NEW Tour v246
CB
CHUBB LTD
$340.74 -0.74%
$340.82 (+0.02%)🌙
as of 06/30 06:15 PM
6/30 18:15

Option Volume

Detail
Current (06/30) 1,200
Calls: 367 (31%)
Puts: 833 (69%)
Prior (06/29) 401
Calls: 244 (61%)
Puts: 157 (39%)
Current vs Prior +199.25%
Calls: +50.41% (Calls)
Puts: +430.57% (Puts)
Prior 7-Day Total 12,026
Calls: 10,188 (85%)
Puts: 1,838 (15%)
Prior 7-Day Average 1,718
Calls: 1,455 (85%)
Puts: 262 (15%)
Current vs Prior 7-Day Avg -30.15%
Calls: -74.78%
Puts: +217.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30) $1.57M
Calls: $428.2K (27%)
Puts: $1.14M (73%)
Prior (06/29) $375.5K
Calls: $307.5K (82%)
Puts: $67.9K (18%)
Current vs Prior +317.99%
Calls: +39.22%
Puts: +1579.92%
Prior 7-Day Total $6.19M
Calls: $4.82M (78%)
Puts: $1.37M (22%)
Prior 7-Day Average $885.0K
Calls: $688.9K (78%)
Puts: $196.1K (22%)
Current vs Prior 7-Day Avg +77.35%
Calls: -37.85%
Puts: +482.15%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (06/30) 2.27
Prior (06/29) 0.64
Current vs Prior +252.75%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +400.38%
Sentiment BEARISH

Open Interest

Detail
Current (06/30) 7,050
Calls: 5,348 (76%)
Puts: 1,702 (24%)
Prior (06/29) 3,995
Calls: 3,128 (78%)
Puts: 867 (22%)
Current vs Prior +76.47%
Prior 7-Day Total 56,968
Calls: 43,155 (76%)
Puts: 13,813 (24%)
Prior 7-Day Average 8,138
Calls: 6,165 (76%)
Puts: 1,973 (24%)
Current vs Prior 7-Day Avg -13.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 4.24% | 7.23%
Prior 4.21% | 7.49%
Current vs Prior +0.75% | -3.37%
Prior 7-Day Avg 4.65% | 7.75%
Current vs 7-Day Avg -8.83% | -6.70%
Prior 7-Day Eod 4.21% | 7.49%
Current vs 7-Day Eod +0.75% | -3.37%
Sentiment BEARISH

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 20.73% | 15.59%
Calls: 17.77% | 13.95%
Puts: 23.70% | 17.22%
Current vs 7-Day Avg -20.79% | -28.20%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($1.14M). Massive premium surge with dollar volume up 318% vs prior. Dollar volume significantly above 7-day average (77% higher). Unusually high activity with volume up 199% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 -- 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 0.66, highest 0.78)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 1712.2014.60$13.4017.9%40.78--
$335.00Jul 178.7010.30$9.5016.8%220.66199
$340.00Jul 175.907.20$6.5519.8%60.532.0K
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 146, top 40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 172.102.85$2.4830.2%400.28211
$335.00Jul 178.7010.30$9.5016.8%220.66199
$345.00Jul 173.504.50$4.0025.0%220.39410
$340.00Jul 175.907.20$6.5519.8%60.532.0K
$330.00Jul 1712.2014.60$13.4017.9%40.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 170.002.50$1.25200.0%130.11177
$330.00Jul 171.602.25$1.9333.7%130.22144
$335.00Jul 172.753.70$3.2329.4%50.34--
$325.00Jul 170.901.60$1.2556.0%40.15154
$310.00Jul 170.002.35$1.18199.2%30.10263

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. 10 found (best R:R 29.12, avg 6.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$355.00$360.00Jul 17$0.59$4.41$0.597.47$355.59
$350.00$355.00Jul 17$1.06$3.94$1.063.72$351.06
$345.00$350.00Jul 17$1.52$3.48$1.522.29$346.52
$340.00$345.00Jul 17$2.55$2.45$2.550.96$342.55
$335.00$340.00Jul 17$2.95$2.05$2.950.69$337.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$285.00Jul 17$0.83$24.17$0.8329.12$309.17
$325.00$320.00Jul 17$0.60$4.40$0.607.33$324.40
$330.00$325.00Jul 17$0.68$4.32$0.686.35$329.32
$335.00$330.00Jul 17$1.30$3.70$1.302.85$333.70
$340.00$335.00Jul 17$2.07$2.93$2.071.42$337.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 3.55, avg 0.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$335.00Jul 17$3.90$3.90$1.103.55$333.90
$335.00$340.00Jul 17$2.95$2.95$2.051.44$337.95
$340.00$345.00Jul 17$2.55$2.55$2.451.04$342.55
$345.00$350.00Jul 17$1.52$1.52$3.480.44$346.52
$350.00$355.00Jul 17$1.06$1.06$3.940.27$351.06
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$335.00Jul 17$2.07$2.07$2.930.71$337.93
$335.00$330.00Jul 17$1.30$1.30$3.700.35$333.70
$330.00$325.00Jul 17$0.68$0.68$4.320.16$329.32
$325.00$320.00Jul 17$0.60$0.60$4.400.14$324.40
$310.00$285.00Jul 17$0.83$0.83$24.170.03$309.17

