Tour v390
WRB
BERKLEY W R CORP
$72.36 +0.28%
7/22 21:25

Option Volume

Detail
Current (07/22) 71
Calls: 56 (79%)
Puts: 15 (21%)
Prior (07/21) 568
Calls: 398 (70%)
Puts: 170 (30%)
Current vs Prior -87.50%
Calls: -85.93% (Calls)
Puts: -91.18% (Puts)
Prior 7-Day Total 2,717
Calls: 1,551 (57%)
Puts: 1,166 (43%)
Prior 7-Day Average 388
Calls: 221 (57%)
Puts: 166 (43%)
Current vs Prior 7-Day Avg -81.71%
Calls: -74.73%
Puts: -90.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $22.6K
Calls: $20.6K (91%)
Puts: $2.0K (9%)
Prior (07/21) $116.5K
Calls: $84.0K (72%)
Puts: $32.5K (28%)
Current vs Prior -80.58%
Calls: -75.42%
Puts: -93.92%
Prior 7-Day Total $601.0K
Calls: $432.6K (72%)
Puts: $168.4K (28%)
Prior 7-Day Average $85.9K
Calls: $61.8K (72%)
Puts: $24.1K (28%)
Current vs Prior 7-Day Avg -73.66%
Calls: -66.60%
Puts: -91.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.27
Prior (07/21) 0.43
Current vs Prior -37.29%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -45.16%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 626
Calls: 449 (72%)
Puts: 177 (28%)
Prior (07/21) 1,941
Calls: 1,116 (57%)
Puts: 825 (43%)
Current vs Prior -67.75%
Prior 7-Day Total 10,591
Calls: 8,292 (78%)
Puts: 2,299 (22%)
Prior 7-Day Average 1,513
Calls: 1,184 (78%)
Puts: 328 (22%)
Current vs Prior 7-Day Avg -58.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.53% | 9.40%
Prior 7.83% | 10.12%
Current vs Prior -3.81% | -7.11%
Prior 7-Day Avg 5.88% | 9.63%
Current vs 7-Day Avg +28.16% | -2.41%
Prior 7-Day Eod 7.83% | 10.12%
Current vs 7-Day Eod -3.81% | -7.11%
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 78.77% | 57.86%
Calls: 42.47% | 57.44%
Puts: 81.45% | 58.28%
Current vs 7-Day Avg -83.76% | +22.76%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($20.6K) vs puts ($2.0K). Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 88% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (56 calls vs 15 puts).

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. 2 found (avg delta 0.64, highest 0.72)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.50Aug 212.504.80$3.6563.0%30.72--
$72.00Aug 211.652.65$2.1546.5%40.56--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 35, top 13)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.50Aug 210.851.30$1.0841.7%130.3579
$72.00Aug 211.652.65$2.1546.5%40.56--
$69.50Aug 212.504.80$3.6563.0%30.72--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 210.702.20$1.45103.4%130.45177
$67.00Aug 210.050.85$0.45177.8%20.15--

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. 3 found (best R:R 4.00, avg 2.00)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$74.50Aug 21$1.07$1.43$1.071.34$73.07
$69.50$72.00Aug 21$1.50$1.00$1.500.67$71.00
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$67.00Aug 21$1.00$4.00$1.004.00$71.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 1.50, avg 0.83)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$69.50$72.00Aug 21$1.50$1.50$1.001.50$71.00
$72.00$74.50Aug 21$1.07$1.07$1.430.75$73.07
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$67.00Aug 21$1.00$1.00$4.000.25$71.00

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. 1 found (cheapest 4.98% of stock, avg 4.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$72.00Aug 21$2.15$1.45$3.60$68.40$75.604.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 2.11% of stock, avg 2.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$74.50$67.00Aug 21$1.08$0.45$1.53$65.47$76.03
$74.50$72.00Aug 21$1.08$1.45$2.53$69.47$77.03

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. 1 found (best R:R 4.81, cheapest $0.43)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$69.50$72.00$74.50Aug 21$0.43$2.074.81
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $-0.01, 2 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$72.00$74.501:2Aug 21-$0.01$2.49
$69.50$72.001:2Aug 21-$0.65$1.85
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$72.00$67.001:2Aug 21$0.55$4.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 1.17%, avg 1.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$74.50Aug 21$0.850.353.0%1.17%4.13%1379

