CB
CHUBB LTD
$361.17
+2.68%
$361.35 (+0.05%)
as of 07/02 06:16 PM
Option Volume
Detail
Current (07/02)
2,372
Calls:
2,128
(90%)
Puts:
244
(10%)
Prior (07/01)
2,249
Calls:
1,555
(69%)
Puts:
694
(31%)
Current vs Prior
+5.47%
Calls:
+36.85%
(Calls)
Puts:
-64.84%
(Puts)
Prior 7-Day Total
7,579
Calls:
4,550
(60%)
Puts:
3,029
(40%)
Prior 7-Day Average
1,082
Calls:
650
(60%)
Puts:
432
(40%)
Current vs Prior 7-Day Avg
+119.08%
Calls:
+227.38%
Puts:
-43.61%
Sentiment
BULLISH
Dollar Volume
Detail
Current (07/02)
$4.35M
Calls:
$4.10M
(94%)
Puts:
$247.5K
(6%)
Prior (07/01)
$2.61M
Calls:
$2.40M
(92%)
Puts:
$204.7K
(8%)
Current vs Prior
+66.78%
Calls:
+70.69%
Puts:
+20.86%
Prior 7-Day Total
$7.33M
Calls:
$4.80M
(65%)
Puts:
$2.53M
(35%)
Prior 7-Day Average
$1.05M
Calls:
$685.7K
(65%)
Puts:
$361.9K
(35%)
Current vs Prior 7-Day Avg
+315.44%
Calls:
+498.62%
Puts:
-31.62%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/02)
0.11
Prior (07/01)
0.45
Current vs Prior
-74.31%
Prior 7-Day Average
0.83
Current vs Prior 7-Day Avg
-86.11%
Sentiment
BULLISH
Open Interest
Detail
Current (07/02)
10,867
Calls:
8,368
(77%)
Puts:
2,499
(23%)
Prior (07/01)
9,608
Calls:
8,416
(88%)
Puts:
1,192
(12%)
Current vs Prior
+13.10%
Prior 7-Day Total
52,720
Calls:
41,403
(79%)
Puts:
11,317
(21%)
Prior 7-Day Average
7,531
Calls:
5,914
(79%)
Puts:
1,616
(21%)
Current vs Prior 7-Day Avg
+44.29%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/17) | Next (08/21)
Current
4.06% | 7.48%
Prior
4.22% | 7.59%
Current vs Prior
-3.93% | -1.52%
Prior 7-Day Avg
4.41% | 7.54%
Current vs 7-Day Avg
-8.05% | -0.87%
Prior 7-Day Eod
4.22% | 7.59%
Current vs 7-Day Eod
-3.93% | -1.52%
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
18.31% | 13.74%
Calls:
14.38% | 12.70%
Puts:
22.25% | 14.78%
Current vs 7-Day Avg
-10.34% | -18.55%
Liquidity
Expensive
Add Card
AI Insights
Strong bullish conviction with 94% of dollar volume in calls ($4.10M) vs puts ($247.5K). Elevated premium activity with dollar volume up 67% vs prior. Dollar volume significantly above 7-day average (315% higher). Volume explosion - 119% above 7-day average (2,372 vs avg 1,082).
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
Current 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
| Loading data... | ||||
Prior's 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
| Loading data... | ||||
Current Put/Call Breakdown
Total Calls
2,128
Total Puts
244
Put/Call Ratio
0.11
Net Difference
1,884
Prior's Put/Call Breakdown
Total Calls
1,555
Total Puts
694
Put/Call Ratio
0.45
Net Difference
861
Prior 7-Day Put/Call Summary
Total Calls
4,550
Total Puts
3,029
Average Put/Call Ratio
0.83
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
| Loading data... | ||||
Upcoming Earnings - 2 Weeks Prior
Loading earnings data...
Upcoming Earnings - 1 Week Prior
Loading earnings data...
Earnings This Week
Loading earnings data...
Earnings - Day Before / Day After
Loading earnings data...
Options Activity Around Earnings
| Ticker | Earnings Date | Days Away | Call Volume | Put Volume | IV Rank |
|---|---|---|---|---|---|
| Loading data... | |||||