Tour v531
CB
CHUBB LTD
$346.16 +0.32%
$344.11 (-0.59%)🌙
as of 10/13 06:11 PM
◀ 10/13 18:11 ▶

Option Volume

Detail
ℹ
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
ℹ
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
ℹ
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
ℹ
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
ℹ
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
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 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

📈 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 3 of results (avg 7.8%, best 7.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1625.7027.70$26.707.5%10.982
$320.00Nov 2028.7031.00$29.857.7%20.86--
$330.00Nov 2021.0022.80$21.908.2%30.7773
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. 11 found (avg delta 0.73, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1625.7027.70$26.707.5%10.982
$330.00Oct 1615.7017.80$16.7512.5%10.95146
$320.00Nov 2028.7031.00$29.857.7%20.86--
$340.00Oct 166.808.30$7.5519.9%60.81585
$330.00Nov 2021.0022.80$21.908.2%30.7773
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 164.806.30$5.5527.0%1890.709
$355.00Nov 2012.9014.80$13.8513.7%30.61--
$350.00Nov 2010.4011.60$11.0010.9%10.54--

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 591, top 189)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 161.151.60$1.3832.6%1120.31617
$345.00Oct 163.304.60$3.9532.9%590.581.7K
$355.00Oct 160.450.55$0.5020.0%210.132.0K
$365.00Nov 203.104.40$3.7534.7%170.26955
$370.00Nov 202.352.80$2.5817.4%110.19142
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 164.806.30$5.5527.0%1890.709
$345.00Oct 162.102.75$2.4226.9%440.42296
$330.00Nov 203.403.90$3.6513.7%300.24254
$340.00Oct 160.651.00$0.8342.2%210.19344
$335.00Oct 160.000.70$0.35200.0%120.091.6K

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 19.8%, max 26.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Oct 16Nov 2025.0%19.7%26.4%642.2K
$340.00Oct 16Nov 2024.5%21.7%13.2%9585
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Oct 16Nov 2025.0%19.7%26.4%49374
$340.00Oct 16Nov 2024.5%21.7%13.2%22344

