Tour v531
CB
CHUBB LTD
$345.06 +1.13%
$345.50 (+0.13%)🌙
as of 10/12 06:11 PM
◀ 10/12 18:11 ▶

Option Volume

Detail
ℹ
Current (10/12) 1,181
Calls: 567 (48%)
Puts: 614 (52%)
Prior (10/08) 826
Calls: 407 (49%)
Puts: 419 (51%)
Current vs Prior +42.98%
Calls: +39.31% (Calls)
Puts: +46.54% (Puts)
Prior 7-Day Total 5,067
Calls: 2,342 (46%)
Puts: 2,725 (54%)
Prior 7-Day Average 723
Calls: 334 (46%)
Puts: 389 (54%)
Current vs Prior 7-Day Avg +63.15%
Calls: +69.47%
Puts: +57.72%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $623.3K
Calls: $420.1K (67%)
Puts: $203.2K (33%)
Prior (10/08) $933.8K
Calls: $786.7K (84%)
Puts: $147.1K (16%)
Current vs Prior -33.25%
Calls: -46.60%
Puts: +38.13%
Prior 7-Day Total $4.35M
Calls: $2.12M (49%)
Puts: $2.23M (51%)
Prior 7-Day Average $621.3K
Calls: $303.3K (49%)
Puts: $318.0K (51%)
Current vs Prior 7-Day Avg +0.31%
Calls: +38.51%
Puts: -36.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.08
Prior (10/08) 1.03
Current vs Prior +5.19%
Prior 7-Day Average 1.23
Current vs Prior 7-Day Avg -12.11%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 12,798
Calls: 6,893 (54%)
Puts: 5,905 (46%)
Prior (10/08) 17,068
Calls: 8,891 (52%)
Puts: 8,177 (48%)
Current vs Prior -25.02%
Prior 7-Day Total 102,917
Calls: 53,462 (52%)
Puts: 49,455 (48%)
Prior 7-Day Average 14,702
Calls: 7,637 (52%)
Puts: 7,065 (48%)
Current vs Prior 7-Day Avg -12.95%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 2.52% | 6.55%2.52% | 6.55%
Prior 3.13% | 6.79%3.13% | 6.79%
Current vs Prior -19.37% | -3.57%-19.37% | -3.57%
Prior 7-Day Avg 3.51% | 6.98%3.51% | 6.98%
Current vs 7-Day Avg -28.14% | -6.20%-28.14% | -6.20%
Prior 7-Day Eod 3.13% | 6.79%3.13% | 6.79%
Current vs 7-Day Eod -19.37% | -3.57%-19.37% | -3.57%
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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($420.1K). Slightly bearish P/C ratio of 1.08. Declining open interest (down 25%) indicates positions being closed.

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 NEUTRAL
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 5 of results (avg 6.3%, best 3.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Oct 1649.4051.20$50.303.6%10.94--
$295.00Nov 2051.0053.00$52.003.8%10.94--
$320.00Nov 2027.9029.80$28.856.6%10.85--
$320.00Oct 1624.4026.30$25.357.5%10.98--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 208.609.50$9.059.9%40.4876

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. 15 found (avg delta 0.78, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1624.4026.30$25.357.5%10.98--
$325.00Oct 1619.4021.80$20.6011.7%10.974
$295.00Nov 2051.0053.00$52.003.8%10.94--
$330.00Oct 1614.5016.60$15.5513.5%50.94146
$295.00Oct 1649.4051.20$50.303.6%10.94--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 164.706.30$5.5029.1%20.73--
$350.00Nov 2011.0012.30$11.6511.2%110.5614

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 937, top 147)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 161.051.60$1.3341.4%1470.28516
$335.00Oct 1610.2012.30$11.2518.7%700.90--
$350.00Nov 207.908.90$8.4011.9%390.45149
$370.00Nov 202.202.60$2.4016.7%290.18113
$390.00Oct 160.000.05$0.03166.7%260.01--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 160.050.20$0.13115.4%1370.031.8K
$345.00Oct 162.603.10$2.8517.5%1320.49226
$340.00Nov 206.607.40$7.0011.4%820.40112
$330.00Oct 160.150.40$0.2889.3%280.06315
$340.00Oct 161.001.30$1.1526.1%280.25337

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 1.4%, max 2.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Oct 16Nov 2021.7%21.2%2.5%40687
$345.00Oct 16Nov 2020.7%20.6%0.4%272.2K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Oct 16Nov 2021.7%21.2%2.5%110449
$345.00Oct 16Nov 2020.7%20.6%0.4%136302

