Tour v487
TRV
TRAVELERS COS INC
$373.82 -0.14%
$370.97 (-0.76%)🌙
as of 08/03 06:59 PM
8/3 18:59

Option Volume

Detail
Current (08/03) 3,810
Calls: 3,453 (91%)
Puts: 357 (9%)
Prior (07/31) 629
Calls: 355 (56%)
Puts: 274 (44%)
Current vs Prior +505.72%
Calls: +872.68% (Calls)
Puts: +30.29% (Puts)
Prior 7-Day Total 15,793
Calls: 6,906 (44%)
Puts: 8,887 (56%)
Prior 7-Day Average 2,256
Calls: 986 (44%)
Puts: 1,269 (56%)
Current vs Prior 7-Day Avg +68.87%
Calls: +250.00%
Puts: -71.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $2.55M
Calls: $2.04M (80%)
Puts: $511.3K (20%)
Prior (07/31) $506.9K
Calls: $428.0K (84%)
Puts: $78.8K (16%)
Current vs Prior +403.64%
Calls: +376.95%
Puts: +548.50%
Prior 7-Day Total $16.61M
Calls: $12.00M (72%)
Puts: $4.60M (28%)
Prior 7-Day Average $2.37M
Calls: $1.71M (72%)
Puts: $657.7K (28%)
Current vs Prior 7-Day Avg +7.60%
Calls: +19.05%
Puts: -22.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.10
Prior (07/31) 0.77
Current vs Prior -86.60%
Prior 7-Day Average 1.79
Current vs Prior 7-Day Avg -94.21%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 5,713
Calls: 2,309 (40%)
Puts: 3,404 (60%)
Prior (07/31) 7,595
Calls: 3,765 (50%)
Puts: 3,830 (50%)
Current vs Prior -24.78%
Prior 7-Day Total 51,069
Calls: 29,030 (57%)
Puts: 22,039 (43%)
Prior 7-Day Average 7,295
Calls: 4,147 (57%)
Puts: 3,148 (43%)
Current vs Prior 7-Day Avg -21.69%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.70% | 7.70%
Prior 5.58% | 7.87%
Current vs Prior +2.06% | -2.07%
Prior 7-Day Avg 6.13% | 8.32%
Current vs 7-Day Avg -7.02% | -7.42%
Prior 7-Day Eod 5.58% | 7.87%
Current vs 7-Day Eod +2.06% | -2.07%
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 80% of dollar volume in calls ($2.04M) vs puts ($511.3K). Massive premium surge with dollar volume up 404% vs prior. Unusually high activity with volume up 506% vs prior - elevated interest. Extreme bullish P/C ratio of 0.10 - heavy call buying (3,453 calls vs 357 puts).

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 2 of results (avg 9.8%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2133.5037.00$35.259.9%100.94191
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2125.5028.10$26.809.7%40.9125

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 0.79, highest 0.94)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2133.5037.00$35.259.9%100.94191
$350.00Aug 2124.2027.00$25.6010.9%50.89--
$370.00Aug 219.2011.60$10.4023.1%40.60142
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2125.5028.10$26.809.7%40.9125
$380.00Aug 219.9011.90$10.9018.3%340.61310

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 3.1K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 214.705.70$5.2019.2%1.5K0.39159
$390.00Aug 211.902.55$2.2229.3%1.5K0.21327
$340.00Aug 2133.5037.00$35.259.9%100.94191
$400.00Aug 210.551.25$0.9077.8%80.10532
$350.00Aug 2124.2027.00$25.6010.9%50.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 219.9011.90$10.9018.3%340.61310
$370.00Aug 215.205.90$5.5512.6%130.40516
$360.00Aug 212.402.85$2.6317.1%90.23224
$340.00Aug 210.400.80$0.6066.7%50.06125
$350.00Aug 210.901.35$1.1339.8%50.111.4K

