Tour v528
CB
CHUBB LTD
$333.37 -0.44%
◀ 9/25 18:14 ▶

Option Volume

Detail
ℹ
Current (09/25) 345
Calls: 244 (71%)
Puts: 101 (29%)
Prior (09/24) 702
Calls: 511 (73%)
Puts: 191 (27%)
Current vs Prior -50.85%
Calls: -52.25% (Calls)
Puts: -47.12% (Puts)
Prior 7-Day Total 12,107
Calls: 9,832 (81%)
Puts: 2,275 (19%)
Prior 7-Day Average 1,729
Calls: 1,404 (81%)
Puts: 325 (19%)
Current vs Prior 7-Day Avg -80.05%
Calls: -82.63%
Puts: -68.92%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25) $437.9K
Calls: $384.8K (88%)
Puts: $53.1K (12%)
Prior (09/24) $301.4K
Calls: $218.0K (72%)
Puts: $83.4K (28%)
Current vs Prior +45.31%
Calls: +76.57%
Puts: -36.36%
Prior 7-Day Total $5.98M
Calls: $4.42M (74%)
Puts: $1.55M (26%)
Prior 7-Day Average $853.7K
Calls: $631.6K (74%)
Puts: $222.1K (26%)
Current vs Prior 7-Day Avg -48.70%
Calls: -39.07%
Puts: -76.10%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25) 0.41
Prior (09/24) 0.37
Current vs Prior +10.74%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -26.27%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25) 12,195
Calls: 7,587 (62%)
Puts: 4,608 (38%)
Prior (09/24) 11,598
Calls: 9,004 (78%)
Puts: 2,594 (22%)
Current vs Prior +5.15%
Prior 7-Day Total 98,927
Calls: 58,421 (59%)
Puts: 40,506 (41%)
Prior 7-Day Average 14,132
Calls: 8,345 (59%)
Puts: 5,786 (41%)
Current vs Prior 7-Day Avg -13.71%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 4.35% | 7.42%
Prior 4.70% | 7.81%
Current vs Prior -7.53% | -4.94%
Prior 7-Day Avg 3.49% | 6.34%
Current vs 7-Day Avg +24.68% | +17.08%
Prior 7-Day Eod 4.70% | 7.81%
Current vs 7-Day Eod -7.53% | -4.94%
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

Strong bullish conviction with 88% of dollar volume in calls ($384.8K) vs puts ($53.1K). Below-average activity with volume down 51% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (244 calls vs 101 puts). Call-heavy open interest (7,587 calls vs 4,608 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. 4 found (avg delta 0.61, highest 0.76)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 1611.3013.00$12.1514.0%10.763
$335.00Oct 165.307.20$6.2530.4%40.5188
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 168.209.60$8.9015.7%60.65284
$335.00Oct 164.206.90$5.5548.6%30.511.6K

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 138, top 24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Oct 160.201.00$0.60133.3%240.08197
$370.00Oct 160.050.65$0.35171.4%200.04--
$365.00Oct 160.000.55$0.28196.4%70.04640
$335.00Oct 165.307.20$6.2530.4%40.5188
$345.00Oct 160.352.55$1.45151.7%40.211.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Oct 160.650.90$0.7832.1%230.10--
$325.00Oct 161.702.60$2.1541.9%210.241.7K
$330.00Oct 163.404.20$3.8021.1%140.37111
$340.00Oct 168.209.60$8.9015.7%60.65284
$335.00Oct 164.206.90$5.5548.6%30.511.6K

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. 11 found (best R:R 0.69, avg 8.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$325.00$335.00Oct 16$5.90$4.10$5.9076%0.69$330.90
$355.00$360.00Oct 16$0.17$4.83$0.1711%28.41$355.17
$360.00$365.00Oct 16$0.32$4.68$0.328%14.63$360.32
$350.00$355.00Oct 16$0.76$4.24$0.7618%5.58$350.76
$335.00$340.00Oct 16$2.60$2.40$2.6051%0.92$337.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$330.00Oct 16$1.75$3.25$1.7551%1.86$333.25
$325.00$320.00Oct 16$0.75$4.25$0.7524%5.67$324.25
$315.00$300.00Oct 16$0.50$14.50$0.5010%29.00$314.50
$320.00$315.00Oct 16$0.62$4.38$0.6216%7.06$319.38
$330.00$325.00Oct 16$1.65$3.35$1.6537%2.03$328.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.79, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$345.00Oct 16$2.20$2.20$2.8063%0.79$342.20
$335.00$340.00Oct 16$2.60$2.60$2.4049%1.08$337.60
$350.00$355.00Oct 16$0.76$0.76$4.2482%0.18$350.76
$360.00$365.00Oct 16$0.32$0.32$4.6892%0.07$360.32
$355.00$360.00Oct 16$0.17$0.17$4.8389%0.04$355.17
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$1.65$1.65$3.3563%0.49$328.35
$320.00$315.00Oct 16$0.62$0.62$4.3884%0.14$319.38
$315.00$300.00Oct 16$0.50$0.50$14.5090%0.03$314.50
$325.00$320.00Oct 16$0.75$0.75$4.2576%0.18$324.25

