Tour v492
WRB
BERKLEY W R CORP
$72.08 +0.97%
$72.60 (+0.72%)🌙
as of 08/05 07:23 PM
8/5 19:23

Option Volume

Detail
Current (08/05) 71
Calls: 62 (87%)
Puts: 9 (13%)
Prior (08/04) 100
Calls: 46 (46%)
Puts: 54 (54%)
Current vs Prior -29.00%
Calls: +34.78% (Calls)
Puts: -83.33% (Puts)
Prior 7-Day Total 946
Calls: 613 (65%)
Puts: 333 (35%)
Prior 7-Day Average 135
Calls: 87 (65%)
Puts: 47 (35%)
Current vs Prior 7-Day Avg -47.46%
Calls: -29.20%
Puts: -81.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $16.9K
Calls: $16.2K (96%)
Puts: $720 (4%)
Prior (08/04) $14.0K
Calls: $9.0K (64%)
Puts: $5.0K (36%)
Current vs Prior +21.03%
Calls: +79.94%
Puts: -85.54%
Prior 7-Day Total $246.2K
Calls: $201.0K (82%)
Puts: $45.2K (18%)
Prior 7-Day Average $35.2K
Calls: $28.7K (82%)
Puts: $6.5K (18%)
Current vs Prior 7-Day Avg -51.87%
Calls: -43.55%
Puts: -88.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.15
Prior (08/04) 1.17
Current vs Prior -87.63%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -88.40%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 1,184
Calls: 580 (49%)
Puts: 604 (51%)
Prior (08/04) 344
Calls: 252 (73%)
Puts: 92 (27%)
Current vs Prior +244.19%
Prior 7-Day Total 3,304
Calls: 2,500 (76%)
Puts: 804 (24%)
Prior 7-Day Average 472
Calls: 357 (73%)
Puts: 134 (27%)
Current vs Prior 7-Day Avg +150.85%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.94% | 8.74%
Prior 6.35% | 7.93%
Current vs Prior -6.42% | +10.24%
Prior 7-Day Avg 6.79% | 8.79%
Current vs 7-Day Avg -12.60% | -0.61%
Prior 7-Day Eod 6.35% | 7.93%
Current vs 7-Day Eod -6.42% | +10.24%
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 96% of dollar volume in calls ($16.2K) vs puts ($720). Extreme bullish P/C ratio of 0.15 - heavy call buying (62 calls vs 9 puts). P/C ratio dropping 88% - sentiment shifting bullish. Rising open interest (up 244%) indicates new positions being established.

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 NEUTRAL
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 0.57, highest 0.67)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 211.301.75$1.5329.4%40.52--
$72.50Sep 182.003.30$2.6549.1%180.527
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.50Aug 211.903.60$2.7561.8%10.6737

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 57, top 20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Sep 180.000.40$0.20200.0%200.09--
$72.50Sep 182.003.30$2.6549.1%180.527
$77.00Aug 210.200.45$0.3375.8%50.15227
$72.00Aug 211.301.75$1.5329.4%40.52--
$74.50Aug 210.351.65$1.00130.0%10.3399
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Aug 210.050.55$0.30166.7%70.12561
$74.50Aug 211.903.60$2.7561.8%10.6737
$72.50Sep 182.002.70$2.3529.8%10.496

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 3.72, avg 2.64)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$74.50Aug 21$0.53$1.97$0.533.72$72.53
$74.50$77.00Aug 21$0.67$1.83$0.672.73$75.17
$72.50$80.00Sep 18$2.45$5.05$2.452.06$74.95
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.50$67.00Aug 21$2.45$5.05$2.452.06$72.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.49, avg 0.41)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.50$80.00Sep 18$2.45$2.45$5.050.49$74.95
$74.50$77.00Aug 21$0.67$0.67$1.830.37$75.17
$72.00$74.50Aug 21$0.53$0.53$1.970.27$72.53
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.50$67.00Aug 21$2.45$2.45$5.050.49$72.05

