Tour v394
WRB
BERKLEY W R CORP
$73.43 +1.48%
$73.50 (+0.10%)🌙
as of 07/23 07:20 PM
7/23 19:20

Option Volume

Detail
Current (07/23) 116
Calls: 89 (77%)
Puts: 27 (23%)
Prior (07/22) 71
Calls: 56 (79%)
Puts: 15 (21%)
Current vs Prior +63.38%
Calls: +58.93% (Calls)
Puts: +80.00% (Puts)
Prior 7-Day Total 2,695
Calls: 1,528 (57%)
Puts: 1,167 (43%)
Prior 7-Day Average 385
Calls: 218 (57%)
Puts: 166 (43%)
Current vs Prior 7-Day Avg -69.87%
Calls: -59.23%
Puts: -83.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $22.9K
Calls: $14.6K (64%)
Puts: $8.4K (36%)
Prior (07/22) $22.6K
Calls: $20.6K (91%)
Puts: $2.0K (9%)
Current vs Prior +1.41%
Calls: -29.42%
Puts: +323.59%
Prior 7-Day Total $575.7K
Calls: $413.0K (72%)
Puts: $162.7K (28%)
Prior 7-Day Average $82.2K
Calls: $59.0K (72%)
Puts: $23.2K (28%)
Current vs Prior 7-Day Avg -72.11%
Calls: -75.31%
Puts: -64.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.30
Prior (07/22) 0.27
Current vs Prior +13.26%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -39.50%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 788
Calls: 735 (93%)
Puts: 53 (7%)
Prior (07/22) 626
Calls: 449 (72%)
Puts: 177 (28%)
Current vs Prior +25.88%
Prior 7-Day Total 10,477
Calls: 8,011 (76%)
Puts: 2,466 (24%)
Prior 7-Day Average 1,496
Calls: 1,144 (76%)
Puts: 352 (24%)
Current vs Prior 7-Day Avg -47.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.78% | 8.92%
Prior 7.53% | 9.40%
Current vs Prior +3.24% | -5.08%
Prior 7-Day Avg 6.39% | 9.60%
Current vs 7-Day Avg +21.69% | -7.07%
Prior 7-Day Eod 7.53% | 9.40%
Current vs 7-Day Eod +3.24% | -5.08%
Sentiment BEARISH

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 71.74% | 60.25%
Calls: 33.70% | 70.66%
Puts: 74.90% | 49.84%
Current vs 7-Day Avg -82.17% | +17.90%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($14.6K). Above-average activity with volume up 63% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (89 calls vs 27 puts). Call-heavy open interest (735 calls vs 53 puts) suggests bullish positioning.

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. 3 found (avg delta 0.65, highest 0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 211.454.80$3.13107.0%10.60--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Aug 212.755.30$4.0363.3%100.7711
$74.50Aug 211.253.90$2.58102.7%150.5927

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 86, top 52)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Aug 210.151.10$0.63150.8%520.23188
$79.50Aug 210.000.60$0.30200.0%60.1230
$72.00Aug 211.454.80$3.13107.0%10.60--
$74.50Aug 210.302.60$1.45158.6%10.41--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.50Aug 211.253.90$2.58102.7%150.5927
$77.00Aug 212.755.30$4.0363.3%100.7711
$72.00Aug 210.053.50$1.78193.8%10.40--

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. 4 found (best R:R 6.58, avg 2.87)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.00$79.50Aug 21$0.33$2.17$0.336.58$77.33
$74.50$77.00Aug 21$0.82$1.68$0.822.05$75.32
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.50$72.00Aug 21$0.80$1.70$0.802.12$73.70
$77.00$74.50Aug 21$1.45$1.05$1.450.72$75.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 2.05, avg 0.91)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$74.50Aug 21$1.68$1.68$0.822.05$73.68
$74.50$77.00Aug 21$0.82$0.82$1.680.49$75.32
$77.00$79.50Aug 21$0.33$0.33$2.170.15$77.33
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$77.00$74.50Aug 21$1.45$1.45$1.051.38$75.55
$74.50$72.00Aug 21$0.80$0.80$1.700.47$73.70

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 5.49% of stock, avg 6.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$74.50Aug 21$1.45$2.58$4.03$70.47$78.535.49%
$77.00Aug 21$0.63$4.03$4.66$72.34$81.666.35%
$72.00Aug 21$3.13$1.78$4.91$67.09$76.916.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 2.83% of stock, avg 3.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$79.50$72.00Aug 21$0.30$1.78$2.08$69.92$81.58
$77.00$72.00Aug 21$0.63$1.78$2.41$69.59$79.41
$74.50$72.00Aug 21$1.45$1.78$3.23$68.77$77.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.82, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
72/7477/80Aug 21$1.13$1.370.82$73.37$78.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.10, cheapest $0.49)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$74.50$77.00$79.50Aug 21$0.49$2.014.10
$72.00$74.50$77.00Aug 21$0.86$1.641.91
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$72.00$74.50$77.00Aug 21$0.65$1.852.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $-0.98, 2 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$77.00$79.501:2Aug 21$0.03$2.47
$74.50$77.001:2Aug 21$0.19$2.31
$72.00$74.501:2Aug 21$0.23$2.27
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$74.50$72.001:2Aug 21-$0.98$1.52
$77.00$74.501:2Aug 21-$1.13$1.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.41%, avg 0.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$74.50Aug 21$0.300.411.5%0.41%1.87%1--
$77.00Aug 21$0.150.234.9%0.20%5.07%52188

