NEW Tour v251
CB
CHUBB LTD
$351.73 +3.23%
7/1 18:15

Option Volume

Detail
Current (07/01) 2,249
Calls: 1,555 (69%)
Puts: 694 (31%)
Prior (06/30) 1,200
Calls: 367 (31%)
Puts: 833 (69%)
Current vs Prior +87.42%
Calls: +323.71% (Calls)
Puts: -16.69% (Puts)
Prior 7-Day Total 7,129
Calls: 4,666 (65%)
Puts: 2,463 (35%)
Prior 7-Day Average 1,018
Calls: 666 (65%)
Puts: 351 (35%)
Current vs Prior 7-Day Avg +120.83%
Calls: +133.28%
Puts: +97.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $2.61M
Calls: $2.40M (92%)
Puts: $204.7K (8%)
Prior (06/30) $1.57M
Calls: $428.2K (27%)
Puts: $1.14M (73%)
Current vs Prior +66.26%
Calls: +461.63%
Puts: -82.06%
Prior 7-Day Total $5.84M
Calls: $3.45M (59%)
Puts: $2.39M (41%)
Prior 7-Day Average $834.3K
Calls: $492.7K (59%)
Puts: $341.6K (41%)
Current vs Prior 7-Day Avg +212.79%
Calls: +388.06%
Puts: -40.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.45
Prior (06/30) 2.27
Current vs Prior -80.34%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -42.25%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 9,608
Calls: 8,416 (88%)
Puts: 1,192 (12%)
Prior (06/30) 7,050
Calls: 5,348 (76%)
Puts: 1,702 (24%)
Current vs Prior +36.28%
Prior 7-Day Total 52,360
Calls: 39,420 (75%)
Puts: 12,940 (25%)
Prior 7-Day Average 7,480
Calls: 5,631 (75%)
Puts: 1,848 (25%)
Current vs Prior 7-Day Avg +28.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 4.22% | 7.59%
Prior 4.24% | 7.23%
Current vs Prior -0.44% | +4.93%
Prior 7-Day Avg 4.53% | 7.59%
Current vs 7-Day Avg -6.72% | +0.07%
Prior 7-Day Eod 4.24% | 7.23%
Current vs 7-Day Eod -0.44% | +4.93%
Sentiment BULLISH

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 19.21% | 14.60%
Calls: 15.75% | 13.25%
Puts: 22.68% | 15.95%
Current vs 7-Day Avg -14.53% | -23.36%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($2.40M) vs puts ($204.7K). Elevated premium activity with dollar volume up 66% vs prior. Dollar volume significantly above 7-day average (213% higher). Above-average activity with volume up 87% vs prior.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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. 7 found (avg delta 0.83, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 1730.7034.60$32.6511.9%10.97--
$325.00Jul 1725.7029.80$27.7514.8%110.961.6K
$330.00Jul 1721.0024.70$22.8516.2%20.91--
$335.00Jul 1716.4020.00$18.2019.8%30.88--
$340.00Jul 1713.4015.10$14.2511.9%3760.802.0K
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 1.0K, top 376)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 1713.4015.10$14.2511.9%3760.802.0K
$355.00Jul 172.704.80$3.7556.0%850.42227
$370.00Jul 170.350.90$0.6387.3%580.10217
$345.00Jul 178.7011.60$10.1528.6%300.69413
$350.00Jul 176.507.80$7.1518.2%300.57206
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 170.551.25$0.9077.8%3360.1227
$325.00Jul 170.050.50$0.28160.7%380.04154
$320.00Jul 170.000.45$0.23195.7%110.03--
$330.00Jul 170.401.25$0.83102.4%100.10155
$310.00Jul 170.002.30$1.15200.0%70.08263

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. 8 found (best R:R 8.09, avg 3.88)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$365.00$370.00Jul 17$0.85$4.15$0.854.88$365.85
$360.00$365.00Jul 17$0.87$4.13$0.874.75$360.87
$355.00$360.00Jul 17$1.40$3.60$1.402.57$356.40
$345.00$350.00Jul 17$3.00$2.00$3.000.67$348.00
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$325.00Jul 17$0.55$4.45$0.558.09$329.45
$340.00$335.00Jul 17$0.95$4.05$0.954.26$339.05
$350.00$345.00Jul 17$1.22$3.78$1.223.10$348.78
$345.00$340.00Jul 17$1.33$3.67$1.332.76$343.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 49.00, avg 8.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$325.00Jul 17$4.90$4.90$0.1049.00$324.90
$325.00$330.00Jul 17$4.90$4.90$0.1049.00$329.90
$330.00$335.00Jul 17$4.65$4.65$0.3513.29$334.65
$340.00$345.00Jul 17$4.10$4.10$0.904.56$344.10
$335.00$340.00Jul 17$3.95$3.95$1.053.76$338.95
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$340.00Jul 17$1.33$1.33$3.670.36$343.67
$350.00$345.00Jul 17$1.22$1.22$3.780.32$348.78
$340.00$335.00Jul 17$0.95$0.95$4.050.23$339.05
$330.00$325.00Jul 17$0.55$0.55$4.450.12$329.45

