Tour v423
WRB
BERKLEY W R CORP
$75.70 +0.32%
7/27 19:17

Option Volume

Detail
Current (07/27) 115
Calls: 81 (70%)
Puts: 34 (30%)
Prior (07/24) 281
Calls: 202 (72%)
Puts: 79 (28%)
Current vs Prior -59.07%
Calls: -59.90% (Calls)
Puts: -56.96% (Puts)
Prior 7-Day Total 2,912
Calls: 1,683 (58%)
Puts: 1,229 (42%)
Prior 7-Day Average 416
Calls: 240 (58%)
Puts: 175 (42%)
Current vs Prior 7-Day Avg -72.36%
Calls: -66.31%
Puts: -80.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $19.9K
Calls: $16.8K (84%)
Puts: $3.1K (16%)
Prior (07/24) $102.7K
Calls: $96.9K (94%)
Puts: $5.8K (6%)
Current vs Prior -80.58%
Calls: -82.63%
Puts: -46.43%
Prior 7-Day Total $627.1K
Calls: $460.2K (73%)
Puts: $166.9K (27%)
Prior 7-Day Average $89.6K
Calls: $65.7K (73%)
Puts: $23.8K (27%)
Current vs Prior 7-Day Avg -77.73%
Calls: -74.41%
Puts: -86.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.42
Prior (07/24) 0.39
Current vs Prior +7.33%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -14.59%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 968
Calls: 754 (78%)
Puts: 214 (22%)
Prior (07/24) 2,121
Calls: 1,296 (61%)
Puts: 825 (39%)
Current vs Prior -54.36%
Prior 7-Day Total 11,838
Calls: 8,743 (74%)
Puts: 3,095 (26%)
Prior 7-Day Average 1,691
Calls: 1,249 (74%)
Puts: 442 (26%)
Current vs Prior 7-Day Avg -42.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.64% | 8.36%
Prior 7.20% | 10.11%
Current vs Prior -7.66% | -17.30%
Prior 7-Day Avg 7.32% | 9.75%
Current vs 7-Day Avg -9.29% | -14.23%
Prior 7-Day Eod 7.20% | 10.11%
Current vs 7-Day Eod -7.66% | -17.30%
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 57.68% | 65.02%
Calls: 16.18% | 97.08%
Puts: 61.81% | 32.96%
Current vs 7-Day Avg -77.82% | +9.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($16.8K) vs puts ($3.1K). Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 59% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (81 calls vs 34 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 0.74, highest 0.80)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 213.405.90$4.6553.8%50.80201
$74.50Aug 212.153.90$3.0357.8%70.6996
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 85, top 24)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Aug 210.802.00$1.4085.7%240.46212
$79.50Aug 210.001.00$0.50200.0%170.2328
$74.50Aug 212.153.90$3.0357.8%70.6996
$72.00Aug 213.405.90$4.6553.8%50.80201
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 210.101.30$0.70171.4%160.21186
$74.50Aug 210.251.65$0.95147.4%160.3328

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 9.00, avg 2.96)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.00$79.50Aug 21$0.90$1.60$0.901.78$77.90
$72.00$74.50Aug 21$1.62$0.88$1.620.54$73.62
$74.50$77.00Aug 21$1.63$0.87$1.630.53$76.13
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.50$72.00Aug 21$0.25$2.25$0.259.00$74.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 1.87, avg 1.09)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.50$77.00Aug 21$1.63$1.63$0.871.87$76.13
$72.00$74.50Aug 21$1.62$1.62$0.881.84$73.62
$77.00$79.50Aug 21$0.90$0.90$1.600.56$77.90
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.50$72.00Aug 21$0.25$0.25$2.250.11$74.25

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. 2 found (cheapest 5.26% of stock, avg 6.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$74.50Aug 21$3.03$0.95$3.98$70.52$78.485.26%
$72.00Aug 21$4.65$0.70$5.35$66.65$77.357.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 1.59% of stock, avg 2.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$79.50$72.00Aug 21$0.50$0.70$1.20$70.80$80.70
$79.50$74.50Aug 21$0.50$0.95$1.45$73.05$80.95
$77.00$72.00Aug 21$1.40$0.70$2.10$69.90$79.10
$77.00$74.50Aug 21$1.40$0.95$2.35$72.15$79.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.85, avg credit $1.15)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
72/7477/80Aug 21$1.15$1.350.85$73.35$78.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 2.42, cheapest $0.73)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$74.50$77.00$79.50Aug 21$0.73$1.772.42
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. 4 found (best net $-0.45, 2 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$72.00$74.501:2Aug 21-$1.41$1.09
$74.50$77.001:2Aug 21$0.23$2.27
$77.00$79.501:2Aug 21$0.40$2.10
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$74.50$72.001:2Aug 21-$0.45$2.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 1.06%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$77.00Aug 21$0.800.461.7%1.06%2.77%24212

