Tour v325
CB
CHUBB LTD
$354.74 +1.99%
$352.07 (-0.75%)🌙
as of 07/13 06:16 PM
7/13 18:16

Option Volume

Detail
Current (07/13) 957
Calls: 549 (57%)
Puts: 408 (43%)
Prior (07/10) 687
Calls: 530 (77%)
Puts: 157 (23%)
Current vs Prior +39.30%
Calls: +3.58% (Calls)
Puts: +159.87% (Puts)
Prior 7-Day Total 10,091
Calls: 7,338 (73%)
Puts: 2,753 (27%)
Prior 7-Day Average 1,441
Calls: 1,048 (73%)
Puts: 393 (27%)
Current vs Prior 7-Day Avg -33.61%
Calls: -47.63%
Puts: +3.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $764.2K
Calls: $530.8K (69%)
Puts: $233.3K (31%)
Prior (07/10) $432.0K
Calls: $347.4K (80%)
Puts: $84.7K (20%)
Current vs Prior +76.87%
Calls: +52.81%
Puts: +175.56%
Prior 7-Day Total $11.49M
Calls: $10.19M (89%)
Puts: $1.30M (11%)
Prior 7-Day Average $1.64M
Calls: $1.46M (89%)
Puts: $186.2K (11%)
Current vs Prior 7-Day Avg -53.45%
Calls: -63.53%
Puts: +25.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.74
Prior (07/10) 0.30
Current vs Prior +150.88%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +83.80%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/13) 6,010
Calls: 3,675 (61%)
Puts: 2,335 (39%)
Prior (07/10) 4,851
Calls: 3,573 (74%)
Puts: 1,278 (26%)
Current vs Prior +23.89%
Prior 7-Day Total 52,472
Calls: 40,616 (77%)
Puts: 11,856 (23%)
Prior 7-Day Average 7,496
Calls: 5,802 (77%)
Puts: 1,693 (23%)
Current vs Prior 7-Day Avg -19.82%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.68% | 7.39%2.68% | 7.39%
Prior 2.66% | 7.16%2.66% | 7.16%
Current vs Prior +0.70% | +3.17%+0.70% | +3.17%
Prior 7-Day Avg 3.65% | 7.27%3.65% | 7.27%
Current vs 7-Day Avg -26.64% | +1.63%-26.64% | +1.62%
Prior 7-Day Eod 2.66% | 7.16%2.66% | 7.16%
Current vs 7-Day Eod +0.70% | +3.17%+0.70% | +3.17%
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

Moderately bullish flow with 69% call dollar volume ($530.8K). Elevated premium activity with dollar volume up 77% vs prior. P/C ratio rising 151% - increased hedging/bearish positioning. Call-heavy open interest (3,675 calls vs 2,335 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 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 3 of results (avg 9.7%, best 9.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 1737.9041.60$39.759.3%20.93--
$320.00Jul 1732.9036.30$34.609.8%20.92--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2118.4020.30$19.359.8%660.68--

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. 14 found (avg delta 0.78, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 1718.2022.00$20.1018.9%10.97173
$330.00Jul 1722.9026.40$24.6514.2%10.97--
$315.00Jul 1737.9041.60$39.759.3%20.93--
$320.00Jul 1732.9036.30$34.609.8%20.92--
$325.00Jul 1728.0031.30$29.6511.1%10.91--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2118.4020.30$19.359.8%660.68--

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 595, top 131)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 218.8011.30$10.0524.9%1310.45529
$345.00Jul 178.7012.40$10.5535.1%530.79--
$355.00Aug 2111.3013.80$12.5519.9%500.51121
$370.00Aug 214.007.50$5.7560.9%470.3286
$365.00Aug 215.808.80$7.3041.1%400.38167
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 210.002.50$1.25200.0%800.0613
$370.00Aug 2118.4020.30$19.359.8%660.68--
$320.00Aug 210.504.00$2.25155.6%140.13--
$300.00Aug 210.501.65$1.08106.5%110.06200
$330.00Jul 170.000.40$0.20200.0%100.03147

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 57.5%, max 163.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 17Aug 2136.8%24.4%51.0%9359
$335.00Jul 17Aug 2131.3%24.2%29.5%3173
$370.00Jul 17Aug 2132.5%25.3%28.8%57382
$365.00Jul 17Aug 2128.8%25.2%14.2%44167
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 17Aug 2167.1%25.5%163.3%8--
$330.00Jul 17Aug 2139.8%25.1%58.3%13147

