Tour v490
TRV
TRAVELERS COS INC
$377.15 +0.89%
$371.00 (-1.63%)🌙
as of 08/04 07:17 PM
8/4 19:17

Option Volume

Detail
Current (08/04) 432
Calls: 259 (60%)
Puts: 173 (40%)
Prior (08/03) 3,810
Calls: 3,453 (91%)
Puts: 357 (9%)
Current vs Prior -88.66%
Calls: -92.50% (Calls)
Puts: -51.54% (Puts)
Prior 7-Day Total 18,208
Calls: 9,962 (55%)
Puts: 8,246 (45%)
Prior 7-Day Average 2,601
Calls: 1,423 (55%)
Puts: 1,178 (45%)
Current vs Prior 7-Day Avg -83.39%
Calls: -81.80%
Puts: -85.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $511.8K
Calls: $294.9K (58%)
Puts: $217.0K (42%)
Prior (08/03) $2.55M
Calls: $2.04M (80%)
Puts: $511.3K (20%)
Current vs Prior -79.95%
Calls: -85.55%
Puts: -57.57%
Prior 7-Day Total $18.13M
Calls: $13.52M (75%)
Puts: $4.61M (25%)
Prior 7-Day Average $2.59M
Calls: $1.93M (75%)
Puts: $658.0K (25%)
Current vs Prior 7-Day Avg -80.24%
Calls: -84.73%
Puts: -67.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.67
Prior (08/03) 0.10
Current vs Prior +546.06%
Prior 7-Day Average 1.44
Current vs Prior 7-Day Avg -53.68%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 7,616
Calls: 5,557 (73%)
Puts: 2,059 (27%)
Prior (08/03) 5,713
Calls: 2,309 (40%)
Puts: 3,404 (60%)
Current vs Prior +33.31%
Prior 7-Day Total 50,406
Calls: 27,184 (54%)
Puts: 23,222 (46%)
Prior 7-Day Average 7,200
Calls: 3,883 (54%)
Puts: 3,317 (46%)
Current vs Prior 7-Day Avg +5.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.79% | 8.25%
Prior 5.70% | 7.70%
Current vs Prior +1.68% | +7.03%
Prior 7-Day Avg 6.02% | 8.20%
Current vs 7-Day Avg -3.82% | +0.56%
Prior 7-Day Eod 5.70% | 7.70%
Current vs 7-Day Eod +1.68% | +7.03%
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

Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 89% vs prior. Bullish P/C ratio of 0.67. P/C ratio rising 546% - increased hedging/bearish positioning.

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 BULLISH
Prior BEARISH
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 7.2%, best 5.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1858.4061.40$59.905.0%20.94--
$340.00Aug 2138.1040.20$39.155.4%20.95191
$350.00Sep 1830.2033.10$31.659.2%30.84--
$370.00Sep 1816.5018.20$17.359.8%30.6036
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Sep 188.609.10$8.855.6%60.40210
$380.00Sep 1813.2014.30$13.758.0%20.52--

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 0.74, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2138.1040.20$39.155.4%20.95191
$320.00Sep 1858.4061.40$59.905.0%20.94--
$350.00Sep 1830.2033.10$31.659.2%30.84--
$360.00Sep 1822.6025.30$23.9511.3%40.73--
$370.00Aug 2111.7014.30$13.0020.0%20.67--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2121.6024.00$22.8010.5%20.8825
$380.00Aug 218.009.70$8.8519.2%240.54289
$380.00Sep 1813.2014.30$13.758.0%20.52--

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 237, top 67)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 212.753.50$3.1324.0%670.271.8K
$380.00Aug 216.607.80$7.2016.7%430.471.5K
$410.00Aug 210.051.50$0.78185.9%70.08129
$400.00Sep 183.704.80$4.2525.9%50.24--
$410.00Sep 182.002.90$2.4536.7%50.16--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 218.009.70$8.8519.2%240.54289
$370.00Aug 213.605.10$4.3534.5%210.33515
$350.00Sep 182.053.50$2.7852.2%110.17--
$360.00Aug 211.702.15$1.9223.4%100.17228
$370.00Sep 188.609.10$8.855.6%60.40210

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 8.3%, max 17.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$410.00Aug 21Sep 1826.7%23.3%14.6%12129
$370.00Aug 21Sep 1823.6%22.6%4.5%536
$400.00Aug 21Sep 1823.4%23.4%0.3%8534
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 21Sep 1826.5%22.6%17.4%14--
$360.00Aug 21Sep 1824.5%22.6%8.7%13388
$370.00Aug 21Sep 1823.6%22.6%4.5%27725

