Tour v492
TRV
TRAVELERS COS INC
$386.00 +0.93%
8/6 19:17

Option Volume

Detail
Current (08/06) 209
Calls: 87 (42%)
Puts: 122 (58%)
Prior (08/05) 639
Calls: 266 (42%)
Puts: 373 (58%)
Current vs Prior -67.29%
Calls: -67.29% (Calls)
Puts: -67.29% (Puts)
Prior 7-Day Total 12,315
Calls: 6,907 (56%)
Puts: 5,408 (44%)
Prior 7-Day Average 1,759
Calls: 986 (56%)
Puts: 772 (44%)
Current vs Prior 7-Day Avg -88.12%
Calls: -91.18%
Puts: -84.21%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $377.2K
Calls: $294.6K (78%)
Puts: $82.6K (22%)
Prior (08/05) $782.0K
Calls: $559.1K (71%)
Puts: $222.9K (29%)
Current vs Prior -51.76%
Calls: -47.31%
Puts: -62.94%
Prior 7-Day Total $12.53M
Calls: $8.65M (69%)
Puts: $3.88M (31%)
Prior 7-Day Average $1.79M
Calls: $1.24M (69%)
Puts: $553.6K (31%)
Current vs Prior 7-Day Avg -78.92%
Calls: -76.17%
Puts: -85.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 1.40
Prior (08/05) 1.40
Current vs Prior +0.00%
Prior 7-Day Average 1.47
Current vs Prior 7-Day Avg -4.29%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 6,448
Calls: 5,179 (80%)
Puts: 1,269 (20%)
Prior (08/05) 11,452
Calls: 8,086 (71%)
Puts: 3,366 (29%)
Current vs Prior -43.70%
Prior 7-Day Total 57,961
Calls: 33,401 (58%)
Puts: 24,560 (42%)
Prior 7-Day Average 8,280
Calls: 4,771 (58%)
Puts: 3,508 (42%)
Current vs Prior 7-Day Avg -22.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.17% | 7.72%
Prior 5.10% | 7.65%
Current vs Prior +1.37% | +0.94%
Prior 7-Day Avg 5.79% | 8.07%
Current vs 7-Day Avg -10.69% | -4.29%
Prior 7-Day Eod 5.10% | 7.65%
Current vs 7-Day Eod +1.37% | +0.94%
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 78% of dollar volume in calls ($294.6K) vs puts ($82.6K). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 67% vs prior. Bearish P/C ratio of 1.40 indicates protective 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 3 of results (avg 7.4%, best 5.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2144.6047.10$45.855.5%11.00--
$350.00Aug 2135.0037.70$36.357.4%71.00759
$360.00Sep 1828.0030.70$29.359.2%50.81168
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. 8 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2144.6047.10$45.855.5%11.00--
$350.00Aug 2135.0037.70$36.357.4%71.00759
$360.00Aug 2125.3028.20$26.7510.8%20.94--
$360.00Sep 1828.0030.70$29.359.2%50.81168
$370.00Aug 2117.0019.20$18.1012.2%10.81--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2114.6017.80$16.2019.8%60.78--

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 142, top 63)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 211.702.90$2.3052.2%120.22540
$390.00Aug 214.506.00$5.2528.6%80.411.8K
$350.00Aug 2135.0037.70$36.357.4%71.00759
$390.00Sep 1810.1011.30$10.7011.2%70.45160
$360.00Sep 1828.0030.70$29.359.2%50.81168
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 211.802.70$2.2540.0%630.20509
$340.00Aug 210.100.75$0.43151.2%70.04113
$360.00Aug 210.351.15$0.75106.7%70.08232
$400.00Aug 2114.6017.80$16.2019.8%60.78--
$380.00Sep 188.3011.00$9.6528.0%50.42145

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 5.2%, max 10.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Aug 21Sep 1824.8%23.0%7.6%239
$360.00Aug 21Sep 1824.7%24.2%2.2%7168
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 21Sep 1827.1%24.4%10.8%358
$380.00Aug 21Sep 1822.7%22.6%0.2%6145

