Tour v528
CB
CHUBB LTD
$334.84 -0.11%
$338.20 (+1.00%)🌙
as of 09/24 06:17 PM
◀ 9/24 18:17 ▶

Option Volume

Detail
ℹ
Current (09/24) 702
Calls: 511 (73%)
Puts: 191 (27%)
Prior (09/21) 984
Calls: 720 (73%)
Puts: 264 (27%)
Current vs Prior -28.66%
Calls: -29.03% (Calls)
Puts: -27.65% (Puts)
Prior 7-Day Total 13,921
Calls: 11,657 (84%)
Puts: 2,264 (16%)
Prior 7-Day Average 1,988
Calls: 1,665 (84%)
Puts: 323 (16%)
Current vs Prior 7-Day Avg -64.70%
Calls: -69.31%
Puts: -40.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $301.4K
Calls: $218.0K (72%)
Puts: $83.4K (28%)
Prior (09/21) $403.5K
Calls: $276.1K (68%)
Puts: $127.5K (32%)
Current vs Prior -25.32%
Calls: -21.05%
Puts: -34.57%
Prior 7-Day Total $11.89M
Calls: $10.37M (87%)
Puts: $1.52M (13%)
Prior 7-Day Average $1.70M
Calls: $1.48M (87%)
Puts: $217.6K (13%)
Current vs Prior 7-Day Avg -82.26%
Calls: -85.28%
Puts: -61.67%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.37
Prior (09/21) 0.37
Current vs Prior +1.94%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -27.98%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 11,598
Calls: 9,004 (78%)
Puts: 2,594 (22%)
Prior (09/21) 12,318
Calls: 7,699 (63%)
Puts: 4,619 (37%)
Current vs Prior -5.85%
Prior 7-Day Total 103,565
Calls: 58,594 (57%)
Puts: 44,971 (43%)
Prior 7-Day Average 14,795
Calls: 8,370 (57%)
Puts: 6,424 (43%)
Current vs Prior 7-Day Avg -21.61%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 4.70% | 7.81%
Prior 4.80% | 7.83%
Current vs Prior -2.08% | -0.23%
Prior 7-Day Avg 3.27% | 6.07%
Current vs 7-Day Avg +43.84% | +28.59%
Prior 7-Day Eod 4.80% | 7.83%
Current vs 7-Day Eod -2.08% | -0.23%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Prior 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($218.0K). Extreme bullish P/C ratio of 0.37 - heavy call buying (511 calls vs 191 puts). Call-heavy open interest (9,004 calls vs 2,594 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 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 -- 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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 420, top 188)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 160.402.15$1.27137.8%1880.17286
$365.00Oct 160.150.50$0.33106.1%1000.05563
$355.00Oct 161.001.35$1.1829.7%430.141.9K
$345.00Oct 162.553.20$2.8822.6%250.291.8K
$360.00Oct 160.000.90$0.45200.0%50.07193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 163.104.00$3.5525.4%180.3597
$335.00Oct 164.906.10$5.5021.8%170.48--
$325.00Oct 161.903.70$2.8064.3%150.26--
$320.00Oct 161.151.50$1.3326.3%50.16150
$310.00Oct 160.400.70$0.5554.5%10.07--

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. 8 found (best R:R 5.67, avg 9.01)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$365.00Oct 16$0.12$4.88$0.127%40.67$360.12
$340.00$345.00Oct 16$1.67$3.33$1.6740%1.99$341.67
$355.00$360.00Oct 16$0.73$4.27$0.7314%5.85$355.73
$345.00$350.00Oct 16$1.61$3.39$1.6129%2.11$346.61
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$0.75$4.25$0.7535%5.67$329.25
$335.00$330.00Oct 16$1.95$3.05$1.9548%1.56$333.05
$320.00$310.00Oct 16$0.78$9.22$0.7816%11.82$319.22
$325.00$320.00Oct 16$1.47$3.53$1.4726%2.40$323.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.47, avg 0.26)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$350.00Oct 16$1.61$1.61$3.3971%0.47$346.61
$355.00$360.00Oct 16$0.73$0.73$4.2786%0.17$355.73
$340.00$345.00Oct 16$1.67$1.67$3.3360%0.50$341.67
$360.00$365.00Oct 16$0.12$0.12$4.8893%0.02$360.12
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Oct 16$1.47$1.47$3.5374%0.42$323.53
$320.00$310.00Oct 16$0.78$0.78$9.2284%0.08$319.22
$330.00$325.00Oct 16$0.75$0.75$4.2565%0.18$329.25

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.30% of stock, avg 1.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$310.00Oct 16$0.45$0.55$1.00$309.00$361.00
$355.00$310.00Oct 16$1.18$0.55$1.73$308.27$356.73
$360.00$320.00Oct 16$0.45$1.33$1.78$318.22$361.78
$350.00$310.00Oct 16$1.27$0.55$1.82$308.18$351.82
$355.00$320.00Oct 16$1.18$1.33$2.51$317.49$357.51
$350.00$320.00Oct 16$1.27$1.33$2.60$317.40$352.60
$360.00$325.00Oct 16$0.45$2.80$3.25$321.75$363.25
$345.00$310.00Oct 16$2.88$0.55$3.43$306.57$348.43
$350.00$325.00Oct 16$1.27$2.80$4.07$320.93$354.07
$355.00$325.00Oct 16$1.18$2.80$3.98$321.02$358.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 1.60, avg credit $1.82)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325345/350Oct 16$3.08$1.9245%1.60$321.92$348.08
320/325355/360Oct 16$2.20$2.8060%0.79$322.80$357.20
320/325360/365Oct 16$1.59$3.4167%0.47$323.41$361.59
325/330345/350Oct 16$2.36$2.6436%0.89$327.64$347.36
325/330355/360Oct 16$1.48$3.5251%0.42$328.52$356.48
325/330360/365Oct 16$0.87$4.1358%0.21$329.13$360.87
310/320360/365Oct 16$0.90$9.1078%0.10$319.10$360.90
310/320355/360Oct 16$1.51$8.4970%0.18$318.49$356.51
310/320345/350Oct 16$2.39$7.6155%0.31$317.61$347.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 82.33, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Oct 16$0.06$4.9423%82.33
$355.00$360.00$365.00Oct 16$0.61$4.399%7.20
$345.00$350.00$355.00Oct 16$1.52$3.4815%2.29
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$330.00$335.00Oct 16$1.20$3.8022%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-1.21, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$345.001:2Oct 16-$1.21$3.79
$360.00$365.001:2Oct 16-$0.21$4.79
$350.00$355.001:2Oct 16-$1.09$3.91
$345.00$350.001:2Oct 16$0.34$4.66
$355.00$360.001:2Oct 16$0.28$4.72
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Oct 16-$1.60$3.40
$330.00$325.001:2Oct 16-$2.05$2.95
$325.00$320.001:2Oct 16$0.14$4.86
$320.00$310.001:2Oct 16$0.23$9.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.22%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Oct 16$4.100.401.5%1.22%2.77%3401
$345.00Oct 16$2.550.293.0%0.76%3.80%251.8K
$355.00Oct 16$1.000.146.0%0.30%6.32%431.9K
$350.00Oct 16$0.400.174.5%0.12%4.65%188286

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 511
Total Puts 191
Put/Call Ratio 0.37
Net Difference 320

Prior's Put/Call Breakdown

Total Calls 720
Total Puts 264
Put/Call Ratio 0.37
Net Difference 456

Prior 7-Day Put/Call Summary

Total Calls 11,657
Total Puts 2,264
Average Put/Call Ratio 0.52
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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