Tour v492
TRV
TRAVELERS COS INC
$382.45 +1.41%
$383.78 (+0.35%)🌙
as of 08/05 07:18 PM
8/5 19:18

Option Volume

Detail
Current (08/05) 639
Calls: 266 (42%)
Puts: 373 (58%)
Prior (08/04) 432
Calls: 259 (60%)
Puts: 173 (40%)
Current vs Prior +47.92%
Calls: +2.70% (Calls)
Puts: +115.61% (Puts)
Prior 7-Day Total 14,664
Calls: 8,481 (58%)
Puts: 6,183 (42%)
Prior 7-Day Average 2,094
Calls: 1,211 (58%)
Puts: 883 (42%)
Current vs Prior 7-Day Avg -69.50%
Calls: -78.05%
Puts: -57.77%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $782.0K
Calls: $559.1K (71%)
Puts: $222.9K (29%)
Prior (08/04) $511.8K
Calls: $294.9K (58%)
Puts: $217.0K (42%)
Current vs Prior +52.79%
Calls: +89.60%
Puts: +2.74%
Prior 7-Day Total $14.71M
Calls: $10.60M (72%)
Puts: $4.11M (28%)
Prior 7-Day Average $2.10M
Calls: $1.51M (72%)
Puts: $587.3K (28%)
Current vs Prior 7-Day Avg -62.78%
Calls: -63.07%
Puts: -62.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 1.40
Prior (08/04) 0.67
Current vs Prior +109.93%
Prior 7-Day Average 1.35
Current vs Prior 7-Day Avg +3.58%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 11,452
Calls: 8,086 (71%)
Puts: 3,366 (29%)
Prior (08/04) 7,616
Calls: 5,557 (73%)
Puts: 2,059 (27%)
Current vs Prior +50.37%
Prior 7-Day Total 53,019
Calls: 29,241 (55%)
Puts: 23,778 (45%)
Prior 7-Day Average 7,574
Calls: 4,177 (55%)
Puts: 3,396 (45%)
Current vs Prior 7-Day Avg +51.20%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.10% | 7.65%
Prior 5.79% | 8.25%
Current vs Prior -11.99% | -7.25%
Prior 7-Day Avg 5.94% | 8.17%
Current vs 7-Day Avg -14.22% | -6.41%
Prior 7-Day Eod 5.79% | 8.25%
Current vs 7-Day Eod -11.99% | -7.25%
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 bullish flow with 71% call dollar volume ($559.1K). Elevated premium activity with dollar volume up 53% vs prior. Bearish P/C ratio of 1.40 indicates protective positioning. P/C ratio rising 110% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 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 7 of results (avg 7.0%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 1853.2055.80$54.504.8%20.963
$330.00Aug 2152.0054.80$53.405.2%30.98141
$340.00Sep 1843.9046.30$45.105.3%10.94--
$340.00Aug 2141.9045.00$43.457.1%10.96--
$350.00Aug 2132.4035.30$33.858.6%60.95765
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. 12 found (avg delta 0.82, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2152.0054.80$53.405.2%30.98141
$330.00Sep 1853.2055.80$54.504.8%20.963
$340.00Aug 2141.9045.00$43.457.1%10.96--
$350.00Aug 2132.4035.30$33.858.6%60.95765
$340.00Sep 1843.9046.30$45.105.3%10.94--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2116.8020.30$18.5518.9%120.8126

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 309, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 213.904.90$4.4022.7%330.361.8K
$400.00Aug 211.652.15$1.9026.3%270.19536
$400.00Sep 184.606.10$5.3528.0%230.29232
$410.00Aug 210.052.00$1.02191.2%170.11129
$380.00Aug 217.7010.20$8.9527.9%80.571.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 212.502.90$2.7014.8%520.24501
$370.00Sep 185.307.60$6.4535.7%230.33212
$350.00Sep 182.052.70$2.3827.3%200.1458
$380.00Sep 1810.5012.00$11.2513.3%160.47147
$400.00Aug 2116.8020.30$18.5518.9%120.8126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 16.7%, max 30.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Aug 21Sep 1834.1%26.2%30.4%5144
$340.00Aug 21Sep 1832.0%24.6%29.9%2--
$410.00Aug 21Sep 1826.0%22.7%14.5%25263
$350.00Aug 21Sep 1826.9%23.8%13.2%13765
$370.00Aug 21Sep 1823.4%21.4%9.4%7142
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 21Sep 1832.0%24.6%29.9%18260
$350.00Aug 21Sep 1826.9%23.8%13.2%221.4K
$370.00Aug 21Sep 1823.4%21.4%9.4%75713

