Tour v381
WRB
BERKLEY W R CORP
$72.16 -0.78%
7/21 19:16

Option Volume

Detail
Current (07/21) 568
Calls: 398 (70%)
Puts: 170 (30%)
Prior (07/20) 1,382
Calls: 543 (39%)
Puts: 839 (61%)
Current vs Prior -58.90%
Calls: -26.70% (Calls)
Puts: -79.74% (Puts)
Prior 7-Day Total 2,188
Calls: 1,191 (54%)
Puts: 997 (46%)
Prior 7-Day Average 312
Calls: 170 (54%)
Puts: 142 (46%)
Current vs Prior 7-Day Avg +81.72%
Calls: +133.92%
Puts: +19.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $116.5K
Calls: $84.0K (72%)
Puts: $32.5K (28%)
Prior (07/20) $225.5K
Calls: $134.5K (60%)
Puts: $91.0K (40%)
Current vs Prior -48.34%
Calls: -37.55%
Puts: -64.29%
Prior 7-Day Total $489.6K
Calls: $353.6K (72%)
Puts: $136.0K (28%)
Prior 7-Day Average $69.9K
Calls: $50.5K (72%)
Puts: $19.4K (28%)
Current vs Prior 7-Day Avg +66.51%
Calls: +66.22%
Puts: +67.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.43
Prior (07/20) 1.55
Current vs Prior -72.36%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -0.97%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 1,941
Calls: 1,116 (57%)
Puts: 825 (43%)
Prior (07/20) 2,158
Calls: 1,714 (79%)
Puts: 444 (21%)
Current vs Prior -10.06%
Prior 7-Day Total 9,107
Calls: 7,633 (84%)
Puts: 1,474 (16%)
Prior 7-Day Average 1,301
Calls: 1,090 (82%)
Puts: 245 (18%)
Current vs Prior 7-Day Avg +49.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.83% | 10.12%
Prior 8.63% | 10.63%
Current vs Prior -9.32% | -4.82%
Prior 7-Day Avg 5.27% | 9.51%
Current vs 7-Day Avg +48.49% | +6.38%
Prior 7-Day Eod 8.63% | 10.63%
Current vs 7-Day Eod -9.32% | -4.82%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 12.79% | 71.03%
Calls: 7.41% | 117.50%
Puts: 18.18% | 24.56%
Prior 12.79% | 71.03%
Calls: 7.41% | 117.50%
Puts: 18.18% | 24.56%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 85.80% | 55.47%
Calls: 51.24% | 44.23%
Puts: 87.99% | 66.72%
Current vs 7-Day Avg -85.09% | +28.05%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($84.0K). Dollar volume significantly above 7-day average (67% higher). Below-average activity with volume down 59% vs prior. Volume explosion - 82% above 7-day average (568 vs avg 312).

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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
💧 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. 3 found (avg delta 0.65, highest 0.71)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.50Aug 213.605.20$4.4036.4%10.71--
$72.00Aug 212.002.70$2.3529.8%310.55206
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.50Aug 212.404.20$3.3054.5%90.6918

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 343, top 118)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Aug 210.250.50$0.3865.8%1180.17118
$74.50Aug 210.101.70$0.90177.8%600.3393
$72.00Aug 212.002.70$2.3529.8%310.55206
$79.50Aug 210.100.30$0.20100.0%270.0950
$84.50Aug 210.000.25$0.13192.3%20.058
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Aug 210.050.75$0.40175.0%300.14535
$69.50Aug 210.651.55$1.1081.8%260.2975
$72.00Aug 211.302.10$1.7047.1%240.46177
$64.50Aug 210.000.35$0.18194.4%140.07--
$74.50Aug 212.404.20$3.3054.5%90.6918

