Tour v473
WRB
BERKLEY W R CORP
$73.38 -3.00%
7/30 19:49

Option Volume

Detail
Current (07/30) 113
Calls: 96 (85%)
Puts: 17 (15%)
Prior (07/29) 26
Calls: 14 (54%)
Puts: 12 (46%)
Current vs Prior +334.62%
Calls: +585.71% (Calls)
Puts: +41.67% (Puts)
Prior 7-Day Total 1,412
Calls: 1,042 (74%)
Puts: 370 (26%)
Prior 7-Day Average 201
Calls: 148 (74%)
Puts: 52 (26%)
Current vs Prior 7-Day Avg -43.98%
Calls: -35.51%
Puts: -67.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $37.0K
Calls: $34.2K (92%)
Puts: $2.8K (8%)
Prior (07/29) $14.7K
Calls: $11.5K (78%)
Puts: $3.2K (22%)
Current vs Prior +151.26%
Calls: +197.69%
Puts: -12.77%
Prior 7-Day Total $400.4K
Calls: $338.1K (84%)
Puts: $62.3K (16%)
Prior 7-Day Average $57.2K
Calls: $48.3K (84%)
Puts: $8.9K (16%)
Current vs Prior 7-Day Avg -35.29%
Calls: -29.24%
Puts: -68.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.18
Prior (07/29) 0.86
Current vs Prior -79.34%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg -56.19%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 601
Calls: 368 (61%)
Puts: 233 (39%)
Prior (07/29) 142
Calls: 103 (73%)
Puts: 39 (27%)
Current vs Prior +323.24%
Prior 7-Day Total 7,152
Calls: 4,999 (70%)
Puts: 2,153 (30%)
Prior 7-Day Average 1,021
Calls: 714 (70%)
Puts: 307 (30%)
Current vs Prior 7-Day Avg -41.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.05% | 8.76%
Prior 7.64% | 9.39%
Current vs Prior -7.79% | -6.64%
Prior 7-Day Avg 7.30% | 9.34%
Current vs 7-Day Avg -3.52% | -6.20%
Prior 7-Day Eod 7.64% | 9.39%
Current vs 7-Day Eod -7.79% | -6.64%
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 12.79% | 71.03%
Calls: 7.41% | 117.50%
Puts: 18.18% | 24.56%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($34.2K) vs puts ($2.8K). Massive premium surge with dollar volume up 151% vs prior. Unusually high activity with volume up 335% vs prior - elevated interest. Extreme bullish P/C ratio of 0.18 - heavy call buying (96 calls vs 17 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 0.70, highest 0.85)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.50Aug 213.705.80$4.7544.2%10.85--
$72.00Aug 212.104.40$3.2570.8%10.69--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.50Aug 210.952.90$1.92101.6%20.57--

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 16, top 6)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.50Aug 210.752.10$1.4394.4%30.45--
$77.00Aug 210.301.05$0.68110.3%30.26233
$69.50Aug 213.705.80$4.7544.2%10.85--
$72.00Aug 212.104.40$3.2570.8%10.69--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 210.251.40$0.83138.6%60.32194
$74.50Aug 210.952.90$1.92101.6%20.57--

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 2.33, avg 1.43)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.50$77.00Aug 21$0.75$1.75$0.752.33$75.25
$69.50$72.00Aug 21$1.50$1.00$1.500.67$71.00
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.50$72.00Aug 21$1.09$1.41$1.091.29$73.41

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 2.68, avg 1.34)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$74.50Aug 21$1.82$1.82$0.682.68$73.82
$69.50$72.00Aug 21$1.50$1.50$1.001.50$71.00
$74.50$77.00Aug 21$0.75$0.75$1.750.43$75.25
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.50$72.00Aug 21$1.09$1.09$1.410.77$73.41

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 4.57% of stock, avg 5.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$74.50Aug 21$1.43$1.92$3.35$71.15$77.854.57%
$72.00Aug 21$3.25$0.83$4.08$67.92$76.085.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 2.06% of stock, avg 2.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$77.00$72.00Aug 21$0.68$0.83$1.51$70.49$78.51
$74.50$72.00Aug 21$1.43$0.83$2.26$69.74$76.76

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 1.34, cheapest $1.07)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$72.00$74.50$77.00Aug 21$1.07$1.431.34
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 $-1.75, 1 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$69.50$72.001:2Aug 21-$1.75$0.75
$74.50$77.001:2Aug 21$0.07$2.43
$72.00$74.501:2Aug 21$0.39$2.11
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$74.50$72.001:2Aug 21$0.26$2.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.02%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$74.50Aug 21$0.750.451.5%1.02%2.55%3--
$77.00Aug 21$0.300.264.9%0.41%5.34%3233

