Tour v292
CB
CHUBB LTD
$356.53 -1.28%
7/6 18:15

Option Volume

Detail
Current (07/06) 2,019
Calls: 1,028 (51%)
Puts: 991 (49%)
Prior (07/02) 2,372
Calls: 2,128 (90%)
Puts: 244 (10%)
Current vs Prior -14.88%
Calls: -51.69% (Calls)
Puts: +306.15% (Puts)
Prior 7-Day Total 9,110
Calls: 6,142 (67%)
Puts: 2,968 (33%)
Prior 7-Day Average 1,301
Calls: 877 (67%)
Puts: 424 (33%)
Current vs Prior 7-Day Avg +55.14%
Calls: +17.16%
Puts: +133.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $1.25M
Calls: $921.5K (74%)
Puts: $326.3K (26%)
Prior (07/02) $4.35M
Calls: $4.10M (94%)
Puts: $247.5K (6%)
Current vs Prior -71.33%
Calls: -77.55%
Puts: +31.86%
Prior 7-Day Total $11.25M
Calls: $8.69M (77%)
Puts: $2.57M (23%)
Prior 7-Day Average $1.61M
Calls: $1.24M (77%)
Puts: $366.5K (23%)
Current vs Prior 7-Day Avg -22.39%
Calls: -25.76%
Puts: -10.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.96
Prior (07/02) 0.11
Current vs Prior +740.74%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +26.72%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/06) 6,682
Calls: 5,225 (78%)
Puts: 1,457 (22%)
Prior (07/02) 10,867
Calls: 8,368 (77%)
Puts: 2,499 (23%)
Current vs Prior -38.51%
Prior 7-Day Total 56,650
Calls: 44,782 (79%)
Puts: 11,868 (21%)
Prior 7-Day Average 8,092
Calls: 6,397 (79%)
Puts: 1,695 (21%)
Current vs Prior 7-Day Avg -17.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.90% | 7.15%3.90% | 7.15%
Prior 4.06% | 7.48%4.06% | 7.48%
Current vs Prior -3.88% | -4.33%-3.97% | -4.38%
Prior 7-Day Avg 4.31% | 7.51%4.31% | 7.51%
Current vs 7-Day Avg -9.61% | -4.79%-9.60% | -4.80%
Prior 7-Day Eod 4.06% | 7.48%-- | --
Current vs 7-Day Eod -3.88% | -4.33%-- | --
Sentiment BULLISHBULLISH

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 18.90% | 13.66%
Calls: 15.20% | 12.22%
Puts: 22.61% | 15.10%
Current vs 7-Day Avg -13.13% | -18.11%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($921.5K). Light premium activity with dollar volume down 71% vs prior. P/C ratio rising 741% - increased hedging/bearish positioning. Call-heavy open interest (5,225 calls vs 1,457 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7.3%, best 6.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1764.8068.80$66.806.0%21.002
$325.00Jul 1731.0033.80$32.408.6%30.91--
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 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1764.8068.80$66.806.0%21.002
$330.00Jul 1725.0029.20$27.1015.5%71.00--
$335.00Jul 1721.0023.80$22.4012.5%10.95--
$325.00Jul 1731.0033.80$32.408.6%30.91--
$340.00Jul 1715.7019.20$17.4520.1%10.91--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 177.008.40$7.7018.2%610.602

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 433, top 161)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 172.152.70$2.4222.7%1610.2722
$360.00Jul 173.804.50$4.1516.9%690.40143
$350.00Jul 179.1010.10$9.6010.4%170.69195
$330.00Jul 1725.0029.20$27.1015.5%71.00--
$325.00Jul 1731.0033.80$32.408.6%30.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 177.008.40$7.7018.2%610.602
$340.00Jul 170.601.15$0.8862.5%570.126
$330.00Jul 170.000.50$0.25200.0%200.04164
$350.00Jul 172.203.10$2.6534.0%90.328
$355.00Jul 174.505.70$5.1023.5%80.471

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 30.25, avg 8.96)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$365.00$370.00Jul 17$1.22$3.78$1.223.10$366.22
$360.00$365.00Jul 17$1.73$3.27$1.731.89$361.73
$355.00$360.00Jul 17$2.05$2.95$2.051.44$357.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$290.00Jul 17$0.32$9.68$0.3230.25$299.68
$320.00$300.00Jul 17$0.75$19.25$0.7525.67$319.25
$340.00$330.00Jul 17$0.63$9.37$0.6314.87$339.37
$345.00$340.00Jul 17$0.62$4.38$0.627.06$344.38
$350.00$345.00Jul 17$1.15$3.85$1.153.35$348.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 57.33, avg 5.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$325.00Jul 17$34.40$34.40$0.6057.33$324.40
$330.00$335.00Jul 17$4.70$4.70$0.3015.67$334.70
$340.00$345.00Jul 17$4.10$4.10$0.904.56$344.10
$345.00$350.00Jul 17$3.75$3.75$1.253.00$348.75
$350.00$355.00Jul 17$3.40$3.40$1.602.12$353.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$355.00Jul 17$2.60$2.60$2.401.08$357.40
$355.00$350.00Jul 17$2.45$2.45$2.550.96$352.55
$350.00$345.00Jul 17$1.15$1.15$3.850.30$348.85
$345.00$340.00Jul 17$0.62$0.62$4.380.14$344.38
$340.00$330.00Jul 17$0.63$0.63$9.370.07$339.37