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. 86 contracts (avg 192 vol/day, 86 traded recently)

WRB averages only 192 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 $7.70 on 07/24 (now $7.40/$8.60) — try a limit near $7.70. 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 $65.00 10-16 call last traded $5.40 on 06/22 (now $4.50/$6.60) — try a limit near $5.40. 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 (47)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$75.00Sep 18$2.75$4.00$3.38$3.00 07/24$1.55–$3.63$3.00--
$75.00Oct 16$0.80$1.60$1.20$1.00 06/22--$1.00131
$75.00Jan 15$1.60$4.50$3.05$3.20 06/12--$3.05--
$74.50Aug 21$2.15$3.90$3.03$2.30 07/24$0.60–$3.03$2.3096
$74.50Oct 16$3.30$5.60$4.45$4.05 07/24$1.30–$4.50$4.05--
$74.50Jan 15$5.90$6.50$6.20$5.10 07/23$3.03–$6.20$5.90--
$77.00Aug 21$0.80$2.00$1.40$1.16 07/24$0.38–$1.40$1.16212
$77.00Oct 16$2.70$4.30$3.50$1.80 07/21$1.10–$3.50$2.70--
$77.50Sep 18$1.70$2.95$2.33$1.89 07/24$0.78–$2.33$1.89--
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$3.50$6.10$4.80$3.20 07/21$2.08–$4.85$3.50--
$72.50Oct 16$0.40$2.30$1.35$2.40 06/15--$1.35--
$72.50Jan 15$2.70$5.00$3.85$3.00 06/22--$3.0089
$72.00Aug 21$3.40$5.90$4.65$4.07 07/24$1.58–$4.65$4.07201
$72.00Oct 16$5.60$6.70$6.15$5.80 07/24$2.63–$6.15$5.80--
$72.00Jan 15$6.30$9.10$7.70$7.50 07/24$4.28–$7.90$7.50--
$79.50Aug 21$0.00$1.00$0.50$0.20 07/23$0.20–$1.30$0.2028
$79.50Oct 16$1.15$3.50$2.33$0.85 07/22$0.75–$2.33$1.15--
$79.50Jan 15$3.30$4.10$3.70$3.55 07/24$1.85–$3.80$3.55--
$80.00Sep 18$0.40$1.90$1.15$0.70 07/21$0.40–$1.55$0.70--
$80.00Jan 15$0.55$2.10$1.33$1.50 06/16--$1.33--
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$5.40$8.20$6.80$2.00 07/16$3.00–$6.80$5.40--
$70.00Oct 16$2.20$3.10$2.65$2.90 06/18--$2.65--
$70.00Jan 15$3.70$5.90$4.80$5.58 06/16--$4.80--
$69.50Aug 21$5.50$8.00$6.75$6.30 07/24$2.48–$6.75$6.30--
$69.50Oct 16$7.40$8.60$8.00$7.70 07/24$3.85–$8.00$7.70208
$69.50Jan 15$9.00$11.50$10.25$9.00 07/24$6.15–$10.25$9.00--
$67.50Aug 21$1.20$3.50$2.35$2.10 06/18--$2.10--
$67.50Oct 16$3.40$4.40$3.90$4.20 06/22--$3.90117
$67.50Jan 15$4.60$7.10$5.85$6.20 06/17--$5.85--
$67.00Aug 21$7.70$10.40$9.05$6.44 07/20$4.15–$9.05$7.70--
$67.00Oct 16$8.20$10.50$9.35$7.80 07/21$5.10–$10.10$8.20--
$67.00Jan 15$10.00$13.60$11.80$8.49 07/06$6.70–$11.80$10.00--
$84.50Aug 21$0.00$1.00$0.50$0.10 07/24$0.05–$1.08$0.10--
$84.50Jan 15$1.70$2.75$2.23$2.17 07/24$1.02–$2.23$2.17--
$85.00Sep 18$0.00$0.70$0.35$0.25 07/24$0.25–$1.08$0.259
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$64.50Oct 16$10.90$13.20$12.05$8.40 06/25$6.65–$12.05$10.90--
$64.50Jan 15$12.10$14.50$13.30$9.54 07/15$8.70–$13.30$12.10--
$62.50Oct 16$5.40$8.30$6.85$7.65 06/09--$6.85--
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18--$8.80--
$62.00Aug 21$12.00$15.30$13.65$7.60 07/16$8.05–$13.65$12.00--
