Tour v528
CB
CHUBB LTD
$332.08 +0.21%
$332.00 (-0.02%)🌙
as of 09/29 06:16 PM
◀ 9/29 18:16 ▶

Option Volume

Detail
ℹ
Current (09/29) 1,133
Calls: 580 (51%)
Puts: 553 (49%)
Prior (09/28) 857
Calls: 479 (56%)
Puts: 378 (44%)
Current vs Prior +32.21%
Calls: +21.09% (Calls)
Puts: +46.30% (Puts)
Prior 7-Day Total 6,390
Calls: 4,010 (63%)
Puts: 2,380 (37%)
Prior 7-Day Average 912
Calls: 572 (63%)
Puts: 340 (37%)
Current vs Prior 7-Day Avg +24.12%
Calls: +1.25%
Puts: +62.65%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $987.4K
Calls: $819.1K (83%)
Puts: $168.3K (17%)
Prior (09/28) $496.6K
Calls: $277.2K (56%)
Puts: $219.4K (44%)
Current vs Prior +98.83%
Calls: +195.45%
Puts: -23.26%
Prior 7-Day Total $4.38M
Calls: $2.75M (63%)
Puts: $1.63M (37%)
Prior 7-Day Average $626.0K
Calls: $393.5K (63%)
Puts: $232.5K (37%)
Current vs Prior 7-Day Avg +57.74%
Calls: +108.15%
Puts: -27.58%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.95
Prior (09/28) 0.79
Current vs Prior +20.82%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +46.66%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 10,845
Calls: 7,020 (65%)
Puts: 3,825 (35%)
Prior (09/28) 14,445
Calls: 9,549 (66%)
Puts: 4,896 (34%)
Current vs Prior -24.92%
Prior 7-Day Total 101,785
Calls: 61,283 (60%)
Puts: 40,502 (40%)
Prior 7-Day Average 14,540
Calls: 8,754 (60%)
Puts: 5,786 (40%)
Current vs Prior 7-Day Avg -25.42%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 3.97% | 7.15%
Prior 4.30% | 7.33%
Current vs Prior -7.57% | -2.47%
Prior 7-Day Avg 3.93% | 6.89%
Current vs 7-Day Avg +1.15% | +3.85%
Prior 7-Day Eod 4.30% | 7.33%
Current vs 7-Day Eod -7.57% | -2.47%
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 83% of dollar volume in calls ($819.1K) vs puts ($168.3K). Elevated premium activity with dollar volume up 99% vs prior. Dollar volume significantly above 7-day average (58% higher). Call-heavy open interest (7,020 calls vs 3,825 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 1 of results (avg 7.7%, best 7.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Oct 1636.1039.00$37.557.7%10.91--
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. 6 found (avg delta 0.78, highest 0.91)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Oct 1636.1039.00$37.557.7%10.91--
$320.00Oct 1613.2015.40$14.3015.4%10.812
$330.00Oct 165.407.50$6.4532.6%380.575
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1617.0019.70$18.3514.7%50.88--
$345.00Oct 1613.5015.20$14.3511.8%40.81--
$340.00Oct 169.0010.70$9.8517.3%40.70285

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 736, top 305)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 160.551.05$0.8062.5%1620.12448
$355.00Oct 160.350.60$0.4852.1%710.072.0K
$330.00Oct 165.407.50$6.4532.6%380.575
$340.00Oct 162.303.00$2.6526.4%100.30419
$335.00Oct 163.605.10$4.3534.5%80.42129
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 162.303.20$2.7532.7%3050.301.6K
$330.00Oct 163.504.50$4.0025.0%580.43210
$305.00Oct 160.150.55$0.35114.3%420.0561
$320.00Oct 161.301.80$1.5532.3%90.19159
$315.00Oct 160.001.35$0.68198.5%50.10--

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 3.00, avg 8.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$335.00Oct 16$2.10$2.90$2.1057%1.38$332.10
$360.00$365.00Oct 16$0.12$4.88$0.126%40.67$360.12
$350.00$355.00Oct 16$0.32$4.68$0.3212%14.62$350.32
$335.00$340.00Oct 16$1.70$3.30$1.7042%1.94$336.70
$345.00$350.00Oct 16$0.68$4.32$0.6819%6.35$345.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$1.25$3.75$1.2543%3.00$328.75
$340.00$330.00Oct 16$5.85$4.15$5.8570%0.71$334.15
$325.00$320.00Oct 16$1.20$3.80$1.2030%3.17$323.80
$310.00$305.00Oct 16$0.38$4.62$0.389%12.16$309.62
$320.00$315.00Oct 16$0.87$4.13$0.8719%4.75$319.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.21, avg 0.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$345.00Oct 16$1.17$1.17$3.8370%0.31$341.17
$345.00$350.00Oct 16$0.68$0.68$4.3281%0.16$345.68
$335.00$340.00Oct 16$1.70$1.70$3.3058%0.52$336.70
$350.00$355.00Oct 16$0.32$0.32$4.6888%0.07$350.32
$360.00$365.00Oct 16$0.12$0.12$4.8894%0.02$360.12
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$315.00Oct 16$0.87$0.87$4.1381%0.21$319.13
$310.00$305.00Oct 16$0.38$0.38$4.6291%0.08$309.62
$325.00$320.00Oct 16$1.20$1.20$3.8070%0.32$323.80
$330.00$325.00Oct 16$1.25$1.25$3.7557%0.33$328.75

