Tour v340
CB
CHUBB LTD
$337.44 -2.54%
$337.71 (+0.08%)🌙
as of 07/15 06:25 PM
7/15 18:25

Option Volume

Detail
Current (07/15) 1,533
Calls: 892 (58%)
Puts: 641 (42%)
Prior (07/14) 4,148
Calls: 3,453 (83%)
Puts: 695 (17%)
Current vs Prior -63.04%
Calls: -74.17% (Calls)
Puts: -7.77% (Puts)
Prior 7-Day Total 10,575
Calls: 7,657 (72%)
Puts: 2,918 (28%)
Prior 7-Day Average 1,510
Calls: 1,093 (72%)
Puts: 416 (28%)
Current vs Prior 7-Day Avg +1.48%
Calls: -18.45%
Puts: +53.77%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $714.1K
Calls: $382.0K (53%)
Puts: $332.2K (47%)
Prior (07/14) $2.11M
Calls: $1.64M (78%)
Puts: $471.7K (22%)
Current vs Prior -66.16%
Calls: -76.69%
Puts: -29.58%
Prior 7-Day Total $7.40M
Calls: $5.85M (79%)
Puts: $1.56M (21%)
Prior 7-Day Average $1.06M
Calls: $835.4K (79%)
Puts: $222.4K (21%)
Current vs Prior 7-Day Avg -32.49%
Calls: -54.28%
Puts: +49.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.72
Prior (07/14) 0.20
Current vs Prior +257.03%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +56.51%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/15) 10,787
Calls: 7,198 (67%)
Puts: 3,589 (33%)
Prior (07/14) 7,085
Calls: 4,246 (60%)
Puts: 2,839 (40%)
Current vs Prior +52.25%
Prior 7-Day Total 45,092
Calls: 31,753 (70%)
Puts: 13,339 (30%)
Prior 7-Day Average 6,441
Calls: 4,536 (70%)
Puts: 1,905 (30%)
Current vs Prior 7-Day Avg +67.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.71% | 6.61%2.71% | 6.61%
Prior 2.67% | 6.47%2.67% | 6.47%
Current vs Prior +1.49% | +2.14%+1.49% | +2.14%
Prior 7-Day Avg 3.23% | 7.09%3.23% | 7.09%
Current vs 7-Day Avg -16.10% | -6.85%-16.10% | -6.85%
Prior 7-Day Eod 2.67% | 6.47%2.67% | 6.47%
Current vs 7-Day Eod +1.49% | +2.14%+1.49% | +2.14%
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

Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 63% vs prior. P/C ratio rising 257% - increased hedging/bearish positioning. Call-heavy open interest (7,198 calls vs 3,589 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 7 of results (avg 6.8%, best 3.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 219.609.90$9.753.1%570.47359
$320.00Aug 2121.5023.10$22.307.2%10.76--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 218.508.90$8.704.6%10.45--
$355.00Aug 2119.9021.40$20.657.3%10.7457
$330.00Aug 216.507.00$6.757.4%100.3774
$350.00Aug 2116.4017.80$17.108.2%20.67--
$370.00Aug 2132.2035.50$33.859.7%10.87--

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. 11 found (avg delta 0.70, highest 0.88)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 1715.6018.80$17.2018.6%10.88--
$320.00Aug 2121.5023.10$22.307.2%10.76--
$335.00Jul 173.505.20$4.3539.1%190.62170
$335.00Aug 2111.2012.60$11.9011.8%60.55--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2132.2035.50$33.859.7%10.87--
$345.00Jul 177.1010.20$8.6535.8%20.84--
$355.00Aug 2119.9021.40$20.657.3%10.7457
$350.00Aug 2116.4017.80$17.108.2%20.67--
$340.00Jul 173.606.00$4.8050.0%100.6261

