Tour v297
CB
CHUBB LTD
$359.30 +0.78%
7/7 18:16

Option Volume

Detail
Current (07/07) 814
Calls: 663 (81%)
Puts: 151 (19%)
Prior (07/06) 2,019
Calls: 1,028 (51%)
Puts: 991 (49%)
Current vs Prior -59.68%
Calls: -35.51% (Calls)
Puts: -84.76% (Puts)
Prior 7-Day Total 10,745
Calls: 6,955 (65%)
Puts: 3,790 (35%)
Prior 7-Day Average 1,535
Calls: 993 (65%)
Puts: 541 (35%)
Current vs Prior 7-Day Avg -46.97%
Calls: -33.27%
Puts: -72.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $957.7K
Calls: $834.2K (87%)
Puts: $123.6K (13%)
Prior (07/06) $1.25M
Calls: $921.5K (74%)
Puts: $326.3K (26%)
Current vs Prior -23.25%
Calls: -9.47%
Puts: -62.14%
Prior 7-Day Total $12.32M
Calls: $9.49M (77%)
Puts: $2.82M (23%)
Prior 7-Day Average $1.76M
Calls: $1.36M (77%)
Puts: $403.2K (23%)
Current vs Prior 7-Day Avg -45.57%
Calls: -38.49%
Puts: -69.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.23
Prior (07/06) 0.96
Current vs Prior -76.37%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -71.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 8,926
Calls: 6,574 (74%)
Puts: 2,352 (26%)
Prior (07/06) 6,682
Calls: 5,225 (78%)
Puts: 1,457 (22%)
Current vs Prior +33.58%
Prior 7-Day Total 57,152
Calls: 45,612 (80%)
Puts: 11,540 (20%)
Prior 7-Day Average 8,164
Calls: 6,516 (80%)
Puts: 1,648 (20%)
Current vs Prior 7-Day Avg +9.33%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.74% | 7.10%3.74% | 7.10%
Prior 3.90% | 7.15%3.90% | 7.15%
Current vs Prior -3.98% | -0.77%-3.98% | -0.77%
Prior 7-Day Avg 4.20% | 7.43%4.20% | 7.43%
Current vs 7-Day Avg -10.89% | -4.43%-10.90% | -4.43%
Prior 7-Day Eod 3.90% | 7.15%-- | --
Current vs 7-Day Eod -3.98% | -0.77%-- | --
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 19.46% | 14.05%
Calls: 15.82% | 12.08%
Puts: 23.11% | 16.02%
Current vs 7-Day Avg -15.64% | -20.37%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($834.2K) vs puts ($123.6K). Below-average activity with volume down 60% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (663 calls vs 151 puts). P/C ratio dropping 76% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8 of results (avg 8.2%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2150.3053.40$51.856.0%70.9119
$320.00Aug 2140.9044.00$42.457.3%10.91--
$320.00Jul 1738.4041.50$39.957.8%10.921.1K
$325.00Aug 2136.3039.50$37.908.4%60.90--
$330.00Aug 2132.1035.10$33.608.9%60.89--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Aug 2113.4014.50$13.957.9%40.552

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. 18 found (avg delta 0.80, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Jul 1733.3036.70$35.009.7%60.97--
$330.00Jul 1728.1031.70$29.9012.0%90.96--
$335.00Jul 1723.9026.80$25.3511.4%20.96176
$320.00Jul 1738.4041.50$39.957.8%10.921.1K
$310.00Aug 2150.3053.40$51.856.0%70.9119
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Aug 2113.4014.50$13.957.9%40.552
$360.00Jul 173.506.30$4.9057.1%200.5158

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 517, top 166)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 170.002.80$1.40200.0%1660.15--
$355.00Jul 177.309.80$8.5529.2%560.65263
$365.00Aug 218.9010.50$9.7016.5%390.4559
$345.00Jul 1714.8017.40$16.1016.1%270.82409
$375.00Jul 170.052.50$1.27192.9%170.166
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 173.506.30$4.9057.1%200.5158
$330.00Jul 170.000.50$0.25200.0%80.04--
$355.00Jul 171.204.90$3.05121.3%60.357
$365.00Aug 2113.4014.50$13.957.9%40.552
$350.00Jul 170.152.40$1.27177.2%30.2014

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 36.9%, max 147.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 17Aug 2151.4%25.4%102.2%21.1K
$385.00Jul 17Aug 2135.3%21.3%65.5%1329
$330.00Jul 17Aug 2129.1%20.6%41.5%15--
$325.00Jul 17Aug 2133.4%23.9%39.9%12--
$380.00Jul 17Aug 2131.6%22.7%39.4%168159
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 17Aug 2171.9%29.0%147.6%3--
$360.00Jul 17Aug 2120.9%20.7%1.2%2158