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 5.20% of stock, avg 6.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$74.50Aug 21$1.00$2.75$3.75$70.75$78.255.20%
$72.50Sep 18$2.65$2.35$5.00$67.50$77.506.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 0.87% of stock, avg 2.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$77.00$67.00Aug 21$0.33$0.30$0.63$66.37$77.63
$74.50$67.00Aug 21$1.00$0.30$1.30$65.70$75.80
$80.00$72.50Sep 18$0.20$2.35$2.55$69.95$82.55

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. -- found (best R:R --, cheapest $--)

No setups found for this strategy

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 $-0.47, 1 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$72.00$74.501:2Aug 21-$0.47$2.03
$72.50$80.001:2Sep 18$2.25$5.25
$74.50$77.001:2Aug 21$0.34$2.16
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$74.50$67.001:2Aug 21$2.15$5.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.77%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$72.50Sep 18$2.000.520.6%2.77%3.36%187
$74.50Aug 21$0.350.333.4%0.49%3.84%199
$77.00Aug 21$0.200.156.8%0.28%7.10%5227

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 $6.60/$7.50) — try a limit near $7.05. Also watch the $72.00 01-15 call last traded $5.70 on 07/30 (now $4.90/$6.00) — try a limit near $5.45; 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 $72.50 09-18 put last traded $1.96 on 07/30 (now $2.00/$2.70) — try a limit near $2.00.
CALLS (48)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.00Aug 21$1.30$1.75$1.53$3.00 07/30$1.23–$5.00$1.53--
$72.00Oct 16$3.10$3.50$3.30$6.52 07/28$2.63–$6.25$3.30--
$72.00Jan 15$4.90$6.00$5.45$5.70 07/30$4.28–$8.15$5.4595
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$2.00$3.30$2.65$3.14 07/30$1.98–$5.35$2.657
$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$3.00$4.90$3.95$8.15 07/28$3.00–$7.75$3.95--
$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--
$74.50Aug 21$0.35$1.65$1.00$1.02 07/30$0.45–$3.03$1.0099
$74.50Oct 16$1.75$2.40$2.08$4.05 07/24$1.30–$4.55$2.08--
$74.50Jan 15$2.80$5.10$3.95$5.10 07/23$3.03–$6.70$3.95--
$69.50Aug 21$2.50$4.50$3.50$5.50 07/30$2.48–$7.40$3.50--
$69.50Oct 16$3.90$5.90$4.90$8.02 07/29$3.85–$8.10$4.90--
$69.50Jan 15$6.60$7.50$7.05$7.40 07/30$6.15–$10.25$7.05152
$75.00Sep 18$1.00$1.45$1.23$1.90 07/31$1.10–$3.90$1.23--
$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--
$77.00Aug 21$0.20$0.45$0.33$0.50 07/30$0.18–$1.53$0.33227
$77.00Oct 16$0.75$1.60$1.18$2.24 07/30$1.10–$3.50$1.18--
$67.00Aug 21$4.20$6.60$5.40$6.44 07/20$4.15–$10.00$5.40--
$67.00Oct 16$6.10$7.60$6.85$10.24 07/27$5.10–$10.45$6.85--
$67.00Jan 15$7.90$9.20$8.55$8.49 07/06$6.70–$12.05$8.49--
$77.50Sep 18$0.25$1.05$0.65$1.51 07/31$0.63–$2.33$0.65--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$79.50Aug 21$0.00$0.95$0.48$0.12 07/31$0.20–$1.30$0.12--
$79.50Oct 16$0.00$1.35$0.68$1.70 07/29$0.65–$2.50$0.68--
$79.50Jan 15$0.85$3.10$1.98$3.50 07/27$1.85–$3.95$1.98--
$64.50Oct 16$7.70$10.20$8.95$8.40 06/25$6.65–$12.65$8.40--