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 54.56, avg 8.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$440.00Sep 18$1.42$18.58$1.4213.08$421.42
$410.00$420.00Sep 18$1.82$8.18$1.824.49$411.82
$390.00$400.00Aug 21$2.95$7.05$2.952.39$392.95
$400.00$410.00Sep 18$2.98$7.02$2.982.36$402.98
$390.00$400.00Sep 18$4.00$6.00$4.001.50$394.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$330.00Aug 21$0.18$9.82$0.1854.56$339.82
$360.00$350.00Aug 21$0.42$9.58$0.4222.81$359.58
$370.00$360.00Aug 21$1.50$8.50$1.505.67$368.50
$380.00$370.00Aug 21$2.45$7.55$2.453.08$377.55
$380.00$350.00Sep 18$7.65$22.35$7.652.92$372.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 24.00, avg 3.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$360.00Aug 21$9.60$9.60$0.4024.00$359.60
$340.00$350.00Aug 21$9.50$9.50$0.5019.00$349.50
$360.00$370.00Aug 21$8.65$8.65$1.356.41$368.65
$360.00$370.00Sep 18$7.80$7.80$2.203.55$367.80
$370.00$390.00Aug 21$12.85$12.85$7.151.80$382.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$380.00Aug 21$11.50$11.50$8.501.35$388.50
$380.00$350.00Sep 18$7.65$7.65$22.350.34$372.35
$380.00$370.00Aug 21$2.45$2.45$7.550.32$377.55
$370.00$360.00Aug 21$1.50$1.50$8.500.18$368.50
$360.00$350.00Aug 21$0.42$0.42$9.580.04$359.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.75, cheapest $1.67)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 21Sep 18$2.6024.7%24.2%
$370.00Aug 21Sep 18$3.4524.8%23.0%
$400.00Aug 21Sep 18$4.4023.6%24.1%
$390.00Aug 21Sep 18$5.4523.6%24.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Aug 21Sep 18$1.6727.1%24.4%
$380.00Aug 21Sep 18$4.9522.7%22.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 4.79% of stock, avg 7.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Aug 21$2.30$16.20$18.50$381.50$418.504.79%
$370.00Aug 21$18.10$2.25$20.35$349.65$390.355.27%
$380.00Sep 18$15.45$9.65$25.10$354.90$405.106.50%
$360.00Aug 21$26.75$0.75$27.50$332.50$387.507.12%
$350.00Aug 21$36.35$0.33$36.68$313.32$386.689.50%
$340.00Aug 21$45.85$0.43$46.28$293.72$386.2811.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 14 found (cheapest 0.79% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$400.00$360.00Aug 21$2.30$0.75$3.05$356.95$403.05
$420.00$350.00Sep 18$1.90$2.00$3.90$346.10$423.90
$400.00$370.00Aug 21$2.30$2.25$4.55$365.45$404.55
$410.00$350.00Sep 18$3.72$2.00$5.72$344.28$415.72
$390.00$360.00Aug 21$5.25$0.75$6.00$354.00$396.00
$400.00$380.00Aug 21$2.30$4.70$7.00$373.00$407.00
$390.00$370.00Aug 21$5.25$2.25$7.50$362.50$397.50
$400.00$350.00Sep 18$6.70$2.00$8.70$341.30$408.70
$390.00$380.00Aug 21$5.25$4.70$9.95$370.05$399.95
$420.00$380.00Sep 18$1.90$9.65$11.55$368.45$431.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 44.45, avg credit $8.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Aug 21$9.78$0.2244.45$330.22$359.78
330/340360/370Aug 21$8.83$1.177.55$331.17$368.83
350/360370/390Aug 21$13.27$6.731.97$346.73$383.27
330/340370/390Aug 21$13.03$6.971.87$326.97$383.03
370/380390/400Aug 21$5.40$4.601.17$374.60$395.40
360/370390/400Aug 21$4.45$5.550.80$365.55$394.45
350/380390/400Sep 18$11.65$18.350.63$368.35$401.65
350/380400/410Sep 18$10.63$19.370.55$369.37$410.63
350/360390/400Aug 21$3.37$6.630.51$356.63$393.37
330/340390/400Aug 21$3.13$6.870.46$336.87$393.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 18.23, cheapest $0.52)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$380.00$390.00$400.00Sep 18$0.75$9.2512.33
$350.00$360.00$370.00Aug 21$0.95$9.059.53
$390.00$400.00$410.00Sep 18$1.02$8.988.80
$400.00$410.00$420.00Sep 18$1.16$8.847.62
$370.00$380.00$390.00Sep 18$1.35$8.656.41
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.52$9.4818.23
$360.00$370.00$380.00Aug 21$0.95$9.059.53
$350.00$360.00$370.00Aug 21$1.08$8.928.26

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 $-0.07, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$420.001:2Sep 18-$0.08$9.92
$400.00$410.001:2Sep 18-$0.74$9.26
$390.00$400.001:2Sep 18-$2.70$7.30
$380.00$390.001:2Sep 18-$5.95$4.05
$370.00$380.001:2Sep 18-$9.35$0.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Aug 21-$0.07$9.93
$350.00$340.001:2Aug 21-$0.53$9.47
$380.00$350.001:2Sep 18$5.65$24.35
$400.00$380.001:2Aug 21$6.80$13.20
$360.00$350.001:2Aug 21$0.09$9.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.62%, avg 1.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Sep 18$10.100.451.0%2.62%3.65%7160
$400.00Sep 18$6.000.333.6%1.55%5.18%1227
$390.00Aug 21$4.500.411.0%1.17%2.20%81.8K
$410.00Sep 18$2.650.226.2%0.69%6.90%1140
$400.00Aug 21$1.700.223.6%0.44%4.07%12540
$420.00Sep 18$0.400.138.8%0.10%8.91%142

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 87
Total Puts 122
Put/Call Ratio 1.40
Net Difference -35

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,907
Total Puts 5,408
Average Put/Call Ratio 1.47
Ratio Trend Stable

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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