Tour v473
TRV
TRAVELERS COS INC
$375.99 -3.35%
$375.11 (-0.24%)🌙
as of 07/30 07:41 PM
7/30 19:41

Option Volume

Detail
Current (07/30) 3,176
Calls: 766 (24%)
Puts: 2,410 (76%)
Prior (07/29) 1,101
Calls: 242 (22%)
Puts: 859 (78%)
Current vs Prior +188.47%
Calls: +216.53% (Calls)
Puts: +180.56% (Puts)
Prior 7-Day Total 14,904
Calls: 7,115 (48%)
Puts: 7,789 (52%)
Prior 7-Day Average 2,129
Calls: 1,016 (48%)
Puts: 1,112 (52%)
Current vs Prior 7-Day Avg +49.17%
Calls: -24.64%
Puts: +116.59%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $2.42M
Calls: $925.9K (38%)
Puts: $1.50M (62%)
Prior (07/29) $886.7K
Calls: $376.4K (42%)
Puts: $510.3K (58%)
Current vs Prior +173.20%
Calls: +145.98%
Puts: +193.28%
Prior 7-Day Total $16.31M
Calls: $11.93M (73%)
Puts: $4.38M (27%)
Prior 7-Day Average $2.33M
Calls: $1.70M (73%)
Puts: $625.0K (27%)
Current vs Prior 7-Day Avg +3.97%
Calls: -45.69%
Puts: +139.43%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 3.15
Prior (07/29) 3.55
Current vs Prior -11.36%
Prior 7-Day Average 1.57
Current vs Prior 7-Day Avg +100.73%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 10,437
Calls: 5,417 (52%)
Puts: 5,020 (48%)
Prior (07/29) 7,609
Calls: 4,331 (57%)
Puts: 3,278 (43%)
Current vs Prior +37.17%
Prior 7-Day Total 45,091
Calls: 29,037 (64%)
Puts: 16,054 (36%)
Prior 7-Day Average 6,441
Calls: 4,148 (64%)
Puts: 2,293 (36%)
Current vs Prior 7-Day Avg +62.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.01% | 8.31%
Prior 6.09% | 8.30%
Current vs Prior -1.34% | +0.10%
Prior 7-Day Avg 6.37% | 8.47%
Current vs 7-Day Avg -5.66% | -1.90%
Prior 7-Day Eod 6.09% | 8.30%
Current vs 7-Day Eod -1.34% | +0.10%
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

Moderately bearish flow with 62% put dollar volume ($1.50M). Massive premium surge with dollar volume up 173% vs prior. Unusually high activity with volume up 188% vs prior - elevated interest. Extreme bearish P/C ratio of 3.15 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 2 of results (avg 7.0%, best 5.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2145.3048.00$46.655.8%151.00153
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 2142.3045.90$44.108.2%30.97--

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. 8 found (avg delta 0.81, highest 1.00)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2145.3048.00$46.655.8%151.00153
$360.00Aug 2117.5020.70$19.1016.8%70.79237
$370.00Aug 2110.4013.90$12.1528.8%110.63138
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 2142.3045.90$44.108.2%30.97--
$410.00Aug 2132.4035.90$34.1510.2%90.9419
$400.00Aug 2123.6026.40$25.0011.2%130.8625
$390.00Aug 2115.5018.30$16.9016.6%340.7474
$380.00Aug 218.9012.00$10.4529.7%1370.57415

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 2.1K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 212.353.80$3.0847.1%1450.26420
$400.00Aug 211.051.70$1.3847.1%710.13530
$380.00Aug 215.008.60$6.8052.9%500.43160
$420.00Aug 210.000.45$0.23195.7%270.0364
$330.00Aug 2145.3048.00$46.655.8%151.00153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 214.605.50$5.0517.8%1.2K0.37925
$350.00Aug 210.901.55$1.2352.8%2310.111.4K
$380.00Aug 218.9012.00$10.4529.7%1370.57415
$390.00Aug 2115.5018.30$16.9016.6%340.7474
$360.00Aug 212.152.90$2.5329.6%310.21199

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 99.00, avg 18.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$410.00$420.00Aug 21$0.27$9.73$0.2736.04$410.27
$400.00$410.00Aug 21$0.88$9.12$0.8810.36$400.88
$390.00$400.00Aug 21$1.70$8.30$1.704.88$391.70
$380.00$390.00Aug 21$3.72$6.28$3.721.69$383.72
$370.00$380.00Aug 21$5.35$4.65$5.350.87$375.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$320.00Aug 21$0.10$9.90$0.1099.00$329.90
$340.00$330.00Aug 21$0.20$9.80$0.2049.00$339.80
$350.00$340.00Aug 21$0.78$9.22$0.7811.82$349.22
$360.00$350.00Aug 21$1.30$8.70$1.306.69$358.70
$370.00$360.00Aug 21$2.52$7.48$2.522.97$367.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 11.24, avg 2.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$360.00Aug 21$27.55$27.55$2.4511.24$357.55
$360.00$370.00Aug 21$6.95$6.95$3.052.28$366.95
$370.00$380.00Aug 21$5.35$5.35$4.651.15$375.35
$380.00$390.00Aug 21$3.72$3.72$6.280.59$383.72
$390.00$400.00Aug 21$1.70$1.70$8.300.20$391.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$410.00$400.00Aug 21$9.15$9.15$0.8510.76$400.85
$400.00$390.00Aug 21$8.10$8.10$1.904.26$391.90
$390.00$380.00Aug 21$6.45$6.45$3.551.82$383.55
$380.00$370.00Aug 21$5.40$5.40$4.601.17$374.60
$370.00$360.00Aug 21$2.52$2.52$7.480.34$367.48

