NEW Tour v264
CB
CHUBB LTD
$361.17 +2.68%
$361.35 (+0.05%)🌙
as of 07/02 06:16 PM
7/2 18:16

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
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🤖 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

📈 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 2 of results (avg 9.0%, best 8.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 1744.5048.40$46.458.4%80.93--
$320.00Jul 1739.6043.60$41.609.6%10.92--
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. 9 found (avg delta 0.83, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 1725.1029.10$27.1014.8%10.96--
$315.00Jul 1744.5048.40$46.458.4%80.93--
$320.00Jul 1739.6043.60$41.609.6%10.92--
$340.00Jul 1720.2024.10$22.1517.6%640.921.9K
$325.00Jul 1734.6038.70$36.6511.2%20.91--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 225, top 78)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Jul 170.504.70$2.60161.5%780.29254
$340.00Jul 1720.2024.10$22.1517.6%640.921.9K
$365.00Jul 172.156.00$4.0894.4%130.41--
$360.00Jul 175.307.60$6.4535.7%120.55140
$355.00Jul 178.4011.70$10.0532.8%110.67--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 170.002.35$1.18199.2%90.08--
$350.00Jul 171.252.25$1.7557.1%40.214
$325.00Jul 170.002.50$1.25200.0%30.09--
$360.00Jul 173.405.70$4.5550.5%30.45--
$340.00Jul 170.201.10$0.65138.5%20.095

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. 7 found (best R:R 12.51, avg 4.67)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$375.00Jul 17$0.60$4.40$0.607.33$370.60
$365.00$370.00Jul 17$1.48$3.52$1.482.38$366.48
$360.00$365.00Jul 17$2.37$2.63$2.371.11$362.37
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$335.00Jul 17$0.37$4.63$0.3712.51$339.63
$345.00$340.00Jul 17$1.02$3.98$1.023.90$343.98
$360.00$355.00Jul 17$1.10$3.90$1.103.55$358.90
$355.00$350.00Jul 17$1.70$3.30$1.701.94$353.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 32.33, avg 5.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$320.00Jul 17$4.85$4.85$0.1532.33$319.85
$325.00$335.00Jul 17$9.55$9.55$0.4521.22$334.55
$340.00$345.00Jul 17$4.45$4.45$0.558.09$344.45
$345.00$350.00Jul 17$4.25$4.25$0.755.67$349.25
$355.00$360.00Jul 17$3.60$3.60$1.402.57$358.60
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$350.00Jul 17$1.70$1.70$3.300.52$353.30
$360.00$355.00Jul 17$1.10$1.10$3.900.28$358.90
$345.00$340.00Jul 17$1.02$1.02$3.980.26$343.98
$340.00$335.00Jul 17$0.37$0.37$4.630.08$339.63

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. 8 found (cheapest 3.05% of stock, avg 6.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Jul 17$6.45$4.55$11.00$349.00$371.003.05%
$355.00Jul 17$10.05$3.45$13.50$341.50$368.503.74%
$350.00Jul 17$13.45$1.75$15.20$334.80$365.204.21%
$345.00Jul 17$17.70$1.67$19.37$325.63$364.375.36%
$340.00Jul 17$22.15$0.65$22.80$317.20$362.806.31%
$335.00Jul 17$27.10$0.28$27.38$307.62$362.387.58%
$325.00Jul 17$36.65$1.25$37.90$287.10$362.9010.49%
$320.00Jul 17$41.60$1.18$42.78$277.22$362.7811.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.90% of stock, avg 1.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$325.00Jul 17$2.00$1.25$3.25$321.75$378.25
$375.00$345.00Jul 17$2.00$1.67$3.67$341.33$378.67
$375.00$350.00Jul 17$2.00$1.75$3.75$346.25$378.75
$370.00$325.00Jul 17$2.60$1.25$3.85$321.15$373.85
$370.00$345.00Jul 17$2.60$1.67$4.27$340.73$374.27
$370.00$350.00Jul 17$2.60$1.75$4.35$345.65$374.35
$365.00$325.00Jul 17$4.08$1.25$5.33$319.67$370.33
$375.00$355.00Jul 17$2.00$3.45$5.45$349.55$380.45
$365.00$345.00Jul 17$4.08$1.67$5.75$339.25$370.75
$365.00$350.00Jul 17$4.08$1.75$5.83$344.17$370.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 12.16, avg credit $3.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
335/340345/350Jul 17$4.62$0.3812.16$335.38$349.62
340/345355/360Jul 17$4.62$0.3812.16$340.38$359.62
340/345350/355Jul 17$4.42$0.587.62$340.58$354.42
350/355360/365Jul 17$4.07$0.934.38$350.93$364.07
335/340355/360Jul 17$3.97$1.033.85$336.03$358.97
335/340350/355Jul 17$3.77$1.233.07$336.23$353.77
340/345360/365Jul 17$3.39$1.612.11$341.61$363.39
350/355365/370Jul 17$3.18$1.821.75$351.82$368.18
335/340360/365Jul 17$2.74$2.261.21$337.26$362.74
355/360365/370Jul 17$2.58$2.421.07$357.42$367.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 24.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Jul 17$0.20$4.8024.00
$335.00$340.00$345.00Jul 17$0.50$4.509.00
$345.00$350.00$355.00Jul 17$0.85$4.154.88
$365.00$370.00$375.00Jul 17$0.88$4.124.68
$360.00$365.00$370.00Jul 17$0.89$4.114.62
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Jul 17$0.65$4.356.69
$345.00$350.00$355.00Jul 17$1.62$3.382.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-2.22, 9 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$365.00$370.001:2Jul 17-$1.12$3.88
$370.00$375.001:2Jul 17-$1.40$3.60
$360.00$365.001:2Jul 17-$1.71$3.29
$355.00$360.001:2Jul 17-$2.85$2.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$325.001:2Jul 17-$2.22$7.78
$355.00$350.001:2Jul 17-$0.05$4.95
$325.00$320.001:2Jul 17-$1.11$3.89
$350.00$345.001:2Jul 17-$1.59$3.41
$360.00$355.001:2Jul 17-$2.35$2.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.60%, avg 0.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$365.00Jul 17$2.150.411.1%0.60%1.66%13--
$370.00Jul 17$0.500.292.4%0.14%2.58%78254
$375.00Jul 17$0.500.223.8%0.14%3.97%43

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 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
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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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