Tour v308
CB
CHUBB LTD
$347.80 -2.05%
$345.14 (-0.76%)🌙
as of 07/09 06:16 PM
7/9 18:16

Option Volume

Detail
Current (07/09) 1,007
Calls: 836 (83%)
Puts: 171 (17%)
Prior (07/08) 943
Calls: 598 (63%)
Puts: 345 (37%)
Current vs Prior +6.79%
Calls: +39.80% (Calls)
Puts: -50.43% (Puts)
Prior 7-Day Total 9,998
Calls: 6,583 (66%)
Puts: 3,415 (34%)
Prior 7-Day Average 1,428
Calls: 940 (66%)
Puts: 487 (34%)
Current vs Prior 7-Day Avg -29.50%
Calls: -11.10%
Puts: -64.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $857.4K
Calls: $748.9K (87%)
Puts: $108.5K (13%)
Prior (07/08) $1.03M
Calls: $826.3K (80%)
Puts: $208.4K (20%)
Current vs Prior -17.14%
Calls: -9.37%
Puts: -47.96%
Prior 7-Day Total $12.15M
Calls: $9.83M (81%)
Puts: $2.32M (19%)
Prior 7-Day Average $1.74M
Calls: $1.40M (81%)
Puts: $331.4K (19%)
Current vs Prior 7-Day Avg -50.59%
Calls: -46.65%
Puts: -67.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.20
Prior (07/08) 0.58
Current vs Prior -64.55%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -72.70%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 6,847
Calls: 5,147 (75%)
Puts: 1,700 (25%)
Prior (07/08) 4,691
Calls: 3,313 (71%)
Puts: 1,378 (29%)
Current vs Prior +45.96%
Prior 7-Day Total 51,819
Calls: 40,372 (78%)
Puts: 11,447 (22%)
Prior 7-Day Average 7,402
Calls: 5,767 (78%)
Puts: 1,635 (22%)
Current vs Prior 7-Day Avg -7.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.55% | 7.22%3.55% | 7.22%
Prior 3.42% | 7.18%3.42% | 7.18%
Current vs Prior +3.78% | +0.49%+3.78% | +0.49%
Prior 7-Day Avg 3.97% | 7.32%3.97% | 7.32%
Current vs 7-Day Avg -10.56% | -1.37%-10.57% | -1.37%
Prior 7-Day Eod 3.42% | 7.18%-- | --
Current vs 7-Day Eod +3.78% | +0.49%-- | --
Sentiment BEARISHBEARISH

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 16.42% | 11.19%
Calls: 14.12% | 9.05%
Puts: 18.72% | 13.33%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($748.9K) vs puts ($108.5K). Extreme bullish P/C ratio of 0.20 - heavy call buying (836 calls vs 171 puts). P/C ratio dropping 65% - sentiment shifting bullish. Call-heavy open interest (5,147 calls vs 1,700 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 2 of results (avg 9.3%, best 8.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 1736.8040.20$38.508.8%10.92--
$310.00Aug 2138.6042.60$40.609.9%10.88--
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. 13 found (avg delta 0.72, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 1736.8040.20$38.508.8%10.92--
$330.00Jul 1716.5020.50$18.5021.6%10.90--
$325.00Jul 1722.0025.50$23.7514.7%10.88--
$310.00Aug 2138.6042.60$40.609.9%10.88--
$335.00Jul 1712.0015.30$13.6524.2%20.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Jul 177.5010.90$9.2037.0%50.70--
$360.00Aug 2115.9019.50$17.7020.3%10.64--
$355.00Aug 2113.0016.40$14.7023.1%10.58--
$350.00Jul 174.506.80$5.6540.7%540.5723
$350.00Aug 2110.7012.40$11.5514.7%20.5156

