Tour v366
CB
CHUBB LTD
$352.53 +0.11%
$352.34 (-0.05%)🌙
as of 07/20 06:00 PM
7/20 18:00

Option Volume

Detail
Current (07/20) 1,154
Calls: 742 (64%)
Puts: 412 (36%)
Prior (07/17) 4,473
Calls: 4,167 (93%)
Puts: 306 (7%)
Current vs Prior -74.20%
Calls: -82.19% (Calls)
Puts: +34.64% (Puts)
Prior 7-Day Total 14,387
Calls: 11,604 (81%)
Puts: 2,783 (19%)
Prior 7-Day Average 2,055
Calls: 1,657 (81%)
Puts: 397 (19%)
Current vs Prior 7-Day Avg -43.85%
Calls: -55.24%
Puts: +3.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $1.02M
Calls: $615.7K (60%)
Puts: $404.0K (40%)
Prior (07/17) $6.82M
Calls: $6.56M (96%)
Puts: $266.4K (4%)
Current vs Prior -85.05%
Calls: -90.61%
Puts: +51.69%
Prior 7-Day Total $12.72M
Calls: $10.82M (85%)
Puts: $1.90M (15%)
Prior 7-Day Average $1.82M
Calls: $1.55M (85%)
Puts: $270.9K (15%)
Current vs Prior 7-Day Avg -43.88%
Calls: -60.18%
Puts: +49.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.56
Prior (07/17) 0.07
Current vs Prior +656.13%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg +50.59%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 32,624
Calls: 19,993 (61%)
Puts: 12,631 (39%)
Prior (07/17) 12,941
Calls: 11,285 (87%)
Puts: 1,656 (13%)
Current vs Prior +152.10%
Prior 7-Day Total 58,922
Calls: 43,055 (73%)
Puts: 15,867 (27%)
Prior 7-Day Average 8,417
Calls: 6,150 (73%)
Puts: 2,266 (27%)
Current vs Prior 7-Day Avg +287.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.02% | 8.21%
Prior 7.03% | 8.56%
Current vs Prior -0.10% | -4.08%
Prior 7-Day Avg 3.38% | 7.21%
Current vs 7-Day Avg +107.82% | +13.86%
Prior 7-Day Eod 7.03% | 8.56%
Current vs 7-Day Eod -0.10% | -4.08%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 26.38% | 23.12%
Calls: 24.43% | 21.67%
Puts: 28.33% | 24.56%
Prior 16.42% | 11.19%
Calls: 14.12% | 9.05%
Puts: 18.72% | 13.33%
Current vs Prior +60.66% | +106.61%
Prior 7-Day Avg 16.42% | 11.19%
Calls: 14.12% | 9.05%
Puts: 18.72% | 13.33%
Current vs 7-Day Avg +60.66% | +106.61%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($615.7K). Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 74% vs prior. Bullish P/C ratio of 0.56.

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 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 5 of results (avg 8.1%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2162.1066.30$64.206.5%--0.9427
$300.00Aug 2152.6056.50$54.557.1%--0.9217
$305.00Aug 2147.7051.70$49.708.0%--0.9219
$310.00Aug 2143.0047.00$45.008.9%--0.9216
$315.00Aug 2138.3042.30$40.309.9%--0.8914
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. 15 found (avg delta 0.77, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2162.1066.30$64.206.5%--0.9427
$300.00Aug 2152.6056.50$54.557.1%--0.9217
$310.00Aug 2143.0047.00$45.008.9%--0.9216
$305.00Aug 2147.7051.70$49.708.0%--0.9219
$315.00Aug 2138.3042.30$40.309.9%--0.8914
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2119.8022.90$21.3514.5%--0.7171
$360.00Aug 2112.7016.20$14.4524.2%500.59110
$355.00Aug 219.9013.30$11.6029.3%990.5186

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 743, top 127)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 213.906.50$5.2050.0%1270.30157
$365.00Aug 215.207.70$6.4538.8%790.35217
$390.00Aug 210.551.95$1.25112.0%620.104
$355.00Aug 219.0012.20$10.6030.2%540.491.5K
$375.00Aug 212.605.40$4.0070.0%500.241.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 219.9013.30$11.6029.3%990.5186
$360.00Aug 2112.7016.20$14.4524.2%500.59110
$315.00Aug 210.403.20$1.80155.6%310.11182
$320.00Aug 210.703.80$2.25137.8%210.13174
$335.00Aug 213.305.30$4.3046.5%200.2577

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 19.00, avg 4.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$375.00Aug 21$1.20$3.80$1.203.17$371.20
$365.00$370.00Aug 21$1.25$3.75$1.253.00$366.25
$360.00$365.00Aug 21$1.35$3.65$1.352.70$361.35
$385.00$390.00Aug 21$1.40$3.60$1.402.57$386.40
$375.00$380.00Aug 21$1.70$3.30$1.701.94$376.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$295.00Aug 21$0.25$4.75$0.2519.00$299.75
$315.00$310.00Aug 21$0.45$4.55$0.4510.11$314.55
$320.00$315.00Aug 21$0.45$4.55$0.4510.11$319.55
$335.00$330.00Aug 21$0.50$4.50$0.509.00$334.50
$340.00$335.00Aug 21$0.80$4.20$0.805.25$339.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 32.33, avg 4.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$305.00Aug 21$4.85$4.85$0.1532.33$304.85
$290.00$300.00Aug 21$9.65$9.65$0.3527.57$299.65
$305.00$310.00Aug 21$4.70$4.70$0.3015.67$309.70
$310.00$315.00Aug 21$4.70$4.70$0.3015.67$314.70
$315.00$320.00Aug 21$4.55$4.55$0.4510.11$319.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$360.00Aug 21$6.90$6.90$3.102.23$363.10
$360.00$355.00Aug 21$2.85$2.85$2.151.33$357.15
$350.00$345.00Aug 21$2.20$2.20$2.800.79$347.80
$355.00$350.00Aug 21$2.20$2.20$2.800.79$352.80
$345.00$340.00Aug 21$2.10$2.10$2.900.72$342.90