$94.50Aug 21$0.00$2.15$1.08$0.23 07/13$0.05–$1.08$0.23--
$99.50Aug 21$0.00$2.15$1.08$0.10 07/13$0.13–$1.08$0.10--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15--$18.10--
$49.50Oct 16$24.70$28.60$26.65$24.50 07/14$20.60–$26.65$24.70--
PUTS (39)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$75.00Sep 18$1.45$2.55$2.00$3.70 07/21$1.98–$6.20$2.00--
$74.50Aug 21$0.25$1.65$0.95$1.35 07/24$0.95–$5.40$0.9528
$74.50Oct 16$1.20$3.90$2.55$3.60 07/24$2.45–$6.30$2.55--
$74.50Jan 15$2.65$5.10$3.88$5.30 07/21$3.85–$7.45$3.88--
$77.00Aug 21$1.15$2.85$2.00$4.50 07/23$2.00–$7.60$2.00--
$72.00Aug 21$0.10$1.30$0.70$0.70 07/24$0.70–$3.60$0.70186
$72.00Oct 16$1.45$2.05$1.75$2.65 07/21$1.63–$4.20$1.75--
$72.00Jan 15$2.65$3.20$2.93$4.50 07/07$2.93–$6.30$2.93--
$79.50Aug 21$3.10$5.40$4.25$7.64 07/17$4.25–$10.35$4.25--
$70.00Sep 18$0.15$1.25$0.70$1.35 07/21$0.70–$2.78$0.70--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$69.50Aug 21$0.00$2.55$1.27$0.92 07/24$0.75–$2.33$0.92--
$69.50Oct 16$0.50$2.15$1.33$1.85 07/21$0.85–$3.18$1.33--
$69.50Jan 15$1.30$3.20$2.25$3.00 07/21$2.13–$4.55$2.25--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.30$0.65$0.48$0.38 07/24$0.48–$1.95$0.38--
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$67.00Aug 21$0.05$0.65$0.35$0.17 07/24$0.15–$1.78$0.17--
$67.00Oct 16$0.35$1.45$0.90$2.10 07/15$0.90–$2.47$0.90--
$67.00Jan 15$1.00$2.65$1.83$2.30 07/23$1.38–$3.70$1.83--
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22--$2.20--
$64.50Aug 21$0.00$2.20$1.10$0.30 07/21$0.18–$1.45$0.30--
$64.50Oct 16$0.00$2.80$1.40$0.45 07/24$0.78–$1.40$0.45--
$64.50Jan 15$1.15$1.75$1.45$1.90 07/21$0.93–$2.78$1.45--
$62.50Oct 16$1.25$2.00$1.63$3.30 06/01--$1.63--
$62.00Aug 21$0.00$2.15$1.08$0.15 07/21$0.33–$1.23$0.15--
$62.00Jan 15$0.50$1.40$0.95$1.09 07/24$0.95–$2.15$0.95--
$60.00Aug 21$0.25$1.00$0.63$0.55 06/18--$0.55--
$60.00Oct 16$0.20$1.65$0.93$1.05 06/15--$0.93--
$60.00Jan 15$0.55$3.80$2.17$1.35 06/16--$1.35--
$59.50Jan 15$0.10$3.10$1.60$1.25 06/25$0.90–$1.95$1.25--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.05$2.85$1.45$0.70 07/24$1.02–$1.70$0.70--
$54.50Jan 15$0.00$2.70$1.35$0.85 06/24$0.80–$1.48$0.85--
$50.00Oct 16$0.05$0.90$0.48$0.60 06/01--$0.48--
$50.00Jan 15$0.10$2.25$1.18$0.60 06/05--$0.60--
$47.50Oct 16$0.00$0.95$0.48$0.50 06/01--$0.48--
$42.50Jan 15$0.15$0.60$0.38$0.53 06/22--$0.389
$40.00Jan 15$0.15$0.50$0.33$0.52 06/22--$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 81
Total Puts 34
Put/Call Ratio 0.42
Net Difference 47

Prior's Put/Call Breakdown

Total Calls 202
Total Puts 79
Put/Call Ratio 0.39
Net Difference 123

Prior 7-Day Put/Call Summary

Total Calls 1,683
Total Puts 1,229
Average Put/Call Ratio 0.49
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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