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 2.70, avg 9.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$365.00Nov 20$1.10$3.90$1.1032%3.55$361.10
$345.00$350.00Nov 20$2.45$2.55$2.4555%1.04$347.45
$350.00$355.00Oct 16$0.88$4.12$0.8831%4.68$350.88
$365.00$370.00Nov 20$1.17$3.83$1.1726%3.27$366.17
$350.00$360.00Nov 20$3.95$6.05$3.9547%1.53$353.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$340.00Nov 20$1.35$3.65$1.3545%2.70$343.65
$340.00$335.00Nov 20$1.50$3.50$1.5037%2.33$338.50
$330.00$320.00Oct 16$0.10$9.90$0.105%99.00$329.90
$315.00$310.00Nov 20$0.30$4.70$0.3010%15.67$314.70
$335.00$330.00Oct 16$0.15$4.85$0.159%32.33$334.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.47, avg 0.24)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$360.00Nov 20$3.95$3.95$6.0553%0.65$353.95
$365.00$370.00Nov 20$1.17$1.17$3.8374%0.31$366.17
$350.00$355.00Oct 16$0.88$0.88$4.1269%0.21$350.88
$360.00$365.00Nov 20$1.10$1.10$3.9068%0.28$361.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$340.00Oct 16$1.59$1.59$3.4158%0.47$343.41
$330.00$325.00Nov 20$1.05$1.05$3.9576%0.27$328.95
$335.00$330.00Nov 20$1.35$1.35$3.6570%0.37$333.65
$320.00$315.00Nov 20$0.60$0.60$4.4086%0.14$319.40
$310.00$305.00Nov 20$0.30$0.30$4.7092%0.06$309.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.40, cheapest $5.43)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Oct 16Nov 20$7.3025.0%19.7%
$350.00Oct 16Nov 20$7.4222.6%22.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Oct 16Nov 20$5.4325.0%19.7%
$350.00Oct 16Nov 20$5.4522.6%22.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.84% of stock, avg 5.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$345.00Oct 16$3.95$2.42$6.37$338.63$351.371.84%
$350.00Oct 16$1.38$5.55$6.93$343.07$356.932.00%
$340.00Oct 16$7.55$0.83$8.38$331.62$348.382.42%
$330.00Oct 16$16.75$0.20$16.95$313.05$346.954.90%
$345.00Nov 20$11.25$7.85$19.10$325.90$364.105.52%
$350.00Nov 20$8.80$11.00$19.80$330.20$369.805.72%
$340.00Nov 20$14.45$6.50$20.95$319.05$360.956.05%
$330.00Nov 20$21.90$3.65$25.55$304.45$355.557.38%
$320.00Oct 16$26.70$0.10$26.80$293.20$346.807.74%
$320.00Nov 20$29.85$1.95$31.80$288.20$351.809.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 26 found (cheapest 0.25% of stock, avg 2.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$355.00$335.00Oct 16$0.50$0.35$0.85$334.15$355.85
$355.00$340.00Oct 16$0.50$0.83$1.33$338.67$356.33
$350.00$335.00Oct 16$1.38$0.35$1.73$333.27$351.73
$350.00$340.00Oct 16$1.38$0.83$2.21$337.79$352.21
$355.00$345.00Oct 16$0.50$2.42$2.92$342.08$357.92
$350.00$345.00Oct 16$1.38$2.42$3.80$341.20$353.80
$370.00$325.00Nov 20$2.58$2.60$5.18$319.82$375.18
$370.00$330.00Nov 20$2.58$3.65$6.23$323.77$376.23
$365.00$325.00Nov 20$3.75$2.60$6.35$318.65$371.35
$365.00$330.00Nov 20$3.75$3.65$7.40$322.60$372.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 0.42, avg credit $1.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
305/310365/370Nov 20$1.47$3.5366%0.42$308.53$366.47
315/320365/370Nov 20$1.77$3.2360%0.55$318.23$366.77
325/330365/370Nov 20$2.22$2.7851%0.80$327.78$367.22
330/335365/370Nov 20$2.52$2.4844%1.02$332.48$367.52
310/315365/370Nov 20$1.47$3.5364%0.42$313.53$366.47
320/325365/370Nov 20$1.82$3.1856%0.57$323.18$366.82
305/310360/365Nov 20$1.40$3.6060%0.39$308.60$361.40
315/320360/365Nov 20$1.70$3.3054%0.52$318.30$361.70
325/330360/365Nov 20$2.15$2.8545%0.75$327.85$362.15
330/335360/365Nov 20$2.45$2.5538%0.96$332.55$362.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Nov 20$0.50$9.5024%19.00
$340.00$345.00$350.00Oct 16$1.03$3.9750%3.85
$320.00$330.00$340.00Oct 16$0.75$9.2517%12.33
$345.00$350.00$355.00Oct 16$1.69$3.3144%1.96
$340.00$345.00$350.00Nov 20$0.75$4.2516%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Nov 20$0.15$4.8514%32.33
$315.00$320.00$325.00Nov 20$0.05$4.958%99.00
$340.00$345.00$350.00Oct 16$1.54$3.4650%2.25
$330.00$335.00$340.00Oct 16$0.33$4.6715%14.15
$325.00$330.00$335.00Nov 20$0.30$4.7012%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-6.80, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$330.001:2Oct 16-$6.80$3.20
$340.00$345.001:2Oct 16-$0.35$4.65
$350.00$360.001:2Nov 20-$0.90$9.10
$330.00$340.001:2Nov 20-$7.00$3.00
$365.00$370.001:2Nov 20-$1.41$3.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Oct 16$0.00$10.00
$335.00$330.001:2Oct 16-$0.05$4.95
$310.00$305.001:2Nov 20-$0.45$4.55
$320.00$315.001:2Nov 20-$0.75$4.25
$315.00$310.001:2Nov 20-$0.75$4.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.37%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Nov 20$8.200.471.1%2.37%3.48%4179
$360.00Nov 20$4.300.324.0%1.24%5.24%3--
$365.00Nov 20$3.100.265.4%0.90%6.34%17955
$370.00Nov 20$2.350.196.9%0.68%7.57%11142
$350.00Oct 16$1.150.311.1%0.33%1.44%112617
$355.00Oct 16$0.450.132.5%0.13%2.68%212.0K

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 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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Chart Title

Price — Past 7 Days

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