Tour v452
WRB
BERKLEY W R CORP
$76.17 +0.62%
7/28 19:17

Option Volume

Detail
Current (07/28) 235
Calls: 202 (86%)
Puts: 33 (14%)
Prior (07/27) 115
Calls: 81 (70%)
Puts: 34 (30%)
Current vs Prior +104.35%
Calls: +149.38% (Calls)
Puts: -2.94% (Puts)
Prior 7-Day Total 2,807
Calls: 1,591 (57%)
Puts: 1,216 (43%)
Prior 7-Day Average 401
Calls: 227 (57%)
Puts: 173 (43%)
Current vs Prior 7-Day Avg -41.40%
Calls: -11.13%
Puts: -81.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $100.9K
Calls: $93.7K (93%)
Puts: $7.2K (7%)
Prior (07/27) $19.9K
Calls: $16.8K (84%)
Puts: $3.1K (16%)
Current vs Prior +406.00%
Calls: +457.02%
Puts: +131.09%
Prior 7-Day Total $597.3K
Calls: $443.6K (74%)
Puts: $153.7K (26%)
Prior 7-Day Average $85.3K
Calls: $63.4K (74%)
Puts: $22.0K (26%)
Current vs Prior 7-Day Avg +18.29%
Calls: +47.90%
Puts: -67.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.16
Prior (07/27) 0.42
Current vs Prior -61.08%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg -68.13%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 566
Calls: 546 (96%)
Puts: 20 (4%)
Prior (07/27) 968
Calls: 754 (78%)
Puts: 214 (22%)
Current vs Prior -41.53%
Prior 7-Day Total 12,263
Calls: 9,025 (74%)
Puts: 3,238 (26%)
Prior 7-Day Average 1,751
Calls: 1,289 (74%)
Puts: 462 (26%)
Current vs Prior 7-Day Avg -67.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.50% | 9.10%
Prior 6.64% | 8.36%
Current vs Prior -2.20% | +8.80%
Prior 7-Day Avg 7.75% | 9.70%
Current vs 7-Day Avg -16.18% | -6.22%
Prior 7-Day Eod 6.64% | 8.36%
Current vs 7-Day Eod -2.20% | +8.80%
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 50.65% | 67.41%
Calls: 7.41% | 110.30%
Puts: 55.27% | 24.52%
Current vs 7-Day Avg -74.75% | +5.37%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($93.7K) vs puts ($7.2K). Massive premium surge with dollar volume up 406% vs prior. Unusually high activity with volume up 104% vs prior - elevated interest. Extreme bullish P/C ratio of 0.16 - heavy call buying (202 calls vs 33 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. 3 found (avg delta 0.74, highest 0.87)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Aug 2113.7016.40$15.0517.9%20.87--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.50Aug 212.705.00$3.8559.7%10.76--
$77.00Aug 210.803.30$2.05122.0%180.59--

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 61, top 18)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Aug 210.401.95$1.18131.4%160.41236
$79.50Aug 210.400.90$0.6576.9%140.2437
$62.00Aug 2113.7016.40$15.0517.9%20.87--
$84.50Aug 210.000.65$0.33197.0%10.1126
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Aug 210.803.30$2.05122.0%180.59--
$72.00Aug 210.001.15$0.57201.8%60.20--
$67.00Aug 210.050.55$0.30166.7%30.09--
$79.50Aug 212.705.00$3.8559.7%10.76--

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 17.52, avg 9.56)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$79.50$84.50Aug 21$0.32$4.68$0.3214.62$79.82
$77.00$79.50Aug 21$0.53$1.97$0.533.72$77.53
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$67.00Aug 21$0.27$4.73$0.2717.52$71.73
$77.00$72.00Aug 21$1.48$3.52$1.482.38$75.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 12.27, avg 2.61)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.00$77.00Aug 21$13.87$13.87$1.1312.27$75.87
$77.00$79.50Aug 21$0.53$0.53$1.970.27$77.53
$79.50$84.50Aug 21$0.32$0.32$4.680.07$79.82
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$79.50$77.00Aug 21$1.80$1.80$0.702.57$77.70
$77.00$72.00Aug 21$1.48$1.48$3.520.42$75.52
$72.00$67.00Aug 21$0.27$0.27$4.730.06$71.73

