Tour v477
TRV
TRAVELERS COS INC
$374.36 -0.43%
$375.01 (+0.17%)🌙
as of 07/31 07:14 PM
7/31 19:14

Option Volume

Detail
Current (07/31) 629
Calls: 355 (56%)
Puts: 274 (44%)
Prior (07/30) 3,176
Calls: 766 (24%)
Puts: 2,410 (76%)
Current vs Prior -80.20%
Calls: -53.66% (Calls)
Puts: -88.63% (Puts)
Prior 7-Day Total 16,641
Calls: 7,224 (43%)
Puts: 9,417 (57%)
Prior 7-Day Average 2,377
Calls: 1,032 (43%)
Puts: 1,345 (57%)
Current vs Prior 7-Day Avg -73.54%
Calls: -65.60%
Puts: -79.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $506.9K
Calls: $428.0K (84%)
Puts: $78.8K (16%)
Prior (07/30) $2.42M
Calls: $925.9K (38%)
Puts: $1.50M (62%)
Current vs Prior -79.08%
Calls: -53.77%
Puts: -94.73%
Prior 7-Day Total $17.55M
Calls: $12.28M (70%)
Puts: $5.27M (30%)
Prior 7-Day Average $2.51M
Calls: $1.75M (70%)
Puts: $752.4K (30%)
Current vs Prior 7-Day Avg -79.78%
Calls: -75.60%
Puts: -89.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.77
Prior (07/30) 3.15
Current vs Prior -75.47%
Prior 7-Day Average 1.85
Current vs Prior 7-Day Avg -58.21%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31) 7,595
Calls: 3,765 (50%)
Puts: 3,830 (50%)
Prior (07/30) 10,437
Calls: 5,417 (52%)
Puts: 5,020 (48%)
Current vs Prior -27.23%
Prior 7-Day Total 49,464
Calls: 29,887 (60%)
Puts: 19,577 (40%)
Prior 7-Day Average 7,066
Calls: 4,269 (60%)
Puts: 2,796 (40%)
Current vs Prior 7-Day Avg +7.48%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.58% | 7.87%
Prior 6.01% | 8.31%
Current vs Prior -7.12% | -5.35%
Prior 7-Day Avg 6.26% | 8.43%
Current vs 7-Day Avg -10.82% | -6.71%
Prior 7-Day Eod 6.01% | 8.31%
Current vs 7-Day Eod -7.12% | -5.35%
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

Strong bullish conviction with 84% of dollar volume in calls ($428.0K) vs puts ($78.8K). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 80% vs prior. P/C ratio dropping 75% - sentiment shifting bullish.

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

No options available for this category

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. 5 found (avg delta 0.73, highest 0.88)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2117.4020.00$18.7013.9%30.80239
$370.00Aug 2110.0012.50$11.2522.2%80.62140
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2124.0027.30$25.6512.9%40.88--
$390.00Aug 2115.4018.40$16.9017.8%10.7858
$380.00Aug 218.5010.80$9.6523.8%10.58311

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 275, top 69)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 211.953.40$2.6854.1%110.24326
$400.00Aug 210.752.25$1.50100.0%90.14537
$410.00Aug 210.200.55$0.3892.1%90.05126
$370.00Aug 2110.0012.50$11.2522.2%80.62140
$380.00Aug 215.606.80$6.2019.4%60.42158
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 211.703.00$2.3555.3%690.21199
$340.00Aug 210.250.60$0.4381.4%420.04127
$330.00Aug 210.000.35$0.18194.4%360.02211
$350.00Aug 210.801.60$1.2066.7%350.111.4K
$370.00Aug 214.306.10$5.2034.6%180.38517

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. 9 found (best R:R 39.00, avg 8.96)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$410.00Aug 21$1.12$8.88$1.127.93$401.12
$390.00$400.00Aug 21$1.18$8.82$1.187.47$391.18
$380.00$390.00Aug 21$3.52$6.48$3.521.84$383.52
$370.00$380.00Aug 21$5.05$4.95$5.050.98$375.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$330.00Aug 21$0.25$9.75$0.2539.00$339.75
$350.00$340.00Aug 21$0.77$9.23$0.7711.99$349.23
$360.00$350.00Aug 21$1.15$8.85$1.157.70$358.85
$370.00$360.00Aug 21$2.85$7.15$2.852.51$367.15
$380.00$370.00Aug 21$4.45$5.55$4.451.25$375.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 7.00, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$370.00Aug 21$7.45$7.45$2.552.92$367.45
$370.00$380.00Aug 21$5.05$5.05$4.951.02$375.05
$380.00$390.00Aug 21$3.52$3.52$6.480.54$383.52
$390.00$400.00Aug 21$1.18$1.18$8.820.13$391.18
$400.00$410.00Aug 21$1.12$1.12$8.880.13$401.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$390.00Aug 21$8.75$8.75$1.257.00$391.25
$390.00$380.00Aug 21$7.25$7.25$2.752.64$382.75
$380.00$370.00Aug 21$4.45$4.45$5.550.80$375.55
$370.00$360.00Aug 21$2.85$2.85$7.150.40$367.15
$360.00$350.00Aug 21$1.15$1.15$8.850.13$358.85

