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