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. 7 found (best R:R 12.89, avg 4.87)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.00$79.50Aug 21$0.18$2.32$0.1812.89$77.18
$74.50$77.00Aug 21$0.52$1.98$0.523.81$75.02
$72.00$74.50Aug 21$1.45$1.05$1.450.72$73.45
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.00$64.50Aug 21$0.22$2.28$0.2210.36$66.78
$72.00$69.50Aug 21$0.60$1.90$0.603.17$71.40
$69.50$67.00Aug 21$0.70$1.80$0.702.57$68.80
$74.50$72.00Aug 21$1.60$0.90$1.600.56$72.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 4.56, avg 1.11)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$69.50$72.00Aug 21$2.05$2.05$0.454.56$71.55
$72.00$74.50Aug 21$1.45$1.45$1.051.38$73.45
$74.50$77.00Aug 21$0.52$0.52$1.980.26$75.02
$77.00$79.50Aug 21$0.18$0.18$2.320.08$77.18
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.50$72.00Aug 21$1.60$1.60$0.901.78$72.90
$69.50$67.00Aug 21$0.70$0.70$1.800.39$68.80
$72.00$69.50Aug 21$0.60$0.60$1.900.32$71.40
$67.00$64.50Aug 21$0.22$0.22$2.280.10$66.78

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. 3 found (cheapest 5.61% of stock, avg 6.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$72.00Aug 21$2.35$1.70$4.05$67.95$76.055.61%
$74.50Aug 21$0.90$3.30$4.20$70.30$78.705.82%
$69.50Aug 21$4.40$1.10$5.50$64.00$75.007.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.53% of stock, avg 1.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$79.50$64.50Aug 21$0.20$0.18$0.38$64.12$79.88
$77.00$64.50Aug 21$0.38$0.18$0.56$63.94$77.56
$79.50$67.00Aug 21$0.20$0.40$0.60$66.40$80.10
$77.00$67.00Aug 21$0.38$0.40$0.78$66.22$77.78
$79.50$62.00Aug 21$0.20$0.65$0.85$61.15$80.35
$77.00$62.00Aug 21$0.38$0.65$1.03$60.97$78.03
$74.50$64.50Aug 21$0.90$0.18$1.08$63.42$75.58
$74.50$67.00Aug 21$0.90$0.40$1.30$65.70$75.80
$79.50$69.50Aug 21$0.20$1.10$1.30$68.20$80.80
$77.00$69.50Aug 21$0.38$1.10$1.48$68.02$78.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 9.87, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
64/6770/72Aug 21$2.27$0.239.87$64.73$71.77
67/7072/74Aug 21$2.15$0.356.14$67.35$74.15
72/7477/80Aug 21$1.78$0.722.47$72.72$78.78
64/6772/74Aug 21$1.67$0.832.01$65.33$73.67
67/7074/77Aug 21$1.22$1.280.95$68.28$75.72
70/7274/77Aug 21$1.12$1.380.81$70.88$75.62
67/7077/80Aug 21$0.88$1.620.54$68.62$77.88
70/7277/80Aug 21$0.78$1.720.45$71.22$77.78
64/6774/77Aug 21$0.74$1.760.42$66.26$75.24
64/6777/80Aug 21$0.40$2.100.19$66.60$77.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 6.35, cheapest $0.34)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$74.50$77.00$79.50Aug 21$0.34$2.166.35
$69.50$72.00$74.50Aug 21$0.60$1.903.17
$72.00$74.50$77.00Aug 21$0.93$1.571.69
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$64.50$67.00$69.50Aug 21$0.48$2.024.21
$62.00$64.50$67.00Aug 21$0.69$1.812.62
$69.50$72.00$74.50Aug 21$1.00$1.501.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.06, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$79.50$84.501:2Aug 21-$0.06$4.94
$77.00$79.501:2Aug 21-$0.02$2.48
$69.50$72.001:2Aug 21-$0.30$2.20
$74.50$77.001:2Aug 21$0.14$2.36
$72.00$74.501:2Aug 21$0.55$1.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$74.50$72.001:2Aug 21-$0.10$2.40
$72.00$69.501:2Aug 21-$0.50$2.00
$64.50$62.001:2Aug 21-$1.12$1.38
$67.00$64.501:2Aug 21$0.04$2.46
$69.50$67.001:2Aug 21$0.30$2.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.35%, avg 0.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$77.00Aug 21$0.250.176.7%0.35%7.05%118118
$74.50Aug 21$0.100.333.2%0.14%3.38%6093
$79.50Aug 21$0.100.0910.2%0.14%10.31%2750

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. 77 contracts (avg 125 vol/day, 76 traded recently)

