Tour v531
CB
CHUBB LTD
$330.49 -0.12%
$333.31 (+0.85%)🌙
as of 10/05 06:12 PM
◀ 10/5 18:12 ▶

Option Volume

Detail
ℹ
Current (10/05) 899
Calls: 495 (55%)
Puts: 404 (45%)
Prior (10/02) 772
Calls: 267 (35%)
Puts: 505 (65%)
Current vs Prior +16.45%
Calls: +85.39% (Calls)
Puts: -20.00% (Puts)
Prior 7-Day Total 5,017
Calls: 2,600 (52%)
Puts: 2,417 (48%)
Prior 7-Day Average 716
Calls: 371 (52%)
Puts: 345 (48%)
Current vs Prior 7-Day Avg +25.43%
Calls: +33.27%
Puts: +17.00%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $617.4K
Calls: $329.6K (53%)
Puts: $287.7K (47%)
Prior (10/02) $800.9K
Calls: $170.6K (21%)
Puts: $630.2K (79%)
Current vs Prior -22.91%
Calls: +93.18%
Puts: -54.34%
Prior 7-Day Total $3.64M
Calls: $2.12M (58%)
Puts: $1.51M (42%)
Prior 7-Day Average $519.5K
Calls: $303.5K (58%)
Puts: $216.0K (42%)
Current vs Prior 7-Day Avg +18.84%
Calls: +8.60%
Puts: +33.22%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.82
Prior (10/02) 1.89
Current vs Prior -56.85%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -19.62%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/05) 16,213
Calls: 9,520 (59%)
Puts: 6,693 (41%)
Prior (10/02) 12,677
Calls: 5,163 (41%)
Puts: 7,514 (59%)
Current vs Prior +27.89%
Prior 7-Day Total 90,963
Calls: 53,021 (58%)
Puts: 37,942 (42%)
Prior 7-Day Average 12,994
Calls: 7,574 (58%)
Puts: 5,420 (42%)
Current vs Prior 7-Day Avg +24.77%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.48% | 6.91%3.48% | 6.91%
Prior 3.58% | 7.00%3.58% | 7.00%
Current vs Prior -2.84% | -1.18%-2.84% | -1.18%
Prior 7-Day Avg 4.07% | 7.27%4.07% | 7.27%
Current vs 7-Day Avg -14.48% | -4.88%-14.48% | -4.89%
Prior 7-Day Eod 3.58% | 7.00%3.58% | 7.00%
Current vs 7-Day Eod -2.84% | -1.18%-2.84% | -1.18%
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

P/C ratio dropping 57% - sentiment shifting bullish. Rising open interest (up 28%) indicates new positions being established.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 0.59, highest 0.64)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 164.505.80$5.1525.2%550.54138
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Oct 165.806.90$6.3517.3%90.641.6K

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 330, top 93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 164.505.80$5.1525.2%550.54138
$335.00Oct 161.953.50$2.7356.8%480.37135
$340.00Oct 160.201.65$0.93155.9%140.18466
$345.00Oct 160.000.95$0.48197.9%120.101.7K
$360.00Oct 160.050.50$0.28160.7%120.04196
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 163.104.50$3.8036.8%930.46225
$320.00Oct 160.851.15$1.0030.0%350.16155
$325.00Oct 161.603.60$2.6076.9%350.311.9K
$335.00Oct 165.806.90$6.3517.3%90.641.6K
$305.00Oct 160.000.70$0.35200.0%70.05--