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. 8 found (best R:R 32.33, avg 8.63)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$400.00Aug 21$1.32$8.68$1.326.58$391.32
$380.00$390.00Aug 21$2.98$7.02$2.982.36$382.98
$370.00$380.00Aug 21$5.20$4.80$5.200.92$375.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$330.00Aug 21$0.30$9.70$0.3032.33$339.70
$350.00$340.00Aug 21$0.53$9.47$0.5317.87$349.47
$360.00$350.00Aug 21$1.50$8.50$1.505.67$358.50
$370.00$360.00Aug 21$2.92$7.08$2.922.42$367.08
$380.00$370.00Aug 21$5.35$4.65$5.350.87$374.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 27.57, avg 3.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$350.00Aug 21$9.65$9.65$0.3527.57$349.65
$350.00$370.00Aug 21$15.20$15.20$4.803.17$365.20
$370.00$380.00Aug 21$5.20$5.20$4.801.08$375.20
$380.00$390.00Aug 21$2.98$2.98$7.020.42$382.98
$390.00$400.00Aug 21$1.32$1.32$8.680.15$391.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$380.00Aug 21$15.90$15.90$4.103.88$384.10
$380.00$370.00Aug 21$5.35$5.35$4.651.15$374.65
$370.00$360.00Aug 21$2.92$2.92$7.080.41$367.08
$360.00$350.00Aug 21$1.50$1.50$8.500.18$358.50
$350.00$340.00Aug 21$0.53$0.53$9.470.06$349.47

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 4.27% of stock, avg 6.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$10.40$5.55$15.95$354.05$385.954.27%
$380.00Aug 21$5.20$10.90$16.10$363.90$396.104.31%
$350.00Aug 21$25.60$1.13$26.73$323.27$376.737.15%
$400.00Aug 21$0.90$26.80$27.70$372.30$427.707.41%
$340.00Aug 21$35.25$0.60$35.85$304.15$375.859.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 0.40% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$400.00$340.00Aug 21$0.90$0.60$1.50$338.50$401.50
$400.00$350.00Aug 21$0.90$1.13$2.03$347.97$402.03
$390.00$340.00Aug 21$2.22$0.60$2.82$337.18$392.82
$390.00$350.00Aug 21$2.22$1.13$3.35$346.65$393.35
$400.00$360.00Aug 21$0.90$2.63$3.53$356.47$403.53
$390.00$360.00Aug 21$2.22$2.63$4.85$355.15$394.85
$380.00$340.00Aug 21$5.20$0.60$5.80$334.20$385.80
$380.00$350.00Aug 21$5.20$1.13$6.33$343.67$386.33
$400.00$370.00Aug 21$0.90$5.55$6.45$363.55$406.45
$390.00$370.00Aug 21$2.22$5.55$7.77$362.23$397.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 3.44, avg credit $5.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/370Aug 21$15.50$4.503.44$324.50$365.50
350/360370/380Aug 21$6.70$3.302.03$353.30$376.70
370/380390/400Aug 21$6.67$3.332.00$373.33$396.67
360/370380/390Aug 21$5.90$4.101.44$364.10$385.90
340/350370/380Aug 21$5.73$4.271.34$344.27$375.73
330/340370/380Aug 21$5.50$4.501.22$334.50$375.50
350/360380/390Aug 21$4.48$5.520.81$355.52$384.48
360/370390/400Aug 21$4.24$5.760.74$365.76$394.24
340/350380/390Aug 21$3.51$6.490.54$346.49$383.51
330/340380/390Aug 21$3.28$6.720.49$336.72$383.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 42.48, cheapest $0.23)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$380.00$390.00$400.00Aug 21$1.66$8.345.02
$370.00$380.00$390.00Aug 21$2.22$7.783.50
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Aug 21$0.23$9.7742.48
$340.00$350.00$360.00Aug 21$0.97$9.039.31
$350.00$360.00$370.00Aug 21$1.42$8.586.04
$360.00$370.00$380.00Aug 21$2.43$7.573.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.36, 5 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$370.00$380.001:2Aug 21$0.00$10.00
$350.00$370.001:2Aug 21$4.80$15.20
$390.00$400.001:2Aug 21$0.42$9.58
$380.00$390.001:2Aug 21$0.76$9.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$310.001:2Aug 21-$0.36$19.64
$340.00$330.001:2Aug 21$0.00$10.00
$350.00$340.001:2Aug 21-$0.07$9.93
$380.00$370.001:2Aug 21-$0.20$9.80
$400.00$380.001:2Aug 21$5.00$15.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.26%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 21$4.700.391.6%1.26%2.91%1.5K159
$390.00Aug 21$1.900.214.3%0.51%4.84%1.5K327
$400.00Aug 21$0.550.107.0%0.15%7.15%8532

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 3,453
Total Puts 357
Put/Call Ratio 0.10
Net Difference 3,096

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,906
Total Puts 8,887
Average Put/Call Ratio 1.79
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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