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. 5 found (cheapest 4.23% of stock, avg 5.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Aug 21$6.20$9.65$15.85$364.15$395.854.23%
$370.00Aug 21$11.25$5.20$16.45$353.55$386.454.39%
$390.00Aug 21$2.68$16.90$19.58$370.42$409.585.23%
$360.00Aug 21$18.70$2.35$21.05$338.95$381.055.62%
$400.00Aug 21$1.50$25.65$27.15$372.85$427.157.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.72% of stock, avg 1.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$400.00$350.00Aug 21$1.50$1.20$2.70$347.30$402.70
$400.00$360.00Aug 21$1.50$2.35$3.85$356.15$403.85
$390.00$350.00Aug 21$2.68$1.20$3.88$346.12$393.88
$390.00$360.00Aug 21$2.68$2.35$5.03$354.97$395.03
$400.00$370.00Aug 21$1.50$5.20$6.70$363.30$406.70
$380.00$350.00Aug 21$6.20$1.20$7.40$342.60$387.40
$390.00$370.00Aug 21$2.68$5.20$7.88$362.12$397.88
$380.00$360.00Aug 21$6.20$2.35$8.55$351.45$388.55
$380.00$370.00Aug 21$6.20$5.20$11.40$358.60$391.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 5.13, avg credit $4.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
380/390400/410Aug 21$8.37$1.635.13$381.63$408.37
340/350360/370Aug 21$8.22$1.784.62$341.78$368.22
330/340360/370Aug 21$7.70$2.303.35$332.30$367.70
360/370380/390Aug 21$6.37$3.631.75$363.63$386.37
350/360370/380Aug 21$6.20$3.801.63$353.80$376.20
340/350370/380Aug 21$5.82$4.181.39$344.18$375.82
370/380390/400Aug 21$5.63$4.371.29$374.37$395.63
370/380400/410Aug 21$5.57$4.431.26$374.43$405.57
330/340370/380Aug 21$5.30$4.701.13$334.70$375.30
350/360380/390Aug 21$4.67$5.330.88$355.33$384.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 165.67, cheapest $0.06)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$390.00$400.00$410.00Aug 21$0.06$9.94165.67
$370.00$380.00$390.00Aug 21$1.53$8.475.54
$380.00$390.00$400.00Aug 21$2.34$7.663.27
$360.00$370.00$380.00Aug 21$2.40$7.603.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.25$9.7539.00
$340.00$350.00$360.00Aug 21$0.38$9.6225.32
$330.00$340.00$350.00Aug 21$0.52$9.4818.23
$380.00$390.00$400.00Aug 21$1.50$8.505.67
$360.00$370.00$380.00Aug 21$1.60$8.405.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.62, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Aug 21-$0.32$9.68
$370.00$380.001:2Aug 21-$1.15$8.85
$360.00$370.001:2Aug 21-$3.80$6.20
$400.00$410.001:2Aug 21$0.74$9.26
$380.00$390.001:2Aug 21$0.84$9.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$300.001:2Aug 21-$0.62$19.38
$360.00$350.001:2Aug 21-$0.05$9.95
$330.00$320.001:2Aug 21-$0.18$9.82
$380.00$370.001:2Aug 21-$0.75$9.25
$390.00$380.001:2Aug 21-$2.40$7.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.50%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 21$5.600.421.5%1.50%3.00%6158
$390.00Aug 21$1.950.244.2%0.52%4.70%11326
$400.00Aug 21$0.750.146.8%0.20%7.05%9537

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 355
Total Puts 274
Put/Call Ratio 0.77
Net Difference 81

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,224
Total Puts 9,417
Average Put/Call Ratio 1.85
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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