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 6.30% of stock, avg 10.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Aug 21$10.60$11.60$22.20$332.80$377.206.30%
$360.00Aug 21$7.80$14.45$22.25$337.75$382.256.31%
$350.00Aug 21$13.15$9.40$22.55$327.45$372.556.40%
$345.00Aug 21$16.35$7.20$23.55$321.45$368.556.68%
$340.00Aug 21$19.85$5.10$24.95$315.05$364.957.08%
$370.00Aug 21$5.20$21.35$26.55$343.45$396.557.53%
$335.00Aug 21$23.60$4.30$27.90$307.10$362.907.91%
$330.00Aug 21$27.05$3.80$30.85$299.15$360.858.75%
$325.00Aug 21$31.30$2.17$33.47$291.53$358.479.49%
$320.00Aug 21$35.75$2.25$38.00$282.00$358.0010.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.21% of stock, avg 3.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$330.00Aug 21$4.00$3.80$7.80$322.20$382.80
$375.00$335.00Aug 21$4.00$4.30$8.30$326.70$383.30
$370.00$330.00Aug 21$5.20$3.80$9.00$321.00$379.00
$375.00$340.00Aug 21$4.00$5.10$9.10$330.90$384.10
$370.00$335.00Aug 21$5.20$4.30$9.50$325.50$379.50
$365.00$330.00Aug 21$6.45$3.80$10.25$319.75$375.25
$370.00$340.00Aug 21$5.20$5.10$10.30$329.70$380.30
$365.00$335.00Aug 21$6.45$4.30$10.75$324.25$375.75
$375.00$345.00Aug 21$4.00$7.20$11.20$333.80$386.20
$365.00$340.00Aug 21$6.45$5.10$11.55$328.45$376.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 49.00, avg credit $4.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
310/315320/325Aug 21$4.90$0.1049.00$310.10$324.90
295/300315/320Aug 21$4.80$0.2024.00$295.20$319.80
295/300320/325Aug 21$4.70$0.3015.67$295.30$324.70
310/315325/330Aug 21$4.70$0.3015.67$310.30$329.70
315/320325/330Aug 21$4.70$0.3015.67$315.30$329.70
295/300325/330Aug 21$4.50$0.509.00$295.50$329.50
310/315335/340Aug 21$4.20$0.805.25$310.80$339.20
315/320335/340Aug 21$4.20$0.805.25$315.80$339.20
295/300335/340Aug 21$4.00$1.004.00$296.00$339.00
330/335340/345Aug 21$4.00$1.004.00$331.00$344.00

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
$315.00$320.00$325.00Aug 21$0.10$4.9049.00
$360.00$365.00$370.00Aug 21$0.10$4.9049.00
$300.00$305.00$310.00Aug 21$0.15$4.8532.33
$310.00$315.00$320.00Aug 21$0.15$4.8532.33
$320.00$325.00$330.00Aug 21$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 21$0.10$4.9049.00
$290.00$295.00$300.00Aug 21$0.15$4.8532.33
$330.00$335.00$340.00Aug 21$0.30$4.7015.67
$350.00$355.00$360.00Aug 21$0.65$4.356.69
$305.00$310.00$315.00Aug 21$0.68$4.326.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-1.51, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Aug 21-$1.51$8.49
$375.00$380.001:2Aug 21-$0.60$4.40
$370.00$375.001:2Aug 21-$2.80$2.20
$380.00$385.001:2Aug 21-$3.00$2.00
$365.00$370.001:2Aug 21-$3.95$1.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$325.001:2Aug 21-$0.54$4.46
$315.00$310.001:2Aug 21-$0.90$4.10
$290.00$285.001:2Aug 21-$1.19$3.81
$300.00$295.001:2Aug 21-$1.20$3.80
$295.00$290.001:2Aug 21-$1.25$3.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 2.55%, avg 1.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$9.000.490.7%2.55%3.25%541.5K
$360.00Aug 21$6.600.412.1%1.87%3.99%4546
$365.00Aug 21$5.200.353.5%1.48%5.01%79217
$370.00Aug 21$3.900.305.0%1.11%6.06%127157
$375.00Aug 21$2.600.246.4%0.74%7.11%501.6K
$380.00Aug 21$1.600.177.8%0.45%8.25%9214
$385.00Aug 21$1.200.179.2%0.34%9.55%--74
$390.00Aug 21$0.550.1010.6%0.16%10.78%624

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 742
Total Puts 412
Put/Call Ratio 0.56
Net Difference 330

Prior's Put/Call Breakdown

Total Calls 4,167
Total Puts 306
Put/Call Ratio 0.07
Net Difference 3,861

Prior 7-Day Put/Call Summary

Total Calls 11,604
Total Puts 2,783
Average Put/Call Ratio 0.37
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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