Tour v531
CB
CHUBB LTD
$331.30 +1.86%
$331.81 (+0.15%)🌙
as of 10/01 06:11 PM
◀ 10/1 18:11 ▶

Option Volume

Detail
ℹ
Current (10/01) 424
Calls: 265 (62%)
Puts: 159 (38%)
Prior (09/30) 784
Calls: 254 (32%)
Puts: 530 (68%)
Current vs Prior -45.92%
Calls: +4.33% (Calls)
Puts: -70.00% (Puts)
Prior 7-Day Total 6,040
Calls: 3,408 (56%)
Puts: 2,632 (44%)
Prior 7-Day Average 862
Calls: 486 (56%)
Puts: 376 (44%)
Current vs Prior 7-Day Avg -50.86%
Calls: -45.57%
Puts: -57.71%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $230.1K
Calls: $143.2K (62%)
Puts: $86.9K (38%)
Prior (09/30) $382.4K
Calls: $111.8K (29%)
Puts: $270.6K (71%)
Current vs Prior -39.83%
Calls: +28.13%
Puts: -67.90%
Prior 7-Day Total $3.79M
Calls: $2.49M (66%)
Puts: $1.30M (34%)
Prior 7-Day Average $541.2K
Calls: $355.5K (66%)
Puts: $185.7K (34%)
Current vs Prior 7-Day Avg -57.49%
Calls: -59.72%
Puts: -53.22%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.60
Prior (09/30) 2.09
Current vs Prior -71.25%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -29.71%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 15,825
Calls: 7,979 (50%)
Puts: 7,846 (50%)
Prior (09/30) 13,378
Calls: 6,719 (50%)
Puts: 6,659 (50%)
Current vs Prior +18.29%
Prior 7-Day Total 89,857
Calls: 55,465 (62%)
Puts: 34,392 (38%)
Prior 7-Day Average 12,836
Calls: 7,923 (62%)
Puts: 4,913 (38%)
Current vs Prior 7-Day Avg +23.28%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 3.70% | 6.91%
Prior 3.87% | 7.26%
Current vs Prior -4.55% | -4.74%
Prior 7-Day Avg 4.40% | 7.47%
Current vs 7-Day Avg -15.94% | -7.49%
Prior 7-Day Eod 3.87% | 7.26%
Current vs 7-Day Eod -4.55% | -4.74%
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 bullish flow with 62% call dollar volume ($143.2K). Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.60. P/C ratio dropping 71% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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. 3 found (avg delta 0.64, highest 0.74)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 167.4010.90$9.1538.3%10.74--
$330.00Oct 164.607.50$6.0547.9%140.59127
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Oct 165.506.90$6.2022.6%150.601.6K

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 146, top 47)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 161.453.10$2.2872.4%470.28426
$345.00Oct 160.051.45$0.75186.7%220.141.8K
$330.00Oct 164.607.50$6.0547.9%140.59127
$355.00Oct 160.150.40$0.2889.3%120.052.0K
$360.00Oct 160.050.25$0.15133.3%80.03195
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 161.102.60$1.8581.1%160.261.9K
$335.00Oct 165.506.90$6.2022.6%150.601.6K
$315.00Oct 160.501.05$0.7870.5%30.11387
$320.00Oct 161.051.35$1.2025.0%20.17--
$310.00Oct 160.200.75$0.48114.6%10.07--

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. 12 found (best R:R 3.46, avg 10.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$340.00Oct 16$1.12$3.88$1.1241%3.46$336.12
$325.00$330.00Oct 16$3.10$1.90$3.1074%0.61$328.10
$345.00$350.00Oct 16$0.25$4.75$0.2514%19.00$345.25
$350.00$355.00Oct 16$0.22$4.78$0.229%21.73$350.22
$355.00$360.00Oct 16$0.13$4.87$0.135%37.46$355.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$325.00$320.00Oct 16$0.65$4.35$0.6526%6.69$324.35
$320.00$315.00Oct 16$0.42$4.58$0.4217%10.90$319.58
$315.00$310.00Oct 16$0.30$4.70$0.3011%15.67$314.70
$330.00$325.00Oct 16$1.53$3.47$1.5342%2.27$328.47
$335.00$330.00Oct 16$2.82$2.18$2.8260%0.77$332.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.44, avg 0.18)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$345.00Oct 16$1.53$1.53$3.4772%0.44$341.53
$355.00$360.00Oct 16$0.13$0.13$4.8795%0.03$355.13
$350.00$355.00Oct 16$0.22$0.22$4.7891%0.05$350.22
$345.00$350.00Oct 16$0.25$0.25$4.7586%0.05$345.25
$335.00$340.00Oct 16$1.12$1.12$3.8859%0.29$336.12
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$1.53$1.53$3.4758%0.44$328.47
$315.00$310.00Oct 16$0.30$0.30$4.7089%0.06$314.70
$320.00$315.00Oct 16$0.42$0.42$4.5883%0.09$319.58
$325.00$320.00Oct 16$0.65$0.65$4.3574%0.15$324.35

