Tour v309
CB
CHUBB LTD
$347.83 +0.01%
7/10 18:16

Option Volume

Detail
Current (07/10) 687
Calls: 530 (77%)
Puts: 157 (23%)
Prior (07/09) 1,007
Calls: 836 (83%)
Puts: 171 (17%)
Current vs Prior -31.78%
Calls: -36.60% (Calls)
Puts: -8.19% (Puts)
Prior 7-Day Total 10,604
Calls: 7,175 (68%)
Puts: 3,429 (32%)
Prior 7-Day Average 1,514
Calls: 1,025 (68%)
Puts: 489 (32%)
Current vs Prior 7-Day Avg -54.65%
Calls: -48.29%
Puts: -67.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $432.0K
Calls: $347.4K (80%)
Puts: $84.7K (20%)
Prior (07/09) $857.4K
Calls: $748.9K (87%)
Puts: $108.5K (13%)
Current vs Prior -49.61%
Calls: -53.62%
Puts: -21.93%
Prior 7-Day Total $12.63M
Calls: $10.27M (81%)
Puts: $2.36M (19%)
Prior 7-Day Average $1.80M
Calls: $1.47M (81%)
Puts: $337.2K (19%)
Current vs Prior 7-Day Avg -76.05%
Calls: -76.32%
Puts: -74.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.30
Prior (07/09) 0.20
Current vs Prior +44.82%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -56.84%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 4,851
Calls: 3,573 (74%)
Puts: 1,278 (26%)
Prior (07/09) 6,847
Calls: 5,147 (75%)
Puts: 1,700 (25%)
Current vs Prior -29.15%
Prior 7-Day Total 54,671
Calls: 42,391 (78%)
Puts: 12,280 (22%)
Prior 7-Day Average 7,810
Calls: 6,055 (78%)
Puts: 1,754 (22%)
Current vs Prior 7-Day Avg -37.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.66% | 7.16%2.66% | 7.16%
Prior 3.55% | 7.22%3.55% | 7.22%
Current vs Prior -25.11% | -0.81%-25.11% | -0.81%
Prior 7-Day Avg 3.88% | 7.28%3.88% | 7.28%
Current vs 7-Day Avg -31.39% | -1.64%-31.40% | -1.64%
Prior 7-Day Eod 3.55% | 7.22%-- | --
Current vs 7-Day Eod -25.11% | -0.81%-- | --
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 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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($347.4K) vs puts ($84.7K). Extreme bullish P/C ratio of 0.30 - heavy call buying (530 calls vs 157 puts). P/C ratio rising 45% - increased hedging/bearish positioning. Call-heavy open interest (3,573 calls vs 1,278 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 4 of results (avg 8.6%, best 7.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2110.0010.90$10.458.6%30.48--
$310.00Jul 1735.8039.10$37.458.8%50.92--
$310.00Aug 2138.4042.00$40.209.0%50.89--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2110.9011.80$11.357.9%40.52--

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. 10 found (avg delta 0.72, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 1735.8039.10$37.458.8%50.92--
$335.00Jul 1711.7015.00$13.3524.7%10.90--
$310.00Aug 2138.4042.00$40.209.0%50.89--
$330.00Aug 2121.3025.00$23.1516.0%10.77213
$345.00Jul 174.305.80$5.0529.7%1310.64410
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Jul 177.0010.60$8.8040.9%10.80136
$350.00Jul 173.005.40$4.2057.1%10.5758
$350.00Aug 2110.9011.80$11.357.9%40.52--

