Tour v490
WRB
BERKLEY W R CORP
$71.39 -0.97%
$70.73 (-0.92%)🌙
as of 08/04 07:23 PM
8/4 19:23

Option Volume

Detail
Current (08/04) 100
Calls: 46 (46%)
Puts: 54 (54%)
Prior (08/03) 337
Calls: 171 (51%)
Puts: 166 (49%)
Current vs Prior -70.33%
Calls: -73.10% (Calls)
Puts: -67.47% (Puts)
Prior 7-Day Total 1,127
Calls: 769 (68%)
Puts: 358 (32%)
Prior 7-Day Average 161
Calls: 109 (68%)
Puts: 51 (32%)
Current vs Prior 7-Day Avg -37.89%
Calls: -58.13%
Puts: +5.59%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $14.0K
Calls: $9.0K (64%)
Puts: $5.0K (36%)
Prior (08/03) $58.3K
Calls: $35.5K (61%)
Puts: $22.8K (39%)
Current vs Prior -76.00%
Calls: -74.60%
Puts: -78.18%
Prior 7-Day Total $334.9K
Calls: $288.9K (86%)
Puts: $46.1K (14%)
Prior 7-Day Average $47.8K
Calls: $41.3K (86%)
Puts: $6.6K (14%)
Current vs Prior 7-Day Avg -70.77%
Calls: -78.17%
Puts: -24.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 1.17
Prior (08/03) 0.97
Current vs Prior +20.93%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg +2.98%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 344
Calls: 252 (73%)
Puts: 92 (27%)
Prior (08/03) 676
Calls: 470 (70%)
Puts: 206 (30%)
Current vs Prior -49.11%
Prior 7-Day Total 5,081
Calls: 3,544 (70%)
Puts: 1,537 (30%)
Prior 7-Day Average 725
Calls: 506 (66%)
Puts: 256 (34%)
Current vs Prior 7-Day Avg -52.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.35% | 7.93%
Prior 6.24% | 9.02%
Current vs Prior +1.65% | -12.07%
Prior 7-Day Avg 6.92% | 9.11%
Current vs 7-Day Avg -8.24% | -12.93%
Prior 7-Day Eod 6.24% | 9.02%
Current vs 7-Day Eod +1.65% | -12.07%
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 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

Moderately bullish flow with 64% call dollar volume ($9.0K). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 70% vs prior. Slightly bearish P/C ratio of 1.17.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 2 found (avg delta 0.67, highest 0.79)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.50Aug 212.204.70$3.4572.5%10.79--
$72.00Aug 211.501.80$1.6518.2%60.55--

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 85, top 16)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Sep 180.951.25$1.1027.3%160.317
$77.50Sep 180.201.05$0.63134.9%130.204
$77.00Aug 210.100.25$0.1883.3%40.10--
$72.00Aug 211.051.40$1.2328.5%20.45--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.50Aug 210.400.90$0.6576.9%160.2878
$65.00Sep 180.250.65$0.4588.9%130.13--
$67.50Sep 180.451.10$0.7883.3%130.2213
$72.00Aug 211.501.80$1.6518.2%60.55--
$74.50Aug 212.204.70$3.4572.5%10.79--

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. 5 found (best R:R 6.58, avg 3.68)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$77.50Sep 18$0.47$2.03$0.474.32$75.47
$72.00$77.00Aug 21$1.05$3.95$1.053.76$73.05
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.50$65.00Sep 18$0.33$2.17$0.336.58$67.17
$70.00$67.50Sep 18$0.77$1.73$0.772.25$69.23
$72.00$69.50Aug 21$1.00$1.50$1.001.50$71.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 2.57, avg 0.72)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$77.00Aug 21$1.05$1.05$3.950.27$73.05
$75.00$77.50Sep 18$0.47$0.47$2.030.23$75.47
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.50$72.00Aug 21$1.80$1.80$0.702.57$72.70
$72.00$69.50Aug 21$1.00$1.00$1.500.67$71.00
$70.00$67.50Sep 18$0.77$0.77$1.730.45$69.23
$67.50$65.00Sep 18$0.33$0.33$2.170.15$67.17

