Tour v528
CB
CHUBB LTD
$331.37 -0.60%
$331.30 (-0.02%)🌙
as of 09/29 02:58 AM
◀ 9/28 02:58 ▶

Option Volume

Detail
ℹ
Current (09/29) 857
Calls: 479 (56%)
Puts: 378 (44%)
Prior (09/25) 345
Calls: 244 (71%)
Puts: 101 (29%)
Current vs Prior +148.41%
Calls: +96.31% (Calls)
Puts: +274.26% (Puts)
Prior 7-Day Total 6,336
Calls: 4,043 (64%)
Puts: 2,293 (36%)
Prior 7-Day Average 905
Calls: 577 (64%)
Puts: 327 (36%)
Current vs Prior 7-Day Avg -5.32%
Calls: -17.07%
Puts: +15.39%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $496.6K
Calls: $277.2K (56%)
Puts: $219.4K (44%)
Prior (09/25) $437.9K
Calls: $384.8K (88%)
Puts: $53.1K (12%)
Current vs Prior +13.40%
Calls: -27.96%
Puts: +313.28%
Prior 7-Day Total $4.71M
Calls: $3.13M (67%)
Puts: $1.58M (33%)
Prior 7-Day Average $672.6K
Calls: $447.6K (67%)
Puts: $225.1K (33%)
Current vs Prior 7-Day Avg -26.17%
Calls: -38.06%
Puts: -2.53%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.79
Prior (09/25) 0.41
Current vs Prior +90.64%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg +27.57%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 14,445
Calls: 9,549 (66%)
Puts: 4,896 (34%)
Prior (09/25) 12,195
Calls: 7,587 (62%)
Puts: 4,608 (38%)
Current vs Prior +18.45%
Prior 7-Day Total 102,068
Calls: 60,465 (59%)
Puts: 41,603 (41%)
Prior 7-Day Average 14,581
Calls: 8,637 (59%)
Puts: 5,943 (41%)
Current vs Prior 7-Day Avg -0.93%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 4.30% | 7.33%
Prior 4.35% | 7.42%
Current vs Prior -1.13% | -1.23%
Prior 7-Day Avg 3.70% | 6.61%
Current vs 7-Day Avg +16.32% | +10.94%
Prior 7-Day Eod 4.35% | 7.42%
Current vs 7-Day Eod -1.13% | -1.23%
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

Unusually high activity with volume up 148% vs prior - elevated interest. P/C ratio rising 91% - increased hedging/bearish positioning. Call-heavy open interest (9,549 calls vs 4,896 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 NEUTRAL
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. 6 found (avg delta 0.71, highest 0.90)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 168.9010.70$9.8018.4%10.68--
$330.00Oct 165.807.40$6.6024.2%60.543
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1618.3021.10$19.7014.2%20.90--
$345.00Oct 1614.0016.40$15.2015.8%20.80--
$340.00Oct 169.8011.90$10.8519.4%20.72285
$335.00Oct 166.309.00$7.6535.3%1150.591.6K

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 620, top 186)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Oct 160.350.65$0.5060.0%1860.071.9K
$335.00Oct 163.504.80$4.1531.3%530.4190
$345.00Oct 161.202.15$1.6756.9%340.201.8K
$340.00Oct 162.102.90$2.5032.0%230.28406
$360.00Oct 160.100.65$0.38144.7%170.05--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 164.205.30$4.7523.2%1230.46114
$335.00Oct 166.309.00$7.6535.3%1150.591.6K
$325.00Oct 162.653.30$2.9721.9%350.321.7K
$320.00Oct 161.551.80$1.6814.9%100.20152
$315.00Oct 160.801.30$1.0547.6%40.13377

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. 13 found (best R:R 37.46, avg 9.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Oct 16$0.13$4.87$0.1310%37.46$350.13
$340.00$345.00Oct 16$0.83$4.17$0.8328%5.02$340.83
$355.00$360.00Oct 16$0.12$4.88$0.127%40.67$355.12
$335.00$340.00Oct 16$1.65$3.35$1.6541%2.03$336.65
$325.00$330.00Oct 16$3.20$1.80$3.2068%0.56$328.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$335.00Oct 16$3.20$1.80$3.2072%0.56$336.80
$320.00$315.00Oct 16$0.63$4.37$0.6320%6.94$319.37
$315.00$305.00Oct 16$0.57$9.43$0.5713%16.54$314.43
$330.00$325.00Oct 16$1.78$3.22$1.7846%1.81$328.22
$325.00$320.00Oct 16$1.29$3.71$1.2932%2.88$323.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.26, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$350.00Oct 16$1.04$1.04$3.9680%0.26$346.04
$335.00$340.00Oct 16$1.65$1.65$3.3559%0.49$336.65
$355.00$360.00Oct 16$0.12$0.12$4.8893%0.02$355.12
$340.00$345.00Oct 16$0.83$0.83$4.1772%0.20$340.83
$350.00$355.00Oct 16$0.13$0.13$4.8790%0.03$350.13
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Oct 16$1.29$1.29$3.7168%0.35$323.71
$330.00$325.00Oct 16$1.78$1.78$3.2254%0.55$328.22
$315.00$305.00Oct 16$0.57$0.57$9.4387%0.06$314.43
$320.00$315.00Oct 16$0.63$0.63$4.3780%0.14$319.37

