Tour v344
CB
CHUBB LTD
$343.70 +1.86%
$344.94 (+0.36%)🌙
as of 07/16 06:16 PM
7/16 18:16

Option Volume

Detail
Current (07/16) 1,582
Calls: 1,177 (74%)
Puts: 405 (26%)
Prior (07/15) 1,533
Calls: 892 (58%)
Puts: 641 (42%)
Current vs Prior +3.20%
Calls: +31.95% (Calls)
Puts: -36.82% (Puts)
Prior 7-Day Total 10,089
Calls: 7,521 (75%)
Puts: 2,568 (25%)
Prior 7-Day Average 1,441
Calls: 1,074 (75%)
Puts: 366 (25%)
Current vs Prior 7-Day Avg +9.76%
Calls: +9.55%
Puts: +10.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $1.02M
Calls: $620.2K (61%)
Puts: $399.6K (39%)
Prior (07/15) $714.1K
Calls: $382.0K (53%)
Puts: $332.2K (47%)
Current vs Prior +42.80%
Calls: +62.36%
Puts: +20.30%
Prior 7-Day Total $6.87M
Calls: $5.31M (77%)
Puts: $1.56M (23%)
Prior 7-Day Average $981.5K
Calls: $758.3K (77%)
Puts: $223.2K (23%)
Current vs Prior 7-Day Avg +3.90%
Calls: -18.21%
Puts: +79.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.34
Prior (07/15) 0.72
Current vs Prior -52.12%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -18.86%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 10,401
Calls: 7,931 (76%)
Puts: 2,470 (24%)
Prior (07/15) 10,787
Calls: 7,198 (67%)
Puts: 3,589 (33%)
Current vs Prior -3.58%
Prior 7-Day Total 49,197
Calls: 33,726 (69%)
Puts: 15,471 (31%)
Prior 7-Day Average 7,028
Calls: 4,818 (69%)
Puts: 2,210 (31%)
Current vs Prior 7-Day Avg +47.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.35% | 7.08%2.35% | 7.08%
Prior 2.71% | 6.61%2.71% | 6.61%
Current vs Prior -13.41% | +7.20%-13.41% | +7.20%
Prior 7-Day Avg 3.06% | 7.02%3.06% | 7.02%
Current vs 7-Day Avg -23.33% | +0.97%-23.33% | +0.97%
Prior 7-Day Eod 2.71% | 6.61%2.71% | 6.61%
Current vs 7-Day Eod -13.41% | +7.20%-13.41% | +7.20%
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

Moderately bullish flow with 61% call dollar volume ($620.2K). Extreme bullish P/C ratio of 0.34 - heavy call buying (1,177 calls vs 405 puts). P/C ratio dropping 52% - sentiment shifting bullish. Call-heavy open interest (7,931 calls vs 2,470 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 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 -- of results (avg --%, best --%)

No options available for this category

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. 13 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 176.909.90$8.4035.7%61.00183
$330.00Jul 1711.7015.00$13.3524.7%10.87363
$325.00Aug 2121.8025.00$23.4013.7%20.77--
$330.00Aug 2118.7021.80$20.2515.3%50.70--
$340.00Jul 172.656.30$4.4781.7%30.67--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1715.5018.60$17.0518.2%1040.95--
$355.00Jul 1710.4013.60$12.0026.7%1050.90132
$350.00Jul 175.609.00$7.3046.6%10.86--
$345.00Jul 172.205.00$3.6077.8%10.65--
$355.00Aug 2114.6018.50$16.5523.6%10.6456

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 1.1K, top 248)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 170.050.85$0.45177.8%2480.14411
$345.00Jul 170.202.50$1.35170.4%2260.36460
$350.00Aug 216.608.40$7.5024.0%1440.42461
$355.00Aug 214.808.20$6.5052.3%520.361.4K
$360.00Aug 213.406.50$4.9562.6%360.30509
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Jul 1710.4013.60$12.0026.7%1050.90132
$360.00Jul 1715.5018.60$17.0518.2%1040.95--
$320.00Aug 211.453.30$2.3877.7%230.17153
$305.00Aug 210.753.30$2.03125.6%100.11--
$325.00Aug 212.904.60$3.7545.3%70.2339