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 18.23, avg 4.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$365.00$370.00Jul 17$0.40$4.60$0.4011.50$365.40
$360.00$365.00Jul 17$0.55$4.45$0.558.09$360.55
$370.00$400.00Aug 21$4.30$25.70$4.305.98$374.30
$365.00$370.00Aug 21$1.55$3.45$1.552.23$366.55
$355.00$360.00Jul 17$1.95$3.05$1.951.56$356.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$300.00Aug 21$0.52$9.48$0.5218.23$309.48
$320.00$310.00Aug 21$0.65$9.35$0.6514.38$319.35
$345.00$330.00Jul 17$1.40$13.60$1.409.71$343.60
$330.00$325.00Aug 21$0.80$4.20$0.805.25$329.20
$340.00$330.00Aug 21$2.30$7.70$2.303.35$337.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 10.11, avg 1.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$335.00Jul 17$4.55$4.55$0.4510.11$334.55
$340.00$345.00Jul 17$4.45$4.45$0.558.09$344.45
$345.00$350.00Jul 17$4.05$4.05$0.954.26$349.05
$335.00$340.00Aug 21$3.65$3.65$1.352.70$338.65
$340.00$350.00Aug 21$6.70$6.70$3.302.03$346.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$350.00Aug 21$3.00$3.00$2.001.50$352.00
$370.00$355.00Aug 21$7.75$7.75$7.251.07$362.25
$355.00$350.00Jul 17$1.75$1.75$3.250.54$353.25
$350.00$340.00Aug 21$3.35$3.35$6.650.50$346.65
$340.00$330.00Aug 21$2.30$2.30$7.700.30$337.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $6.15, cheapest $1.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Jul 17Aug 21$4.8531.3%24.2%
$370.00Jul 17Aug 21$5.0532.5%25.3%
$365.00Jul 17Aug 21$6.2028.8%25.2%
$340.00Jul 17Aug 21$6.3036.8%24.4%
$350.00Jul 17Aug 21$8.1022.5%23.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Jul 17Aug 21$1.0567.1%25.5%
$330.00Jul 17Aug 21$2.7539.8%25.1%
$350.00Jul 17Aug 21$7.3522.5%23.4%
$355.00Jul 17Aug 21$8.6021.8%24.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 1.86% of stock, avg 5.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Jul 17$3.60$3.00$6.60$348.40$361.601.86%
$350.00Jul 17$6.50$1.25$7.75$342.25$357.752.18%
$345.00Jul 17$10.55$1.60$12.15$332.85$357.153.43%
$350.00Aug 21$14.60$8.60$23.20$326.80$373.206.54%
$355.00Aug 21$12.55$11.60$24.15$330.85$379.156.81%
$330.00Jul 17$24.65$0.20$24.85$305.15$354.857.01%
$370.00Aug 21$5.75$19.35$25.10$344.90$395.107.08%
$340.00Aug 21$21.30$5.25$26.55$313.45$366.557.48%
$325.00Jul 17$29.65$1.10$30.75$294.25$355.758.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 36 found (cheapest 0.51% of stock, avg 2.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$325.00Jul 17$0.70$1.10$1.80$323.20$371.80
$370.00$350.00Jul 17$0.70$1.25$1.95$348.05$371.95
$385.00$325.00Jul 17$1.08$1.10$2.18$322.82$387.18
$365.00$325.00Jul 17$1.10$1.10$2.20$322.80$367.20
$370.00$345.00Jul 17$0.70$1.60$2.30$342.70$372.30
$365.00$350.00Jul 17$1.10$1.25$2.35$347.65$367.35
$385.00$350.00Jul 17$1.08$1.25$2.33$347.67$387.33
$365.00$345.00Jul 17$1.10$1.60$2.70$342.30$367.70
$385.00$345.00Jul 17$1.08$1.60$2.68$342.32$387.68
$360.00$325.00Jul 17$1.65$1.10$2.75$322.25$362.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 10.11, avg credit $4.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/355365/370Aug 21$4.55$0.4510.11$350.45$369.55
325/330335/340Aug 21$4.45$0.558.09$325.55$339.45
325/330340/350Aug 21$7.50$2.503.00$322.50$347.50
310/320340/350Aug 21$7.35$2.652.77$312.65$347.35
300/310340/350Aug 21$7.22$2.782.60$302.78$347.22
325/330360/365Aug 21$3.55$1.452.45$326.45$363.55
325/330355/360Aug 21$3.30$1.701.94$326.70$358.30
340/350360/365Aug 21$6.10$3.901.56$343.90$366.10
340/350355/360Aug 21$5.85$4.151.41$344.15$360.85
325/330350/355Aug 21$2.85$2.151.33$327.15$352.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 75.92, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$360.00$365.00$370.00Jul 17$0.15$4.8532.33
$315.00$320.00$325.00Jul 17$0.20$4.8024.00
$340.00$345.00$350.00Jul 17$0.40$4.6011.50
$325.00$330.00$335.00Jul 17$0.45$4.5510.11
$335.00$340.00$345.00Jul 17$0.65$4.356.69
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$300.00$310.00$320.00Aug 21$0.13$9.8775.92
$330.00$340.00$350.00Aug 21$1.05$8.958.52
$320.00$325.00$330.00Aug 21$0.90$4.104.56
$345.00$350.00$355.00Jul 17$2.10$2.901.38

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 $-1.42, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$385.001:2Jul 17-$1.46$13.54
$365.00$370.001:2Jul 17-$0.30$4.70
$360.00$365.001:2Jul 17-$0.55$4.45
$350.00$355.001:2Jul 17-$0.70$4.30
$345.00$350.001:2Jul 17-$2.45$2.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$285.001:2Aug 21-$1.42$13.58
$370.00$355.001:2Aug 21-$3.85$11.15
$310.00$300.001:2Aug 21-$0.56$9.44
$340.00$330.001:2Aug 21-$0.65$9.35
$320.00$310.001:2Aug 21-$0.95$9.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 3.19%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$11.300.510.1%3.19%3.26%50121
$360.00Aug 21$8.800.451.5%2.48%3.96%131529
$365.00Aug 21$5.800.382.9%1.64%4.53%40167
$370.00Aug 21$4.000.324.3%1.13%5.43%4786
$355.00Jul 17$2.000.530.1%0.56%0.64%7--
$360.00Jul 17$1.200.301.5%0.34%1.82%7371
$400.00Aug 21$0.150.1012.8%0.04%12.80%1--
$370.00Jul 17$0.100.124.3%0.03%4.33%10296

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 549
Total Puts 408
Put/Call Ratio 0.74
Net Difference 141

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,338
Total Puts 2,753
Average Put/Call Ratio 0.40
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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