Tour v303
CB
CHUBB LTD
$355.09 -1.17%
7/8 18:16

Option Volume

Detail
Current (07/08) 943
Calls: 598 (63%)
Puts: 345 (37%)
Prior (07/07) 814
Calls: 663 (81%)
Puts: 151 (19%)
Current vs Prior +15.85%
Calls: -9.80% (Calls)
Puts: +128.48% (Puts)
Prior 7-Day Total 10,237
Calls: 6,766 (66%)
Puts: 3,471 (34%)
Prior 7-Day Average 1,462
Calls: 966 (66%)
Puts: 495 (34%)
Current vs Prior 7-Day Avg -35.52%
Calls: -38.13%
Puts: -30.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $1.03M
Calls: $826.3K (80%)
Puts: $208.4K (20%)
Prior (07/07) $957.7K
Calls: $834.2K (87%)
Puts: $123.6K (13%)
Current vs Prior +8.04%
Calls: -0.94%
Puts: +68.71%
Prior 7-Day Total $11.71M
Calls: $9.45M (81%)
Puts: $2.26M (19%)
Prior 7-Day Average $1.67M
Calls: $1.35M (81%)
Puts: $322.6K (19%)
Current vs Prior 7-Day Avg -38.14%
Calls: -38.79%
Puts: -35.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.58
Prior (07/07) 0.23
Current vs Prior +153.31%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -22.03%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 4,691
Calls: 3,313 (71%)
Puts: 1,378 (29%)
Prior (07/07) 8,926
Calls: 6,574 (74%)
Puts: 2,352 (26%)
Current vs Prior -47.45%
Prior 7-Day Total 54,926
Calls: 43,258 (79%)
Puts: 11,668 (21%)
Prior 7-Day Average 7,846
Calls: 6,179 (79%)
Puts: 1,666 (21%)
Current vs Prior 7-Day Avg -40.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.42% | 7.18%3.42% | 7.18%
Prior 3.74% | 7.10%3.74% | 7.10%
Current vs Prior -8.59% | +1.19%-8.59% | +1.19%
Prior 7-Day Avg 4.09% | 7.35%4.09% | 7.35%
Current vs 7-Day Avg -16.43% | -2.32%-16.43% | -2.31%
Prior 7-Day Eod 3.74% | 7.10%-- | --
Current vs 7-Day Eod -8.59% | +1.19%-- | --
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 18.83% | 13.83%
Calls: 15.06% | 11.75%
Puts: 22.61% | 15.91%
Current vs 7-Day Avg -12.82% | -19.08%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($826.3K) vs puts ($208.4K). Bullish P/C ratio of 0.58. P/C ratio rising 153% - increased hedging/bearish positioning. Call-heavy open interest (3,313 calls vs 1,378 puts) suggests bullish positioning.

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 5 of results (avg 7.3%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 2170.2074.00$72.105.3%20.946
$300.00Jul 1754.5057.50$56.005.4%10.97--
$300.00Aug 2155.5059.60$57.557.1%10.96--
$340.00Aug 2121.0023.00$22.009.1%30.72359
$325.00Aug 2132.8036.20$34.509.9%30.85--
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. 16 found (avg delta 0.78, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1754.5057.50$56.005.4%10.97--
$300.00Aug 2155.5059.60$57.557.1%10.96--
$330.00Jul 1723.7027.70$25.7015.6%30.96--
$285.00Aug 2170.2074.00$72.105.3%20.946
$335.00Jul 1719.8022.40$21.1012.3%10.93--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 177.108.00$7.5511.9%20.6470
$360.00Aug 2111.8014.90$13.3523.2%490.553

