Tour v346
CB
CHUBB LTD
$352.16 +2.46%
$350.50 (-0.47%)🌙
as of 07/17 06:19 PM
7/17 18:19

Option Volume

Detail
Current (07/17) 4,473
Calls: 4,167 (93%)
Puts: 306 (7%)
Prior (07/16) 1,582
Calls: 1,177 (74%)
Puts: 405 (26%)
Current vs Prior +182.74%
Calls: +254.04% (Calls)
Puts: -24.44% (Puts)
Prior 7-Day Total 10,857
Calls: 8,035 (74%)
Puts: 2,822 (26%)
Prior 7-Day Average 1,551
Calls: 1,147 (74%)
Puts: 403 (26%)
Current vs Prior 7-Day Avg +188.39%
Calls: +263.02%
Puts: -24.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $6.82M
Calls: $6.56M (96%)
Puts: $266.4K (4%)
Prior (07/16) $1.02M
Calls: $620.2K (61%)
Puts: $399.6K (39%)
Current vs Prior +569.01%
Calls: +957.11%
Puts: -33.34%
Prior 7-Day Total $6.93M
Calls: $5.09M (73%)
Puts: $1.84M (27%)
Prior 7-Day Average $990.4K
Calls: $727.7K (73%)
Puts: $262.6K (27%)
Current vs Prior 7-Day Avg +588.88%
Calls: +800.88%
Puts: +1.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.07
Prior (07/16) 0.34
Current vs Prior -78.66%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg -83.34%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 12,941
Calls: 11,285 (87%)
Puts: 1,656 (13%)
Prior (07/16) 10,401
Calls: 7,931 (76%)
Puts: 2,470 (24%)
Current vs Prior +24.42%
Prior 7-Day Total 50,672
Calls: 35,083 (69%)
Puts: 15,589 (31%)
Prior 7-Day Average 7,238
Calls: 5,011 (69%)
Puts: 2,227 (31%)
Current vs Prior 7-Day Avg +78.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 1.64% | 7.03%1.64% | 7.03%
Prior 2.35% | 7.08%2.35% | 7.08%
Current vs Prior +199.32% | +20.84%-30.10% | -0.80%
Prior 7-Day Avg 2.86% | 7.02%2.86% | 7.02%
Current vs 7-Day Avg +145.48% | +22.04%-42.67% | +0.19%
Prior 7-Day Eod 2.35% | 7.08%2.35% | 7.08%
Current vs 7-Day Eod +199.32% | +20.84%-30.10% | -0.80%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.42% | 11.19%
Calls: 14.12% | 9.05%
Puts: 18.72% | 13.33%
Prior 16.42% | 11.19%
Calls: 14.12% | 9.05%
Puts: 18.72% | 13.33%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 16.42% | 11.19%
Calls: 14.12% | 9.05%
Puts: 18.72% | 13.33%
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 ($6.56M) vs puts ($266.4K). Massive premium surge with dollar volume up 569% vs prior. Dollar volume significantly above 7-day average (589% higher). Unusually high activity with volume up 183% vs prior - elevated interest.

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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 3 of results (avg 8.6%, best 7.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 1740.3043.40$41.857.4%60.92--
$310.00Aug 2142.6046.70$44.659.2%30.95--
$315.00Jul 1735.3038.70$37.009.2%101.0033
PUTS (0)
No puts meet the criteria

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. 19 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 1735.3038.70$37.009.2%101.0033
$310.00Aug 2142.6046.70$44.659.2%30.95--
$310.00Jul 1740.3043.40$41.857.4%60.92--
$325.00Jul 1725.3028.70$27.0012.6%1.3K0.901.6K
$315.00Aug 2137.9042.00$39.9510.3%100.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 176.709.70$8.2036.6%20.7916
$355.00Jul 171.304.70$3.00113.3%10.78126
$370.00Aug 2119.8023.00$21.4015.0%50.7166
$360.00Aug 2112.5016.30$14.4026.4%760.5852
$355.00Aug 219.7013.30$11.5031.3%340.5256