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 82.33, avg 12.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$410.00Aug 21$0.88$9.12$0.8810.36$400.88
$400.00$410.00Sep 18$2.40$7.60$2.403.17$402.40
$390.00$400.00Aug 21$2.50$7.50$2.503.00$392.50
$390.00$400.00Sep 18$3.75$6.25$3.751.67$393.75
$380.00$390.00Aug 21$4.55$5.45$4.551.20$384.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$340.00Aug 21$0.12$9.88$0.1282.33$349.88
$340.00$330.00Aug 21$0.20$9.80$0.2049.00$339.80
$360.00$350.00Aug 21$0.88$9.12$0.8810.36$359.12
$350.00$340.00Sep 18$1.08$8.92$1.088.26$348.92
$370.00$360.00Aug 21$1.32$8.68$1.326.58$368.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 24.00, avg 3.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$350.00Aug 21$9.60$9.60$0.4024.00$349.60
$330.00$340.00Sep 18$9.40$9.40$0.6015.67$339.40
$340.00$350.00Sep 18$8.85$8.85$1.157.70$348.85
$350.00$370.00Aug 21$17.55$17.55$2.457.16$367.55
$350.00$360.00Sep 18$8.45$8.45$1.555.45$358.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$370.00Aug 21$15.85$15.85$14.151.12$384.15
$380.00$370.00Sep 18$4.80$4.80$5.200.92$375.20
$370.00$350.00Sep 18$4.07$4.07$15.930.26$365.93
$370.00$360.00Aug 21$1.32$1.32$8.680.15$368.68
$350.00$340.00Sep 18$1.08$1.08$8.920.12$348.92

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $2.78, cheapest $0.92)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Aug 21Sep 18$1.1034.1%26.2%
$340.00Aug 21Sep 18$1.6532.0%24.6%
$410.00Aug 21Sep 18$1.9326.0%22.7%
$350.00Aug 21Sep 18$2.4026.9%23.8%
$400.00Aug 21Sep 18$3.4523.5%23.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 21Sep 18$0.9232.0%24.6%
$350.00Aug 21Sep 18$1.8826.9%23.8%
$370.00Aug 21Sep 18$3.7523.4%21.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 4.97% of stock, avg 8.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$16.30$2.70$19.00$351.00$389.004.97%
$400.00Aug 21$1.90$18.55$20.45$379.55$420.455.35%
$380.00Sep 18$13.95$11.25$25.20$354.80$405.206.59%
$370.00Sep 18$20.15$6.45$26.60$343.40$396.606.96%
$350.00Aug 21$33.85$0.50$34.35$315.65$384.358.98%
$350.00Sep 18$36.25$2.38$38.63$311.37$388.6310.10%
$340.00Aug 21$43.45$0.38$43.83$296.17$383.8311.46%
$340.00Sep 18$45.10$1.30$46.40$293.60$386.4012.13%
$330.00Aug 21$53.40$0.18$53.58$276.42$383.5814.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.40% of stock, avg 2.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$350.00Aug 21$1.02$0.50$1.52$348.48$411.52
$400.00$350.00Aug 21$1.90$0.50$2.40$347.60$402.40
$410.00$360.00Aug 21$1.02$1.38$2.40$357.60$412.40
$400.00$360.00Aug 21$1.90$1.38$3.28$356.72$403.28
$410.00$370.00Aug 21$1.02$2.70$3.72$366.28$413.72
$410.00$340.00Sep 18$2.95$1.30$4.25$335.75$414.25
$400.00$370.00Aug 21$1.90$2.70$4.60$365.40$404.60
$390.00$350.00Aug 21$4.40$0.50$4.90$345.10$394.90
$410.00$350.00Sep 18$2.95$2.38$5.33$344.67$415.33
$390.00$360.00Aug 21$4.40$1.38$5.78$354.22$395.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 7.89, avg credit $5.75)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/370Aug 21$17.75$2.257.89$322.25$367.75
340/350360/370Sep 18$8.73$1.276.87$341.27$368.73
370/380390/400Sep 18$8.55$1.455.90$371.45$398.55
350/360370/380Aug 21$8.23$1.774.65$351.77$378.23
330/340370/380Aug 21$7.55$2.453.08$332.45$377.55
340/350370/380Aug 21$7.47$2.532.95$342.53$377.47
340/350370/380Sep 18$7.28$2.722.68$342.72$377.28
370/380400/410Sep 18$7.20$2.802.57$372.80$407.20
340/350380/390Sep 18$5.93$4.071.46$344.07$385.93
360/370380/390Aug 21$5.87$4.131.42$364.13$385.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 27.57, cheapest $0.35)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Aug 21$0.35$9.6527.57
$340.00$350.00$360.00Sep 18$0.40$9.6024.00
$330.00$340.00$350.00Sep 18$0.55$9.4517.18
$350.00$360.00$370.00Sep 18$0.80$9.2011.50
$380.00$390.00$400.00Sep 18$1.10$8.908.09
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Aug 21$0.44$9.5621.73
$340.00$350.00$360.00Aug 21$0.76$9.2412.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.06, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$410.001:2Aug 21-$0.14$9.86
$400.00$410.001:2Sep 18-$0.55$9.45
$370.00$380.001:2Aug 21-$1.60$8.40
$390.00$400.001:2Sep 18-$1.60$8.40
$380.00$390.001:2Sep 18-$4.25$5.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$360.001:2Aug 21-$0.06$9.94
$350.00$340.001:2Sep 18-$0.22$9.78
$350.00$340.001:2Aug 21-$0.26$9.74
$380.00$370.001:2Sep 18-$1.65$8.35
$370.00$350.001:2Sep 18$1.69$18.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.25%, avg 1.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Sep 18$8.600.412.0%2.25%4.22%7157
$400.00Sep 18$4.600.294.6%1.20%5.79%23232
$390.00Aug 21$3.900.362.0%1.02%2.99%331.8K
$410.00Sep 18$2.100.197.2%0.55%7.75%8134
$400.00Aug 21$1.650.194.6%0.43%5.02%27536

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 266
Total Puts 373
Put/Call Ratio 1.40
Net Difference -107

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,481
Total Puts 6,183
Average Put/Call Ratio 1.35
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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