Tour
v529
CB
CHUBB LTD
$325.25
-2.06%
$329.10 (+1.18%)
as of 09/30 11:47 PM
Option Volume
Detail
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
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
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
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
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
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
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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