WRB averages only 125 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 $69.50 01-15 call last traded $6.60 on 07/17 (now $7.00/$7.40) — try a limit near $7.00. Also watch the $67.50 10-16 call last traded $4.20 on 06/22 (now $3.40/$4.40) — try a limit near $3.90; the $69.50 10-16 call last traded $4.70 on 07/17 (now $5.00/$6.60) — try a limit near $5.00. Most tradeable put: the $67.00 01-15 put last traded $2.70 on 07/17 (now $2.10/$2.65) — try a limit near $2.38.
CALLS (44)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.00Aug 21$2.00$2.70$2.35$2.45 07/17$1.53–$3.70$2.35206
$72.00Oct 16$3.40$4.50$3.95$3.20 07/17$2.58–$4.80$3.40132
$72.00Jan 15$4.30$6.70$5.50$4.39 07/16$4.10–$6.65$4.39--
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22$1.02–$1.02$0.75--
$72.50Sep 18$2.50$3.40$2.95$2.96 07/17$2.08–$3.65$2.953
$72.50Oct 16$0.40$2.30$1.35$2.40 06/15$1.35–$1.35$1.35--
$72.50Jan 15$2.70$5.00$3.85$3.00 06/22$3.85–$3.85$3.0089
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22$1.55–$1.55$1.55--
$70.00Sep 18$3.90$5.80$4.85$2.00 07/16$3.00–$4.85$3.90--
$70.00Oct 16$2.20$3.10$2.65$2.90 06/18$2.65–$2.65$2.65--
$70.00Jan 15$3.70$5.90$4.80$5.58 06/16$4.80–$4.80$4.80--
$74.50Aug 21$0.10$1.70$0.90$1.31 07/17$0.60–$2.40$0.9093
$74.50Oct 16$2.20$3.20$2.70$2.90 07/17$1.30–$3.55$2.70146
$74.50Jan 15$3.70$5.30$4.50$4.05 07/17$3.03–$5.30$4.05--
$69.50Aug 21$3.60$5.20$4.40$4.20 07/17$2.48–$5.05$4.20--
$69.50Oct 16$5.00$6.60$5.80$4.70 07/17$3.85–$7.00$5.00226
$69.50Jan 15$7.00$7.40$7.20$6.60 07/17$5.60–$8.55$7.0097
$75.00Oct 16$0.80$1.60$1.20$1.00 06/22$1.20–$1.20$1.00131
$75.00Jan 15$1.60$4.50$3.05$3.20 06/12$3.05–$3.05$3.05--
$67.50Aug 21$1.20$3.50$2.35$2.10 06/18$2.35–$2.35$2.10--
$67.50Oct 16$3.40$4.40$3.90$4.20 06/22$3.90–$3.90$3.90117
$67.50Jan 15$4.60$7.10$5.85$6.20 06/17$5.85–$5.85$5.85--
$77.00Aug 21$0.25$0.50$0.38$0.85 07/17$0.38–$1.40$0.38118
$77.00Oct 16$1.30$2.25$1.78$1.60 06/29$1.10–$2.28$1.607
$67.00Aug 21$5.00$7.30$6.15$5.61 07/06$4.15–$7.50$5.61--
$67.00Oct 16$6.80$7.80$7.30$7.00 07/02$5.10–$8.25$7.00--
$67.00Jan 15$8.50$10.10$9.30$8.49 07/06$6.70–$9.80$8.50--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22$5.55–$5.55$5.40113
$79.50Aug 21$0.10$0.30$0.20$0.35 07/09$0.20–$1.30$0.2050
$79.50Oct 16$0.50$1.45$0.98$1.13 07/10$0.75–$2.17$0.98--
$79.50Jan 15$2.10$3.30$2.70$2.77 07/13$1.85–$3.22$2.70--
$64.50Oct 16$8.80$10.80$9.80$8.40 06/25$6.65–$11.25$8.80--
$64.50Jan 15$10.20$12.30$11.25$9.54 07/15$8.30–$11.70$10.20--
$80.00Oct 16$0.00$1.50$0.75$1.45 05/21$0.75–$0.75$0.75--
$80.00Jan 15$0.55$2.10$1.33$1.50 06/16$1.33–$1.33$1.33--
$62.50Oct 16$5.40$8.30$6.85$7.65 06/09$6.85–$6.85$6.85--
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18$8.80–$8.80$8.80--
$62.00Aug 21$9.80$11.90$10.85$7.60 07/16$7.60–$11.50$9.80--
