Tour v531
CB
CHUBB LTD
$330.89 -0.12%
◀ 10/2 18:11 ▶

Option Volume

Detail
ℹ
Current (10/02) 772
Calls: 267 (35%)
Puts: 505 (65%)
Prior (10/01) 424
Calls: 265 (62%)
Puts: 159 (38%)
Current vs Prior +82.08%
Calls: +0.75% (Calls)
Puts: +217.61% (Puts)
Prior 7-Day Total 5,229
Calls: 3,053 (58%)
Puts: 2,176 (42%)
Prior 7-Day Average 747
Calls: 436 (58%)
Puts: 310 (42%)
Current vs Prior 7-Day Avg +3.35%
Calls: -38.78%
Puts: +62.45%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/02) $800.9K
Calls: $170.6K (21%)
Puts: $630.2K (79%)
Prior (10/01) $230.1K
Calls: $143.2K (62%)
Puts: $86.9K (38%)
Current vs Prior +248.10%
Calls: +19.17%
Puts: +625.45%
Prior 7-Day Total $3.24M
Calls: $2.23M (69%)
Puts: $1.01M (31%)
Prior 7-Day Average $462.8K
Calls: $318.6K (69%)
Puts: $144.2K (31%)
Current vs Prior 7-Day Avg +73.07%
Calls: -46.44%
Puts: +337.16%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 1.89
Prior (10/01) 0.60
Current vs Prior +215.23%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +137.12%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/02) 12,677
Calls: 5,163 (41%)
Puts: 7,514 (59%)
Prior (10/01) 15,825
Calls: 7,979 (50%)
Puts: 7,846 (50%)
Current vs Prior -19.89%
Prior 7-Day Total 90,604
Calls: 55,557 (61%)
Puts: 35,047 (39%)
Prior 7-Day Average 12,943
Calls: 7,936 (61%)
Puts: 5,006 (39%)
Current vs Prior 7-Day Avg -2.06%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.58% | 7.00%3.58% | 7.00%
Prior 3.70% | 6.91%3.70% | 6.91%
Current vs Prior -3.15% | +1.22%-3.15% | +1.22%
Prior 7-Day Avg 4.24% | 7.39%4.24% | 7.39%
Current vs 7-Day Avg -15.60% | -5.30%-15.60% | -5.30%
Prior 7-Day Eod 3.70% | 6.91%3.70% | 6.91%
Current vs 7-Day Eod -3.15% | +1.22%-3.15% | +1.22%
Sentiment BULLISHBULLISH

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 bearish conviction with 79% of dollar volume in puts ($630.2K) vs calls ($170.6K). Massive premium surge with dollar volume up 248% vs prior. Dollar volume significantly above 7-day average (73% higher). Above-average activity with volume up 82% vs prior.

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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 2 found (avg delta 0.68, highest 0.72)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 167.609.80$8.7025.3%20.723
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Oct 165.107.50$6.3038.1%110.631.6K

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 169, top 25)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Oct 160.050.40$0.23152.2%210.04191
$335.00Oct 161.703.70$2.7074.1%180.37138
$365.00Oct 160.000.50$0.25200.0%130.04638
$340.00Oct 160.451.95$1.20125.0%110.21466
$350.00Oct 160.250.55$0.4075.0%110.07489
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Oct 160.000.20$0.10200.0%250.01222
$320.00Oct 160.651.30$0.9866.3%110.16154
$335.00Oct 165.107.50$6.3038.1%110.631.6K
$325.00Oct 161.802.35$2.0826.4%100.281.9K
$290.00Oct 160.002.15$1.08199.1%50.07--

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 14.15, avg 14.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$345.00Oct 16$0.50$4.50$0.5021%9.00$340.50
$350.00$355.00Oct 16$0.12$4.88$0.127%40.67$350.12
$345.00$350.00Oct 16$0.30$4.70$0.3012%15.67$345.30
$325.00$335.00Oct 16$6.00$4.00$6.0072%0.67$331.00
$335.00$340.00Oct 16$1.50$3.50$1.5037%2.33$336.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$315.00Oct 16$0.33$4.67$0.3316%14.15$319.67
$310.00$300.00Oct 16$0.18$9.82$0.186%54.56$309.82
$335.00$330.00Oct 16$2.60$2.40$2.6063%0.92$332.40
$315.00$310.00Oct 16$0.22$4.78$0.2210%21.73$314.78
$330.00$325.00Oct 16$1.62$3.38$1.6245%2.09$328.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.24, avg 0.18)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$340.00Oct 16$1.50$1.50$3.5063%0.43$336.50
$345.00$350.00Oct 16$0.30$0.30$4.7088%0.06$345.30
$350.00$355.00Oct 16$0.12$0.12$4.8893%0.02$350.12
$340.00$345.00Oct 16$0.50$0.50$4.5079%0.11$340.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$285.00Oct 16$0.98$0.98$4.0293%0.24$289.02
$325.00$320.00Oct 16$1.10$1.10$3.9072%0.28$323.90
$330.00$325.00Oct 16$1.62$1.62$3.3855%0.48$328.38
$315.00$310.00Oct 16$0.22$0.22$4.7890%0.05$314.78
$310.00$300.00Oct 16$0.18$0.18$9.8294%0.02$309.82