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. 3 found (cheapest 3.48% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 17$6.55$5.30$11.85$328.15$351.853.48%
$335.00Jul 17$9.50$3.23$12.73$322.27$347.733.74%
$330.00Jul 17$13.40$1.93$15.33$314.67$345.334.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.61% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$325.00Jul 17$0.83$1.25$2.08$322.92$362.08
$360.00$315.00Jul 17$0.83$1.25$2.08$312.92$362.08
$355.00$325.00Jul 17$1.42$1.25$2.67$322.33$357.67
$355.00$315.00Jul 17$1.42$1.25$2.67$312.33$357.67
$360.00$330.00Jul 17$0.83$1.93$2.76$327.24$362.76
$355.00$330.00Jul 17$1.42$1.93$3.35$326.65$358.35
$350.00$325.00Jul 17$2.48$1.25$3.73$321.27$353.73
$350.00$315.00Jul 17$2.48$1.25$3.73$311.27$353.73
$360.00$335.00Jul 17$0.83$3.23$4.06$330.94$364.06
$350.00$330.00Jul 17$2.48$1.93$4.41$325.59$354.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 9.00, avg credit $2.75)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
320/325330/335Jul 17$4.50$0.509.00$320.50$334.50
330/335340/345Jul 17$3.85$1.153.35$331.15$343.85
325/330335/340Jul 17$3.63$1.372.65$326.37$338.63
335/340345/350Jul 17$3.59$1.412.55$336.41$348.59
320/325335/340Jul 17$3.55$1.452.45$321.45$338.55
325/330340/345Jul 17$3.23$1.771.82$326.77$343.23
320/325340/345Jul 17$3.15$1.851.70$321.85$343.15
335/340350/355Jul 17$3.13$1.871.67$336.87$353.13
330/335345/350Jul 17$2.82$2.181.29$332.18$347.82
335/340355/360Jul 17$2.66$2.341.14$337.34$357.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Jul 17$0.40$4.6011.50
$345.00$350.00$355.00Jul 17$0.46$4.549.87
$350.00$355.00$360.00Jul 17$0.47$4.539.64
$330.00$335.00$340.00Jul 17$0.95$4.054.26
$340.00$345.00$350.00Jul 17$1.03$3.973.85
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Jul 17$0.08$4.9261.50
$325.00$330.00$335.00Jul 17$0.62$4.387.06
$330.00$335.00$340.00Jul 17$0.77$4.235.49
$315.00$320.00$325.00Jul 17$1.20$3.803.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.05, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$360.001:2Jul 17-$0.24$4.76
$350.00$355.001:2Jul 17-$0.36$4.64
$345.00$350.001:2Jul 17-$0.96$4.04
$340.00$345.001:2Jul 17-$1.45$3.55
$335.00$340.001:2Jul 17-$3.60$1.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$320.001:2Jul 17-$0.05$4.95
$285.00$280.001:2Jul 17-$0.35$4.65
$330.00$325.001:2Jul 17-$0.57$4.43
$335.00$330.001:2Jul 17-$0.63$4.37
$315.00$310.001:2Jul 17-$1.11$3.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.03%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Jul 17$3.500.391.2%1.03%2.28%22410
$350.00Jul 17$2.100.282.7%0.62%3.33%40211
$355.00Jul 17$0.950.184.2%0.28%4.46%4224
$360.00Jul 17$0.550.115.7%0.16%5.81%4--

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 367
Total Puts 833
Put/Call Ratio 2.27
Net Difference -466

Prior's Put/Call Breakdown

Total Calls 244
Total Puts 157
Put/Call Ratio 0.64
Net Difference 87

Prior 7-Day Put/Call Summary

Total Calls 10,188
Total Puts 1,838
Average Put/Call Ratio 0.45
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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