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 1.1K, top 231)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 170.050.55$0.30166.7%2310.08284
$360.00Jul 170.000.25$0.13192.3%2300.03613
$350.00Aug 215.006.20$5.6021.4%990.33495
$340.00Jul 171.103.10$2.1095.2%610.381.9K
$340.00Aug 219.609.90$9.753.1%570.47359
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 219.5011.30$10.4017.3%1350.5316
$315.00Aug 212.403.20$2.8028.6%1000.18--
$275.00Aug 210.000.40$0.20200.0%330.02137
$330.00Jul 170.352.90$1.63156.4%300.25147
$325.00Jul 170.002.50$1.25200.0%200.17155

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 88.5%, max 243.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 17Aug 2163.4%24.4%159.8%2--
$355.00Jul 17Aug 2156.7%23.8%137.8%16253
$360.00Jul 17Aug 2146.9%24.5%91.2%232613
$350.00Jul 17Aug 2135.6%25.0%42.3%330779
$335.00Jul 17Aug 2131.1%22.7%37.2%25170
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 17Aug 21108.4%31.6%243.4%3--
$320.00Jul 17Aug 2163.4%24.4%159.8%16410
$325.00Jul 17Aug 2154.9%22.7%142.2%29193
$330.00Jul 17Aug 2144.8%23.3%92.3%40221
$335.00Jul 17Aug 2131.1%22.7%37.2%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 30.91, avg 7.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Jul 17$0.33$4.67$0.3314.15$345.33
$360.00$375.00Aug 21$1.78$13.22$1.787.43$361.78
$355.00$360.00Jul 17$0.60$4.40$0.607.33$355.60
$355.00$360.00Aug 21$0.83$4.17$0.835.02$355.83
$340.00$345.00Jul 17$1.47$3.53$1.472.40$341.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$285.00Aug 21$0.47$14.53$0.4730.91$299.53
$320.00$305.00Jul 17$0.52$14.48$0.5227.85$319.48
$315.00$300.00Aug 21$0.85$14.15$0.8516.65$314.15
$325.00$320.00Jul 17$0.30$4.70$0.3015.67$324.70
$330.00$325.00Jul 17$0.38$4.62$0.3812.16$329.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 7.33, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$335.00Jul 17$12.85$12.85$2.155.98$332.85
$320.00$335.00Aug 21$10.40$10.40$4.602.26$330.40
$335.00$340.00Jul 17$2.25$2.25$2.750.82$337.25
$335.00$340.00Aug 21$2.15$2.15$2.850.75$337.15
$340.00$345.00Aug 21$2.10$2.10$2.900.72$342.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$355.00Aug 21$13.20$13.20$1.807.33$356.80
$345.00$340.00Jul 17$3.85$3.85$1.153.35$341.15
$350.00$345.00Aug 21$3.60$3.60$1.402.57$346.40
$355.00$350.00Aug 21$3.55$3.55$1.452.45$351.45
$345.00$340.00Aug 21$3.10$3.10$1.901.63$341.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $4.88, cheapest $1.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Jul 17Aug 21$2.8746.9%24.5%
$355.00Jul 17Aug 21$3.1056.7%23.8%
$320.00Jul 17Aug 21$5.1063.4%24.4%
$350.00Jul 17Aug 21$5.3035.6%25.0%
$345.00Jul 17Aug 21$7.0231.0%25.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 17Aug 21$1.20108.4%31.6%
$320.00Jul 17Aug 21$2.9063.4%24.4%
$325.00Jul 17Aug 21$3.4554.9%22.7%
$345.00Jul 17Aug 21$4.8531.0%25.9%
$330.00Jul 17Aug 21$5.1244.8%23.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.89% of stock, avg 5.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Jul 17$4.35$2.03$6.38$328.62$341.381.89%
$340.00Jul 17$2.10$4.80$6.90$333.10$346.902.04%
$345.00Jul 17$0.63$8.65$9.28$335.72$354.282.75%
$320.00Jul 17$17.20$0.95$18.15$301.85$338.155.38%
$340.00Aug 21$9.75$10.40$20.15$319.85$360.155.97%
$335.00Aug 21$11.90$8.70$20.60$314.40$355.606.10%
$345.00Aug 21$7.65$13.50$21.15$323.85$366.156.27%
$350.00Aug 21$5.60$17.10$22.70$327.30$372.706.73%
$355.00Aug 21$3.83$20.65$24.48$330.52$379.487.25%
$320.00Aug 21$22.30$3.85$26.15$293.85$346.157.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.31% of stock, avg 2.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$300.00Jul 17$0.30$0.75$1.05$298.95$351.05
$350.00$320.00Jul 17$0.30$0.95$1.25$318.75$351.25
$345.00$300.00Jul 17$0.63$0.75$1.38$298.62$346.38
$355.00$300.00Jul 17$0.73$0.75$1.48$298.52$356.48
$350.00$325.00Jul 17$0.30$1.25$1.55$323.45$351.55
$345.00$320.00Jul 17$0.63$0.95$1.58$318.42$346.58
$355.00$320.00Jul 17$0.73$0.95$1.68$318.32$356.68
$345.00$325.00Jul 17$0.63$1.25$1.88$323.12$346.88
$350.00$330.00Jul 17$0.30$1.63$1.93$328.07$351.93
$355.00$325.00Jul 17$0.73$1.25$1.98$323.02$356.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 71 found (best R:R 37.46, avg credit $3.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/345350/355Aug 21$4.87$0.1337.46$340.13$354.87
340/345355/360Jul 17$4.45$0.558.09$340.55$359.45
345/350355/360Aug 21$4.43$0.577.77$345.57$359.43
325/330335/340Aug 21$4.20$0.805.25$325.80$339.20
325/330340/345Aug 21$4.15$0.854.88$325.85$344.15
325/330345/350Aug 21$4.10$0.904.56$325.90$349.10
330/335340/345Aug 21$4.05$0.954.26$330.95$344.05
330/335345/350Aug 21$4.00$1.004.00$331.00$349.00
340/345355/360Aug 21$3.93$1.073.67$341.07$358.93
275/285320/335Aug 21$11.68$3.323.52$273.32$331.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Aug 21$0.05$4.9599.00
$345.00$350.00$355.00Aug 21$0.28$4.7216.86
$345.00$350.00$355.00Jul 17$0.76$4.245.58
$335.00$340.00$345.00Jul 17$0.78$4.225.41
$350.00$355.00$360.00Aug 21$0.94$4.064.32
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Jul 17$0.08$4.9261.50
$285.00$300.00$315.00Aug 21$0.38$14.6238.47
$340.00$345.00$350.00Aug 21$0.50$4.509.00
$335.00$340.00$345.00Jul 17$1.08$3.923.63
$320.00$325.00$330.00Aug 21$1.20$3.803.17

