Tour v297
WRB
BERKLEY W R CORP
$71.54 +0.87%
$72.74 (+1.68%)🌙
as of 07/07 07:14 PM
7/7 19:14

Option Volume

Detail
Current (07/07) 133
Calls: 122 (92%)
Puts: 11 (8%)
Prior (07/06) 49
Calls: 44 (90%)
Puts: 5 (10%)
Current vs Prior +171.43%
Calls: +177.27% (Calls)
Puts: +120.00% (Puts)
Prior 7-Day Total 1,060
Calls: 944 (89%)
Puts: 116 (11%)
Prior 7-Day Average 151
Calls: 134 (89%)
Puts: 16 (11%)
Current vs Prior 7-Day Avg -12.17%
Calls: -9.53%
Puts: -33.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $55.3K
Calls: $53.2K (96%)
Puts: $2.1K (4%)
Prior (07/06) $18.1K
Calls: $17.8K (98%)
Puts: $277 (2%)
Current vs Prior +206.04%
Calls: +198.99%
Puts: +659.21%
Prior 7-Day Total $204.7K
Calls: $174.2K (85%)
Puts: $30.5K (15%)
Prior 7-Day Average $29.2K
Calls: $24.9K (85%)
Puts: $4.4K (15%)
Current vs Prior 7-Day Avg +89.11%
Calls: +113.76%
Puts: -51.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.09
Prior (07/06) 0.11
Current vs Prior -20.66%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg -75.15%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 1,033
Calls: 1,033 (100%)
Puts: -- (0%)
Prior (07/06) 1,197
Calls: 1,146 (96%)
Puts: 51 (4%)
Current vs Prior -13.70%
Prior 7-Day Total 4,627
Calls: 4,504 (97%)
Puts: 123 (3%)
Prior 7-Day Average 661
Calls: 643 (94%)
Puts: 41 (6%)
Current vs Prior 7-Day Avg +56.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.66% | 9.37%3.66% | 9.37%
Prior 4.27% | 8.53%4.27% | 8.53%
Current vs Prior -14.28% | +9.78%-14.28% | +9.78%
Prior 7-Day Avg 4.88% | 9.31%4.27% | 8.53%
Current vs 7-Day Avg -24.88% | +0.61%-14.28% | +9.78%
Prior 7-Day Eod 4.27% | 8.53%-- | --
Current vs 7-Day Eod -14.28% | +9.78%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 62.00% | 54.32%
Calls: 60.00% | 25.00%
Puts: 64.00% | 83.64%
Prior 62.00% | 54.32%
Calls: 60.00% | 25.00%
Puts: 64.00% | 83.64%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 64.53% | 57.10%
Calls: 57.97% | 38.17%
Puts: 71.09% | 76.03%
Current vs 7-Day Avg -3.92% | -4.87%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($53.2K) vs puts ($2.1K). Massive premium surge with dollar volume up 206% vs prior. Dollar volume significantly above 7-day average (89% higher). Unusually high activity with volume up 171% vs prior - elevated interest.

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 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
💧 Low Volume

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. 4 found (avg delta 0.75, highest 0.91)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 174.705.50$5.1015.7%100.9130
$68.50Jul 172.954.00$3.4830.2%110.83--
$71.00Jul 171.202.00$1.6050.0%30.62--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.50Aug 213.504.20$3.8518.2%10.66--