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. 7 found (cheapest 3.28% of stock, avg 5.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Jul 17$7.15$4.40$11.55$338.45$361.553.28%
$345.00Jul 17$10.15$3.18$13.33$331.67$358.333.79%
$340.00Jul 17$14.25$1.85$16.10$323.90$356.104.58%
$335.00Jul 17$18.20$0.90$19.10$315.90$354.105.43%
$330.00Jul 17$22.85$0.83$23.68$306.32$353.686.73%
$325.00Jul 17$27.75$0.28$28.03$296.97$353.037.97%
$320.00Jul 17$32.65$0.23$32.88$287.12$352.889.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.42% of stock, avg 1.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$330.00Jul 17$0.63$0.83$1.46$328.54$371.46
$370.00$335.00Jul 17$0.63$0.90$1.53$333.47$371.53
$375.00$330.00Jul 17$1.05$0.83$1.88$328.12$376.88
$375.00$335.00Jul 17$1.05$0.90$1.95$333.05$376.95
$365.00$330.00Jul 17$1.48$0.83$2.31$327.69$367.31
$365.00$335.00Jul 17$1.48$0.90$2.38$332.62$367.38
$370.00$340.00Jul 17$0.63$1.85$2.48$337.52$372.48
$375.00$340.00Jul 17$1.05$1.85$2.90$337.10$377.90
$360.00$330.00Jul 17$2.35$0.83$3.18$326.82$363.18
$360.00$335.00Jul 17$2.35$0.90$3.25$331.75$363.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 17.52, avg credit $2.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/345350/355Jul 17$4.73$0.2717.52$340.27$354.73
325/330340/345Jul 17$4.65$0.3513.29$325.35$344.65
325/330335/340Jul 17$4.50$0.509.00$325.50$339.50
335/340350/355Jul 17$4.35$0.656.69$335.65$354.35
325/330350/355Jul 17$3.95$1.053.76$326.05$353.95
335/340345/350Jul 17$3.95$1.053.76$336.05$348.95
325/330345/350Jul 17$3.55$1.452.45$326.45$348.55
340/345355/360Jul 17$2.73$2.271.20$342.27$357.73
345/350355/360Jul 17$2.62$2.381.10$347.38$357.62
335/340355/360Jul 17$2.35$2.650.89$337.65$357.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$325.00$330.00$335.00Jul 17$0.25$4.7519.00
$355.00$360.00$365.00Jul 17$0.53$4.478.43
$330.00$335.00$340.00Jul 17$0.70$4.306.14
$340.00$345.00$350.00Jul 17$1.10$3.903.55
$365.00$370.00$375.00Jul 17$1.27$3.732.94
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Jul 17$0.38$4.6212.16
$320.00$325.00$330.00Jul 17$0.50$4.509.00
$330.00$335.00$340.00Jul 17$0.88$4.124.68

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 $-2.07, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$355.001:2Jul 17-$0.35$4.65
$360.00$365.001:2Jul 17-$0.61$4.39
$355.00$360.001:2Jul 17-$0.95$4.05
$370.00$375.001:2Jul 17-$1.47$3.53
$345.00$350.001:2Jul 17-$4.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Jul 17-$2.07$7.93
$325.00$320.001:2Jul 17-$0.18$4.82
$345.00$340.001:2Jul 17-$0.52$4.48
$335.00$330.001:2Jul 17-$0.76$4.24
$350.00$345.001:2Jul 17-$1.96$3.04

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.77%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Jul 17$2.700.420.9%0.77%1.70%85227
$360.00Jul 17$1.850.292.4%0.53%2.88%27137
$370.00Jul 17$0.350.105.2%0.10%5.29%58217

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 1,555
Total Puts 694
Put/Call Ratio 0.45
Net Difference 861

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,666
Total Puts 2,463
Average Put/Call Ratio 0.77
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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