$64.50Jan 15$9.00$11.40$10.20$9.54 07/15$8.70–$14.10$9.54--
$80.00Sep 18$0.00$0.40$0.20$1.77 07/28$0.20–$2.00$0.20--
$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$8.90$11.50$10.20$15.05 07/28$8.05–$15.05$10.20--
$84.50Aug 21$0.00$0.95$0.48$0.10 07/28$0.05–$1.08$0.10--
$84.50Jan 15$0.85$2.10$1.48$1.45 07/30$0.65–$2.28$1.45--
$85.00Sep 18$0.00$1.35$0.68$0.15 07/30$0.13–$1.23$0.15--
$89.50Jan 15$0.10$1.55$0.83$0.85 07/27$0.78–$1.75$0.83--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15--$18.10--
$94.50Aug 21$0.00$1.15$0.57$0.23 07/13$0.05–$1.08$0.23--
$49.50Oct 16$21.00$24.50$22.75$24.50 07/14$20.60–$27.20$22.75--
$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$0.40$2.20$1.30$1.10 07/30$0.57–$3.60$1.10--
$72.00Oct 16$2.40$3.10$2.75$2.65 07/21$1.50–$4.20$2.65--
$72.00Jan 15$2.70$4.70$3.70$4.50 07/07$2.73–$6.30$3.70--
$72.50Sep 18$2.00$2.70$2.35$1.96 07/30$1.00–$4.30$2.006
$70.00Sep 18$1.10$1.65$1.38$1.35 07/21$0.70–$2.78$1.35--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$74.50Aug 21$1.90$3.60$2.75$2.60 07/30$0.93–$5.40$2.6037
$74.50Oct 16$2.90$5.40$4.15$3.60 07/24$2.45–$6.30$3.60--
$74.50Jan 15$4.20$6.10$5.15$4.80 07/30$3.50–$7.45$4.80--
$69.50Aug 21$0.10$0.75$0.43$0.64 07/31$0.38–$2.08$0.43--
$69.50Oct 16$1.40$2.10$1.75$1.85 07/21$0.85–$3.18$1.75--
$69.50Jan 15$2.40$3.70$3.05$2.10 07/29$2.03–$4.55$2.40--
$75.00Sep 18$2.75$4.70$3.73$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$0.60$0.95$0.77$0.38 07/24$0.48–$1.95$0.60--
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$77.00Aug 21$3.90$6.40$5.15$1.70 07/28$2.00–$7.60$3.90--
$67.00Aug 21$0.05$0.55$0.30$0.15 07/28$0.15–$1.20$0.15561
$67.00Oct 16$0.85$1.45$1.15$2.10 07/15$0.80–$2.33$1.15--
$67.00Jan 15$0.90$2.85$1.88$2.30 07/30$1.38–$3.70$1.88--
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22--$2.20--
$79.50Aug 21$6.40$8.80$7.60$3.16 07/28$3.85–$10.35$6.40--
$79.50Jan 15$7.50$9.90$8.70$6.00 07/28$5.90–$10.80$7.50--
$64.50Aug 21$0.00$0.95$0.48$0.30 07/21$0.18–$1.27$0.30--
$64.50Oct 16$0.45$1.40$0.93$0.45 07/24$0.65–$1.70$0.45--
$64.50Jan 15$1.50$2.15$1.83$1.90 07/21$0.93–$2.70$1.83--
$62.00Aug 21$0.00$1.55$0.78$0.15 07/21$0.33–$1.18$0.15--
$62.00Oct 16$0.20$0.95$0.57$0.55 07/30$0.45–$1.43$0.55--
$62.00Jan 15$0.75$2.10$1.43$1.13 07/27$0.88–$2.10$1.13--
$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$0.45$3.20$1.83$1.25 06/25$0.90–$1.83$1.25--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.25$2.00$1.13$0.70 07/24$1.02–$1.63$0.70--
$54.50Jan 15$0.15$1.10$0.63$0.85 06/24$0.63–$1.45$0.63--
$50.00Jan 15$0.10$2.25$1.18$0.60 06/05--$0.60--
$47.00Aug 21$0.00$1.40$0.70$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 62
Total Puts 9
Put/Call Ratio 0.15
Net Difference 53

Prior's Put/Call Breakdown

Total Calls 46
Total Puts 54
Put/Call Ratio 1.17
Net Difference -8

Prior 7-Day Put/Call Summary

Total Calls 613
Total Puts 333
Average Put/Call Ratio 1.25
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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