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 17.07, avg 12.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$360.00Oct 16$0.10$4.90$0.1012%49.00$355.10
$350.00$355.00Nov 20$1.95$3.05$1.9545%1.56$351.95
$345.00$350.00Oct 16$1.87$3.13$1.8752%1.67$346.87
$345.00$350.00Nov 20$2.55$2.45$2.5552%0.96$347.55
$360.00$390.00Oct 16$0.32$29.68$0.328%92.75$360.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$305.00Nov 20$0.83$14.17$0.8315%17.07$319.17
$350.00$345.00Oct 16$2.65$2.35$2.6573%0.89$347.35
$330.00$320.00Nov 20$1.30$8.70$1.3024%6.69$328.70
$345.00$340.00Nov 20$2.05$2.95$2.0548%1.44$342.95
$330.00$325.00Oct 16$0.15$4.85$0.156%32.33$329.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.62, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$355.00$370.00Nov 20$4.05$4.05$10.9563%0.37$359.05
$350.00$355.00Oct 16$0.88$0.88$4.1272%0.21$350.88
$360.00$390.00Oct 16$0.32$0.32$29.6892%0.01$360.32
$350.00$355.00Nov 20$1.95$1.95$3.0555%0.64$351.95
$355.00$360.00Oct 16$0.10$0.10$4.9088%0.02$355.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Nov 20$1.92$1.92$3.0868%0.62$333.08
$305.00$290.00Nov 20$0.75$0.75$14.2592%0.05$304.25
$340.00$335.00Oct 16$0.77$0.77$4.2375%0.18$339.23
$345.00$340.00Oct 16$1.70$1.70$3.3051%0.52$343.30
$340.00$335.00Nov 20$1.75$1.75$3.2560%0.54$338.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $6.97, cheapest $6.20)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Oct 16Nov 20$7.7520.7%20.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Oct 16Nov 20$6.2020.7%20.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 1.75% of stock, avg 5.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Oct 16$3.20$2.85$6.05$338.95$351.051.75%
$350.00Oct 16$1.33$5.50$6.83$343.17$356.831.98%
$340.00Oct 16$6.75$1.15$7.90$332.10$347.902.29%
$335.00Oct 16$11.25$0.38$11.63$323.37$346.633.37%
$330.00Oct 16$15.55$0.28$15.83$314.17$345.834.59%
$345.00Nov 20$10.95$9.05$20.00$325.00$365.005.80%
$350.00Nov 20$8.40$11.65$20.05$329.95$370.055.81%
$325.00Oct 16$20.60$0.13$20.73$304.27$345.736.01%
$340.00Nov 20$14.00$7.00$21.00$319.00$361.006.09%
$335.00Nov 20$17.40$5.25$22.65$312.35$357.656.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 27 found (cheapest 0.18% of stock, avg 2.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$330.00Oct 16$0.35$0.28$0.63$329.37$360.63
$360.00$335.00Oct 16$0.35$0.38$0.73$334.27$360.73
$355.00$330.00Oct 16$0.45$0.28$0.73$329.27$355.73
$355.00$335.00Oct 16$0.45$0.38$0.83$334.17$355.83
$360.00$340.00Oct 16$0.35$1.15$1.50$338.50$361.50
$355.00$340.00Oct 16$0.45$1.15$1.60$338.40$356.60
$350.00$330.00Oct 16$1.33$0.28$1.61$328.39$351.61
$350.00$335.00Oct 16$1.33$0.38$1.71$333.29$351.71
$350.00$340.00Oct 16$1.33$1.15$2.48$337.52$352.48
$370.00$320.00Nov 20$2.40$2.03$4.43$315.57$374.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.05, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330355/360Oct 16$0.25$4.7582%0.05$329.75$355.25
325/330350/355Oct 16$1.03$3.9766%0.26$328.97$351.03
335/340355/360Oct 16$0.87$4.1364%0.21$339.13$355.87
335/340350/355Oct 16$1.65$3.3548%0.49$338.35$351.65
325/330360/390Oct 16$0.47$29.5386%0.02$329.53$360.47
335/340360/390Oct 16$1.09$28.9168%0.04$338.91$361.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 186.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Nov 20$0.15$4.8516%32.33
$345.00$350.00$355.00Oct 16$0.99$4.0140%4.05
$335.00$340.00$345.00Oct 16$0.95$4.0539%4.26
$335.00$340.00$345.00Nov 20$0.35$4.6516%13.29
$340.00$345.00$350.00Nov 20$0.50$4.5016%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$290.00$305.00$320.00Nov 20$0.08$14.9211%186.50
$340.00$345.00$350.00Oct 16$0.95$4.0548%4.26
$335.00$340.00$345.00Oct 16$0.93$4.0739%4.38
$335.00$340.00$345.00Nov 20$0.30$4.7016%15.67
$320.00$325.00$330.00Oct 16$0.10$4.904%49.00

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 $-0.40, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$320.001:2Oct 16-$0.40$24.60
$295.00$320.001:2Nov 20-$5.70$19.30
$335.00$340.001:2Oct 16-$2.25$2.75
$355.00$360.001:2Oct 16-$0.25$4.75
$350.00$355.001:2Nov 20-$4.50$0.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$345.001:2Oct 16-$0.20$4.80
$320.00$305.001:2Nov 20-$0.37$14.63
$330.00$320.001:2Nov 20-$0.73$9.27
$335.00$330.001:2Oct 16-$0.18$4.82
$325.00$320.001:2Oct 16-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.29%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Nov 20$7.900.451.4%2.29%3.72%39149
$355.00Nov 20$5.900.372.9%1.71%4.59%566
$370.00Nov 20$2.200.187.2%0.64%7.87%29113
$350.00Oct 16$1.050.281.4%0.30%1.74%147516
$355.00Oct 16$0.350.122.9%0.10%2.98%62.0K
$360.00Oct 16$0.150.084.3%0.04%4.37%20190

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 567
Total Puts 614
Put/Call Ratio 1.08
Net Difference -47

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,342
Total Puts 2,725
Average Put/Call Ratio 1.23
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All