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 $-1.01, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$335.001:2Aug 21-$1.50$13.50
$360.00$370.001:2Jul 17-$0.57$9.43
$350.00$355.001:2Jul 17-$1.16$3.84
$350.00$355.001:2Aug 21-$2.06$2.94
$355.00$360.001:2Aug 21-$2.17$2.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$285.001:2Aug 21-$1.01$13.99
$315.00$300.001:2Aug 21-$1.10$13.90
$370.00$355.001:2Aug 21-$7.45$7.55
$325.00$320.001:2Jul 17-$0.65$4.35
$330.00$325.001:2Jul 17-$0.87$4.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.84%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Aug 21$9.600.470.8%2.84%3.60%57359
$345.00Aug 21$6.700.402.2%1.99%4.23%22262
$350.00Aug 21$5.000.333.7%1.48%5.20%99495
$355.00Aug 21$2.950.265.2%0.87%6.08%15--
$360.00Aug 21$2.400.216.7%0.71%7.40%2--
$340.00Jul 17$1.100.380.8%0.33%1.08%611.9K
$345.00Jul 17$0.300.162.2%0.09%2.33%3461

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 892
Total Puts 641
Put/Call Ratio 0.72
Net Difference 251

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,657
Total Puts 2,918
Average Put/Call Ratio 0.46
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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