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 49.00, avg 8.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$410.00Aug 21$0.47$9.53$0.4720.28$400.47
$410.00$430.00Sep 18$1.72$18.28$1.7210.63$411.72
$400.00$410.00Sep 18$1.80$8.20$1.804.56$401.80
$390.00$400.00Aug 21$1.88$8.12$1.884.32$391.88
$380.00$400.00Sep 18$7.70$12.30$7.701.60$387.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$330.00Aug 21$0.20$9.80$0.2049.00$339.80
$350.00$340.00Aug 21$0.38$9.62$0.3825.32$349.62
$360.00$350.00Aug 21$1.04$8.96$1.048.62$358.96
$360.00$350.00Sep 18$2.42$7.58$2.423.13$357.58
$370.00$360.00Aug 21$2.43$7.57$2.433.12$367.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 16.14, avg 1.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$350.00Sep 18$28.25$28.25$1.7516.14$348.25
$340.00$370.00Aug 21$26.15$26.15$3.856.79$366.15
$350.00$360.00Sep 18$7.70$7.70$2.303.35$357.70
$360.00$370.00Sep 18$6.60$6.60$3.401.94$366.60
$370.00$380.00Aug 21$5.80$5.80$4.201.38$375.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$380.00Aug 21$13.95$13.95$6.052.31$386.05
$380.00$370.00Sep 18$4.90$4.90$5.100.96$375.10
$380.00$370.00Aug 21$4.50$4.50$5.500.82$375.50
$370.00$360.00Sep 18$3.65$3.65$6.350.57$366.35
$370.00$360.00Aug 21$2.43$2.43$7.570.32$367.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.54, cheapest $1.67)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$410.00Aug 21Sep 18$1.6726.7%23.3%
$400.00Aug 21Sep 18$3.0023.4%23.4%
$370.00Aug 21Sep 18$4.3523.6%22.6%
$380.00Aug 21Sep 18$4.7525.5%25.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Aug 21Sep 18$1.9026.5%22.6%
$360.00Aug 21Sep 18$3.2824.5%22.6%
$370.00Aug 21Sep 18$4.5023.6%22.6%
$380.00Aug 21Sep 18$4.9025.5%25.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.26% of stock, avg 7.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Aug 21$7.20$8.85$16.05$363.95$396.054.26%
$370.00Aug 21$13.00$4.35$17.35$352.65$387.354.60%
$400.00Aug 21$1.25$22.80$24.05$375.95$424.056.38%
$380.00Sep 18$11.95$13.75$25.70$354.30$405.706.81%
$370.00Sep 18$17.35$8.85$26.20$343.80$396.206.95%
$360.00Sep 18$23.95$5.20$29.15$330.85$389.157.73%
$350.00Sep 18$31.65$2.78$34.43$315.57$384.439.13%
$340.00Aug 21$39.15$0.50$39.65$300.35$379.6510.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.44% of stock, avg 2.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$350.00Aug 21$0.78$0.88$1.66$348.34$411.66
$400.00$350.00Aug 21$1.25$0.88$2.13$347.87$402.13
$410.00$360.00Aug 21$0.78$1.92$2.70$357.30$412.70
$400.00$360.00Aug 21$1.25$1.92$3.17$356.83$403.17
$430.00$350.00Sep 18$0.73$2.78$3.51$346.49$433.51
$390.00$350.00Aug 21$3.13$0.88$4.01$345.99$394.01
$390.00$360.00Aug 21$3.13$1.92$5.05$354.95$395.05
$410.00$370.00Aug 21$0.78$4.35$5.13$364.87$415.13
$410.00$350.00Sep 18$2.45$2.78$5.23$344.77$415.23
$400.00$370.00Aug 21$1.25$4.35$5.60$364.40$405.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 3.59, avg credit $5.00)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/360370/380Sep 18$7.82$2.183.59$352.18$377.82
350/360370/380Aug 21$6.84$3.162.16$353.16$376.84
370/380400/410Sep 18$6.70$3.302.03$373.30$406.70
360/370380/390Aug 21$6.50$3.501.86$363.50$386.50
370/380390/400Aug 21$6.38$3.621.76$373.62$396.38
340/350370/380Aug 21$6.18$3.821.62$343.82$376.18
330/340370/380Aug 21$6.00$4.001.50$334.00$376.00
360/370380/400Sep 18$11.35$8.651.31$358.65$391.35
360/370400/410Sep 18$5.45$4.551.20$364.55$405.45
350/360380/390Aug 21$5.11$4.891.04$354.89$385.11

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 54.56, cheapest $0.18)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Sep 18$1.10$8.908.09
$360.00$370.00$380.00Sep 18$1.20$8.807.33
$390.00$400.00$410.00Aug 21$1.41$8.596.09
$370.00$380.00$390.00Aug 21$1.73$8.274.78
$380.00$390.00$400.00Aug 21$2.19$7.813.57
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Aug 21$0.18$9.8254.56
$340.00$350.00$360.00Aug 21$0.66$9.3414.15
$350.00$360.00$370.00Sep 18$1.23$8.777.13
$360.00$370.00$380.00Sep 18$1.25$8.757.00
$350.00$360.00$370.00Aug 21$1.39$8.616.19

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-3.40, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$350.001:2Sep 18-$3.40$26.60
$400.00$410.001:2Aug 21-$0.31$9.69
$400.00$410.001:2Sep 18-$0.65$9.35
$370.00$380.001:2Aug 21-$1.40$8.60
$370.00$380.001:2Sep 18-$6.55$3.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Aug 21-$0.10$9.90
$350.00$340.001:2Aug 21-$0.12$9.88
$360.00$350.001:2Sep 18-$0.36$9.64
$370.00$360.001:2Sep 18-$1.55$8.45
$380.00$370.001:2Sep 18-$3.95$6.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.97%, avg 1.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Sep 18$11.200.480.8%2.97%3.73%2--
$380.00Aug 21$6.600.470.8%1.75%2.51%431.5K
$400.00Sep 18$3.700.246.1%0.98%7.04%5--
$390.00Aug 21$2.750.273.4%0.73%4.14%671.8K
$410.00Sep 18$2.000.168.7%0.53%9.24%5--
$400.00Aug 21$0.950.136.1%0.25%6.31%3534
$430.00Sep 18$0.450.0614.0%0.12%14.13%26

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 259
Total Puts 173
Put/Call Ratio 0.67
Net Difference 86

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,962
Total Puts 8,246
Average Put/Call Ratio 1.44
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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