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 445, top 142)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 172.804.30$3.5542.3%1420.43200
$360.00Jul 170.651.55$1.1081.8%850.17304
$350.00Aug 219.0012.90$10.9535.6%670.49440
$355.00Jul 171.303.50$2.4091.7%110.29242
$345.00Jul 175.408.00$6.7038.8%100.59410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 174.506.80$5.6540.7%540.5723
$310.00Jul 170.002.15$1.08199.1%100.08270
$345.00Jul 172.454.90$3.6866.6%50.414
$355.00Jul 177.5010.90$9.2037.0%50.70--
$335.00Jul 170.501.25$0.8885.2%40.14343

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 41.5%, max 89.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 2156.8%29.9%89.8%2--
$325.00Jul 17Aug 2139.0%25.8%51.1%331
$370.00Jul 17Aug 2134.6%23.2%48.9%9380
$365.00Jul 17Aug 2125.7%22.7%13.1%10104
$345.00Jul 17Aug 2124.0%23.4%2.3%11410
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 2156.8%29.9%89.8%13270
$325.00Jul 17Aug 2139.0%25.8%51.1%342
$330.00Jul 17Aug 2128.7%23.2%23.4%2147
$355.00Jul 17Aug 2125.6%24.6%4.3%6--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 37.46, avg 6.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$365.00Jul 17$0.47$4.53$0.479.64$360.47
$365.00$370.00Aug 21$0.95$4.05$0.954.26$365.95
$350.00$355.00Jul 17$1.15$3.85$1.153.35$351.15
$370.00$375.00Aug 21$1.22$3.78$1.223.10$371.22
$355.00$360.00Jul 17$1.30$3.70$1.302.85$356.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$330.00Jul 17$0.13$4.87$0.1337.46$334.87
$320.00$315.00Aug 21$0.27$4.73$0.2717.52$319.73
$330.00$325.00Aug 21$0.32$4.68$0.3214.63$329.68
$310.00$295.00Aug 21$1.02$13.98$1.0213.71$308.98
$315.00$310.00Aug 21$0.43$4.57$0.4310.63$314.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 59.00, avg 4.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$325.00Jul 17$14.75$14.75$0.2559.00$324.75
$330.00$335.00Jul 17$4.85$4.85$0.1532.33$334.85
$310.00$325.00Aug 21$13.25$13.25$1.757.57$323.25
$335.00$345.00Jul 17$6.95$6.95$3.052.28$341.95
$325.00$345.00Aug 21$13.80$13.80$6.202.23$338.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$350.00Jul 17$3.55$3.55$1.452.45$351.45
$355.00$350.00Aug 21$3.15$3.15$1.851.70$351.85
$360.00$355.00Aug 21$3.00$3.00$2.001.50$357.00
$350.00$345.00Jul 17$1.97$1.97$3.030.65$348.03
$340.00$330.00Aug 21$3.80$3.80$6.200.61$336.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $4.36, cheapest $1.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$2.1056.8%29.9%
$370.00Jul 17Aug 21$2.6234.6%23.2%
$325.00Jul 17Aug 21$3.6039.0%25.8%
$365.00Jul 17Aug 21$3.9225.7%22.7%
$360.00Jul 17Aug 21$5.6024.3%24.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$1.1256.8%29.9%
$325.00Jul 17Aug 21$2.6339.0%25.8%
$330.00Jul 17Aug 21$3.3528.7%23.2%
$355.00Jul 17Aug 21$5.5025.6%24.6%
$350.00Jul 17Aug 21$5.9022.6%25.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 2.65% of stock, avg 6.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Jul 17$3.55$5.65$9.20$340.80$359.202.65%
$345.00Jul 17$6.70$3.68$10.38$334.62$355.382.98%
$355.00Jul 17$2.40$9.20$11.60$343.40$366.603.34%
$335.00Jul 17$13.65$0.88$14.53$320.47$349.534.18%
$330.00Jul 17$18.50$0.75$19.25$310.75$349.255.53%
$350.00Aug 21$10.95$11.55$22.50$327.50$372.506.47%
$360.00Aug 21$6.70$17.70$24.40$335.60$384.407.02%