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 126.3%, max 384.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Jul 17Aug 21121.2%25.0%384.1%5419
$365.00Jul 17Aug 21105.5%25.5%314.6%16378
$330.00Jul 17Aug 2178.1%26.6%193.5%6363
$355.00Jul 17Aug 2152.9%25.7%105.8%761.4K
$340.00Jul 17Aug 2145.3%24.8%82.3%27403
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 17Aug 2165.7%25.3%159.4%939
$355.00Jul 17Aug 2152.9%25.7%105.8%106188
$340.00Jul 17Aug 2145.3%24.8%82.3%262
$350.00Jul 17Aug 2137.9%23.8%59.3%2--
$335.00Jul 17Aug 2135.1%25.7%36.3%872

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 19.00, avg 3.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$380.00Aug 21$0.25$4.75$0.2519.00$375.25
$370.00$375.00Aug 21$0.58$4.42$0.587.62$370.58
$345.00$350.00Jul 17$0.90$4.10$0.904.56$345.90
$350.00$355.00Aug 21$1.00$4.00$1.004.00$351.00
$365.00$370.00Aug 21$1.07$3.93$1.073.67$366.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$305.00$275.00Aug 21$1.85$28.15$1.8515.22$303.15
$315.00$310.00Aug 21$1.25$3.75$1.253.00$313.75
$325.00$320.00Aug 21$1.37$3.63$1.372.65$323.63
$335.00$330.00Aug 21$1.45$3.55$1.452.45$333.55
$340.00$335.00Jul 17$1.65$3.35$1.652.03$338.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 15.67, avg 1.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$340.00Jul 17$3.93$3.93$1.073.67$338.93
$330.00$335.00Aug 21$3.50$3.50$1.502.33$333.50
$345.00$350.00Aug 21$3.50$3.50$1.502.33$348.50
$335.00$340.00Aug 21$3.40$3.40$1.602.13$338.40
$325.00$330.00Aug 21$3.15$3.15$1.851.70$328.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$350.00Jul 17$4.70$4.70$0.3015.67$350.30
$350.00$345.00Jul 17$3.70$3.70$1.302.85$346.30
$355.00$350.00Aug 21$2.90$2.90$2.101.38$352.10
$350.00$340.00Aug 21$4.80$4.80$5.200.92$345.20
$330.00$325.00Aug 21$1.90$1.90$3.100.61$328.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $6.10, cheapest $1.55)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Jul 17Aug 21$1.55121.2%25.0%
$365.00Jul 17Aug 21$2.62105.5%25.5%
$355.00Jul 17Aug 21$6.1052.9%25.7%
$330.00Jul 17Aug 21$6.9078.1%26.6%
$350.00Jul 17Aug 21$7.0537.9%23.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Jul 17Aug 21$3.5065.7%25.3%
$355.00Jul 17Aug 21$4.5552.9%25.7%
$350.00Jul 17Aug 21$6.3537.9%23.8%
$335.00Jul 17Aug 21$6.8235.1%25.7%
$340.00Jul 17Aug 21$6.9245.3%24.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 1.44% of stock, avg 4.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Jul 17$1.35$3.60$4.95$340.05$349.951.44%
$340.00Jul 17$4.47$1.93$6.40$333.60$346.401.86%
$350.00Jul 17$0.45$7.30$7.75$342.25$357.752.25%
$335.00Jul 17$8.40$0.28$8.68$326.32$343.682.53%
$355.00Jul 17$0.40$12.00$12.40$342.60$367.403.61%
$350.00Aug 21$7.50$13.65$21.15$328.85$371.156.15%
$340.00Aug 21$13.35$8.85$22.20$317.80$362.206.46%
$355.00Aug 21$6.50$16.55$23.05$331.95$378.056.71%
$335.00Aug 21$16.75$7.10$23.85$311.15$358.856.94%
$330.00Aug 21$20.25$5.65$25.90$304.10$355.907.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.19% of stock, avg 2.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$325.00Jul 17$0.40$0.25$0.65$324.35$355.65
$350.00$325.00Jul 17$0.45$0.25$0.70$324.30$350.70
$355.00$335.00Jul 17$0.40$0.28$0.68$334.32$355.68
$350.00$335.00Jul 17$0.45$0.28$0.73$334.27$350.73
$365.00$325.00Jul 17$1.08$0.25$1.33$323.67$366.33
$370.00$325.00Jul 17$1.08$0.25$1.33$323.67$371.33
$365.00$335.00Jul 17$1.08$0.28$1.36$333.64$366.36
$370.00$335.00Jul 17$1.08$0.28$1.36$333.64$371.36
$345.00$335.00Jul 17$1.35$0.28$1.63$333.37$346.63
$345.00$325.00Jul 17$1.35$0.25$1.60$323.40$346.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 54 found (best R:R 37.46, avg credit $3.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
320/325330/335Aug 21$4.87$0.1337.46$320.13$334.87
320/325345/350Aug 21$4.87$0.1337.46$320.13$349.87
320/325335/340Aug 21$4.77$0.2320.74$320.23$339.77
310/315330/335Aug 21$4.75$0.2519.00$310.25$334.75
310/315345/350Aug 21$4.75$0.2519.00$310.25$349.75
310/315335/340Aug 21$4.65$0.3513.29$310.35$339.65
310/315325/330Aug 21$4.40$0.607.33$310.60$329.40
325/330340/345Aug 21$4.25$0.755.67$325.75$344.25
350/355360/365Aug 21$4.15$0.854.88$350.85$364.15
350/355365/370Aug 21$3.97$1.033.85$351.03$368.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$335.00$340.00Aug 21$0.10$4.9049.00
$360.00$365.00$370.00Aug 21$0.18$4.8226.78
$355.00$360.00$365.00Aug 21$0.30$4.7015.67
$370.00$375.00$380.00Aug 21$0.33$4.6714.15
$365.00$370.00$375.00Aug 21$0.49$4.519.20
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$335.00$340.00Aug 21$0.30$4.7015.67
$350.00$355.00$360.00Jul 17$0.35$4.6513.29
$320.00$325.00$330.00Aug 21$0.53$4.478.43
$345.00$350.00$355.00Jul 17$1.00$4.004.00
$305.00$310.00$315.00Aug 21$1.60$3.402.12