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. 6 found (cheapest 3.43% of stock, avg 4.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Oct 16$6.60$4.75$11.35$318.65$341.353.43%
$335.00Oct 16$4.15$7.65$11.80$323.20$346.803.56%
$325.00Oct 16$9.80$2.97$12.77$312.23$337.773.85%
$340.00Oct 16$2.50$10.85$13.35$326.65$353.354.03%
$345.00Oct 16$1.67$15.20$16.87$328.13$361.875.09%
$350.00Oct 16$0.63$19.70$20.33$329.67$370.336.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.33% of stock, avg 1.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$305.00Oct 16$0.63$0.48$1.11$303.89$351.11
$370.00$305.00Oct 16$1.13$0.48$1.61$303.39$371.61
$350.00$315.00Oct 16$0.63$1.05$1.68$313.32$351.68
$370.00$315.00Oct 16$1.13$1.05$2.18$312.82$372.18
$345.00$305.00Oct 16$1.67$0.48$2.15$302.85$347.15
$350.00$320.00Oct 16$0.63$1.68$2.31$317.69$352.31
$345.00$315.00Oct 16$1.67$1.05$2.72$312.28$347.72
$370.00$320.00Oct 16$1.13$1.68$2.81$317.19$372.81
$345.00$320.00Oct 16$1.67$1.68$3.35$316.65$348.35
$340.00$305.00Oct 16$2.50$0.48$2.98$302.02$342.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.87, avg credit $1.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325345/350Oct 16$2.33$2.6748%0.87$322.67$347.33
315/320345/350Oct 16$1.67$3.3360%0.50$318.33$346.67
320/325355/360Oct 16$1.41$3.5961%0.39$323.59$356.41
315/320355/360Oct 16$0.75$4.2572%0.18$319.25$355.75
320/325350/355Oct 16$1.42$3.5858%0.40$323.58$351.42
315/320350/355Oct 16$0.76$4.2470%0.18$319.24$350.76
320/325340/345Oct 16$2.12$2.8840%0.74$322.88$342.12
315/320340/345Oct 16$1.46$3.5451%0.41$318.54$341.46
305/315355/360Oct 16$0.69$9.3179%0.07$314.31$355.69
305/315350/355Oct 16$0.70$9.3077%0.08$314.30$350.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 15.67, cheapest $0.15)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$330.00$335.00Oct 16$0.75$4.2528%5.67
$330.00$335.00$340.00Oct 16$0.80$4.2026%5.25
$335.00$340.00$345.00Oct 16$0.82$4.1821%5.10
$345.00$350.00$355.00Oct 16$0.91$4.0912%4.49
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Oct 16$0.30$4.7026%15.67
$340.00$345.00$350.00Oct 16$0.15$4.8518%32.33
$320.00$325.00$330.00Oct 16$0.49$4.5125%9.20
$315.00$320.00$325.00Oct 16$0.66$4.3419%6.58
$325.00$330.00$335.00Oct 16$1.12$3.8827%3.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-1.85, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$340.001:2Oct 16-$0.85$4.15
$330.00$335.001:2Oct 16-$1.70$3.30
$340.00$345.001:2Oct 16-$0.84$4.16
$355.00$360.001:2Oct 16-$0.26$4.74
$350.00$355.001:2Oct 16-$0.37$4.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Oct 16-$1.85$3.15
$325.00$320.001:2Oct 16-$0.39$4.61
$330.00$325.001:2Oct 16-$1.19$3.81
$320.00$315.001:2Oct 16-$0.42$4.58
$340.00$335.001:2Oct 16-$4.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.06%, avg 0.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Oct 16$3.500.411.1%1.06%2.15%5390
$340.00Oct 16$2.100.282.6%0.63%3.24%23406
$345.00Oct 16$1.200.204.1%0.36%4.48%341.8K
$350.00Oct 16$0.300.105.6%0.09%5.71%4447
$355.00Oct 16$0.350.077.1%0.11%7.24%1861.9K
$360.00Oct 16$0.100.058.6%0.03%8.67%17--

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 479
Total Puts 378
Put/Call Ratio 0.79
Net Difference 101

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,043
Total Puts 2,293
Average Put/Call Ratio 0.62
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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