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 4.03% of stock, avg 4.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$72.00Aug 21$1.23$1.65$2.88$69.12$74.884.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 1.16% of stock, avg 2.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$77.00$69.50Aug 21$0.18$0.65$0.83$68.67$77.83
$77.50$65.00Sep 18$0.63$0.45$1.08$63.92$78.58
$77.50$67.50Sep 18$0.63$0.78$1.41$66.09$78.91
$75.00$65.00Sep 18$1.10$0.45$1.55$63.45$76.55
$72.00$69.50Aug 21$1.23$0.65$1.88$67.62$73.88
$75.00$67.50Sep 18$1.10$0.78$1.88$65.62$76.88
$77.50$70.00Sep 18$0.63$1.55$2.18$67.82$79.68
$75.00$70.00Sep 18$1.10$1.55$2.65$67.35$77.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.98, avg credit $1.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
68/7075/78Sep 18$1.24$1.260.98$68.76$76.24
65/6875/78Sep 18$0.80$1.700.47$66.70$75.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 4.68, cheapest $0.44)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$65.00$67.50$70.00Sep 18$0.44$2.064.68
$69.50$72.00$74.50Aug 21$0.80$1.702.12

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, 3 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$75.00$77.501:2Sep 18-$0.16$2.34
$72.00$77.001:2Aug 21$0.87$4.13
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$70.00$67.501:2Sep 18-$0.01$2.49
$67.50$65.001:2Sep 18-$0.12$2.38
$74.50$72.001:2Aug 21$0.15$2.35
$72.00$69.501:2Aug 21$0.35$2.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.47%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$72.00Aug 21$1.050.450.8%1.47%2.33%2--
$75.00Sep 18$0.950.315.1%1.33%6.39%167
$77.50Sep 18$0.200.208.6%0.28%8.84%134
$77.00Aug 21$0.100.107.9%0.14%8.00%4--

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. 88 contracts (avg 198 vol/day, 88 traded recently)

