Tour v334
CB
CHUBB LTD
$346.22 -2.40%
$347.76 (+0.44%)🌙
as of 07/14 06:41 PM
7/14 18:41

Option Volume

Detail
Current (07/14) 4,148
Calls: 3,453 (83%)
Puts: 695 (17%)
Prior (07/13) 957
Calls: 549 (57%)
Puts: 408 (43%)
Current vs Prior +333.44%
Calls: +528.96% (Calls)
Puts: +70.34% (Puts)
Prior 7-Day Total 8,799
Calls: 6,332 (72%)
Puts: 2,467 (28%)
Prior 7-Day Average 1,257
Calls: 904 (72%)
Puts: 352 (28%)
Current vs Prior 7-Day Avg +229.99%
Calls: +281.73%
Puts: +97.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $2.11M
Calls: $1.64M (78%)
Puts: $471.7K (22%)
Prior (07/13) $764.2K
Calls: $530.8K (69%)
Puts: $233.3K (31%)
Current vs Prior +176.16%
Calls: +208.70%
Puts: +102.14%
Prior 7-Day Total $9.65M
Calls: $8.31M (86%)
Puts: $1.33M (14%)
Prior 7-Day Average $1.38M
Calls: $1.19M (86%)
Puts: $190.3K (14%)
Current vs Prior 7-Day Avg +53.14%
Calls: +37.96%
Puts: +147.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.20
Prior (07/13) 0.74
Current vs Prior -72.92%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -54.94%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 7,085
Calls: 4,246 (60%)
Puts: 2,839 (40%)
Prior (07/13) 6,010
Calls: 3,675 (61%)
Puts: 2,335 (39%)
Current vs Prior +17.89%
Prior 7-Day Total 48,874
Calls: 35,875 (73%)
Puts: 12,999 (27%)
Prior 7-Day Average 6,982
Calls: 5,125 (73%)
Puts: 1,857 (27%)
Current vs Prior 7-Day Avg +1.48%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.67% | 6.47%2.67% | 6.47%
Prior 2.68% | 7.39%2.68% | 7.39%
Current vs Prior -0.24% | -12.40%-0.24% | -12.40%
Prior 7-Day Avg 3.43% | 7.24%3.43% | 7.24%
Current vs 7-Day Avg -22.10% | -10.62%-22.11% | -10.62%
Prior 7-Day Eod 2.68% | 7.39%2.68% | 7.39%
Current vs 7-Day Eod -0.24% | -12.40%-0.24% | -12.40%
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
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($1.64M) vs puts ($471.7K). Massive premium surge with dollar volume up 176% vs prior. Dollar volume significantly above 7-day average (53% higher). Unusually high activity with volume up 333% vs prior - elevated interest.

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 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 1 of results (avg 9.4%, best 9.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 2111.1012.20$11.659.4%230.55256
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. 9 found (avg delta 0.70, highest 0.93)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 1710.7014.00$12.3526.7%30.91--
$335.00Aug 2117.5019.90$18.7012.8%30.69--
$345.00Jul 173.505.80$4.6549.5%2630.57459
$345.00Aug 2111.1012.20$11.659.4%230.55256
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1711.9015.00$13.4523.0%20.93--
$365.00Jul 1716.7019.90$18.3017.5%20.86--
$350.00Jul 173.206.00$4.6060.9%60.6657
$355.00Aug 2112.7014.70$13.7014.6%550.608
$350.00Aug 219.6011.90$10.7521.4%1110.5354

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 3.9K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 216.908.20$7.5517.2%1.3K0.40123
$375.00Aug 210.453.00$1.73147.4%1.2K0.14200
$345.00Jul 173.505.80$4.6549.5%2630.57459
$360.00Jul 170.100.60$0.35142.9%2520.08373
$350.00Aug 218.3010.60$9.4524.3%1670.47423
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 219.6011.90$10.7521.4%1110.5354
$345.00Jul 171.404.70$3.05108.2%1040.43--
$285.00Aug 210.002.75$1.38199.3%800.0693
$355.00Aug 2112.7014.70$13.7014.6%550.608
$325.00Aug 211.253.90$2.58102.7%390.1846

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 61.8%, max 258.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Jul 17Aug 2156.9%22.6%151.9%57409
$345.00Jul 17Aug 2130.4%21.0%44.9%286715
$355.00Jul 17Aug 2132.5%24.7%31.7%1.3K373
$335.00Jul 17Aug 2129.0%23.7%22.2%6--
$360.00Jul 17Aug 2130.5%25.5%19.5%253882
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 17Aug 21111.8%31.2%258.0%347
$330.00Jul 17Aug 2133.7%22.2%51.8%18216
$340.00Jul 17Aug 2127.0%23.0%17.6%3873
$350.00Jul 17Aug 2126.9%24.4%10.3%117111

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 16.54, avg 4.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$355.00Jul 17$0.73$4.27$0.735.85$350.73
$355.00$360.00Jul 17$0.80$4.20$0.805.25$355.80
$370.00$375.00Aug 21$0.97$4.03$0.974.15$370.97
$355.00$360.00Aug 21$1.35$3.65$1.352.70$356.35
$360.00$370.00Aug 21$3.50$6.50$3.501.86$363.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$300.00Aug 21$0.57$9.43$0.5716.54$309.43
$325.00$320.00Aug 21$0.33$4.67$0.3314.15$324.67
$340.00$330.00Jul 17$0.79$9.21$0.7911.66$339.21
$320.00$315.00Aug 21$0.52$4.48$0.528.62$319.48
$300.00$295.00Aug 21$0.60$4.40$0.607.33$299.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 32.33, avg 2.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$345.00Jul 17$7.70$7.70$2.303.35$342.70
$335.00$345.00Aug 21$7.05$7.05$2.952.39$342.05
$345.00$350.00Jul 17$2.77$2.77$2.231.24$347.77
$345.00$350.00Aug 21$2.20$2.20$2.800.79$347.20
$350.00$355.00Aug 21$1.90$1.90$3.100.61$351.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$360.00Jul 17$4.85$4.85$0.1532.33$360.15
$360.00$350.00Jul 17$8.85$8.85$1.157.70$351.15
$355.00$350.00Aug 21$2.95$2.95$2.051.44$352.05
$335.00$330.00Aug 21$2.05$2.05$2.950.69$332.95
$345.00$340.00Jul 17$2.03$2.03$2.970.68$342.97