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 3.17% of stock, avg 6.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Jul 17$6.20$5.10$11.30$343.70$366.303.17%
$360.00Jul 17$4.15$7.70$11.85$348.15$371.853.32%
$350.00Jul 17$9.60$2.65$12.25$337.75$362.253.44%
$345.00Jul 17$13.35$1.50$14.85$330.15$359.854.17%
$340.00Jul 17$17.45$0.88$18.33$321.67$358.335.14%
$330.00Jul 17$27.10$0.25$27.35$302.65$357.357.67%
$325.00Jul 17$32.40$1.20$33.60$291.40$358.609.42%
$290.00Jul 17$66.80$0.08$66.88$223.12$356.8818.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.58% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$340.00Jul 17$1.20$0.88$2.08$337.92$372.08
$370.00$325.00Jul 17$1.20$1.20$2.40$322.60$372.40
$370.00$345.00Jul 17$1.20$1.50$2.70$342.30$372.70
$365.00$340.00Jul 17$2.42$0.88$3.30$336.70$368.30
$365.00$325.00Jul 17$2.42$1.20$3.62$321.38$368.62
$370.00$350.00Jul 17$1.20$2.65$3.85$346.15$373.85
$365.00$345.00Jul 17$2.42$1.50$3.92$341.08$368.92
$360.00$340.00Jul 17$4.15$0.88$5.03$334.97$365.03
$365.00$350.00Jul 17$2.42$2.65$5.07$344.93$370.07
$360.00$325.00Jul 17$4.15$1.20$5.35$319.65$365.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 5.10, avg credit $3.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/355360/365Jul 17$4.18$0.825.10$350.82$364.18
340/345350/355Jul 17$4.02$0.984.10$340.98$354.02
355/360365/370Jul 17$3.82$1.183.24$356.18$368.82
350/355365/370Jul 17$3.67$1.332.76$351.33$368.67
345/350355/360Jul 17$3.20$1.801.78$346.80$358.20
345/350360/365Jul 17$2.88$2.121.36$347.12$362.88
290/300325/330Jul 17$5.62$4.381.28$294.38$330.62
340/345355/360Jul 17$2.67$2.331.15$342.33$357.67
290/300335/340Jul 17$5.27$4.731.11$294.73$340.27
290/300330/335Jul 17$5.02$4.981.01$294.98$335.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$355.00$360.00$365.00Jul 17$0.32$4.6814.62
$340.00$345.00$350.00Jul 17$0.35$4.6513.29
$345.00$350.00$355.00Jul 17$0.35$4.6513.29
$360.00$365.00$370.00Jul 17$0.51$4.498.80
$325.00$330.00$335.00Jul 17$0.60$4.407.33
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Jul 17$0.15$4.8532.33
$340.00$345.00$350.00Jul 17$0.53$4.478.43
$345.00$350.00$355.00Jul 17$1.30$3.702.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.20, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$365.001:2Jul 17-$0.69$4.31
$355.00$360.001:2Jul 17-$2.10$2.90
$350.00$355.001:2Jul 17-$2.80$2.20
$290.00$325.001:2Jul 17$2.00$33.00
$365.00$370.001:2Jul 17$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$350.001:2Jul 17-$0.20$4.80
$345.00$340.001:2Jul 17-$0.26$4.74
$350.00$345.001:2Jul 17-$0.35$4.65
$325.00$320.001:2Jul 17-$1.10$3.90
$330.00$325.001:2Jul 17-$2.15$2.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.07%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Jul 17$3.800.401.0%1.07%2.04%69143
$365.00Jul 17$2.150.272.4%0.60%2.98%16122
$370.00Jul 17$0.800.163.8%0.22%4.00%1294

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 1,028
Total Puts 991
Put/Call Ratio 0.96
Net Difference 37

Prior's Put/Call Breakdown

Total Calls 2,128
Total Puts 244
Put/Call Ratio 0.11
Net Difference 1,884

Prior 7-Day Put/Call Summary

Total Calls 6,142
Total Puts 2,968
Average Put/Call Ratio 0.76
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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