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 52, top 11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.50Jul 172.954.00$3.4830.2%110.83--
$67.00Jul 174.705.50$5.1015.7%100.9130
$77.00Aug 210.651.00$0.8342.2%100.2355
$74.50Aug 211.201.65$1.4231.7%50.3620
$71.00Jul 171.202.00$1.6050.0%30.62--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.50Aug 211.151.65$1.4035.7%70.33--
$67.00Jul 170.000.30$0.15200.0%10.09--
$74.50Aug 213.504.20$3.8518.2%10.66--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 16.9%, max 16.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$74.50Jul 17Aug 2128.6%24.5%16.9%620
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 5.58, avg 3.29)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$74.50Jul 17$0.38$2.12$0.385.58$72.38
$74.50$77.00Aug 21$0.59$1.91$0.593.24$75.09
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.50$69.50Aug 21$2.45$2.55$2.451.04$72.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 4.56, avg 1.81)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$71.00$72.00Jul 17$0.82$0.82$0.184.56$71.82
$68.50$71.00Jul 17$1.88$1.88$0.623.03$70.38
$74.50$77.00Aug 21$0.59$0.59$1.910.31$75.09
$72.00$74.50Jul 17$0.38$0.38$2.120.18$72.38
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.50$69.50Aug 21$2.45$2.45$2.550.96$72.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.02, cheapest $1.02)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$74.50Jul 17Aug 21$1.0228.6%24.5%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 7.34% of stock, avg 7.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Jul 17$5.10$0.15$5.25$61.75$72.257.34%
$74.50Aug 21$1.42$3.85$5.27$69.23$79.777.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 0.77% of stock, avg 2.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$74.50$67.00Jul 17$0.40$0.15$0.55$66.45$75.05
$72.00$67.00Jul 17$0.78$0.15$0.93$66.07$72.93
$77.00$69.50Aug 21$0.83$1.40$2.23$67.27$79.23
$74.50$69.50Aug 21$1.42$1.40$2.82$66.68$77.32

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

No iron condor setups found

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

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $-0.02, 2 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$72.00$74.501:2Jul 17-$0.02$2.48
$74.50$77.001:2Aug 21-$0.24$2.26
$68.50$71.001:2Jul 17$0.28$2.22
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$74.50$69.501:2Aug 21$1.05$3.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.68%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$74.50Aug 21$1.200.364.1%1.68%5.81%520
$77.00Aug 21$0.650.237.6%0.91%8.54%1055
$72.00Jul 17$0.100.450.6%0.14%0.78%3428

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 100 contracts (avg 131 vol/day, 99 traded recently)