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 32.33, avg 5.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$380.00$385.00Jul 17$0.15$4.85$0.1532.33$380.15
$395.00$400.00Aug 21$0.30$4.70$0.3015.67$395.30
$370.00$375.00Jul 17$0.63$4.37$0.636.94$370.63
$385.00$390.00Aug 21$1.03$3.97$1.033.85$386.03
$360.00$365.00Jul 17$1.15$3.85$1.153.35$361.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$330.00Jul 17$1.02$18.98$1.0218.61$348.98
$335.00$300.00Aug 21$2.65$32.35$2.6512.21$332.35
$345.00$335.00Aug 21$1.85$8.15$1.854.41$343.15
$350.00$345.00Aug 21$1.40$3.60$1.402.57$348.60
$355.00$350.00Jul 17$1.78$3.22$1.781.81$353.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 15.67, avg 2.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$320.00Aug 21$9.40$9.40$0.6015.67$319.40
$330.00$335.00Jul 17$4.55$4.55$0.4510.11$334.55
$320.00$325.00Aug 21$4.55$4.55$0.4510.11$324.55
$345.00$350.00Jul 17$4.45$4.45$0.558.09$349.45
$325.00$330.00Aug 21$4.30$4.30$0.706.14$329.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$360.00Aug 21$3.35$3.35$1.652.03$361.65
$360.00$350.00Aug 21$4.20$4.20$5.800.72$355.80
$360.00$355.00Jul 17$1.85$1.85$3.150.59$358.15
$355.00$350.00Jul 17$1.78$1.78$3.220.55$353.22
$350.00$345.00Aug 21$1.40$1.40$3.600.39$348.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $4.62, cheapest $1.48)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$385.00Jul 17Aug 21$1.4835.3%21.3%
$320.00Jul 17Aug 21$2.5051.4%25.4%
$380.00Jul 17Aug 21$2.8531.6%22.7%
$325.00Jul 17Aug 21$2.9033.4%23.9%
$330.00Jul 17Aug 21$3.7029.1%20.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 17Aug 21$5.1319.3%21.2%
$360.00Jul 17Aug 21$5.7020.9%20.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.66% of stock, avg 6.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Jul 17$4.65$4.90$9.55$350.45$369.552.66%
$355.00Jul 17$8.55$3.05$11.60$343.40$366.603.23%
$350.00Jul 17$11.65$1.27$12.92$337.08$362.923.60%
$360.00Aug 21$11.85$10.60$22.45$337.55$382.456.25%
$365.00Aug 21$9.70$13.95$23.65$341.35$388.656.58%
$350.00Aug 21$18.60$6.40$25.00$325.00$375.006.96%
$345.00Aug 21$21.60$5.00$26.60$318.40$371.607.40%
$330.00Jul 17$29.90$0.25$30.15$299.85$360.158.39%
$335.00Aug 21$29.55$3.15$32.70$302.30$367.709.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.65% of stock, avg 2.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$300.00Jul 17$1.27$1.08$2.35$297.65$377.35
$375.00$295.00Jul 17$1.27$1.08$2.35$292.65$377.35
$380.00$300.00Jul 17$1.40$1.08$2.48$297.52$382.48
$380.00$295.00Jul 17$1.40$1.08$2.48$292.52$382.48
$375.00$350.00Jul 17$1.27$1.27$2.54$347.46$377.54
$380.00$350.00Jul 17$1.40$1.27$2.67$347.33$382.67
$370.00$300.00Jul 17$1.90$1.08$2.98$297.02$372.98
$370.00$295.00Jul 17$1.90$1.08$2.98$292.02$372.98
$370.00$350.00Jul 17$1.90$1.27$3.17$346.83$373.17
$375.00$355.00Jul 17$1.27$3.05$4.32$350.68$379.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 49.00, avg credit $4.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
360/365370/375Aug 21$4.90$0.1049.00$360.10$374.90
335/345350/360Aug 21$8.60$1.406.14$336.40$358.60
345/350360/365Aug 21$3.55$1.452.45$346.45$363.55
345/350365/370Aug 21$3.55$1.452.45$346.45$368.55
355/360365/370Jul 17$3.45$1.552.23$356.55$368.45
350/355365/370Jul 17$3.38$1.622.09$351.62$368.38
350/360365/370Aug 21$6.35$3.651.74$353.65$371.35
345/350370/375Aug 21$2.95$2.051.44$347.05$372.95
350/355360/365Jul 17$2.93$2.071.42$352.07$362.93
350/360370/375Aug 21$5.75$4.251.35$354.25$375.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$375.00$380.00$385.00Aug 21$0.23$4.7720.74
$395.00$400.00$405.00Aug 21$0.23$4.7720.74
$320.00$325.00$330.00Aug 21$0.25$4.7519.00
$325.00$330.00$335.00Aug 21$0.25$4.7519.00
$380.00$385.00$390.00Aug 21$0.49$4.519.20
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Jul 17$0.07$4.9370.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-1.91, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Aug 21-$5.10$4.90
$365.00$370.001:2Jul 17-$0.30$4.70
$370.00$375.001:2Jul 17-$0.64$4.36
$385.00$390.001:2Aug 21-$0.67$4.33
$355.00$360.001:2Jul 17-$0.75$4.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$300.001:2Jul 17-$1.91$28.09
$345.00$335.001:2Aug 21-$1.30$8.70
$360.00$350.001:2Aug 21-$2.20$7.80
$300.00$295.001:2Jul 17-$1.08$3.92
$360.00$355.001:2Jul 17-$1.20$3.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 3.01%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Aug 21$10.800.510.2%3.01%3.20%15531
$365.00Aug 21$8.900.451.6%2.48%4.06%3959
$370.00Aug 21$6.700.383.0%1.86%4.84%7--
$375.00Aug 21$5.100.324.4%1.42%5.79%15109
$360.00Jul 17$3.500.490.2%0.97%1.17%11--
$380.00Aug 21$3.300.265.8%0.92%6.68%2159
$365.00Jul 17$2.100.361.6%0.58%2.17%12163
$385.00Aug 21$1.450.197.2%0.40%7.56%629
$400.00Aug 21$0.700.1111.3%0.19%11.52%2--
$390.00Aug 21$0.400.148.5%0.11%8.66%12

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 663
Total Puts 151
Put/Call Ratio 0.23
Net Difference 512

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,955
Total Puts 3,790
Average Put/Call Ratio 0.79
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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