Tour v531
CB
CHUBB LTD
$334.21 +1.13%
$335.63 (+0.42%)🌙
as of 10/06 06:12 PM
◀ 10/6 18:12 ▶

Option Volume

Detail
ℹ
Current (10/06) 742
Calls: 308 (42%)
Puts: 434 (58%)
Prior (10/05) 899
Calls: 495 (55%)
Puts: 404 (45%)
Current vs Prior -17.46%
Calls: -37.78% (Calls)
Puts: +7.43% (Puts)
Prior 7-Day Total 5,214
Calls: 2,584 (50%)
Puts: 2,630 (50%)
Prior 7-Day Average 744
Calls: 369 (50%)
Puts: 375 (50%)
Current vs Prior 7-Day Avg -0.38%
Calls: -16.56%
Puts: +15.51%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06) $690.4K
Calls: $195.2K (28%)
Puts: $495.2K (72%)
Prior (10/05) $617.4K
Calls: $329.6K (53%)
Puts: $287.7K (47%)
Current vs Prior +11.83%
Calls: -40.77%
Puts: +72.09%
Prior 7-Day Total $3.95M
Calls: $2.24M (57%)
Puts: $1.72M (43%)
Prior 7-Day Average $564.7K
Calls: $319.5K (57%)
Puts: $245.2K (43%)
Current vs Prior 7-Day Avg +22.27%
Calls: -38.89%
Puts: +101.96%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 1.41
Prior (10/05) 0.82
Current vs Prior +72.65%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg +30.63%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06) 15,591
Calls: 8,975 (58%)
Puts: 6,616 (42%)
Prior (10/05) 16,213
Calls: 9,520 (59%)
Puts: 6,693 (41%)
Current vs Prior -3.84%
Prior 7-Day Total 95,578
Calls: 53,537 (56%)
Puts: 42,041 (44%)
Prior 7-Day Average 13,654
Calls: 7,648 (56%)
Puts: 6,005 (44%)
Current vs Prior 7-Day Avg +14.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.44% | 7.02%3.44% | 7.02%
Prior 3.48% | 6.91%3.48% | 6.91%
Current vs Prior -1.11% | +1.48%-1.11% | +1.48%
Prior 7-Day Avg 3.89% | 7.14%3.89% | 7.14%
Current vs 7-Day Avg -11.63% | -1.74%-11.63% | -1.74%
Prior 7-Day Eod 3.48% | 6.91%3.48% | 6.91%
Current vs 7-Day Eod -1.11% | +1.48%-1.11% | +1.48%
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

Moderately bearish flow with 72% put dollar volume ($495.2K). Bearish P/C ratio of 1.41 indicates protective positioning. P/C ratio rising 73% - 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 4 of results (avg 7.9%, best 6.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 206.106.50$6.306.3%80.36427
$330.00Nov 2013.1014.40$13.759.5%10.5974
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Nov 2012.0012.80$12.406.5%60.5799
$315.00Nov 203.003.30$3.159.5%30.21--

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. 6 found (avg delta 0.59, highest 0.69)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 166.707.50$7.1011.3%20.67--
$330.00Nov 2013.1014.40$13.759.5%10.5974
$335.00Nov 209.8011.60$10.7016.8%130.5035
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 166.907.90$7.4013.5%110.69--
$340.00Nov 2012.0012.80$12.406.5%60.5799
$335.00Oct 164.004.80$4.4018.2%650.521.6K

