Tour v531
CB
CHUBB LTD
$334.70 +0.15%
$335.38 (+0.20%)🌙
as of 10/07 06:11 PM
◀ 10/7 18:11

Option Volume

Detail
ℹ
Current (10/07) 620
Calls: 346 (56%)
Puts: 274 (44%)
Prior (10/06) 742
Calls: 308 (42%)
Puts: 434 (58%)
Current vs Prior -16.44%
Calls: +12.34% (Calls)
Puts: -36.87% (Puts)
Prior 7-Day Total 5,611
Calls: 2,648 (47%)
Puts: 2,963 (53%)
Prior 7-Day Average 801
Calls: 378 (47%)
Puts: 423 (53%)
Current vs Prior 7-Day Avg -22.65%
Calls: -8.53%
Puts: -35.27%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $694.4K
Calls: $386.0K (56%)
Puts: $308.4K (44%)
Prior (10/06) $690.4K
Calls: $195.2K (28%)
Puts: $495.2K (72%)
Current vs Prior +0.58%
Calls: +97.72%
Puts: -37.72%
Prior 7-Day Total $4.21M
Calls: $2.05M (49%)
Puts: $2.16M (51%)
Prior 7-Day Average $600.7K
Calls: $292.4K (49%)
Puts: $308.3K (51%)
Current vs Prior 7-Day Avg +15.60%
Calls: +32.02%
Puts: +0.02%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.79
Prior (10/06) 1.41
Current vs Prior -43.80%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg -35.13%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/07) 12,165
Calls: 6,215 (51%)
Puts: 5,950 (49%)
Prior (10/06) 15,591
Calls: 8,975 (58%)
Puts: 6,616 (42%)
Current vs Prior -21.97%
Prior 7-Day Total 98,974
Calls: 54,925 (55%)
Puts: 44,049 (45%)
Prior 7-Day Average 14,139
Calls: 7,846 (55%)
Puts: 6,292 (45%)
Current vs Prior 7-Day Avg -13.96%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.36% | 6.99%3.36% | 6.99%
Prior 3.44% | 7.02%3.44% | 7.02%
Current vs Prior -2.32% | -0.36%-2.32% | -0.36%
Prior 7-Day Avg 3.76% | 7.08%3.76% | 7.08%
Current vs 7-Day Avg -10.70% | -1.29%-10.70% | -1.29%
Prior 7-Day Eod 3.44% | 7.02%3.44% | 7.02%
Current vs 7-Day Eod -2.32% | -0.36%-2.32% | -0.36%
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 44% - sentiment shifting bullish. Declining open interest (down 22%) indicates positions being closed.

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 BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 2 of results (avg 7.2%, best 7.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 1634.7037.20$35.957.0%10.97--
$300.00Nov 2037.0039.90$38.457.5%10.94--
PUTS (0)
No puts meet the criteria

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. 7 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 1634.7037.20$35.957.0%10.97--
$300.00Nov 2037.0039.90$38.457.5%10.94--
$325.00Oct 1610.6012.50$11.5516.5%10.854
$330.00Nov 2013.5015.00$14.2510.5%10.6175
$335.00Nov 2010.4012.00$11.2014.3%40.5238
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Oct 169.1011.30$10.2021.6%40.83199

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 258, top 35)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 204.305.40$4.8522.7%280.30117
$360.00Nov 202.303.00$2.6526.4%230.1996
$340.00Oct 161.852.95$2.4045.8%180.34484
$360.00Oct 160.000.90$0.45200.0%120.07181
$345.00Nov 206.107.30$6.7017.9%100.38433
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Nov 208.509.80$9.1514.2%350.4828
$335.00Oct 162.905.00$3.9553.2%220.481.6K
$320.00Oct 160.250.85$0.55109.1%210.10175
$330.00Oct 161.602.75$2.1753.0%130.31287
$310.00Oct 160.050.40$0.23152.2%100.0435

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 2.3%, max 2.3%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Oct 16Nov 2020.9%20.4%2.3%14287

