Tour v531
CB
CHUBB LTD
$343.78 +2.71%
$341.06 (-0.79%)🌙
as of 10/08 06:10 PM
◀ 10/8 18:11 ▶

Option Volume

Detail
ℹ
Current (10/08) 826
Calls: 407 (49%)
Puts: 419 (51%)
Prior (10/07) 620
Calls: 346 (56%)
Puts: 274 (44%)
Current vs Prior +33.23%
Calls: +17.63% (Calls)
Puts: +52.92% (Puts)
Prior 7-Day Total 5,374
Calls: 2,515 (47%)
Puts: 2,859 (53%)
Prior 7-Day Average 767
Calls: 359 (47%)
Puts: 408 (53%)
Current vs Prior 7-Day Avg +7.59%
Calls: +13.28%
Puts: +2.59%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/08) $933.8K
Calls: $786.7K (84%)
Puts: $147.1K (16%)
Prior (10/07) $694.4K
Calls: $386.0K (56%)
Puts: $308.4K (44%)
Current vs Prior +34.47%
Calls: +103.81%
Puts: -52.31%
Prior 7-Day Total $4.40M
Calls: $2.16M (49%)
Puts: $2.25M (51%)
Prior 7-Day Average $629.0K
Calls: $307.9K (49%)
Puts: $321.1K (51%)
Current vs Prior 7-Day Avg +48.46%
Calls: +155.49%
Puts: -54.19%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 1.03
Prior (10/07) 0.79
Current vs Prior +30.00%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg -15.70%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/08) 17,068
Calls: 8,891 (52%)
Puts: 8,177 (48%)
Prior (10/07) 12,165
Calls: 6,215 (51%)
Puts: 5,950 (49%)
Current vs Prior +40.30%
Prior 7-Day Total 96,694
Calls: 51,591 (53%)
Puts: 45,103 (47%)
Prior 7-Day Average 13,813
Calls: 7,370 (53%)
Puts: 6,443 (47%)
Current vs Prior 7-Day Avg +23.56%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.13% | 6.79%3.13% | 6.79%
Prior 3.36% | 6.99%3.36% | 6.99%
Current vs Prior -6.97% | -2.85%-6.97% | -2.85%
Prior 7-Day Avg 3.63% | 7.03%3.63% | 7.03%
Current vs 7-Day Avg -13.86% | -3.44%-13.85% | -3.44%
Prior 7-Day Eod 3.36% | 6.99%3.36% | 6.99%
Current vs 7-Day Eod -6.97% | -2.85%-6.97% | -2.85%
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 bullish conviction with 84% of dollar volume in calls ($786.7K) vs puts ($147.1K). Slightly bearish P/C ratio of 1.03. Rising open interest (up 40%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 6 of results (avg 8.0%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 2035.6038.00$36.806.5%60.90--
$310.00Oct 1633.2035.70$34.457.3%60.96--
$335.00Nov 2016.1017.50$16.808.3%60.6540
$330.00Nov 2019.3021.00$20.158.4%110.7276
$320.00Nov 2026.7029.20$27.958.9%10.83--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 204.504.90$4.708.5%110.28249

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. 13 found (avg delta 0.74, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 1633.2035.70$34.457.3%60.96--
$325.00Oct 1618.4020.70$19.5511.8%10.944
$310.00Nov 2035.6038.00$36.806.5%60.90--
$320.00Nov 2026.7029.20$27.958.9%10.83--
$335.00Oct 169.5011.40$10.4518.2%60.80132
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 166.908.50$7.7020.8%10.718
$345.00Oct 163.605.10$4.3534.5%150.54199
$345.00Nov 209.1010.70$9.9016.2%20.5074

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 568, top 59)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Oct 163.003.90$3.4526.1%560.461.7K
$355.00Oct 160.701.05$0.8839.8%410.162.0K
$360.00Nov 204.205.10$4.6519.4%260.29105
$365.00Nov 203.003.80$3.4023.5%190.23943
$350.00Oct 160.703.00$1.85124.3%130.29500
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 162.202.80$2.5024.0%590.35281
$315.00Nov 201.602.20$1.9031.6%590.1329
$310.00Nov 201.151.65$1.4035.7%530.10148
$335.00Oct 160.951.45$1.2041.7%320.201.6K
$325.00Oct 160.050.70$0.38171.1%190.071.8K