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. 5 found (cheapest 3.15% of stock, avg 4.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Oct 16$6.45$4.00$10.45$319.55$340.453.15%
$340.00Oct 16$2.65$9.85$12.50$327.50$352.503.76%
$320.00Oct 16$14.30$1.55$15.85$304.15$335.854.77%
$345.00Oct 16$1.48$14.35$15.83$329.17$360.834.77%
$350.00Oct 16$0.80$18.35$19.15$330.85$369.155.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.35% of stock, avg 1.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$315.00Oct 16$0.48$0.68$1.16$313.84$356.16
$355.00$310.00Oct 16$0.48$0.73$1.21$308.79$356.21
$350.00$315.00Oct 16$0.80$0.68$1.48$313.52$351.48
$350.00$310.00Oct 16$0.80$0.73$1.53$308.47$351.53
$355.00$320.00Oct 16$0.48$1.55$2.03$317.97$357.03
$345.00$315.00Oct 16$1.48$0.68$2.16$312.84$347.16
$345.00$310.00Oct 16$1.48$0.73$2.21$307.79$347.21
$350.00$320.00Oct 16$0.80$1.55$2.35$317.65$352.35
$345.00$320.00Oct 16$1.48$1.55$3.03$316.97$348.03
$340.00$315.00Oct 16$2.65$0.68$3.33$311.67$343.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.11, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
305/310360/365Oct 16$0.50$4.5085%0.11$309.50$360.50
315/320360/365Oct 16$0.99$4.0175%0.25$319.01$360.99
305/310350/355Oct 16$0.70$4.3080%0.16$309.30$350.70
305/310345/350Oct 16$1.06$3.9472%0.27$308.94$346.06
315/320350/355Oct 16$1.19$3.8169%0.31$318.81$351.19
315/320345/350Oct 16$1.55$3.4562%0.45$318.45$346.55
305/310340/345Oct 16$1.55$3.4562%0.45$308.45$341.55
315/320340/345Oct 16$2.04$2.9651%0.69$317.96$342.04
320/325360/365Oct 16$1.32$3.6864%0.36$323.68$361.32
320/325350/355Oct 16$1.52$3.4858%0.44$323.48$351.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 11.50, cheapest $0.24)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Oct 16$0.40$4.6027%11.50
$335.00$340.00$345.00Oct 16$0.53$4.4723%8.43
$340.00$345.00$350.00Oct 16$0.49$4.5118%9.20
$345.00$350.00$355.00Oct 16$0.36$4.6412%12.89
$350.00$355.00$360.00Oct 16$0.24$4.766%19.83
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$315.00$320.00$325.00Oct 16$0.33$4.6720%14.15
$300.00$305.00$310.00Oct 16$0.33$4.675%14.15
$310.00$315.00$320.00Oct 16$0.92$4.0810%4.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.31, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$345.001:2Oct 16-$0.31$4.69
$335.00$340.001:2Oct 16-$0.95$4.05
$345.00$350.001:2Oct 16-$0.12$4.88
$350.00$355.001:2Oct 16-$0.16$4.84
$330.00$335.001:2Oct 16-$2.25$2.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$320.001:2Oct 16-$0.35$4.65
$330.00$325.001:2Oct 16-$1.50$3.50
$305.00$300.001:2Oct 16-$0.25$4.75
$315.00$310.001:2Oct 16-$0.78$4.22
$340.00$330.001:2Oct 16$1.85$8.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.08%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Oct 16$3.600.420.9%1.08%1.96%8129
$340.00Oct 16$2.300.302.4%0.69%3.08%10419
$345.00Oct 16$1.100.193.9%0.33%4.22%41.8K
$350.00Oct 16$0.550.125.4%0.17%5.56%162448
$355.00Oct 16$0.350.076.9%0.11%7.01%712.0K
$360.00Oct 16$0.150.068.4%0.05%8.45%2--

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 580
Total Puts 553
Put/Call Ratio 0.95
Net Difference 27

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,010
Total Puts 2,380
Average Put/Call Ratio 0.65
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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