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. 3 found (cheapest 3.54% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Oct 16$6.25$5.55$11.80$323.20$346.803.54%
$340.00Oct 16$3.65$8.90$12.55$327.45$352.553.76%
$325.00Oct 16$12.15$2.15$14.30$310.70$339.304.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.41% of stock, avg 1.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$315.00Oct 16$0.60$0.78$1.38$313.62$361.38
$355.00$315.00Oct 16$0.77$0.78$1.55$313.45$356.55
$360.00$320.00Oct 16$0.60$1.40$2.00$318.00$362.00
$355.00$320.00Oct 16$0.77$1.40$2.17$317.83$357.17
$350.00$315.00Oct 16$1.53$0.78$2.31$312.69$352.31
$345.00$315.00Oct 16$1.45$0.78$2.23$312.77$347.23
$345.00$320.00Oct 16$1.45$1.40$2.85$317.15$347.85
$350.00$320.00Oct 16$1.53$1.40$2.93$317.07$352.93
$360.00$325.00Oct 16$0.60$2.15$2.75$322.25$362.75
$355.00$325.00Oct 16$0.77$2.15$2.92$322.08$357.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.23, avg credit $1.04)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320360/365Oct 16$0.94$4.0676%0.23$319.06$360.94
315/320350/355Oct 16$1.38$3.6265%0.38$318.62$351.38
320/325360/365Oct 16$1.07$3.9368%0.27$323.93$361.07
315/320355/360Oct 16$0.79$4.2173%0.19$319.21$355.79
320/325350/355Oct 16$1.51$3.4957%0.43$323.49$351.51
320/325355/360Oct 16$0.92$4.0865%0.23$324.08$355.92
300/315360/365Oct 16$0.82$14.1882%0.06$314.18$360.82
300/315355/360Oct 16$0.67$14.3379%0.05$314.33$355.67
300/315350/355Oct 16$1.26$13.7472%0.09$313.74$351.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 49.00, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Oct 16$0.40$4.6029%11.50
$360.00$365.00$370.00Oct 16$0.39$4.614%11.82
$350.00$355.00$360.00Oct 16$0.59$4.4110%7.47
$340.00$345.00$350.00Oct 16$2.28$2.7219%1.19
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$330.00$335.00Oct 16$0.10$4.9026%49.00
$315.00$320.00$325.00Oct 16$0.13$4.8714%37.46
$320.00$325.00$330.00Oct 16$0.90$4.1020%4.56
$330.00$335.00$340.00Oct 16$1.60$3.4028%2.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.35, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$335.001:2Oct 16-$0.35$9.65
$335.00$340.001:2Oct 16-$1.05$3.95
$350.00$355.001:2Oct 16-$0.01$4.99
$355.00$360.001:2Oct 16-$0.43$4.57
$370.00$375.001:2Oct 16-$0.35$4.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$325.001:2Oct 16-$0.50$4.50
$340.00$335.001:2Oct 16-$2.20$2.80
$320.00$315.001:2Oct 16-$0.16$4.84
$325.00$320.001:2Oct 16-$0.65$4.35
$335.00$330.001:2Oct 16-$2.05$2.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.59%, avg 0.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Oct 16$5.300.510.5%1.59%2.08%488
$340.00Oct 16$3.100.372.0%0.93%2.92%3403
$355.00Oct 16$0.600.116.5%0.18%6.67%21.9K
$345.00Oct 16$0.350.213.5%0.10%3.59%41.8K
$360.00Oct 16$0.200.088.0%0.06%8.05%24197

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 244
Total Puts 101
Put/Call Ratio 0.41
Net Difference 143

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,832
Total Puts 2,275
Average Put/Call Ratio 0.56
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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