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 4.24% of stock, avg 5.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$77.00Aug 21$1.18$2.05$3.23$73.77$80.234.24%
$79.50Aug 21$0.65$3.85$4.50$75.00$84.005.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.83% of stock, avg 1.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$84.50$67.00Aug 21$0.33$0.30$0.63$66.37$85.13
$84.50$72.00Aug 21$0.33$0.57$0.90$71.10$85.40
$79.50$67.00Aug 21$0.65$0.30$0.95$66.05$80.45
$79.50$72.00Aug 21$0.65$0.57$1.22$70.78$80.72
$77.00$67.00Aug 21$1.18$0.30$1.48$65.52$78.48
$77.00$72.00Aug 21$1.18$0.57$1.75$70.25$78.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.56, avg credit $1.06)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
72/7780/84Aug 21$1.80$3.200.56$75.20$81.30
67/7277/80Aug 21$0.80$4.200.19$71.20$77.80
67/7280/84Aug 21$0.59$4.410.13$71.41$80.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 3.13, cheapest $1.21)

CALLS (0)
No calls found
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$67.00$72.00$77.00Aug 21$1.21$3.793.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.01, 4 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$79.50$84.501:2Aug 21-$0.01$4.99
$77.00$79.501:2Aug 21-$0.12$2.38
$62.00$77.001:2Aug 21$12.69$2.31
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$72.00$67.001:2Aug 21-$0.03$4.97
$79.50$77.001:2Aug 21-$0.25$2.25
$77.00$72.001:2Aug 21$0.91$4.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.53%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$77.00Aug 21$0.400.411.1%0.53%1.61%16236
$79.50Aug 21$0.400.244.4%0.53%4.90%1437