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 677, top 132)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 172.653.60$3.1330.4%1100.36208
$375.00Jul 170.251.20$0.73130.1%900.1022
$325.00Jul 1729.3032.80$31.0511.3%750.91--
$365.00Aug 216.108.70$7.4035.1%200.3888
$380.00Jul 170.001.20$0.60200.0%180.08149
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Jul 172.555.70$4.1376.3%1320.4913
$360.00Aug 2111.8014.90$13.3523.2%490.553
$350.00Aug 217.209.50$8.3527.5%470.4121
$300.00Aug 210.001.00$0.50200.0%130.04203
$320.00Aug 211.202.15$1.6756.9%110.11105

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 40.6%, max 110.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 17Aug 2158.4%27.7%110.6%2--
$325.00Jul 17Aug 2144.4%25.2%76.2%78--
$340.00Jul 17Aug 2130.7%22.7%35.5%4359
$345.00Jul 17Aug 2123.2%21.4%8.5%9--
$350.00Jul 17Aug 2122.1%22.0%0.1%3441
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 17Aug 2158.4%27.7%110.6%23203
$330.00Jul 17Aug 2127.2%23.7%14.9%4149
$345.00Jul 17Aug 2123.2%21.4%8.5%4--
$350.00Jul 17Aug 2122.1%22.0%0.1%5621

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 37.46, avg 8.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$380.00Jul 17$0.13$4.87$0.1337.46$375.13
$370.00$375.00Jul 17$0.17$4.83$0.1728.41$370.17
$365.00$370.00Jul 17$0.68$4.32$0.686.35$365.68
$365.00$395.00Aug 21$5.67$24.33$5.674.29$370.67
$360.00$365.00Jul 17$1.55$3.45$1.552.23$361.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$325.00$300.00Jul 17$0.75$24.25$0.7532.33$324.25
$335.00$330.00Jul 17$0.20$4.80$0.2024.00$334.80
$345.00$335.00Jul 17$1.08$8.92$1.088.26$343.92
$310.00$300.00Aug 21$1.13$8.87$1.137.85$308.87
$330.00$320.00Aug 21$1.18$8.82$1.187.47$328.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 32.33, avg 3.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$345.00Jul 17$4.85$4.85$0.1532.33$344.85
$285.00$300.00Aug 21$14.55$14.55$0.4532.33$299.55
$300.00$325.00Aug 21$23.05$23.05$1.9511.82$323.05
$330.00$335.00Jul 17$4.60$4.60$0.4011.50$334.60
$335.00$340.00Jul 17$4.25$4.25$0.755.67$339.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$355.00Jul 17$3.42$3.42$1.582.16$356.58
$360.00$355.00Aug 21$2.95$2.95$2.051.44$357.05
$350.00$345.00Aug 21$2.30$2.30$2.700.85$347.70
$355.00$350.00Aug 21$2.05$2.05$2.950.69$352.95
$355.00$350.00Jul 17$1.43$1.43$3.570.40$353.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $4.71, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 17Aug 21$1.5558.4%27.7%
$325.00Jul 17Aug 21$3.4544.4%25.2%
$340.00Jul 17Aug 21$5.1530.7%22.7%
$365.00Jul 17Aug 21$5.8222.5%23.4%
$345.00Jul 17Aug 21$6.4023.2%21.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 17Aug 21$0.1258.4%27.7%
$330.00Jul 17Aug 21$2.6027.2%23.7%
$345.00Jul 17Aug 21$4.5223.2%21.4%
$350.00Jul 17Aug 21$5.6522.1%22.0%
$360.00Jul 17Aug 21$5.8023.3%24.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.01% of stock, avg 7.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Jul 17$3.13$7.55$10.68$349.32$370.683.01%
$350.00Jul 17$8.25$2.70$10.95$339.05$360.953.08%
$345.00Jul 17$12.00$1.53$13.53$331.47$358.533.81%
$335.00Jul 17$21.10$0.45$21.55$313.45$356.556.07%
$355.00Aug 21$12.15$10.40$22.55$332.45$377.556.35%