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. 76 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 $6.70/$7.50) — try a limit near $6.70. Also watch the $69.50 10-16 call last traded $4.70 on 07/17 (now $4.60/$5.60) — try a limit near $4.70; 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 $72.00 08-21 put last traded $2.20 on 07/17 (now $0.70/$2.20) — try a limit near $1.45.
CALLS (44)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22$1.02–$1.02$0.75--
$72.50Sep 18$2.25$3.20$2.73$2.96 07/17$2.08–$3.65$2.73--
$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
$72.00Aug 21$1.65$2.65$2.15$2.45 07/17$1.58–$3.70$2.15--
$72.00Oct 16$3.50$3.90$3.70$3.20 07/17$2.63–$4.80$3.50--
$72.00Jan 15$5.10$7.00$6.05$4.39 07/16$4.28–$6.65$5.10--
$74.50Aug 21$0.85$1.30$1.08$1.31 07/17$0.60–$2.40$1.0879
$74.50Oct 16$2.00$3.60$2.80$2.90 07/17$1.30–$3.55$2.80--
$74.50Jan 15$3.70$5.50$4.60$4.05 07/17$3.03–$5.30$4.05--
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22$1.55–$1.55$1.55--
$70.00Sep 18$3.30$5.10$4.20$2.00 07/16$3.00–$4.85$3.30--
$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--
$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--
$69.50Aug 21$2.50$4.80$3.65$4.20 07/17$2.48–$5.05$3.65--
$69.50Oct 16$4.60$5.60$5.10$4.70 07/17$3.85–$7.00$4.70227
$69.50Jan 15$6.70$7.50$7.10$6.60 07/17$6.00–$8.55$6.70101
$77.00Aug 21$0.20$0.70$0.45$0.85 07/17$0.38–$1.40$0.45--
$77.00Oct 16$1.20$1.80$1.50$1.60 06/29$1.10–$2.28$1.50--
$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--
$67.00Aug 21$4.60$7.10$5.85$5.61 07/06$4.15–$7.50$5.61--
$67.00Oct 16$5.50$8.40$6.95$7.00 07/02$5.10–$8.25$6.95--
$67.00Jan 15$7.40$9.90$8.65$8.49 07/06$6.70–$9.80$8.49--
$79.50Aug 21$0.00$0.45$0.23$0.35 07/09$0.20–$1.30$0.23--
$79.50Oct 16$0.75$1.20$0.98$1.13 07/10$0.75–$2.17$0.98--
$79.50Jan 15$1.95$2.80$2.38$2.77 07/13$1.85–$3.22$2.38--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22$5.55–$5.55$5.40113
$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--
$64.50Oct 16$7.80$10.50$9.15$8.40 06/25$6.65–$11.25$8.40--
$64.50Jan 15$9.40$12.20$10.80$9.54 07/15$8.70–$11.70$9.54--
$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$8.90$11.80$10.35$7.60 07/16$8.05–$11.50$8.90--
$84.50Aug 21$0.00$0.40$0.20$0.15 07/13$0.10–$1.10$0.15--
$84.50Jan 15$0.85$1.65$1.25$1.45 07/17$0.90–$2.15$1.2542
$94.50Aug 21$0.00$1.15$0.57$0.23 07/13$0.05–$1.08$0.23--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15$18.10–$18.10$18.10--
$49.50Oct 16$21.90$24.80$23.35$24.50 07/14$20.60–$24.25$23.35--
$99.50Aug 21$0.00$1.45$0.73$0.10 07/13$0.13–$1.08$0.10--
PUTS (32)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.00Aug 21$0.70$2.20$1.45$2.20 07/17$1.45–$3.93$1.45177
$72.00Oct 16$2.60$3.10$2.85$3.80 07/17$2.73–$4.75$2.85--
$72.00Jan 15$3.90$4.50$4.20$4.50 07/07$4.15–$6.30$4.20--
$74.50Aug 21$2.30$4.30$3.30$4.70 07/16$3.30–$5.70$3.30--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15$4.75–$4.75$4.38--
$69.50Aug 21$0.65$1.35$1.00$1.29 07/17$0.93–$2.35$1.00--
$69.50Oct 16$1.60$2.10$1.85$2.10 07/07$1.83–$3.40$1.85--
$77.00Aug 21$4.30$6.20$5.25$4.40 07/13$4.50–$7.70$4.40--
$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--
$67.00Aug 21$0.05$0.85$0.45$0.60 07/17$0.40–$1.78$0.45--
$67.00Oct 16$0.95$1.60$1.27$2.10 07/15$1.23–$2.50$1.27--
$67.00Jan 15$2.10$2.75$2.42$2.70 07/17$2.38–$3.90$2.42--
$79.50Aug 21$6.00$9.00$7.50$7.64 07/17$6.15–$10.35$7.50--
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22$2.45–$2.45$2.20--
$64.50Aug 21$0.00$0.35$0.18$1.24 07/17$0.18–$1.45$0.18--
$64.50Oct 16$0.30$1.30$0.80$1.55 07/16$0.78–$1.98$0.80--
$64.50Jan 15$1.50$2.15$1.83$2.05 07/17$1.80–$3.00$1.83--
$62.50Oct 16$1.25$2.00$1.63$3.30 06/01$1.63–$1.63$1.63--
$62.00Jan 15$0.75$2.05$1.40$1.70 07/17$1.38–$2.15$1.40--
$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$0.05$1.75$0.90$1.25 06/25$0.90–$2.10$0.90--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16$1.83–$1.83$1.15--
$57.00Jan 15$0.05$2.85$1.45$0.95 06/24$1.02–$1.70$0.95--
$54.50Jan 15$0.00$2.60$1.30$0.85 06/24$0.80–$1.65$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 56
Total Puts 15
Put/Call Ratio 0.27
Net Difference 41

Prior's Put/Call Breakdown

Total Calls 398
Total Puts 170
Put/Call Ratio 0.43
Net Difference 228

Prior 7-Day Put/Call Summary

Total Calls 1,551
Total Puts 1,166
Average Put/Call Ratio 0.49
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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