Tour v529
CB
CHUBB LTD
$325.25 -2.06%
$329.10 (+1.18%)🌙
as of 09/30 11:47 PM
◀ 9/30 23:47 ▶

Option Volume

Detail
ℹ
Current (09/30) 784
Calls: 254 (32%)
Puts: 530 (68%)
Prior (09/29) 1,133
Calls: 580 (51%)
Puts: 553 (49%)
Current vs Prior -30.80%
Calls: -56.21% (Calls)
Puts: -4.16% (Puts)
Prior 7-Day Total 6,029
Calls: 3,498 (58%)
Puts: 2,531 (42%)
Prior 7-Day Average 861
Calls: 499 (58%)
Puts: 361 (42%)
Current vs Prior 7-Day Avg -8.97%
Calls: -49.17%
Puts: +46.58%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30) $382.4K
Calls: $111.8K (29%)
Puts: $270.6K (71%)
Prior (09/29) $987.4K
Calls: $819.1K (83%)
Puts: $168.3K (17%)
Current vs Prior -61.28%
Calls: -86.36%
Puts: +60.75%
Prior 7-Day Total $4.11M
Calls: $2.61M (64%)
Puts: $1.49M (36%)
Prior 7-Day Average $586.5K
Calls: $373.5K (64%)
Puts: $213.0K (36%)
Current vs Prior 7-Day Avg -34.80%
Calls: -70.08%
Puts: +27.05%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30) 2.09
Prior (09/29) 0.95
Current vs Prior +118.85%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +184.39%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30) 13,378
Calls: 6,719 (50%)
Puts: 6,659 (50%)
Prior (09/29) 10,845
Calls: 7,020 (65%)
Puts: 3,825 (35%)
Current vs Prior +23.36%
Prior 7-Day Total 95,527
Calls: 59,350 (62%)
Puts: 36,177 (38%)
Prior 7-Day Average 13,646
Calls: 8,478 (62%)
Puts: 5,168 (38%)
Current vs Prior 7-Day Avg -1.97%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 3.87% | 7.26%
Prior 3.97% | 7.15%
Current vs Prior -2.54% | +1.46%
Prior 7-Day Avg 4.14% | 7.14%
Current vs 7-Day Avg -6.34% | +1.66%
Prior 7-Day Eod 3.97% | 7.15%
Current vs 7-Day Eod -2.54% | +1.46%
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 bearish flow with 71% put dollar volume ($270.6K). Light premium activity with dollar volume down 61% vs prior. Extreme bearish P/C ratio of 2.09 - heavy put buying. P/C ratio rising 119% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 5 found (avg delta 0.85, highest 1.00)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 164.706.80$5.7536.5%20.54--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Oct 1627.5030.80$29.1511.3%11.00--
$350.00Oct 1622.5025.20$23.8511.3%10.99--
$345.00Oct 1617.5020.90$19.2017.7%10.93--
$335.00Oct 169.5011.60$10.5519.9%160.781.6K

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 213, top 86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 162.204.10$3.1560.3%860.3841
$355.00Oct 160.050.35$0.20150.0%200.032.0K
$345.00Oct 160.001.40$0.70200.0%190.101.8K
$350.00Oct 160.200.35$0.2853.6%150.05486
$360.00Oct 160.000.35$0.18194.4%70.03197
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 162.203.10$2.6534.0%170.31162
$325.00Oct 162.955.40$4.1858.6%160.461.9K
$335.00Oct 169.5011.60$10.5519.9%160.781.6K
$315.00Oct 161.001.90$1.4562.1%90.19378
$345.00Oct 1617.5020.90$19.2017.7%10.93--

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. 7 found (best R:R 4.41, avg 4.22)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$340.00Oct 16$1.85$8.15$1.8538%4.41$331.85
$340.00$345.00Oct 16$0.60$4.40$0.6017%7.33$340.60
$345.00$350.00Oct 16$0.42$4.58$0.4210%10.90$345.42
$325.00$330.00Oct 16$2.60$2.40$2.6054%0.92$327.60
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$325.00$320.00Oct 16$1.53$3.47$1.5346%2.27$323.47
$335.00$325.00Oct 16$6.37$3.63$6.3778%0.57$328.63
$320.00$315.00Oct 16$1.20$3.80$1.2031%3.17$318.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.09, avg 0.24)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$350.00Oct 16$0.42$0.42$4.5890%0.09$345.42
$340.00$345.00Oct 16$0.60$0.60$4.4083%0.14$340.60
$330.00$340.00Oct 16$1.85$1.85$8.1562%0.23$331.85
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$315.00Oct 16$1.20$1.20$3.8069%0.32$318.80
$325.00$320.00Oct 16$1.53$1.53$3.4754%0.44$323.47

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. 4 found (cheapest 3.05% of stock, avg 6.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$325.00Oct 16$5.75$4.18$9.93$315.07$334.933.05%
$345.00Oct 16$0.70$19.20$19.90$325.10$364.906.12%
$350.00Oct 16$0.28$23.85$24.13$325.87$374.137.42%
$355.00Oct 16$0.20$29.15$29.35$325.65$384.359.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.66% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$345.00$315.00Oct 16$0.70$1.45$2.15$312.85$347.15
$340.00$315.00Oct 16$1.30$1.45$2.75$312.25$342.75
$345.00$320.00Oct 16$0.70$2.65$3.35$316.65$348.35
$340.00$320.00Oct 16$1.30$2.65$3.95$316.05$343.95
$330.00$315.00Oct 16$3.15$1.45$4.60$310.40$334.60
$330.00$320.00Oct 16$3.15$2.65$5.80$314.20$335.80
$345.00$325.00Oct 16$0.70$4.18$4.88$320.12$349.88
$340.00$325.00Oct 16$1.30$4.18$5.48$319.52$345.48
$330.00$325.00Oct 16$3.15$4.18$7.33$317.67$337.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.48, avg credit $1.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320345/350Oct 16$1.62$3.3858%0.48$318.38$346.62
315/320340/345Oct 16$1.80$3.2051%0.56$318.20$341.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 3.39, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Oct 16$0.18$4.8212%26.78
$350.00$355.00$360.00Oct 16$0.06$4.942%82.33
$345.00$350.00$355.00Oct 16$0.34$4.667%13.71
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$335.00$345.00Oct 16$2.28$7.7246%3.39
$315.00$320.00$325.00Oct 16$0.33$4.6727%14.15
$345.00$350.00$355.00Oct 16$0.65$4.357%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-1.90, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$330.001:2Oct 16-$0.55$4.45
$340.00$345.001:2Oct 16-$0.10$4.90
$350.00$355.001:2Oct 16-$0.12$4.88
$355.00$360.001:2Oct 16-$0.16$4.84
$330.00$340.001:2Oct 16$0.55$9.45
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$345.00$335.001:2Oct 16-$1.90$8.10
$320.00$315.001:2Oct 16-$0.25$4.75
$325.00$320.001:2Oct 16-$1.12$3.88
$335.00$325.001:2Oct 16$2.19$7.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.68%, avg 0.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$330.00Oct 16$2.200.381.5%0.68%2.14%8641
$340.00Oct 16$0.350.174.5%0.11%4.64%3424

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 254
Total Puts 530
Put/Call Ratio 2.09
Net Difference -276

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,498
Total Puts 2,531
Average Put/Call Ratio 0.73
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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