$360.00Aug 21$9.80$13.35$23.15$336.85$383.156.52%
$350.00Aug 21$15.45$8.35$23.80$326.20$373.806.70%
$345.00Aug 21$18.40$6.05$24.45$320.55$369.456.89%
$330.00Jul 17$25.70$0.25$25.95$304.05$355.957.31%
$325.00Jul 17$31.05$1.13$32.18$292.82$357.189.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.30% of stock, avg 1.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$335.00Jul 17$0.60$0.45$1.05$333.95$381.05
$375.00$335.00Jul 17$0.73$0.45$1.18$333.82$376.18
$370.00$335.00Jul 17$0.90$0.45$1.35$333.65$371.35
$380.00$325.00Jul 17$0.60$1.13$1.73$323.27$381.73
$375.00$325.00Jul 17$0.73$1.13$1.86$323.14$376.86
$365.00$335.00Jul 17$1.58$0.45$2.03$332.97$367.03
$370.00$325.00Jul 17$0.90$1.13$2.03$322.97$372.03
$380.00$345.00Jul 17$0.60$1.53$2.13$342.87$382.13
$375.00$345.00Jul 17$0.73$1.53$2.26$342.74$377.26
$370.00$345.00Jul 17$0.90$1.53$2.43$342.57$372.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 15.67, avg credit $4.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
345/350360/365Aug 21$4.70$0.3015.67$345.30$364.70
345/350355/360Aug 21$4.65$0.3513.29$345.35$359.65
300/310325/340Aug 21$13.63$1.379.95$296.37$338.63
350/355360/365Aug 21$4.45$0.558.09$350.55$364.45
355/360365/370Jul 17$4.10$0.904.56$355.90$369.10
330/335345/350Jul 17$3.95$1.053.76$331.05$348.95
355/360370/375Jul 17$3.59$1.412.55$356.41$373.59
335/345350/360Jul 17$6.20$3.801.63$338.80$356.20
350/355360/365Jul 17$2.98$2.021.48$352.02$362.98
345/350360/365Jul 17$2.72$2.281.19$347.28$362.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 18.23, cheapest $0.26)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$335.00$340.00Jul 17$0.35$4.6513.29
$365.00$370.00$375.00Jul 17$0.51$4.498.80
$340.00$345.00$350.00Aug 21$0.65$4.356.69
$325.00$330.00$335.00Jul 17$0.75$4.255.67
$360.00$365.00$370.00Jul 17$0.87$4.134.75
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Jul 17$0.26$4.7418.23
$310.00$320.00$330.00Aug 21$1.14$8.867.77
$350.00$355.00$360.00Aug 21$0.90$4.104.56
$325.00$330.00$335.00Jul 17$1.08$3.923.63
$350.00$355.00$360.00Jul 17$1.99$3.011.51

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-6.10, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$325.001:2Jul 17-$6.10$18.90
$300.00$325.001:2Aug 21-$11.45$13.55
$325.00$340.001:2Aug 21-$9.50$5.50
$360.00$365.001:2Jul 17-$0.03$4.97
$365.00$370.001:2Jul 17-$0.22$4.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Aug 21-$0.49$9.51
$320.00$310.001:2Aug 21-$1.59$8.41
$335.00$330.001:2Jul 17-$0.05$4.95
$350.00$345.001:2Jul 17-$0.36$4.64
$360.00$355.001:2Jul 17-$0.71$4.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.48%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Aug 21$8.800.451.4%2.48%3.86%9526
$365.00Aug 21$6.100.382.8%1.72%4.51%2088
$360.00Jul 17$2.650.361.4%0.75%2.13%110208
$365.00Jul 17$1.100.222.8%0.31%3.10%14158
$370.00Jul 17$0.650.144.2%0.18%4.38%11--
$375.00Jul 17$0.250.105.6%0.07%5.68%9022

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 598
Total Puts 345
Put/Call Ratio 0.58
Net Difference 253

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,766
Total Puts 3,471
Average Put/Call Ratio 0.74
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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