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. 87 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 $7.50/$8.00) — try a limit near $7.75. 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 $74.50 01-15 put last traded $5.30 on 07/21 (now $4.20/$5.50) — try a limit near $4.85.
CALLS (47)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$2.65$4.20$3.43$3.20 07/21$2.08–$5.35$3.20--
$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
$74.50Aug 21$0.75$2.10$1.43$2.30 07/24$0.60–$3.03$1.43--
$74.50Oct 16$2.20$4.20$3.20$4.05 07/24$1.30–$4.55$3.20--
$74.50Jan 15$4.10$5.00$4.55$5.10 07/23$3.03–$6.70$4.55--
$72.00Aug 21$2.10$4.40$3.25$4.07 07/24$1.58–$5.00$3.25--
$72.00Oct 16$3.60$6.00$4.80$5.80 07/24$2.63–$6.25$4.80--
$72.00Jan 15$5.40$6.70$6.05$7.50 07/24$4.28–$8.15$6.05--
$75.00Sep 18$1.20$3.20$2.20$3.00 07/24$1.55–$3.90$2.20--
$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--
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$4.10$6.30$5.20$2.00 07/16$3.00–$7.75$4.10--
$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--
$77.00Aug 21$0.30$1.05$0.68$1.16 07/24$0.38–$1.53$0.68233
$77.00Oct 16$1.35$2.35$1.85$1.80 07/21$1.10–$3.50$1.80--
$69.50Aug 21$3.70$5.80$4.75$6.30 07/24$2.48–$7.40$4.75--
$69.50Oct 16$5.10$6.90$6.00$7.70 07/24$3.85–$8.10$6.00--
$69.50Jan 15$7.50$8.00$7.75$9.00 07/24$6.15–$10.25$7.75109
$77.50Sep 18$0.30$2.05$1.17$1.89 07/24$0.78–$2.33$1.17--
$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--
$79.50Aug 21$0.00$0.90$0.45$0.20 07/23$0.20–$1.30$0.20--
$79.50Oct 16$0.30$1.55$0.93$0.85 07/22$0.75–$2.50$0.85--
$79.50Jan 15$1.65$2.95$2.30$3.55 07/24$1.85–$3.95$2.30--
$67.00Aug 21$5.80$8.10$6.95$6.44 07/20$4.15–$10.00$6.44--
$67.00Oct 16$7.00$9.40$8.20$7.80 07/21$5.10–$10.45$7.80--
$67.00Jan 15$8.70$10.40$9.55$8.49 07/06$6.70–$12.05$8.70--
$80.00Sep 18$0.00$2.60$1.30$0.70 07/21$0.40–$2.00$0.70--
$80.00Jan 15$0.55$2.10$1.33$1.50 06/16--$1.33--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$64.50Oct 16$9.20$11.50$10.35$8.40 06/25$6.65–$12.65$9.20--
$64.50Jan 15$10.60$13.00$11.80$9.54 07/15$8.70–$14.10$10.60--
$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--
$84.50Aug 21$0.00$1.00$0.50$0.10 07/24$0.05–$1.08$0.10--
$84.50Jan 15$0.80$1.70$1.25$2.17 07/24$1.02–$2.28$1.25--
$62.00Aug 21$10.60$13.00$11.80$7.60 07/16$8.05–$15.05$10.60--
$85.00Sep 18$0.05$0.20$0.13$0.25 07/24$0.13–$1.23$0.1326
$94.50Aug 21$0.00$0.75$0.38$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--
$49.50Oct 16$23.20$25.70$24.45$24.50 07/14$20.60–$27.20$24.45--
$99.50Aug 21$0.00$0.75$0.38$0.10 07/13$0.13–$1.08$0.10--
PUTS (40)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$74.50Aug 21$0.95$2.90$1.92$1.35 07/24$0.93–$5.40$1.35--
$74.50Oct 16$2.35$4.20$3.28$3.60 07/24$2.45–$6.30$3.28--
$74.50Jan 15$4.20$5.50$4.85$5.30 07/21$3.50–$7.45$4.8521
$72.00Aug 21$0.25$1.40$0.83$0.70 07/24$0.57–$3.60$0.70194
$72.00Oct 16$1.25$3.40$2.33$2.65 07/21$1.50–$4.20$2.33--
$72.00Jan 15$3.30$4.10$3.70$4.50 07/07$2.73–$6.30$3.70--
$75.00Sep 18$2.20$3.80$3.00$3.70 07/21$1.98–$6.20$3.00--
$70.00Sep 18$0.15$1.70$0.93$1.35 07/21$0.70–$2.78$0.93--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$77.00Aug 21$2.40$4.80$3.60$4.50 07/23$2.00–$7.60$3.60--
$69.50Aug 21$0.00$0.75$0.38$0.92 07/24$0.38–$2.08$0.38--
$69.50Oct 16$0.15$2.70$1.43$1.85 07/21$0.85–$3.18$1.43--
$69.50Jan 15$0.85$3.50$2.17$3.00 07/21$2.03–$4.55$2.17--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.00$1.25$0.63$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--
$79.50Aug 21$4.80$7.20$6.00$7.64 07/17$3.85–$10.35$6.00--
$67.00Aug 21$0.15$0.30$0.22$0.17 07/24$0.15–$1.20$0.17--
$67.00Oct 16$0.10$1.75$0.93$2.10 07/15$0.88–$2.33$0.93--
$67.00Jan 15$1.75$2.70$2.23$2.30 07/23$1.38–$3.70$2.2315
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22--$2.20--
$64.50Aug 21$0.00$2.25$1.13$0.30 07/21$0.18–$1.27$0.30--
$64.50Oct 16$0.00$2.15$1.08$0.45 07/24$0.78–$1.40$0.45--
$64.50Jan 15$0.30$2.15$1.22$1.90 07/21$0.93–$2.70$1.22--
$62.50Oct 16$1.25$2.00$1.63$3.30 06/01--$1.63--
$62.00Aug 21$0.00$1.75$0.88$0.15 07/21$0.33–$1.23$0.15--
$62.00Jan 15$0.10$2.15$1.13$1.09 07/24$0.95–$2.10$1.09--
$62.00Oct 16$0.30$0.60$0.45--$0.45–$0.45$0.303
$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–$1.92$1.25--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.00$2.85$1.43$0.70 07/24$1.02–$1.63$0.70--
$54.50Jan 15$0.00$2.65$1.33$0.85 06/24$0.88–$1.45$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 96
Total Puts 17
Put/Call Ratio 0.18
Net Difference 79

Prior's Put/Call Breakdown

Total Calls 14
Total Puts 12
Put/Call Ratio 0.86
Net Difference 2

Prior 7-Day Put/Call Summary

Total Calls 1,042
Total Puts 370
Average Put/Call Ratio 0.40
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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