WRB averages only 198 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 $7.40 on 07/30 (now $6.10/$6.50) — try a limit near $6.30. Also watch the $72.00 01-15 call last traded $5.70 on 07/30 (now $4.70/$5.10) — try a limit near $4.90; 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 10-16 put last traded $3.60 on 07/24 (now $4.10/$5.10) — try a limit near $4.10.
CALLS (48)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.00Aug 21$1.05$1.40$1.23$3.00 07/30$1.23–$5.00$1.23--
$72.00Oct 16$2.70$3.10$2.90$6.52 07/28$2.63–$6.25$2.90--
$72.00Jan 15$4.70$5.10$4.90$5.70 07/30$4.28–$8.15$4.9095
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$1.80$2.15$1.98$3.14 07/30$1.98–$5.35$1.98--
$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
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$2.15$4.50$3.33$8.15 07/28$3.00–$7.75$3.33--
$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$1.65$4.10$2.88$5.50 07/30$2.48–$7.40$2.88--
$69.50Oct 16$3.00$5.50$4.25$8.02 07/29$3.85–$8.10$4.25--
$69.50Jan 15$6.10$6.50$6.30$7.40 07/30$6.15–$10.25$6.30146
$74.50Aug 21$0.25$0.65$0.45$1.02 07/30$0.45–$3.03$0.45--
$74.50Oct 16$1.65$2.10$1.88$4.05 07/24$1.30–$4.55$1.88--
$74.50Jan 15$3.40$4.00$3.70$5.10 07/23$3.03–$6.70$3.70--
$75.00Sep 18$0.95$1.25$1.10$1.90 07/31$1.10–$3.90$1.107
$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--
$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$3.70$5.90$4.80$6.44 07/20$4.15–$10.00$4.80--
$67.00Oct 16$5.10$7.30$6.20$10.24 07/27$5.10–$10.45$6.20--
$67.00Jan 15$6.50$9.20$7.85$8.49 07/06$6.70–$12.05$7.85--
$77.00Aug 21$0.10$0.25$0.18$0.50 07/30$0.18–$1.53$0.18--
$77.00Oct 16$0.95$1.40$1.17$2.24 07/30$1.10–$3.50$1.17--
$77.50Sep 18$0.20$1.05$0.63$1.51 07/31$0.63–$2.33$0.634
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$64.50Oct 16$7.10$9.50$8.30$8.40 06/25$6.65–$12.65$8.30--
$64.50Jan 15$8.40$11.10$9.75$9.54 07/15$8.70–$14.10$9.54--
$79.50Aug 21$0.00$0.75$0.38$0.12 07/31$0.20–$1.30$0.12--
$79.50Oct 16$0.05$2.65$1.35$1.70 07/29$0.65–$2.50$1.35--
$79.50Jan 15$1.70$2.25$1.98$3.50 07/27$1.85–$3.95$1.98--
$80.00Sep 18$0.00$0.75$0.38$1.77 07/28$0.38–$2.00$0.38--
$80.00Jan 15$0.55$2.10$1.33$1.50 06/16--$1.33--
$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$8.20$11.10$9.65$15.05 07/28$8.05–$15.05$9.65--
$84.50Aug 21$0.00$0.60$0.30$0.10 07/28$0.05–$1.08$0.10--
$84.50Jan 15$0.00$1.30$0.65$1.45 07/30$0.65–$2.28$0.65--
$85.00Sep 18$0.00$0.75$0.38$0.15 07/30$0.13–$1.23$0.15--
$89.50Jan 15$0.00$1.55$0.78$0.85 07/27$0.78–$1.75$0.78--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15--$18.10--
$49.50Oct 16$20.50$23.70$22.10$24.50 07/14$20.60–$27.20$22.10--
$94.50Aug 21$0.00$0.75$0.38$0.23 07/13$0.05–$1.08$0.23--
$99.50Aug 21$0.00$1.15$0.57$0.10 07/13$0.13–$1.08$0.10--
PUTS (40)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.00Aug 21$1.50$1.80$1.65$1.10 07/30$0.57–$3.60$1.50--
$72.00Oct 16$2.80$3.10$2.95$2.65 07/21$1.50–$4.20$2.80--
$72.00Jan 15$3.80$4.60$4.20$4.50 07/07$2.73–$6.30$4.20--
$72.50Sep 18$1.85$2.80$2.33$1.96 07/30$1.00–$4.30$1.96--
$70.00Sep 18$1.40$1.70$1.55$1.35 07/21$0.70–$2.78$1.40--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$69.50Aug 21$0.40$0.90$0.65$0.64 07/31$0.38–$2.08$0.6478
$69.50Oct 16$1.55$2.10$1.83$1.85 07/21$0.85–$3.18$1.83--
$69.50Jan 15$2.80$3.50$3.15$2.10 07/29$2.03–$4.55$2.80--
$74.50Aug 21$2.20$4.70$3.45$2.60 07/30$0.93–$5.40$2.60--
$74.50Oct 16$4.10$5.10$4.60$3.60 07/24$2.45–$6.30$4.101
$74.50Jan 15$5.20$5.80$5.50$4.80 07/30$3.50–$7.45$5.20--
$75.00Sep 18$3.60$4.50$4.05$3.70 07/21$1.98–$6.20$3.70--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.45$1.10$0.78$0.38 07/24$0.48–$1.95$0.4513
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$67.00Aug 21$0.05$0.35$0.20$0.15 07/28$0.15–$1.20$0.15--
$67.00Oct 16$1.10$1.50$1.30$2.10 07/15$0.80–$2.33$1.30--
$67.00Jan 15$2.05$2.60$2.33$2.30 07/30$1.38–$3.70$2.30--
$77.00Aug 21$4.60$6.80$5.70$1.70 07/28$2.00–$7.60$4.60--
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22--$2.20--
$64.50Aug 21$0.00$0.75$0.38$0.30 07/21$0.18–$1.27$0.30--
$64.50Oct 16$0.30$3.10$1.70$0.45 07/24$0.65–$1.70$0.45--
$64.50Jan 15$1.40$2.05$1.73$1.90 07/21$0.93–$2.70$1.73--
$79.50Aug 21$6.90$9.90$8.40$3.16 07/28$3.85–$10.35$6.90--
$79.50Jan 15$7.60$10.20$8.90$6.00 07/28$5.90–$10.80$7.60--
$62.00Aug 21$0.00$1.45$0.73$0.15 07/21$0.33–$1.18$0.15--
$62.00Oct 16$0.10$2.75$1.43$0.55 07/30$0.45–$1.43$0.55--
$62.00Jan 15$0.50$1.60$1.05$1.13 07/27$0.88–$2.10$1.05--
$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$0.40$3.20$1.80$1.25 06/25$0.90–$1.80$1.25--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.15$3.10$1.63$0.70 07/24$1.02–$1.63$0.70--
$54.50Jan 15$0.00$2.80$1.40$0.85 06/24$0.78–$1.45$0.85--
$50.00Jan 15$0.10$2.25$1.18$0.60 06/05--$0.60--
$47.00Aug 21$0.00$1.60$0.80$0.10 07/31$0.20–$1.65$0.10--
$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 46
Total Puts 54
Put/Call Ratio 1.17
Net Difference -8

Prior's Put/Call Breakdown

Total Calls 171
Total Puts 166
Put/Call Ratio 0.97
Net Difference 5

Prior 7-Day Put/Call Summary

Total Calls 769
Total Puts 358
Average Put/Call Ratio 1.14
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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