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 2.85% of stock, avg 3.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Oct 16$6.05$3.38$9.43$320.57$339.432.85%
$335.00Oct 16$3.40$6.20$9.60$325.40$344.602.90%
$325.00Oct 16$9.15$1.85$11.00$314.00$336.003.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.30% of stock, avg 0.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$310.00Oct 16$0.50$0.48$0.98$309.02$350.98
$345.00$310.00Oct 16$0.75$0.48$1.23$308.77$346.23
$350.00$315.00Oct 16$0.50$0.78$1.28$313.72$351.28
$345.00$315.00Oct 16$0.75$0.78$1.53$313.47$346.53
$350.00$320.00Oct 16$0.50$1.20$1.70$318.30$351.70
$345.00$320.00Oct 16$0.75$1.20$1.95$318.05$346.95
$350.00$325.00Oct 16$0.50$1.85$2.35$322.65$352.35
$345.00$325.00Oct 16$0.75$1.85$2.60$322.40$347.60
$340.00$310.00Oct 16$2.28$0.48$2.76$307.24$342.76
$340.00$315.00Oct 16$2.28$0.78$3.06$311.94$343.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.58, avg credit $0.99)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/315340/345Oct 16$1.83$3.1761%0.58$313.17$341.83
315/320340/345Oct 16$1.95$3.0555%0.64$318.05$341.95
310/315355/360Oct 16$0.43$4.5784%0.09$314.57$355.43
310/315350/355Oct 16$0.52$4.4880%0.12$314.48$350.52
315/320355/360Oct 16$0.55$4.4578%0.12$319.45$355.55
320/325340/345Oct 16$2.18$2.8245%0.77$322.82$342.18
315/320350/355Oct 16$0.64$4.3674%0.15$319.36$350.64
310/315345/350Oct 16$0.55$4.4576%0.12$314.45$345.55
320/325355/360Oct 16$0.78$4.2269%0.18$324.22$355.78
315/320345/350Oct 16$0.67$4.3370%0.15$319.33$345.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 10.11, cheapest $0.09)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$330.00$335.00Oct 16$0.45$4.5533%10.11
$350.00$355.00$360.00Oct 16$0.09$4.916%54.56
$330.00$335.00$340.00Oct 16$1.53$3.4730%2.27
$340.00$345.00$350.00Oct 16$1.28$3.7220%2.91
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$315.00$320.00$325.00Oct 16$0.23$4.7715%20.74
$310.00$315.00$320.00Oct 16$0.12$4.8810%40.67
$320.00$325.00$330.00Oct 16$0.88$4.1225%4.68
$325.00$330.00$335.00Oct 16$1.29$3.7134%2.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.56, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$335.001:2Oct 16-$0.75$4.25
$325.00$330.001:2Oct 16-$2.95$2.05
$335.00$340.001:2Oct 16-$1.16$3.84
$360.00$385.001:2Oct 16-$0.55$24.45
$345.00$350.001:2Oct 16-$0.25$4.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Oct 16-$0.56$4.44
$330.00$325.001:2Oct 16-$0.32$4.68
$325.00$320.001:2Oct 16-$0.55$4.45
$320.00$315.001:2Oct 16-$0.36$4.64
$315.00$310.001:2Oct 16-$0.18$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.44%, avg 0.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Oct 16$1.450.282.6%0.44%3.06%47426
$335.00Oct 16$2.000.411.1%0.60%1.72%1137
$350.00Oct 16$0.300.095.6%0.09%5.73%2489

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 265
Total Puts 159
Put/Call Ratio 0.60
Net Difference 106

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,408
Total Puts 2,632
Average Put/Call Ratio 0.85
Ratio Trend Falling

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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