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 $-0.22, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$365.001:2Jul 17-$1.76$8.24
$350.00$355.001:2Jul 17-$0.35$4.65
$335.00$340.001:2Jul 17-$0.54$4.46
$365.00$370.001:2Jul 17-$1.08$3.92
$370.00$375.001:2Aug 21-$1.47$3.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$325.001:2Jul 17-$0.22$9.78
$350.00$340.001:2Aug 21-$4.05$5.95
$345.00$340.001:2Jul 17-$0.26$4.74
$315.00$310.001:2Aug 21-$0.43$4.57
$325.00$320.001:2Aug 21-$1.01$3.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.68%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Aug 21$9.200.500.4%2.68%3.05%22270
$350.00Aug 21$6.600.421.8%1.92%3.75%144461
$355.00Aug 21$4.800.363.3%1.40%4.68%521.4K
$360.00Aug 21$3.400.304.7%0.99%5.73%36509
$365.00Aug 21$2.400.246.2%0.70%6.90%8206
$375.00Aug 21$1.100.159.1%0.32%9.43%12--
$370.00Aug 21$0.650.187.7%0.19%7.84%4113
$380.00Aug 21$0.600.1310.6%0.17%10.74%3156
$345.00Jul 17$0.200.360.4%0.06%0.44%226460

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 1,177
Total Puts 405
Put/Call Ratio 0.34
Net Difference 772

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,521
Total Puts 2,568
Average Put/Call Ratio 0.42
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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