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