$84.50Aug 21$0.00$0.25$0.13$0.15 07/13$0.10–$1.10$0.138
$84.50Jan 15$1.00$1.80$1.40$1.45 07/17$0.90–$2.15$1.4030
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15$18.10–$18.10$18.10--
$94.50Aug 21$0.00$0.10$0.05$0.23 07/13$0.05–$1.08$0.05--
$49.50Oct 16$22.60$25.20$23.90$24.50 07/14$19.65–$24.25$23.90--
$99.50Aug 21$0.00$1.55$0.78$0.10 07/13$0.13–$1.08$0.10--
PUTS (33)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.00Aug 21$1.30$2.10$1.70$2.20 07/17$1.70–$4.70$1.70177
$72.00Oct 16$2.35$3.10$2.73$3.80 07/17$2.73–$5.10$2.732
$72.00Jan 15$3.70$4.60$4.15$4.50 07/07$4.15–$6.75$4.15--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15$4.75–$4.75$4.38--
$70.00Sep 18$0.95$2.00$1.48--$1.48–$1.48$0.951
$74.50Aug 21$2.40$4.20$3.30$4.70 07/16$3.30–$6.60$3.3018
$69.50Aug 21$0.65$1.55$1.10$1.29 07/17$0.93–$2.73$1.1075
$69.50Oct 16$1.40$2.25$1.83$2.10 07/07$1.83–$3.70$1.83--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22$2.48–$2.48$2.15--
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17$3.40–$3.40$3.21--
$77.00Aug 21$3.80$5.30$4.55$4.40 07/13$4.50–$8.45$4.40--
$67.00Aug 21$0.05$0.75$0.40$0.60 07/17$0.40–$1.78$0.40535
$67.00Oct 16$1.05$1.40$1.23$2.10 07/15$1.23–$2.50$1.23--
$67.00Jan 15$2.10$2.65$2.38$2.70 07/17$2.38–$4.18$2.386
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22$2.45–$2.45$2.20--
$79.50Aug 21$5.80$7.60$6.70$7.64 07/17$6.15–$11.05$6.70--
$64.50Aug 21$0.00$0.35$0.18$1.24 07/17$0.18–$1.45$0.18--
$64.50Oct 16$0.00$1.55$0.78$1.55 07/16$0.78–$1.98$0.78--
$64.50Jan 15$1.40$2.20$1.80$2.05 07/17$1.80–$3.10$1.8011
$62.50Oct 16$1.25$2.00$1.63$3.30 06/01$1.63–$1.63$1.63--
$62.00Jan 15$1.00$1.75$1.38$1.70 07/17$1.38–$2.42$1.38--
$60.00Aug 21$0.25$1.00$0.63$0.55 06/18$0.63–$0.63$0.55--
$60.00Oct 16$0.20$1.65$0.93$1.05 06/15$0.93–$0.93$0.93--
$60.00Jan 15$0.55$3.80$2.17$1.35 06/16$2.17–$2.17$1.35--
$59.50Jan 15$0.45$2.05$1.25$1.25 06/25$0.93–$2.40$1.25--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16$1.83–$1.83$1.15--
$57.00Jan 15$0.00$2.05$1.02$0.95 06/24$1.02–$1.80$0.95--
$54.50Jan 15$0.00$2.75$1.38$0.85 06/24$0.80–$1.80$0.85--
$50.00Oct 16$0.05$0.90$0.48$0.60 06/01$0.48–$0.48$0.48--
$50.00Jan 15$0.10$2.25$1.18$0.60 06/05$1.18–$1.18$0.60--
$47.50Oct 16$0.00$0.95$0.48$0.50 06/01$0.48–$0.48$0.48--
$42.50Jan 15$0.15$0.60$0.38$0.53 06/22$0.38–$0.38$0.389
$40.00Jan 15$0.15$0.50$0.33$0.52 06/22$0.33–$0.33$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 398
Total Puts 170
Put/Call Ratio 0.43
Net Difference 228

Prior's Put/Call Breakdown

Total Calls 543
Total Puts 839
Put/Call Ratio 1.55
Net Difference -296

Prior 7-Day Put/Call Summary

Total Calls 1,191
Total Puts 997
Average Put/Call Ratio 0.43
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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