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 4.57% of stock, avg 7.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$12.15$5.05$17.20$352.80$387.204.57%
$380.00Aug 21$6.80$10.45$17.25$362.75$397.254.59%
$390.00Aug 21$3.08$16.90$19.98$370.02$409.985.31%
$360.00Aug 21$19.10$2.53$21.63$338.37$381.635.75%
$400.00Aug 21$1.38$25.00$26.38$373.62$426.387.02%
$410.00Aug 21$0.50$34.15$34.65$375.35$444.659.22%
$420.00Aug 21$0.23$44.10$44.33$375.67$464.3311.79%
$330.00Aug 21$46.65$0.25$46.90$283.10$376.9012.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.46% of stock, avg 1.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$350.00Aug 21$0.50$1.23$1.73$348.27$411.73
$400.00$350.00Aug 21$1.38$1.23$2.61$347.39$402.61
$410.00$360.00Aug 21$0.50$2.53$3.03$356.97$413.03
$400.00$360.00Aug 21$1.38$2.53$3.91$356.09$403.91
$390.00$350.00Aug 21$3.08$1.23$4.31$345.69$394.31
$410.00$370.00Aug 21$0.50$5.05$5.55$364.45$415.55
$390.00$360.00Aug 21$3.08$2.53$5.61$354.39$395.61
$400.00$370.00Aug 21$1.38$5.05$6.43$363.57$406.43
$380.00$350.00Aug 21$6.80$1.23$8.03$341.97$388.03
$390.00$370.00Aug 21$3.08$5.05$8.13$361.87$398.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 5.13, avg credit $4.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
390/400410/420Aug 21$8.37$1.635.13$391.63$418.37
340/350360/370Aug 21$7.73$2.273.41$342.27$367.73
380/390400/410Aug 21$7.33$2.672.75$382.67$407.33
330/340360/370Aug 21$7.15$2.852.51$332.85$367.15
370/380390/400Aug 21$7.10$2.902.45$372.90$397.10
320/330360/370Aug 21$7.05$2.952.39$322.95$367.05
380/390410/420Aug 21$6.72$3.282.05$383.28$416.72
350/360370/380Aug 21$6.65$3.351.99$353.35$376.65
370/380400/410Aug 21$6.28$3.721.69$373.72$406.28
360/370380/390Aug 21$6.24$3.761.66$363.76$386.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$410.00$420.00Aug 21$0.61$9.3915.39
$390.00$400.00$410.00Aug 21$0.82$9.1811.20
$360.00$370.00$380.00Aug 21$1.60$8.405.25
$370.00$380.00$390.00Aug 21$1.63$8.375.13
$380.00$390.00$400.00Aug 21$2.02$7.983.95
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.10$9.9099.00
$340.00$350.00$360.00Aug 21$0.52$9.4818.23
$330.00$340.00$350.00Aug 21$0.58$9.4216.24
$400.00$410.00$420.00Aug 21$0.80$9.2011.50
$370.00$380.00$390.00Aug 21$1.05$8.958.52

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 $-1.23, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$450.001:2Aug 21-$1.23$28.77
$370.00$380.001:2Aug 21-$1.45$8.55
$360.00$370.001:2Aug 21-$5.20$4.80
$330.00$360.001:2Aug 21$8.45$21.55
$410.00$420.001:2Aug 21$0.04$9.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$360.001:2Aug 21-$0.01$9.99
$330.00$320.001:2Aug 21-$0.05$9.95
$340.00$330.001:2Aug 21-$0.05$9.95
$390.00$380.001:2Aug 21-$4.00$6.00
$400.00$390.001:2Aug 21-$8.80$1.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.33%, avg 0.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 21$5.000.431.1%1.33%2.40%50160
$390.00Aug 21$2.350.263.7%0.63%4.35%145420
$400.00Aug 21$1.050.136.4%0.28%6.67%71530
$410.00Aug 21$0.400.069.1%0.11%9.15%15132

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 766
Total Puts 2,410
Put/Call Ratio 3.15
Net Difference -1,644

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,115
Total Puts 7,789
Average Put/Call Ratio 1.57
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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