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 10-16 call last traded $4.70 on 07/17 (now $5.80/$6.10) — try a limit near $5.80. Also watch the $74.50 01-15 call last traded $4.05 on 07/17 (now $4.40/$5.50) — try a limit near $4.40; 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 $77.00 08-21 put last traded $4.40 on 07/13 (now $2.75/$5.30) — try a limit near $4.03.
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$1.90$4.70$3.30$2.96 07/17$2.08–$3.65$2.96--
$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
$74.50Aug 21$0.30$2.60$1.45$1.31 07/17$0.60–$2.40$1.31--
$74.50Oct 16$1.90$5.00$3.45$2.90 07/17$1.30–$3.55$2.90137
$74.50Jan 15$4.40$5.50$4.95$4.05 07/17$3.03–$5.30$4.40148
$72.00Aug 21$1.45$4.80$3.13$2.45 07/17$1.58–$3.70$2.45--
$72.00Oct 16$2.60$6.30$4.45$3.20 07/17$2.63–$4.80$3.20--
$72.00Jan 15$5.10$7.60$6.35$4.39 07/16$4.28–$6.65$5.10--
$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--
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22$1.55–$1.55$1.55--
$70.00Sep 18$3.30$6.30$4.80$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--
$77.00Aug 21$0.15$1.10$0.63$0.85 07/17$0.38–$1.40$0.63188
$77.00Oct 16$0.25$3.60$1.93$1.60 06/29$1.10–$2.28$1.60--
$69.50Aug 21$3.10$5.90$4.50$4.20 07/17$2.48–$5.05$4.20--
$69.50Oct 16$5.80$6.10$5.95$4.70 07/17$3.85–$7.00$5.80232
$69.50Jan 15$7.80$8.60$8.20$6.60 07/17$6.05–$8.55$7.80--
$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--
$79.50Aug 21$0.00$0.60$0.30$0.35 07/09$0.20–$1.30$0.3030
$79.50Oct 16$0.20$2.40$1.30$1.13 07/10$0.75–$2.17$1.13--
$79.50Jan 15$1.80$3.50$2.65$2.77 07/13$1.85–$3.22$2.65--
$67.00Aug 21$5.50$8.00$6.75$5.61 07/06$4.15–$7.50$5.61--
$67.00Oct 16$6.10$9.00$7.55$7.00 07/02$5.10–$8.25$7.00--
$67.00Jan 15$7.70$11.00$9.35$8.49 07/06$6.70–$9.80$8.49--
$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--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22$5.55–$5.55$5.40113
$64.50Oct 16$8.60$12.10$10.35$8.40 06/25$6.65–$11.25$8.60--
$64.50Jan 15$9.70$12.90$11.30$9.54 07/15$8.70–$11.70$9.70--
$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--
$84.50Aug 21$0.00$0.10$0.05$0.15 07/13$0.05–$1.10$0.05--
$84.50Jan 15$0.65$2.45$1.55$1.45 07/17$0.90–$2.15$1.45--
$62.00Aug 21$9.50$12.80$11.15$7.60 07/16$8.05–$11.50$9.50--
$94.50Aug 21$0.00$1.55$0.78$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$22.10$26.10$24.10$24.50 07/14$20.60–$24.25$24.10--
$99.50Aug 21$0.00$1.35$0.68$0.10 07/13$0.13–$1.08$0.10--
PUTS (32)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$74.50Aug 21$1.25$3.90$2.58$4.70 07/16$2.58–$5.70$2.5827
$72.00Aug 21$0.05$3.50$1.78$2.20 07/17$1.45–$3.60$1.78--
$72.00Oct 16$1.35$3.90$2.63$3.80 07/17$2.63–$4.75$2.63--
$72.00Jan 15$2.35$5.30$3.83$4.50 07/07$3.83–$6.30$3.83--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15$4.75–$4.75$4.38--
$77.00Aug 21$2.75$5.30$4.03$4.40 07/13$4.03–$7.70$4.0311
$69.50Aug 21$0.00$1.50$0.75$1.29 07/17$0.75–$2.35$0.75--
$69.50Oct 16$0.10$3.20$1.65$2.10 07/07$1.65–$3.40$1.65--
$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--
$79.50Aug 21$4.90$7.60$6.25$7.64 07/17$6.15–$10.35$6.25--
$67.00Aug 21$0.00$1.40$0.70$0.60 07/17$0.40–$1.78$0.60--
$67.00Oct 16$0.25$1.90$1.08$2.10 07/15$1.08–$2.47$1.08--
$67.00Jan 15$1.85$3.90$2.88$2.70 07/17$2.38–$3.90$2.7015
$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$0.00$1.55$0.78$1.55 07/16$0.78–$1.63$0.78--
$64.50Jan 15$0.75$2.30$1.53$2.05 07/17$1.53–$2.95$1.53--
$62.50Oct 16$1.25$2.00$1.63$3.30 06/01$1.63–$1.63$1.63--
$62.00Jan 15$0.00$2.05$1.02$1.70 07/17$1.02–$2.15$1.02--
$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$0.00$3.20$1.60$1.25 06/25$0.90–$2.10$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$3.10$1.55$0.95 06/24$1.02–$1.70$0.95--
$54.50Jan 15$0.00$2.90$1.45$0.85 06/24$0.80–$1.50$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 89
Total Puts 27
Put/Call Ratio 0.30
Net Difference 62

Prior's Put/Call Breakdown

Total Calls 56
Total Puts 15
Put/Call Ratio 0.27
Net Difference 41

Prior 7-Day Put/Call Summary

Total Calls 1,528
Total Puts 1,167
Average Put/Call Ratio 0.50
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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