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 01-15 call last traded $9.00 on 07/24 (now $9.60/$10.80) — try a limit near $9.60. Also watch the $72.00 10-16 call last traded $5.80 on 07/24 (now $5.60/$6.90) — try a limit near $5.80; 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 $74.50 01-15 put last traded $5.30 on 07/21 (now $3.20/$3.80) — try a limit near $3.50.
CALLS (47)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$77.00Aug 21$0.40$1.95$1.18$1.16 07/24$0.38–$1.40$1.16236
$77.00Oct 16$2.10$3.80$2.95$1.80 07/21$1.10–$3.50$2.10--
$75.00Sep 18$3.20$4.60$3.90$3.00 07/24$1.55–$3.90$3.20--
$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--
$77.50Sep 18$1.85$2.40$2.13$1.89 07/24$0.78–$2.33$1.89--
$74.50Aug 21$1.60$4.20$2.90$2.30 07/24$0.60–$3.03$2.30--
$74.50Oct 16$3.30$5.80$4.55$4.05 07/24$1.30–$4.55$4.05--
$74.50Jan 15$5.70$7.70$6.70$5.10 07/23$3.03–$6.70$5.70--
$79.50Aug 21$0.40$0.90$0.65$0.20 07/23$0.20–$1.30$0.4037
$79.50Oct 16$0.95$2.85$1.90$0.85 07/22$0.75–$2.33$0.95--
$79.50Jan 15$3.60$4.20$3.90$3.55 07/24$1.85–$3.90$3.60--
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$4.10$6.60$5.35$3.20 07/21$2.08–$5.35$4.10--
$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
$80.00Sep 18$0.60$1.45$1.02$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--
$72.00Aug 21$3.70$6.30$5.00$4.07 07/24$1.58–$5.00$4.07--
$72.00Oct 16$5.60$6.90$6.25$5.80 07/24$2.63–$6.25$5.80146
$72.00Jan 15$6.90$9.40$8.15$7.50 07/24$4.28–$8.15$7.50--
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$6.70$8.80$7.75$2.00 07/16$3.00–$7.75$6.70--
$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$6.40$8.40$7.40$6.30 07/24$2.48–$7.40$6.40--
$69.50Oct 16$7.10$9.10$8.10$7.70 07/24$3.85–$8.10$7.70--
$69.50Jan 15$9.60$10.80$10.20$9.00 07/24$6.15–$10.25$9.60101
$84.50Aug 21$0.00$0.65$0.33$0.10 07/24$0.05–$1.08$0.1026
$84.50Jan 15$1.90$2.65$2.28$2.17 07/24$1.02–$2.28$2.17--
$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--
$85.00Sep 18$0.00$2.45$1.23$0.25 07/24$0.25–$1.23$0.25--
$67.00Aug 21$9.10$10.90$10.00$6.44 07/20$4.15–$10.00$9.10--
$67.00Oct 16$9.70$11.20$10.45$7.80 07/21$5.10–$10.45$9.70--
$67.00Jan 15$10.80$13.30$12.05$8.49 07/06$6.70–$12.05$10.80--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$64.50Oct 16$11.30$14.00$12.65$8.40 06/25$6.65–$12.65$11.30--
$64.50Jan 15$12.80$15.40$14.10$9.54 07/15$8.70–$14.10$12.80--
$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$13.70$16.40$15.05$7.60 07/16$8.05–$15.05$13.70--
$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$25.30$29.10$27.20$24.50 07/14$20.60–$27.20$25.30--
PUTS (39)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$77.00Aug 21$0.80$3.30$2.05$4.50 07/23$2.00–$7.60$2.05--
$75.00Sep 18$1.35$2.75$2.05$3.70 07/21$1.98–$6.20$2.05--
$74.50Aug 21$0.20$1.65$0.93$1.35 07/24$0.93–$5.40$0.93--
$74.50Oct 16$2.05$3.70$2.88$3.60 07/24$2.45–$6.30$2.88--
$74.50Jan 15$3.20$3.80$3.50$5.30 07/21$3.50–$7.45$3.5020
$79.50Aug 21$2.70$5.00$3.85$7.64 07/17$3.85–$10.35$3.85--
$72.00Aug 21$0.00$1.15$0.57$0.70 07/24$0.57–$3.60$0.57--
$72.00Oct 16$1.15$1.85$1.50$2.65 07/21$1.50–$4.20$1.50--
$72.00Jan 15$2.45$3.00$2.73$4.50 07/07$2.73–$6.30$2.73--
$70.00Sep 18$0.25$2.25$1.25$1.35 07/21$0.70–$2.78$1.25--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$69.50Aug 21$0.05$1.10$0.58$0.92 07/24$0.58–$2.33$0.58--
$69.50Oct 16$0.80$1.25$1.02$1.85 07/21$0.85–$3.18$1.02--
$69.50Jan 15$1.65$2.40$2.03$3.00 07/21$2.03–$4.55$2.03--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.00$2.60$1.30$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$0.55$0.30$0.17 07/24$0.15–$1.78$0.17--
$67.00Oct 16$0.00$1.75$0.88$2.10 07/15$0.88–$2.33$0.88--
$67.00Jan 15$1.25$1.90$1.58$2.30 07/23$1.38–$3.70$1.58--
$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$2.75$1.38$0.45 07/24$0.78–$1.40$0.45--
$64.50Jan 15$0.40$3.40$1.90$1.90 07/21$0.93–$2.78$1.90--
$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$0.40$1.80$1.10$1.09 07/24$0.95–$2.13$1.09--
$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$0.00$3.00$1.50$1.25 06/25$0.90–$1.92$1.25--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.00$2.80$1.40$0.70 07/24$1.02–$1.70$0.70--
$54.50Jan 15$0.00$2.65$1.33$0.85 06/24$0.88–$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 202
Total Puts 33
Put/Call Ratio 0.16
Net Difference 169

Prior's Put/Call Breakdown

Total Calls 81
Total Puts 34
Put/Call Ratio 0.42
Net Difference 47

Prior 7-Day Put/Call Summary

Total Calls 1,591
Total Puts 1,216
Average Put/Call Ratio 0.51
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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