WRB averages only 131 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $67.00 07-17 call last traded $5.00 on 07/02 (now $4.70/$5.50) — try a limit near $5.00. Also watch the $72.00 10-16 call last traded $3.45 on 07/02 (now $3.60/$4.40) — try a limit near $3.60; the $67.50 10-16 call last traded $4.20 on 06/22 (now $3.40/$4.40) — try a limit near $3.90. Most tradeable put: the $40.00 01-15 put last traded $0.52 on 06/22 (now $0.15/$0.50) — try a limit near $0.33.
CALLS (54)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$71.50Jul 17$0.00$0.40$0.20$0.75 06/12$0.20–$0.90$0.20--
$72.00Jul 17$0.10$1.45$0.78$0.96 07/02$0.43–$1.45$0.78428
$72.00Aug 21$2.00$3.20$2.60$2.46 06/30$1.53–$2.90$2.46--
$72.00Oct 16$3.60$4.40$4.00$3.45 07/02$2.58–$4.05$3.60140
$72.00Jan 15$4.80$7.20$6.00$5.64 07/02$4.10–$6.00$5.64--
$71.00Jul 17$1.20$2.00$1.60$1.85 07/02$0.80–$1.85$1.60--
$72.50Jul 17$0.05$0.25$0.15$0.24 06/22$0.15–$1.25$0.15--
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22$1.02–$1.55$0.75--
$72.50Oct 16$0.40$2.30$1.35$2.40 06/15$1.35–$2.68$1.35--
$72.50Jan 15$2.70$5.00$3.85$3.00 06/22$3.20–$4.45$3.0089
$70.00Jul 17$0.00$1.15$0.57$0.50 06/22$0.40–$1.53$0.5092
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22$1.55–$1.80$1.55--
$70.00Oct 16$2.20$3.10$2.65$2.90 06/18$2.65–$4.10$2.65--
$70.00Jan 15$3.70$5.90$4.80$5.58 06/16$4.30–$5.45$4.80--
$73.50Jul 17$0.00$1.15$0.57$0.47 07/02$0.38–$1.13$0.47--
$69.50Jul 17$1.90$2.90$2.40$3.20 07/02$1.00–$3.68$2.40--
$69.50Aug 21$3.60$5.10$4.35$3.00 06/24$2.50–$4.35$3.60--
$69.50Oct 16$4.20$7.40$5.80$5.50 07/02$4.40–$5.80$5.50213
$69.50Jan 15$7.00$7.60$7.30--$7.30–$7.55$7.0010
$69.00Jul 17$0.10$0.95$0.53$0.85 06/22$0.53–$1.65$0.5377
$74.50Aug 21$1.20$1.65$1.42$1.55 07/02$0.70–$1.75$1.4220
$74.50Oct 16$2.40$4.70$3.55$1.99 06/26$1.50–$3.55$2.40137
$74.50Jan 15$3.60$5.80$4.70$4.22 07/02$3.20–$4.95$4.22--
$68.50Jul 17$2.95$4.00$3.48$4.10 07/02$1.70–$3.95$3.48--
$75.00Jul 17$0.00$0.60$0.30$0.20 06/22$0.30–$1.20$0.20--
$75.00Oct 16$0.80$1.60$1.20$1.00 06/22$1.20–$2.10$1.00131
$75.00Jan 15$1.60$4.50$3.05$3.20 06/12$2.65–$3.20$3.05--
$67.50Jul 17$0.80$1.65$1.23$1.48 06/22$1.23–$2.80$1.2331
$67.50Aug 21$1.20$3.50$2.35$2.10 06/18$2.35–$3.00$2.10--
$67.50Oct 16$3.40$4.40$3.90$4.20 06/22$3.73–$5.05$3.90117
$67.50Jan 15$4.60$7.10$5.85$6.20 06/17$5.85–$7.00$5.85--
$67.00Jul 17$4.70$5.50$5.10$5.00 07/02$2.42–$5.55$5.0030
$67.00Aug 21$5.30$7.10$6.20$3.50 06/23$4.20–$6.20$5.30--
$67.00Oct 16$6.70$8.30$7.50$7.00 07/02$5.60–$7.50$7.00--
$66.50Jul 17$0.80$3.60$2.20$2.13 06/22$2.20–$3.35$2.13--
$77.00Aug 21$0.65$1.00$0.83$0.62 06/29$0.50–$0.88$0.6555
$77.00Oct 16$1.50$2.30$1.90$1.60 06/29$1.20–$2.03$1.60--
$66.00Jul 17$5.50$7.30$6.40$4.82 06/24$3.65–$6.40$5.50--
$65.00Jul 17$2.50$4.50$3.50$3.74 06/09$3.43–$4.35$3.50--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22$5.25–$6.65$5.40113
$64.50Jul 17$6.60$9.00$7.80$5.75 06/25$4.50–$7.80$6.60--
$64.50Oct 16$7.90$10.30$9.10$8.40 06/25$6.85–$9.10$8.40--
$64.00Jul 17$3.20$5.40$4.30$1.70 06/01$4.00–$5.25$3.20--
$79.50Jan 15$0.75$4.00$2.38$2.40 06/24$1.95–$2.80$2.38--
$80.00Jul 17$0.00$0.75$0.38$0.10 06/17$0.18–$1.08$0.10--
$80.00Oct 16$0.00$1.50$0.75$1.45 05/21$0.55–$0.75$0.75--
$80.00Jan 15$0.55$2.10$1.33$1.50 06/16$1.27–$2.30$1.33--
$62.50Oct 16$5.40$8.30$6.85$7.65 06/09$6.85–$8.20$6.85--
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18$8.75–$9.70$8.80--
$61.50Jul 17$5.40$7.40$6.40$6.65 06/18$6.40–$7.45$6.40--
