CB
CHUBB LTD
$340.74
-0.74%
$340.82 (+0.02%)
as of 06/30 06:15 PM
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
Add Card
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
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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