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. 2 found (cheapest 2.72% of stock, avg 2.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Oct 16$2.70$6.30$9.00$326.00$344.002.72%
$325.00Oct 16$8.70$2.08$10.78$314.22$335.783.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.32% of stock, avg 0.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$315.00Oct 16$0.40$0.65$1.05$313.95$351.05
$345.00$315.00Oct 16$0.70$0.65$1.35$313.65$346.35
$350.00$290.00Oct 16$0.40$1.08$1.48$288.52$351.48
$350.00$320.00Oct 16$0.40$0.98$1.38$318.62$351.38
$345.00$320.00Oct 16$0.70$0.98$1.68$318.32$346.68
$345.00$290.00Oct 16$0.70$1.08$1.78$288.22$346.78
$340.00$315.00Oct 16$1.20$0.65$1.85$313.15$341.85
$340.00$320.00Oct 16$1.20$0.98$2.18$317.82$342.18
$340.00$290.00Oct 16$1.20$1.08$2.28$287.72$342.28
$350.00$325.00Oct 16$0.40$2.08$2.48$322.52$352.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 0.28, avg credit $0.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
285/290350/355Oct 16$1.10$3.9085%0.28$288.90$351.10
285/290345/350Oct 16$1.28$3.7280%0.34$288.72$346.28
285/290340/345Oct 16$1.48$3.5272%0.42$288.52$341.48
310/315350/355Oct 16$0.34$4.6682%0.07$314.66$350.34
320/325350/355Oct 16$1.22$3.7864%0.32$323.78$351.22
310/315345/350Oct 16$0.52$4.4877%0.12$314.48$345.52
320/325345/350Oct 16$1.40$3.6059%0.39$323.60$346.40
315/320350/355Oct 16$0.45$4.5577%0.10$319.55$350.45
315/320345/350Oct 16$0.63$4.3772%0.14$319.37$345.63
310/315340/345Oct 16$0.72$4.2869%0.17$314.28$340.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 8.62, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Oct 16$0.20$4.8014%24.00
$350.00$355.00$360.00Oct 16$0.07$4.934%70.43
$345.00$350.00$355.00Oct 16$0.18$4.828%26.78
$355.00$360.00$365.00Oct 16$0.07$4.931%70.43
$335.00$340.00$345.00Oct 16$1.00$4.0025%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$325.00$330.00Oct 16$0.52$4.4829%8.62
$310.00$315.00$320.00Oct 16$0.11$4.899%44.45
$325.00$330.00$335.00Oct 16$0.98$4.0235%4.10
$315.00$320.00$325.00Oct 16$0.77$4.2318%5.49
$290.00$300.00$310.00Oct 16$1.01$8.991%8.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-1.10, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$345.001:2Oct 16-$0.20$4.80
$345.00$350.001:2Oct 16-$0.10$4.90
$350.00$355.001:2Oct 16-$0.16$4.84
$355.00$360.001:2Oct 16-$0.18$4.82
$360.00$365.001:2Oct 16-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Oct 16-$1.10$3.90
$330.00$325.001:2Oct 16-$0.46$4.54
$310.00$300.001:2Oct 16-$0.07$9.93
$320.00$315.001:2Oct 16-$0.32$4.68
$315.00$310.001:2Oct 16-$0.21$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 0.51%, avg 0.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Oct 16$1.700.371.2%0.51%1.76%18138
$340.00Oct 16$0.450.212.8%0.14%2.89%11466
$345.00Oct 16$0.250.124.3%0.08%4.34%10--
$350.00Oct 16$0.250.075.8%0.08%5.85%11489

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 267
Total Puts 505
Put/Call Ratio 1.89
Net Difference -238

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,053
Total Puts 2,176
Average Put/Call Ratio 0.80
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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