901.56$386.10

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 5.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$350.00Aug 21$9.75$9.75$0.2539.00$349.75
$330.00$340.00Aug 21$9.55$9.55$0.4521.22$339.55
$360.00$370.00Aug 21$9.25$9.25$0.7512.33$369.25
$350.00$360.00Aug 21$9.20$9.20$0.8011.50$359.20
$370.00$380.00Aug 21$7.20$7.20$2.802.57$377.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$410.00$400.00Aug 21$7.75$7.75$2.253.44$402.25
$400.00$390.00Aug 21$6.25$6.25$3.751.67$393.75
$390.00$380.00Aug 21$3.90$3.90$6.100.64$386.10
$380.00$370.00Aug 21$2.52$2.52$7.480.34$377.48
$370.00$360.00Aug 21$1.55$1.55$8.450.18$368.45

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 4.55% of stock, avg 6.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$390.00Aug 21$8.75$8.95$17.70$372.30$407.704.55%
$380.00Aug 21$14.75$5.05$19.80$360.20$399.805.09%
$400.00Aug 21$4.90$15.20$20.10$379.90$420.105.17%
$370.00Aug 21$21.95$2.53$24.48$345.52$394.486.29%
$410.00Aug 21$2.17$22.95$25.12$384.88$435.126.46%
$360.00Aug 21$31.20$0.98$32.18$327.82$392.188.27%
$350.00Aug 21$40.40$0.60$41.00$309.00$391.0010.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.30% of stock, avg 1.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$350.00Aug 21$0.57$0.60$1.17$348.83$431.17
$430.00$360.00Aug 21$0.57$0.98$1.55$358.45$431.55
$420.00$350.00Aug 21$1.13$0.60$1.73$348.27$421.73
$420.00$360.00Aug 21$1.13$0.98$2.11$357.89$422.11
$410.00$350.00Aug 21$2.17$0.60$2.77$347.23$412.77
$430.00$370.00Aug 21$0.57$2.53$3.10$366.90$433.10
$410.00$360.00Aug 21$2.17$0.98$3.15$356.85$413.15
$420.00$370.00Aug 21$1.13$2.53$3.66$366.34$423.66
$410.00$370.00Aug 21$2.17$2.53$4.70$365.30$414.70
$400.00$350.00Aug 21$4.90$0.60$5.50$344.50$405.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 4.92, avg credit $4.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
400/410420/430Aug 21$8.31$1.694.92$401.69$428.31
350/360370/380Aug 21$7.58$2.423.13$352.42$377.58
360/370380/390Aug 21$7.55$2.453.08$362.45$387.55
390/400410/420Aug 21$7.29$2.712.69$392.71$417.29
390/400420/430Aug 21$6.81$3.192.13$393.19$426.81
380/390400/410Aug 21$6.63$3.371.97$383.37$406.63
350/360380/390Aug 21$6.38$3.621.76$353.62$386.38
370/380390/400Aug 21$6.37$3.631.75$373.63$396.37
360/370390/400Aug 21$5.40$4.601.17$364.60$395.40
370/380400/410Aug 21$5.25$4.751.11$374.75$405.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 19.83, cheapest $0.48)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$410.00$420.00$430.00Aug 21$0.48$9.5219.83
$340.00$350.00$360.00Aug 21$0.55$9.4517.18
$390.00$400.00$410.00Aug 21$1.12$8.887.93
$370.00$380.00$390.00Aug 21$1.20$8.807.33
$400.00$410.00$420.00Aug 21$1.69$8.314.92
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$360.00$370.00$380.00Aug 21$0.97$9.039.31
$350.00$360.00$370.00Aug 21$1.17$8.837.55
$370.00$380.00$390.00Aug 21$1.38$8.626.25
$390.00$400.00$410.00Aug 21$1.50$8.505.67
$380.00$390.00$400.00Aug 21$2.35$7.653.26

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 $-0.01, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$430.001:2Aug 21-$0.01$9.99
$410.00$420.001:2Aug 21-$0.09$9.91
$390.00$400.001:2Aug 21-$1.05$8.95
$380.00$390.001:2Aug 21-$2.75$7.25
$370.00$380.001:2Aug 21-$7.55$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$370.001:2Aug 21-$0.01$9.99
$360.00$350.001:2Aug 21-$0.22$9.78
$390.00$380.001:2Aug 21-$1.15$8.85
$400.00$390.001:2Aug 21-$2.70$7.30
$410.00$400.001:2Aug 21-$7.45$2.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.01%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Aug 21$7.800.490.2%2.01%2.26%44437
$400.00Aug 21$4.200.332.8%1.08%3.90%46532
$410.00Aug 21$1.750.185.4%0.45%5.85%4--
$420.00Aug 21$0.700.108.0%0.18%8.15%1868

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 242
Total Puts 859
Put/Call Ratio 3.55
Net Difference -617

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,638
Total Puts 7,578
Average Put/Call Ratio 1.18
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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