$59.00Jul 17$7.60$9.90$8.75$5.00 06/01$8.45–$10.05$7.60--
$54.00Jul 17$12.20$14.60$13.40$13.00 05/12$13.20–$14.70$13.00--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15$18.05–$19.35$18.10--
$49.00Jul 17$17.20$19.60$18.40$19.89 06/16$18.15–$19.60$18.40--
PUTS (46)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$71.50Jul 17$3.20$5.10$4.15$3.90 06/15$3.80–$4.60$3.90--
$72.00Jul 17$0.35$1.70$1.02$0.90 07/02$1.02–$3.80$0.90--
$72.00Aug 21$1.60$3.10$2.35$3.59 07/02$2.35–$4.70$2.35--
$71.00Jul 17$0.05$1.30$0.68$1.40 07/01$0.68–$3.13$0.68--
$72.50Jul 17$4.00$5.90$4.95$4.60 06/15$4.33–$5.65$4.60--
$70.00Jul 17$1.95$3.80$2.88$2.75 06/11$2.68–$3.83$2.75--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15$4.38–$5.45$4.38--
$69.50Jul 17$0.00$0.95$0.48$0.47 07/02$0.48–$2.23$0.47--
$69.50Aug 21$1.15$1.65$1.40$1.87 06/29$1.40–$2.73$1.40--
$74.50Jul 17$1.65$4.30$2.97$4.30 06/24$2.90–$5.80$2.97--
$74.50Aug 21$3.50$4.20$3.85$4.07 07/02$3.55–$6.60$3.85--
$68.50Jul 17$0.00$0.65$0.33$0.95 06/25$0.33–$1.30$0.33--
$67.50Jul 17$1.10$2.00$1.55$1.72 06/15$0.95–$2.15$1.55--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22$2.48–$2.53$2.15--
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17$2.80–$3.85$3.21--
$67.00Jul 17$0.00$0.30$0.15$0.21 07/02$0.15–$1.30$0.15--
$66.50Jul 17$0.65$1.45$1.05$0.75 06/22$0.73–$1.63$0.75--
$66.00Jul 17$0.00$0.75$0.38$0.45 06/24$0.15–$1.25$0.38--
$65.00Jul 17$0.20$1.10$0.65$0.52 06/18$0.53–$1.15$0.52--
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22$1.63–$2.95$2.20--
$64.50Jul 17$0.00$0.75$0.38$0.09 07/01$0.25–$0.75$0.09--
$64.50Oct 16$0.75$1.70$1.23$1.50 06/24$1.05–$1.98$1.23--
$64.00Jul 17$0.05$1.90$0.98$0.51 06/05$0.55–$1.50$0.51--
$79.50Aug 21$6.60$8.70$7.65$8.24 07/02$7.65–$11.05$7.65--
$63.50Jul 17$0.00$0.80$0.40$0.20 06/24$0.20–$1.30$0.20--
$62.50Jul 17$0.25$1.10$0.68$0.37 06/18$0.38–$1.30$0.37--
$62.50Oct 16$1.25$2.00$1.63$3.30 06/01$1.27–$2.00$1.63--
$62.50Jan 15$1.90$4.30$3.10$3.20 05/14$2.35–$3.45$3.10--
$62.00Jan 15$0.65$2.40$1.53$1.85 06/24$1.53–$2.42$1.53--
$61.50Jul 17$0.00$0.95$0.48$0.40 06/09$0.38–$0.88$0.40--
$60.00Aug 21$0.25$1.00$0.63$0.55 06/18$0.63–$1.35$0.55--
$60.00Oct 16$0.20$1.65$0.93$1.05 06/15$0.93–$1.78$0.93--
$60.00Jan 15$0.55$3.80$2.17$1.35 06/16$1.67–$2.63$1.35--
$59.50Jan 15$0.10$2.25$1.18$1.25 06/25$1.18–$2.40$1.18--
$59.00Jul 17$0.00$0.95$0.48$0.20 06/15$0.30–$1.20$0.20--
$58.50Jul 17$0.00$0.95$0.48$0.09 07/01$0.10–$1.15$0.09--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16$1.45–$2.33$1.15--
$57.00Jul 17$0.00$2.60$1.30$0.05 06/24$0.13–$1.30$0.05--
$57.00Jan 15$0.00$2.95$1.48$0.95 06/24$1.18–$1.80$0.95--
$54.50Jan 15$0.45$1.35$0.90$0.85 06/24$0.80–$1.80$0.85--
$54.00Jul 17$0.00$0.75$0.38$0.10 05/13$0.38–$1.18$0.10--
$50.00Oct 16$0.05$0.90$0.48$0.60 06/01$0.43–$0.48$0.48--
$50.00Jan 15$0.10$2.25$1.18$0.60 06/05$0.83–$1.63$0.60--
$47.50Oct 16$0.00$0.95$0.48$0.50 06/01$0.48–$1.18$0.48--
$42.50Jan 15$0.15$0.60$0.38$0.53 06/22$0.38–$1.30$0.389
$40.00Jan 15$0.15$0.50$0.33$0.52 06/22$0.33–$1.30$0.335

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 122
Total Puts 11
Put/Call Ratio 0.09
Net Difference 111

Prior's Put/Call Breakdown

Total Calls 44
Total Puts 5
Put/Call Ratio 0.11
Net Difference 39

Prior 7-Day Put/Call Summary

Total Calls 944
Total Puts 116
Average Put/Call Ratio 0.36
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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