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $5.60, cheapest $1.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Jul 17Aug 21$1.8556.9%22.6%
$360.00Jul 17Aug 21$5.8530.5%25.5%
$335.00Jul 17Aug 21$6.3529.0%23.7%
$355.00Jul 17Aug 21$6.4032.5%24.7%
$345.00Jul 17Aug 21$7.0030.4%21.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Jul 17Aug 21$3.2233.7%22.2%
$340.00Jul 17Aug 21$6.0327.0%23.0%
$350.00Jul 17Aug 21$6.1526.9%24.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 1.87% of stock, avg 4.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Jul 17$1.88$4.60$6.48$343.52$356.481.87%
$345.00Jul 17$4.65$3.05$7.70$337.30$352.702.22%
$360.00Jul 17$0.35$13.45$13.80$346.20$373.803.99%
$350.00Aug 21$9.45$10.75$20.20$329.80$370.205.83%
$355.00Aug 21$7.55$13.70$21.25$333.75$376.256.14%
$335.00Aug 21$18.70$5.50$24.20$310.80$359.206.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 41 found (cheapest 0.17% of stock, avg 1.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$330.00Jul 17$0.35$0.23$0.58$329.42$360.58
$370.00$330.00Jul 17$0.85$0.23$1.08$328.92$371.08
$355.00$330.00Jul 17$1.15$0.23$1.38$328.62$356.38
$360.00$340.00Jul 17$0.35$1.02$1.37$338.63$361.37
$360.00$300.00Jul 17$0.35$1.08$1.43$298.57$361.43
$370.00$340.00Jul 17$0.85$1.02$1.87$338.13$371.87
$370.00$300.00Jul 17$0.85$1.08$1.93$298.07$371.93
$350.00$330.00Jul 17$1.88$0.23$2.11$327.89$352.11
$355.00$340.00Jul 17$1.15$1.02$2.17$337.83$357.17
$355.00$300.00Jul 17$1.15$1.08$2.23$297.77$357.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 5.67, avg credit $3.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/335345/350Aug 21$4.25$0.755.67$330.75$349.25
325/330335/345Aug 21$7.92$2.083.81$322.08$342.92
330/335350/355Aug 21$3.95$1.053.76$331.05$353.95
350/355370/375Aug 21$3.92$1.083.63$351.08$373.92
295/300335/345Aug 21$7.65$2.353.26$292.35$342.65
300/310335/345Aug 21$7.62$2.383.20$302.38$342.62
315/320335/345Aug 21$7.57$2.433.12$312.43$342.57
335/340345/350Aug 21$3.75$1.253.00$336.25$348.75
320/325335/345Aug 21$7.38$2.622.82$317.62$342.38
340/350360/370Aug 21$7.20$2.802.57$342.80$367.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 15.67, cheapest $0.30)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Aug 21$0.30$4.7015.67
$350.00$355.00$360.00Aug 21$0.55$4.458.09
$370.00$375.00$380.00Aug 21$1.16$3.843.31
$345.00$350.00$355.00Jul 17$2.04$2.961.45
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Aug 21$0.44$4.5610.36
$320.00$325.00$330.00Aug 21$0.54$4.468.26
$290.00$295.00$300.00Aug 21$0.55$4.458.09
$285.00$290.00$295.00Aug 21$1.00$4.004.00
$325.00$330.00$335.00Aug 21$1.18$3.823.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-1.93, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$370.001:2Jul 17-$1.35$8.65
$335.00$345.001:2Aug 21-$4.60$5.40
$350.00$355.001:2Jul 17-$0.42$4.58
$370.00$375.001:2Aug 21-$0.76$4.24
$375.00$380.001:2Aug 21-$2.11$2.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$300.001:2Jul 17-$1.93$28.07
$310.00$300.001:2Aug 21-$0.51$9.49
$350.00$340.001:2Aug 21-$3.35$6.65
$295.00$290.001:2Aug 21-$0.38$4.62
$320.00$315.001:2Aug 21-$1.21$3.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.40%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Aug 21$8.300.471.1%2.40%3.49%167423
$355.00Aug 21$6.900.402.5%1.99%4.53%1.3K123
$360.00Aug 21$5.400.344.0%1.56%5.54%1509
$370.00Aug 21$1.200.206.9%0.35%7.22%3113
$350.00Jul 17$1.150.341.1%0.33%1.42%29261
$380.00Aug 21$1.050.149.8%0.30%10.06%3--
$375.00Aug 21$0.450.148.3%0.13%8.44%1.2K200
$355.00Jul 17$0.250.212.5%0.07%2.61%5250
$360.00Jul 17$0.100.084.0%0.03%4.01%252373

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 3,453
Total Puts 695
Put/Call Ratio 0.20
Net Difference 2,758

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,332
Total Puts 2,467
Average Put/Call Ratio 0.45
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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