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 0.60, avg 4.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Oct 16$0.35$4.65$0.3519%13.29$345.35
$340.00$345.00Nov 20$1.95$3.05$1.9545%1.56$341.95
$360.00$365.00Nov 20$0.70$4.30$0.7019%6.14$360.70
$350.00$360.00Nov 20$2.20$7.80$2.2030%3.55$352.20
$335.00$340.00Nov 20$2.55$2.45$2.5552%0.96$337.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$335.00Oct 16$6.25$3.75$6.2583%0.60$338.75
$330.00$325.00Nov 20$1.40$3.60$1.4040%2.57$328.60
$325.00$320.00Oct 16$0.33$4.67$0.3316%14.15$324.67
$320.00$315.00Nov 20$0.92$4.08$0.9225%4.43$319.08
$315.00$310.00Nov 20$0.70$4.30$0.7020%6.14$314.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.18, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$365.00$370.00Nov 20$0.85$0.85$4.1585%0.20$365.85
$350.00$355.00Oct 16$0.55$0.55$4.4587%0.12$350.55
$345.00$350.00Nov 20$1.85$1.85$3.1562%0.59$346.85
$335.00$340.00Oct 16$2.25$2.25$2.7548%0.82$337.25
$340.00$345.00Oct 16$1.27$1.27$3.7366%0.34$341.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$315.00$310.00Oct 16$0.75$0.75$4.2589%0.18$314.25
$325.00$320.00Nov 20$1.70$1.70$3.3068%0.52$323.30
$330.00$325.00Oct 16$1.29$1.29$3.7169%0.35$328.71
$315.00$310.00Nov 20$0.70$0.70$4.3080%0.16$314.30
$320.00$315.00Nov 20$0.92$0.92$4.0875%0.23$319.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $5.70, cheapest $4.78)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Oct 16Nov 20$6.5519.7%20.2%
$340.00Oct 16Nov 20$6.2520.6%23.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Oct 16Nov 20$4.7820.9%20.4%
$335.00Oct 16Nov 20$5.2019.7%20.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 2.57% of stock, avg 4.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Oct 16$4.65$3.95$8.60$326.40$343.602.57%
$345.00Oct 16$1.13$10.20$11.33$333.67$356.333.39%
$325.00Oct 16$11.55$0.88$12.43$312.57$337.433.71%
$335.00Nov 20$11.20$9.15$20.35$314.65$355.356.08%
$330.00Nov 20$14.25$6.95$21.20$308.80$351.206.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.30% of stock, avg 2.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$320.00Oct 16$0.45$0.55$1.00$319.00$361.00
$350.00$320.00Oct 16$0.78$0.55$1.33$318.67$351.33
$360.00$325.00Oct 16$0.45$0.88$1.33$323.67$361.33
$360.00$315.00Oct 16$0.45$0.98$1.43$313.57$361.43
$350.00$325.00Oct 16$0.78$0.88$1.66$323.34$351.66
$350.00$315.00Oct 16$0.78$0.98$1.76$313.24$351.76
$345.00$320.00Oct 16$1.13$0.55$1.68$318.32$346.68
$345.00$325.00Oct 16$1.13$0.88$2.01$322.99$347.01
$345.00$315.00Oct 16$1.13$0.98$2.11$312.89$347.11
$360.00$330.00Oct 16$0.45$2.17$2.62$327.38$362.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.04, avg credit $1.93)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325365/370Nov 20$2.55$2.4553%1.04$322.45$367.55
310/315350/355Oct 16$1.30$3.7076%0.35$313.70$351.30
310/315365/370Nov 20$1.55$3.4565%0.45$313.45$366.55
320/325360/365Nov 20$2.40$2.6048%0.92$322.60$362.40
315/320365/370Nov 20$1.77$3.2360%0.55$318.23$366.77
310/315340/345Oct 16$2.02$2.9855%0.68$312.98$342.02
325/330350/355Oct 16$1.84$3.1656%0.58$328.16$351.84
310/315345/350Oct 16$1.10$3.9070%0.28$313.90$346.10
320/325350/355Oct 16$0.88$4.1272%0.21$324.12$350.88
310/315360/365Nov 20$1.40$3.6061%0.39$313.60$361.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 9.20, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Nov 20$0.10$4.9014%49.00
$335.00$340.00$345.00Oct 16$0.98$4.0233%4.10
$330.00$335.00$340.00Nov 20$0.50$4.5016%9.00
$335.00$340.00$345.00Nov 20$0.60$4.4014%7.33
$340.00$345.00$350.00Oct 16$0.92$4.0821%4.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$325.00$330.00$335.00Oct 16$0.49$4.5133%9.20
$310.00$315.00$320.00Nov 20$0.22$4.7810%21.73
$320.00$325.00$330.00Oct 16$0.96$4.0421%4.21
$325.00$330.00$335.00Nov 20$0.80$4.2016%5.25
$315.00$320.00$325.00Nov 20$0.78$4.2213%5.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.15, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$340.001:2Oct 16-$0.15$4.85
$350.00$360.001:2Nov 20-$0.45$9.55
$365.00$370.001:2Nov 20-$0.25$4.75
$345.00$350.001:2Oct 16-$0.43$4.57
$355.00$360.001:2Oct 16-$0.67$4.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$330.001:2Oct 16-$0.39$4.61
$325.00$320.001:2Oct 16-$0.22$4.78
$315.00$310.001:2Nov 20-$1.53$3.47
$325.00$320.001:2Nov 20-$2.15$2.85
$320.00$315.001:2Oct 16-$1.41$3.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 3.11%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Nov 20$10.400.520.1%3.11%3.20%438
$340.00Nov 20$8.200.451.6%2.45%4.03%879
$345.00Nov 20$6.100.383.1%1.82%4.90%10433
$350.00Nov 20$4.300.304.6%1.28%5.86%28117
$360.00Nov 20$2.300.197.6%0.69%8.25%2396
$365.00Nov 20$0.700.159.1%0.21%9.26%1--
$335.00Oct 16$4.000.520.1%1.20%1.28%2132
$370.00Nov 20$0.450.1010.6%0.13%10.68%5108
$340.00Oct 16$1.850.341.6%0.55%2.14%18484
$345.00Oct 16$0.800.193.1%0.24%3.32%4--

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 346
Total Puts 274
Put/Call Ratio 0.79
Net Difference 72

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,648
Total Puts 2,963
Average Put/Call Ratio 1.22
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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