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 328, top 65)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Nov 207.608.70$8.1513.5%290.4360
$340.00Oct 161.802.40$2.1028.6%220.31473
$350.00Oct 160.300.70$0.5080.0%190.10489
$335.00Nov 209.8011.60$10.7016.8%130.5035
$355.00Nov 203.003.60$3.3018.2%120.2350
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Oct 164.004.80$4.4018.2%650.521.6K
$320.00Nov 203.804.50$4.1516.9%340.27109
$330.00Nov 207.208.00$7.6010.5%260.41229
$320.00Oct 160.350.70$0.5267.3%140.10170
$340.00Oct 166.907.90$7.4013.5%110.69--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 1.1%, max 1.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Oct 16Nov 2020.2%20.0%1.1%1635
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Oct 16Nov 2020.2%20.0%1.1%691.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 36.04, avg 6.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$345.00Nov 20$1.85$3.15$1.8543%1.70$341.85
$350.00$360.00Oct 16$0.30$9.70$0.3010%32.33$350.30
$365.00$370.00Nov 20$0.45$4.55$0.4514%10.11$365.45
$360.00$365.00Nov 20$0.63$4.37$0.6318%6.94$360.63
$370.00$390.00Nov 20$0.80$19.20$0.8010%24.00$370.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$310.00Oct 16$0.27$9.73$0.2710%36.04$319.73
$335.00$330.00Nov 20$2.10$2.90$2.1050%1.38$332.90
$310.00$305.00Nov 20$0.50$4.50$0.5016%9.00$309.50
$340.00$335.00Oct 16$3.00$2.00$3.0069%0.67$337.00
$320.00$315.00Nov 20$1.00$4.00$1.0026%4.00$319.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 1.04, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$340.00Nov 20$2.55$2.55$2.4550%1.04$337.55
$335.00$340.00Oct 16$2.05$2.05$2.9552%0.69$337.05
$350.00$355.00Nov 20$1.35$1.35$3.6571%0.37$351.35
$340.00$345.00Oct 16$1.10$1.10$3.9069%0.28$341.10
$345.00$350.00Nov 20$1.65$1.65$3.3564%0.49$346.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Oct 16$0.71$0.71$4.2981%0.17$324.29
$325.00$320.00Nov 20$1.60$1.60$3.4066%0.47$323.40
$315.00$310.00Nov 20$0.90$0.90$4.1079%0.22$314.10
$330.00$325.00Oct 16$1.17$1.17$3.8367%0.31$328.83
$330.00$325.00Nov 20$1.85$1.85$3.1559%0.59$328.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $5.79, cheapest $5.30)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Oct 16Nov 20$6.5520.2%20.0%
$330.00Oct 16Nov 20$6.6519.4%20.7%
$340.00Oct 16Nov 20$6.0519.6%22.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Oct 16Nov 20$5.3020.2%20.0%
$330.00Oct 16Nov 20$5.2019.4%20.7%
$340.00Oct 16Nov 20$5.0019.6%22.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 2.56% of stock, avg 4.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Oct 16$4.15$4.40$8.55$326.45$343.552.56%
$330.00Oct 16$7.10$2.40$9.50$320.50$339.502.84%
$340.00Oct 16$2.10$7.40$9.50$330.50$349.502.84%
$335.00Nov 20$10.70$9.70$20.40$314.60$355.406.10%
$340.00Nov 20$8.15$12.40$20.55$319.45$360.556.15%
$330.00Nov 20$13.75$7.60$21.35$308.65$351.356.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 37 found (cheapest 0.31% of stock, avg 2.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$320.00Oct 16$0.50$0.52$1.02$318.98$351.02
$345.00$320.00Oct 16$1.00$0.52$1.52$318.48$346.52
$350.00$325.00Oct 16$0.50$1.23$1.73$323.27$351.73
$345.00$325.00Oct 16$1.00$1.23$2.23$322.77$347.23
$340.00$320.00Oct 16$2.10$0.52$2.62$317.38$342.62
$340.00$325.00Oct 16$2.10$1.23$3.33$321.67$343.33
$350.00$330.00Oct 16$0.50$2.40$2.90$327.10$352.90
$345.00$330.00Oct 16$1.00$2.40$3.40$326.60$348.40
$340.00$330.00Oct 16$2.10$2.40$4.50$325.50$344.50
$360.00$315.00Nov 20$2.33$3.15$5.48$309.52$365.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 1.44, avg credit $1.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325350/355Nov 20$2.95$2.0537%1.44$322.05$352.95
310/315350/355Nov 20$2.25$2.7550%0.82$312.75$352.25
320/325355/360Nov 20$2.57$2.4343%1.06$322.43$357.57
320/325365/370Nov 20$2.05$2.9553%0.69$322.95$367.05
310/315355/360Nov 20$1.87$3.1356%0.60$313.13$356.87
320/325360/365Nov 20$2.23$2.7749%0.81$322.77$362.23
310/315365/370Nov 20$1.35$3.6566%0.37$313.65$366.35
310/315360/365Nov 20$1.53$3.4762%0.44$313.47$361.53
305/310350/355Nov 20$1.85$3.1555%0.59$308.15$351.85
315/320350/355Nov 20$2.35$2.6544%0.89$317.65$352.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 9.87, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Nov 20$0.20$4.8014%24.00
$330.00$335.00$340.00Oct 16$0.90$4.1036%4.56
$345.00$350.00$355.00Nov 20$0.30$4.7013%15.67
$360.00$365.00$370.00Nov 20$0.18$4.827%26.78
$340.00$345.00$350.00Oct 16$0.60$4.4021%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$325.00$330.00Oct 16$0.46$4.5424%9.87
$310.00$315.00$320.00Nov 20$0.10$4.9011%49.00
$325.00$330.00$335.00Nov 20$0.25$4.7516%19.00
$320.00$325.00$330.00Nov 20$0.25$4.7515%19.00
$325.00$330.00$335.00Oct 16$0.83$4.1732%5.02

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.05, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$340.001:2Oct 16-$0.05$4.95
$330.00$335.001:2Oct 16-$1.20$3.80
$345.00$350.001:2Oct 16$0.00$5.00
$360.00$365.001:2Oct 16-$0.16$4.84
$365.00$375.001:2Oct 16-$0.52$9.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$335.001:2Oct 16-$1.40$3.60
$335.00$330.001:2Oct 16-$0.40$4.60
$330.00$325.001:2Oct 16-$0.06$4.94
$310.00$295.001:2Oct 16-$0.41$14.59
$315.00$310.001:2Nov 20-$1.35$3.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.93%, avg 1.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Nov 20$9.800.500.2%2.93%3.17%1335
$340.00Nov 20$7.600.431.7%2.27%4.01%2960
$345.00Nov 20$6.100.363.2%1.83%5.05%8427
$350.00Nov 20$4.300.294.7%1.29%6.01%1--
$355.00Nov 20$3.000.236.2%0.90%7.12%1250
$360.00Nov 20$1.950.177.7%0.58%8.30%594
$365.00Nov 20$1.450.149.2%0.43%9.65%2943
$370.00Nov 20$1.000.1010.7%0.30%11.01%1107
$335.00Oct 16$3.900.480.2%1.17%1.40%3--
$340.00Oct 16$1.800.311.7%0.54%2.27%22473

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 308
Total Puts 434
Put/Call Ratio 1.41
Net Difference -126

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,584
Total Puts 2,630
Average Put/Call Ratio 1.08
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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