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 4.1K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Jul 1725.3028.70$27.0012.6%1.3K0.901.6K
$340.00Jul 1710.3013.70$12.0028.3%1.2K0.842.0K
$350.00Aug 2112.2014.30$13.2515.8%3670.56482
$350.00Jul 171.154.40$2.78116.9%2330.71304
$355.00Aug 219.0012.00$10.5028.6%1390.491.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2112.5016.30$14.4026.4%760.5852
$355.00Aug 219.7013.30$11.5031.3%340.5256
$320.00Aug 210.704.00$2.35140.4%160.14169
$310.00Aug 210.001.10$0.55200.0%140.05201
$345.00Aug 215.708.80$7.2542.8%80.37--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 1613.0%, max 4594.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 211196.3%25.5%4594.3%9--
$325.00Jul 17Aug 21842.5%30.5%2658.8%1.3K1.6K
$335.00Jul 17Aug 21599.4%25.7%2229.5%50182
$315.00Jul 17Aug 21577.5%30.2%1812.3%2033
$360.00Jul 17Aug 21360.9%26.3%1272.5%54538
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Jul 17Aug 21360.9%26.3%1272.5%7868
$345.00Jul 17Aug 21336.6%24.8%1255.2%10102
$355.00Jul 17Aug 21145.6%26.5%448.8%35182

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 40.67, avg 6.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$380.00Aug 21$0.71$4.29$0.716.04$375.71
$365.00$370.00Aug 21$1.45$3.55$1.452.45$366.45
$360.00$365.00Aug 21$1.85$3.15$1.851.70$361.85
$370.00$375.00Aug 21$2.12$2.88$2.121.36$372.12
$355.00$360.00Aug 21$2.20$2.80$2.201.27$357.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$345.00Jul 17$0.12$4.88$0.1240.67$349.88
$295.00$290.00Aug 21$0.18$4.82$0.1826.78$294.82
$330.00$325.00Aug 21$0.25$4.75$0.2519.00$329.75
$335.00$330.00Aug 21$0.60$4.40$0.607.33$334.40
$320.00$310.00Aug 21$1.80$8.20$1.804.56$318.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 49.00, avg 4.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$340.00Jul 17$4.90$4.90$0.1049.00$339.90
$310.00$315.00Jul 17$4.85$4.85$0.1532.33$314.85
$310.00$315.00Aug 21$4.70$4.70$0.3015.67$314.70
$315.00$325.00Aug 21$9.00$9.00$1.009.00$324.00
$325.00$330.00Aug 21$4.40$4.40$0.607.33$329.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$360.00Aug 21$7.00$7.00$3.002.33$363.00
$360.00$355.00Aug 21$2.90$2.90$2.101.38$357.10
$355.00$345.00Aug 21$4.25$4.25$5.750.74$350.75
$355.00$350.00Jul 17$1.80$1.80$3.200.56$353.20
$340.00$335.00Aug 21$1.55$1.55$3.450.45$338.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $6.67, cheapest $2.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$2.801196.3%25.5%
$315.00Jul 17Aug 21$2.95577.5%30.2%
$325.00Jul 17Aug 21$3.95842.5%30.5%
$335.00Jul 17Aug 21$6.15599.4%25.7%
$360.00Jul 17Aug 21$7.17360.9%26.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Jul 17Aug 21$6.17336.6%24.8%
$360.00Jul 17Aug 21$6.20360.9%26.3%
$355.00Jul 17Aug 21$8.50145.6%26.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 0.99% of stock, avg 6.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Jul 17$0.50$3.00$3.50$351.50$358.500.99%
$350.00Jul 17$2.78$1.20$3.98$346.02$353.981.13%
$345.00Jul 17$6.90$1.08$7.98$337.02$352.982.27%
$360.00Jul 17$1.13$8.20$9.33$350.67$369.332.65%
$355.00Aug 21$10.50$11.50$22.00$333.00$377.006.25%
$360.00Aug 21$8.30$14.40$22.70$337.30$382.706.45%
$345.00Aug 21$15.95$7.25$23.20$321.80$368.206.59%
$370.00Aug 21$5.00$21.40$26.40$343.60$396.407.50%
$335.00Aug 21$23.05$4.25$27.30$307.70$362.307.75%
$330.00Aug 21$26.55$3.65$30.20$299.80$360.208.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 0.45% of stock, avg 2.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$345.00Jul 17$0.50$1.08$1.58$343.42$356.58
$355.00$350.00Jul 17$0.50$1.20$1.70$348.30$356.70
$360.00$345.00Jul 17$1.13$1.08$2.21$342.79$362.21
$360.00$350.00Jul 17$1.13$1.20$2.33$347.67$362.33
$375.00$325.00Aug 21$2.88$3.40$6.28$318.72$381.28
$375.00$330.00Aug 21$2.88$3.65$6.53$323.47$381.53
$375.00$335.00Aug 21$2.88$4.25$7.13$327.87$382.13
$370.00$325.00Aug 21$5.00$3.40$8.40$316.60$378.40
$370.00$330.00Aug 21$5.00$3.65$8.65$321.35$378.65
$375.00$340.00Aug 21$2.88$5.80$8.68$331.32$383.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 40.67, avg credit $4.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
290/295310/315Aug 21$4.88$0.1240.67$290.12$314.88
290/295315/325Aug 21$9.18$0.8211.20$285.82$324.18
290/295325/330Aug 21$4.58$0.4210.90$290.42$329.58
320/325330/335Aug 21$4.55$0.4510.11$320.45$334.55
310/320335/345Aug 21$8.90$1.108.09$311.10$343.90
355/360365/370Aug 21$4.35$0.656.69$355.65$369.35
335/340350/355Aug 21$4.30$0.706.14$335.70$354.30
335/340345/350Aug 21$4.25$0.755.67$335.75$349.25
340/345350/355Aug 21$4.20$0.805.25$340.80$354.20
320/325335/345Aug 21$8.15$1.854.41$316.85$343.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 13.29, cheapest $0.35)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$355.00$360.00$365.00Aug 21$0.35$4.6513.29
$360.00$365.00$370.00Aug 21$0.40$4.6011.50
$350.00$355.00$360.00Aug 21$0.55$4.458.09
$325.00$330.00$335.00Aug 21$0.90$4.104.56
$340.00$345.00$350.00Jul 17$0.98$4.024.10
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$325.00$330.00$335.00Aug 21$0.35$4.6513.29
$300.00$310.00$320.00Aug 21$1.85$8.154.41
$330.00$335.00$340.00Aug 21$0.95$4.054.26
$345.00$350.00$355.00Jul 17$1.68$3.321.98
$350.00$355.00$360.00Jul 17$3.40$1.600.47