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 477, top 131)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Jul 174.305.80$5.0529.7%1310.64410
$365.00Aug 213.705.10$4.4031.8%1180.28100
$375.00Aug 211.503.20$2.3572.3%870.17121
$385.00Aug 210.203.20$1.70176.5%400.1235
$350.00Jul 172.253.40$2.8340.6%260.43251
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 170.001.00$0.50200.0%100.08--
$300.00Aug 210.501.65$1.08106.5%60.07--
$350.00Aug 2110.9011.80$11.357.9%40.52--
$325.00Aug 212.303.60$2.9544.1%30.19--
$340.00Jul 170.652.25$1.45110.3%20.22--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 54.9%, max 113.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 2161.6%28.8%113.6%10--
$370.00Jul 17Aug 2138.1%22.1%72.3%484
$365.00Jul 17Aug 2128.7%22.8%26.1%122100
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 17Aug 2143.0%23.5%83.2%4--
$330.00Jul 17Aug 2128.4%21.5%31.8%11--
$340.00Jul 17Aug 2123.5%22.9%2.5%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 20.28, avg 6.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$385.00Aug 21$0.65$9.35$0.6514.38$375.65
$385.00$390.00Aug 21$0.40$4.60$0.4011.50$385.40
$355.00$360.00Jul 17$0.45$4.55$0.4510.11$355.45
$370.00$375.00Aug 21$0.70$4.30$0.706.14$370.70
$360.00$365.00Aug 21$1.25$3.75$1.253.00$361.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$325.00$315.00Aug 21$0.47$9.53$0.4720.28$324.53
$310.00$300.00Aug 21$0.82$9.18$0.8211.20$309.18
$340.00$330.00Jul 17$0.95$9.05$0.959.53$339.05
$330.00$325.00Aug 21$0.50$4.50$0.509.00$329.50
$315.00$310.00Aug 21$0.58$4.42$0.587.62$314.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 26.78, avg 2.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$335.00Jul 17$24.10$24.10$0.9026.78$334.10
$310.00$330.00Aug 21$17.05$17.05$2.955.78$327.05
$335.00$345.00Jul 17$8.30$8.30$1.704.88$343.30
$330.00$340.00Aug 21$7.40$7.40$2.602.85$337.40
$345.00$350.00Aug 21$3.10$3.10$1.901.63$348.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$350.00Jul 17$4.60$4.60$0.4011.50$350.40
$350.00$340.00Aug 21$4.10$4.10$5.900.69$345.90
$340.00$330.00Aug 21$3.80$3.80$6.200.61$336.20
$350.00$340.00Jul 17$2.75$2.75$7.250.38$347.25
$315.00$310.00Aug 21$0.58$0.58$4.420.13$314.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $4.70, cheapest $1.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Jul 17Aug 21$1.8738.1%22.1%
$310.00Jul 17Aug 21$2.7561.6%28.8%
$365.00Jul 17Aug 21$3.5728.7%22.8%
$360.00Jul 17Aug 21$5.0520.4%22.4%
$350.00Jul 17Aug 21$7.6218.7%24.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Jul 17Aug 21$1.7743.0%23.5%
$330.00Jul 17Aug 21$2.9528.4%21.5%
$340.00Jul 17Aug 21$5.8023.5%22.9%
$350.00Jul 17Aug 21$7.1518.7%24.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 2.02% of stock, avg 6.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Jul 17$2.83$4.20$7.03$342.97$357.032.02%
$355.00Jul 17$1.05$8.80$9.85$345.15$364.852.83%
$350.00Aug 21$10.45$11.35$21.80$328.20$371.806.27%
$340.00Aug 21$15.75$7.25$23.00$317.00$363.006.61%
$330.00Aug 21$23.15$3.45$26.60$303.40$356.607.65%
$310.00Aug 21$40.20$1.90$42.10$267.90$352.1012.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.32% of stock, avg 1.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$330.00Jul 17$0.60$0.50$1.10$328.90$361.10
$365.00$330.00Jul 17$0.83$0.50$1.33$328.67$366.33
$355.00$330.00Jul 17$1.05$0.50$1.55$328.45$356.55
$370.00$330.00Jul 17$1.18$0.50$1.68$328.32$371.68
$360.00$325.00Jul 17$0.60$1.18$1.78$323.22$361.78
$365.00$325.00Jul 17$0.83$1.18$2.01$322.99$367.01
$360.00$340.00Jul 17$0.60$1.45$2.05$337.95$362.05
$355.00$325.00Jul 17$1.05$1.18$2.23$322.77$357.23
$365.00$340.00Jul 17$0.83$1.45$2.28$337.72$367.28
$370.00$325.00Jul 17$1.18$1.18$2.36$322.64$372.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 6.14, avg credit $3.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Aug 21$8.60$1.406.14$331.40$358.60
300/310330/340Aug 21$8.22$1.784.62$301.78$338.22
310/315330/340Aug 21$7.98$2.023.95$307.02$337.98
315/325330/340Aug 21$7.87$2.133.69$317.13$337.87
310/315345/350Aug 21$3.68$1.322.79$311.32$348.68
325/330345/350Aug 21$3.60$1.402.57$326.40$348.60
330/340345/350Aug 21$6.90$3.102.23$333.10$351.90
300/310350/360Aug 21$5.62$4.381.28$304.38$355.62
310/315340/345Aug 21$2.78$2.221.25$312.22$342.78
340/350365/370Aug 21$5.45$4.551.20$344.55$370.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 40.67, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$360.00$365.00$370.00Jul 17$0.12$4.8840.67
$345.00$350.00$355.00Jul 17$0.44$4.5610.36
$365.00$370.00$375.00Aug 21$0.65$4.356.69
$355.00$360.00$365.00Jul 17$0.68$4.326.35
$350.00$355.00$360.00Jul 17$1.33$3.672.76
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Aug 21$0.30$9.7032.33
$330.00$340.00$350.00Jul 17$1.80$8.204.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-6.10, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$330.001:2Aug 21-$6.10$13.90
$350.00$360.001:2Aug 21-$0.85$9.15
$375.00$385.001:2Aug 21-$1.05$8.95
$355.00$360.001:2Jul 17-$0.15$4.85
$345.00$350.001:2Jul 17-$0.61$4.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Aug 21-$0.26$9.74
$325.00$315.001:2Aug 21-$2.01$7.99
$350.00$340.001:2Aug 21-$3.15$6.85
$315.00$310.001:2Aug 21-$1.32$3.68
$330.00$325.001:2Jul 17-$1.86$3.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.87%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Aug 21$10.000.480.6%2.87%3.50%3--
$360.00Aug 21$4.600.343.5%1.32%4.82%1--
$365.00Aug 21$3.700.284.9%1.06%6.00%118100
$350.00Jul 17$2.250.430.6%0.65%1.27%26251
$370.00Aug 21$2.200.216.4%0.63%7.01%384
$375.00Aug 21$1.500.177.8%0.43%8.24%87121
$385.00Aug 21$0.200.1210.7%0.06%10.74%4035

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 530
Total Puts 157
Put/Call Ratio 0.30
Net Difference 373

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,175
Total Puts 3,429
Average Put/Call Ratio 0.69
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All