$325.00Jul 17$23.75$1.15$24.90$300.10$349.907.16%
$325.00Aug 21$27.35$3.78$31.13$293.87$356.138.95%
$310.00Jul 17$38.50$1.08$39.58$270.42$349.5811.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.40% of stock, avg 1.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$330.00Jul 17$0.63$0.75$1.38$328.62$366.38
$365.00$335.00Jul 17$0.63$0.88$1.51$333.49$366.51
$370.00$330.00Jul 17$0.98$0.75$1.73$328.27$371.73
$365.00$325.00Jul 17$0.63$1.15$1.78$323.22$366.78
$360.00$330.00Jul 17$1.10$0.75$1.85$328.15$361.85
$370.00$335.00Jul 17$0.98$0.88$1.86$333.14$371.86
$360.00$335.00Jul 17$1.10$0.88$1.98$333.02$361.98
$370.00$325.00Jul 17$0.98$1.15$2.13$322.87$372.13
$360.00$325.00Jul 17$1.10$1.15$2.25$322.75$362.25
$365.00$340.00Jul 17$0.63$1.83$2.46$337.54$367.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 54 found (best R:R 6.94, avg credit $3.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/355370/375Aug 21$4.37$0.636.94$350.63$374.37
355/360370/375Aug 21$4.22$0.785.41$355.78$374.22
335/340345/350Jul 17$4.10$0.904.56$335.90$349.10
350/355365/370Aug 21$4.10$0.904.56$350.90$369.10
330/340350/360Aug 21$8.05$1.954.13$331.95$358.05
350/355360/365Jul 17$4.02$0.984.10$350.98$364.02
355/360365/370Aug 21$3.95$1.053.76$356.05$368.95
295/310325/345Aug 21$14.82$5.182.86$295.18$339.82
310/315325/345Aug 21$14.23$5.772.47$300.77$339.23
315/320325/345Aug 21$14.07$5.932.37$305.93$339.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 40.67, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$325.00$330.00$335.00Jul 17$0.40$4.6011.50
$360.00$365.00$370.00Jul 17$0.82$4.185.10
$355.00$360.00$365.00Jul 17$0.83$4.175.02
$360.00$365.00$370.00Aug 21$1.20$3.803.17
$345.00$350.00$355.00Jul 17$2.00$3.001.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Jul 17$0.12$4.8840.67
$325.00$330.00$335.00Jul 17$0.53$4.478.43
$315.00$320.00$325.00Aug 21$0.61$4.397.20
$330.00$335.00$340.00Jul 17$0.82$4.185.10
$335.00$340.00$345.00Jul 17$0.90$4.104.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.16, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Aug 21-$2.45$7.55
$310.00$325.001:2Jul 17-$9.00$6.00
$360.00$365.001:2Jul 17-$0.16$4.84
$345.00$350.001:2Jul 17-$0.40$4.60
$370.00$375.001:2Aug 21-$1.16$3.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$295.001:2Aug 21-$0.16$14.84
$325.00$310.001:2Jul 17-$1.01$13.99
$340.00$330.001:2Aug 21-$0.30$9.70
$350.00$340.001:2Aug 21-$4.25$5.75
$335.00$330.001:2Jul 17-$0.62$4.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.59%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Aug 21$9.000.490.6%2.59%3.22%67440
$360.00Aug 21$4.900.363.5%1.41%4.92%2529
$365.00Aug 21$3.800.285.0%1.09%6.04%7104
$370.00Aug 21$3.100.236.4%0.89%7.27%683
$350.00Jul 17$2.800.430.6%0.81%1.44%142200
$375.00Aug 21$1.650.177.8%0.47%8.29%1120
$355.00Jul 17$1.300.292.1%0.37%2.44%11242
$360.00Jul 17$0.650.173.5%0.19%3.69%85304
$365.00Jul 17$0.250.105.0%0.07%5.02%3--

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 836
Total Puts 171
Put/Call Ratio 0.20
Net Difference 665

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,583
Total Puts 3,415
Average Put/Call Ratio 0.75
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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