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.65, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$375.001:2Aug 21-$0.76$4.24
$375.00$380.001:2Aug 21-$1.46$3.54
$355.00$360.001:2Jul 17-$1.76$3.24
$325.00$335.001:2Jul 17-$6.80$3.20
$340.00$345.001:2Jul 17-$1.80$3.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Aug 21-$0.65$9.35
$355.00$345.001:2Aug 21-$3.00$7.00
$350.00$345.001:2Jul 17-$0.96$4.04
$295.00$290.001:2Aug 21-$1.27$3.73
$325.00$320.001:2Aug 21-$1.30$3.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.56%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$9.000.490.8%2.56%3.36%1391.5K
$360.00Aug 21$7.000.422.2%1.99%4.21%53538
$365.00Aug 21$5.200.353.6%1.48%5.12%37211
$370.00Aug 21$4.200.295.1%1.19%6.26%47--
$375.00Aug 21$2.250.216.5%0.64%7.12%1281.5K
$380.00Aug 21$1.350.167.9%0.38%8.29%129159

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 4,167
Total Puts 306
Put/Call Ratio 0.07
Net Difference 3,861

Prior's Put/Call Breakdown

Total Calls 1,177
Total Puts 405
Put/Call Ratio 0.34
Net Difference 772

Prior 7-Day Put/Call Summary

Total Calls 8,035
Total Puts 2,822
Average Put/Call Ratio 0.44
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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