Tour
v531
CB
CHUBB LTD
$346.16
+0.32%
$344.11 (-0.59%)
as of 10/13 06:11 PM
Option Volume
Detail
Current (10/13)
794
Calls:
312
(39%)
Puts:
482
(61%)
Prior (10/12)
1,181
Calls:
567
(48%)
Puts:
614
(52%)
Current vs Prior
-32.77%
Calls:
-44.97%
(Calls)
Puts:
-21.50%
(Puts)
Prior 7-Day Total
5,464
Calls:
2,655
(49%)
Puts:
2,809
(51%)
Prior 7-Day Average
780
Calls:
379
(49%)
Puts:
401
(51%)
Current vs Prior 7-Day Avg
+1.72%
Calls:
-17.74%
Puts:
+20.11%
Sentiment
BEARISH
Dollar Volume
Detail
Current (10/13)
$464.8K
Calls:
$164.9K
(35%)
Puts:
$299.9K
(65%)
Prior (10/12)
$623.3K
Calls:
$420.1K
(67%)
Puts:
$203.2K
(33%)
Current vs Prior
-25.44%
Calls:
-60.76%
Puts:
+47.61%
Prior 7-Day Total
$4.59M
Calls:
$2.43M
(53%)
Puts:
$2.16M
(47%)
Prior 7-Day Average
$655.8K
Calls:
$347.4K
(53%)
Puts:
$308.4K
(47%)
Current vs Prior 7-Day Avg
-29.13%
Calls:
-52.54%
Puts:
-2.75%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (10/13)
1.54
Prior (10/12)
1.08
Current vs Prior
+42.66%
Prior 7-Day Average
1.09
Current vs Prior 7-Day Avg
+41.90%
Sentiment
BEARISH
Open Interest
Detail
Current (10/13)
13,386
Calls:
8,327
(62%)
Puts:
5,059
(38%)
Prior (10/12)
12,798
Calls:
6,893
(54%)
Puts:
5,905
(46%)
Current vs Prior
+4.59%
Prior 7-Day Total
102,337
Calls:
53,636
(52%)
Puts:
48,701
(48%)
Prior 7-Day Average
14,619
Calls:
7,662
(52%)
Puts:
6,957
(48%)
Current vs Prior 7-Day Avg
-8.44%
Sentiment
BEARISH
Expected Move
Detail
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current
2.74% | 6.43%2.74% | 6.43%
Prior
2.52% | 6.55%2.52% | 6.55%
Current vs Prior
+8.85% | -1.86%+8.85% | -1.86%
Prior 7-Day Avg
3.32% | 6.88%3.32% | 6.88%
Current vs 7-Day Avg
-17.23% | -6.60%-17.23% | -6.60%
Prior 7-Day Eod
2.52% | 6.55%2.52% | 6.55%
Current vs 7-Day Eod
+8.85% | -1.86%+8.85% | -1.86%
Sentiment
BEARISHBEARISH
Relative Spread
Detail
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 65% put dollar volume ($299.9K). Extreme bearish P/C ratio of 1.54 - heavy put buying. P/C ratio rising 43% - increased hedging/bearish positioning. Call-heavy open interest (8,327 calls vs 5,059 puts) suggests bullish 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
NEUTRAL
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
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
312
Total Puts
482
Put/Call Ratio
1.54
Net Difference
-170
Prior's Put/Call Breakdown
Total Calls
567
Total Puts
614
Put/Call Ratio
1.08
Net Difference
-47
Prior 7-Day Put/Call Summary
Total Calls
2,655
Total Puts
2,809
Average Put/Call Ratio
1.09
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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