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. 24 found (best R:R 2.70, avg 7.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$350.00Oct 16$1.60$3.40$1.6046%2.12$346.60
$355.00$360.00Nov 20$1.50$3.50$1.5036%2.33$356.50
$345.00$350.00Nov 20$2.30$2.70$2.3050%1.17$347.30
$355.00$365.00Oct 16$0.60$9.40$0.6016%15.67$355.60
$360.00$365.00Nov 20$1.25$3.75$1.2529%3.00$361.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$335.00Nov 20$1.35$3.65$1.3542%2.70$338.65
$300.00$285.00Nov 20$0.23$14.77$0.236%64.22$299.77
$345.00$340.00Oct 16$1.85$3.15$1.8554%1.70$343.15
$345.00$340.00Nov 20$2.10$2.90$2.1050%1.38$342.90
$310.00$305.00Nov 20$0.25$4.75$0.2510%19.00$309.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.21, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$365.00$380.00Nov 20$2.60$2.60$12.4077%0.21$367.60
$350.00$355.00Nov 20$2.20$2.20$2.8057%0.79$352.20
$350.00$355.00Oct 16$0.97$0.97$4.0371%0.24$350.97
$360.00$365.00Nov 20$1.25$1.25$3.7571%0.33$361.25
$355.00$365.00Oct 16$0.60$0.60$9.4084%0.06$355.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Nov 20$1.75$1.75$3.2565%0.54$333.25
$305.00$300.00Nov 20$0.42$0.42$4.5892%0.09$304.58
$340.00$335.00Oct 16$1.30$1.30$3.7065%0.35$338.70
$325.00$320.00Nov 20$0.95$0.95$4.0578%0.23$324.05
$330.00$325.00Nov 20$1.20$1.20$3.8072%0.32$328.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.28, cheapest $5.55)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Oct 16Nov 20$7.2019.9%20.1%
$340.00Oct 16Nov 20$7.0520.5%20.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Oct 16Nov 20$5.5519.9%20.1%
$340.00Oct 16Nov 20$5.3020.5%20.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.27% of stock, avg 5.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Oct 16$3.45$4.35$7.80$337.20$352.802.27%
$340.00Oct 16$6.40$2.50$8.90$331.10$348.902.59%
$350.00Oct 16$1.85$7.70$9.55$340.45$359.552.78%
$335.00Oct 16$10.45$1.20$11.65$323.35$346.653.39%
$325.00Oct 16$19.55$0.38$19.93$305.07$344.935.80%
$345.00Nov 20$10.65$9.90$20.55$324.45$365.555.98%
$340.00Nov 20$13.45$7.80$21.25$318.75$361.256.18%
$335.00Nov 20$16.80$6.45$23.25$311.75$358.256.76%
$330.00Nov 20$20.15$4.70$24.85$305.15$354.857.23%
$325.00Nov 20$23.85$3.50$27.35$297.65$352.357.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 41 found (cheapest 0.19% of stock, avg 2.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$325.00Oct 16$0.28$0.38$0.66$324.34$365.66
$365.00$330.00Oct 16$0.28$0.63$0.91$329.09$365.91
$355.00$325.00Oct 16$0.88$0.38$1.26$323.74$356.26
$355.00$330.00Oct 16$0.88$0.63$1.51$328.49$356.51
$365.00$335.00Oct 16$0.28$1.20$1.48$333.52$366.48
$355.00$335.00Oct 16$0.88$1.20$2.08$332.92$357.08
$350.00$325.00Oct 16$1.85$0.38$2.23$322.77$352.23
$350.00$330.00Oct 16$1.85$0.63$2.48$327.52$352.48
$350.00$335.00Oct 16$1.85$1.20$3.05$331.95$353.05
$380.00$320.00Nov 20$0.80$2.55$3.35$316.65$383.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.50, avg credit $2.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
300/305360/365Nov 20$1.67$3.3363%0.50$303.33$361.67
330/335360/365Nov 20$3.00$2.0036%1.50$332.00$363.00
310/315360/365Nov 20$1.75$3.2558%0.54$313.25$361.75
320/325360/365Nov 20$2.20$2.8049%0.79$322.80$362.20
315/320360/365Nov 20$1.90$3.1054%0.61$318.10$361.90
325/330360/365Nov 20$2.45$2.5543%0.96$327.55$362.45
305/310360/365Nov 20$1.50$3.5061%0.43$308.50$361.50
325/330350/355Oct 16$1.22$3.7860%0.32$328.78$351.22
330/335350/355Oct 16$1.54$3.4652%0.45$333.46$351.54
285/300365/380Nov 20$2.83$12.1771%0.23$297.17$367.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 8.09, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$345.00$350.00$355.00Nov 20$0.10$4.9014%49.00
$345.00$350.00$355.00Oct 16$0.63$4.3730%6.94
$355.00$360.00$365.00Nov 20$0.25$4.7513%19.00
$325.00$330.00$335.00Nov 20$0.35$4.6513%13.29
$335.00$340.00$345.00Oct 16$1.10$3.9034%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Oct 16$0.55$4.4534%8.09
$320.00$325.00$330.00Nov 20$0.25$4.7511%19.00
$325.00$330.00$335.00Oct 16$0.32$4.6813%14.62
$310.00$315.00$320.00Nov 20$0.15$4.857%32.33
$320.00$325.00$330.00Oct 16$0.17$4.836%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-4.65, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Oct 16-$4.65$10.35
$325.00$335.001:2Oct 16-$1.35$8.65
$340.00$345.001:2Oct 16-$0.50$4.50
$335.00$340.001:2Oct 16-$2.35$2.65
$345.00$350.001:2Oct 16-$0.25$4.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$345.001:2Oct 16-$1.00$4.00
$345.00$340.001:2Oct 16-$0.65$4.35
$335.00$330.001:2Oct 16-$0.06$4.94
$300.00$285.001:2Nov 20-$0.27$14.73
$330.00$325.001:2Oct 16-$0.13$4.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.94%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Nov 20$10.100.500.3%2.94%3.29%6441
$350.00Nov 20$7.700.431.8%2.24%4.05%6--
$360.00Nov 20$4.200.294.7%1.22%5.94%26105
$355.00Nov 20$4.700.363.3%1.37%4.63%861
$365.00Nov 20$3.000.236.2%0.87%7.05%19943
$345.00Oct 16$3.000.460.3%0.87%1.23%561.7K
$380.00Nov 20$0.250.0810.5%0.07%10.61%11--
$350.00Oct 16$0.700.291.8%0.20%2.01%13500
$355.00Oct 16$0.700.163.3%0.20%3.47%412.0K

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 407
Total Puts 419
Put/Call Ratio 1.03
Net Difference -12

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,515
Total Puts 2,859
Average Put/Call Ratio 1.22
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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