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. 10 found (best R:R 3.17, avg 11.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Oct 16$0.13$4.87$0.1310%37.46$345.13
$340.00$345.00Oct 16$0.45$4.55$0.4518%10.11$340.45
$350.00$355.00Oct 16$0.17$4.83$0.177%28.41$350.17
$330.00$335.00Oct 16$2.42$2.58$2.4254%1.07$332.42
$335.00$340.00Oct 16$1.80$3.20$1.8037%1.78$336.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$325.00Oct 16$1.20$3.80$1.2046%3.17$328.80
$320.00$315.00Oct 16$0.27$4.73$0.2716%17.52$319.73
$335.00$330.00Oct 16$2.55$2.45$2.5564%0.96$332.45
$315.00$310.00Oct 16$0.38$4.62$0.3811%12.16$314.62
$325.00$320.00Oct 16$1.60$3.40$1.6031%2.12$323.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 0.56, avg 0.21)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$340.00Oct 16$1.80$1.80$3.2063%0.56$336.80
$350.00$355.00Oct 16$0.17$0.17$4.8393%0.04$350.17
$340.00$345.00Oct 16$0.45$0.45$4.5582%0.10$340.45
$345.00$350.00Oct 16$0.13$0.13$4.8790%0.03$345.13
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Oct 16$1.60$1.60$3.4069%0.47$323.40
$315.00$310.00Oct 16$0.38$0.38$4.6289%0.08$314.62
$320.00$315.00Oct 16$0.27$0.27$4.7384%0.06$319.73
$330.00$325.00Oct 16$1.20$1.20$3.8054%0.32$328.80

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 2.71% of stock, avg 2.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Oct 16$5.15$3.80$8.95$321.05$338.952.71%
$335.00Oct 16$2.73$6.35$9.08$325.92$344.082.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.21% of stock, avg 0.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$310.00Oct 16$0.35$0.35$0.70$309.30$350.70
$345.00$310.00Oct 16$0.48$0.35$0.83$309.17$345.83
$350.00$315.00Oct 16$0.35$0.73$1.08$313.92$351.08
$345.00$315.00Oct 16$0.48$0.73$1.21$313.79$346.21
$340.00$310.00Oct 16$0.93$0.35$1.28$308.72$341.28
$350.00$320.00Oct 16$0.35$1.00$1.35$318.65$351.35
$345.00$320.00Oct 16$0.48$1.00$1.48$318.52$346.48
$340.00$315.00Oct 16$0.93$0.73$1.66$313.34$341.66
$340.00$320.00Oct 16$0.93$1.00$1.93$318.07$341.93
$350.00$325.00Oct 16$0.35$2.60$2.95$322.05$352.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.55, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325350/355Oct 16$1.77$3.2362%0.55$323.23$351.77
320/325345/350Oct 16$1.73$3.2759%0.53$323.27$346.73
310/315350/355Oct 16$0.55$4.4582%0.12$314.45$350.55
320/325340/345Oct 16$2.05$2.9551%0.69$322.95$342.05
310/315345/350Oct 16$0.51$4.4979%0.11$314.49$345.51
310/315340/345Oct 16$0.83$4.1771%0.20$314.17$340.83
315/320350/355Oct 16$0.44$4.5677%0.10$319.56$350.44
315/320345/350Oct 16$0.40$4.6074%0.09$319.60$345.40
315/320340/345Oct 16$0.72$4.2866%0.17$319.28$340.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 7.06, cheapest $0.27)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Oct 16$0.62$4.3836%7.06
$340.00$345.00$350.00Oct 16$0.32$4.6811%14.62
$350.00$355.00$360.00Oct 16$0.27$4.732%17.52
$335.00$340.00$345.00Oct 16$1.35$3.6527%2.70
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$305.00$310.00$315.00Oct 16$0.38$4.626%12.16
$325.00$330.00$335.00Oct 16$1.35$3.6533%2.70
$315.00$320.00$325.00Oct 16$1.33$3.6720%2.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.31, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$335.001:2Oct 16-$0.31$4.69
$340.00$345.001:2Oct 16-$0.03$4.97
$350.00$355.001:2Oct 16-$0.01$4.99
$345.00$350.001:2Oct 16-$0.22$4.78
$355.00$360.001:2Oct 16-$0.38$4.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Oct 16-$1.25$3.75
$330.00$325.001:2Oct 16-$1.40$3.60
$320.00$315.001:2Oct 16-$0.46$4.54
$310.00$305.001:2Oct 16-$0.35$4.65
$325.00$320.001:2Oct 16$0.60$4.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.59%, avg 0.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Oct 16$1.950.371.4%0.59%1.95%48135
$340.00Oct 16$0.200.182.9%0.06%2.94%14466
$350.00Oct 16$0.200.075.9%0.06%5.96%1--

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 495
Total Puts 404
Put/Call Ratio 0.82
Net Difference 91

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,600
Total Puts 2,417
Average Put/Call Ratio 1.02
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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