Tour v531
CB
CHUBB LTD
$350.15 +1.15%
$353.06 (+0.83%)🌙
as of 10/14 06:12 PM
◀ 10/14 18:12 ▶

Option Volume

Detail
ℹ
Current (10/14) 3,817
Calls: 553 (14%)
Puts: 3,264 (86%)
Prior (10/13) 794
Calls: 312 (39%)
Puts: 482 (61%)
Current vs Prior +380.73%
Calls: +77.24% (Calls)
Puts: +577.18% (Puts)
Prior 7-Day Total 5,834
Calls: 2,702 (46%)
Puts: 3,132 (54%)
Prior 7-Day Average 833
Calls: 386 (46%)
Puts: 447 (54%)
Current vs Prior 7-Day Avg +357.99%
Calls: +43.26%
Puts: +629.50%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/14) $747.0K
Calls: $510.5K (68%)
Puts: $236.5K (32%)
Prior (10/13) $464.8K
Calls: $164.9K (35%)
Puts: $299.9K (65%)
Current vs Prior +60.73%
Calls: +209.63%
Puts: -21.13%
Prior 7-Day Total $4.82M
Calls: $2.45M (51%)
Puts: $2.37M (49%)
Prior 7-Day Average $689.3K
Calls: $350.5K (51%)
Puts: $338.8K (49%)
Current vs Prior 7-Day Avg +8.37%
Calls: +45.65%
Puts: -30.19%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 5.90
Prior (10/13) 1.54
Current vs Prior +282.06%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg +382.34%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/14) 17,023
Calls: 11,583 (68%)
Puts: 5,440 (32%)
Prior (10/13) 13,386
Calls: 8,327 (62%)
Puts: 5,059 (38%)
Current vs Prior +27.17%
Prior 7-Day Total 99,898
Calls: 53,984 (54%)
Puts: 45,914 (46%)
Prior 7-Day Average 14,271
Calls: 7,712 (54%)
Puts: 6,559 (46%)
Current vs Prior 7-Day Avg +19.28%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 2.34% | 6.65%2.34% | 6.65%
Prior 2.74% | 6.43%2.74% | 6.43%
Current vs Prior -14.88% | +3.53%-14.88% | +3.53%
Prior 7-Day Avg 3.18% | 6.81%3.18% | 6.81%
Current vs 7-Day Avg -26.52% | -2.32%-26.52% | -2.32%
Prior 7-Day Eod 2.74% | 6.43%2.74% | 6.43%
Current vs 7-Day Eod -14.88% | +3.53%-14.88% | +3.53%
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

Moderately bullish flow with 68% call dollar volume ($510.5K). Elevated premium activity with dollar volume up 61% vs prior. Unusually high activity with volume up 381% vs prior - elevated interest. Volume explosion - 358% above 7-day average (3,817 vs avg 833).

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 7.4%, best 5.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Nov 2045.8048.50$47.155.7%30.93--
$330.00Nov 2023.1025.30$24.209.1%100.7874
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. 12 found (avg delta 0.73, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Oct 1614.1016.20$15.1513.9%10.99131
$330.00Oct 1619.0021.60$20.3012.8%100.97145
$305.00Nov 2045.8048.50$47.155.7%30.93--
$340.00Oct 169.3011.00$10.1516.7%40.90581
$330.00Nov 2023.1025.30$24.209.1%100.7874
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 2014.2016.30$15.2513.8%10.632
$355.00Nov 2011.2013.40$12.3017.9%10.562
$350.00Oct 161.603.10$2.3563.8%910.52153

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 3.5K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Oct 164.406.40$5.4037.0%1250.761.8K
$370.00Nov 203.205.30$4.2549.4%390.26134
$365.00Nov 203.106.00$4.5563.7%270.29956
$345.00Nov 2012.2014.10$13.1514.4%240.59451
$350.00Oct 161.352.90$2.1372.8%210.49716
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Oct 160.000.35$0.18194.4%1.5K0.051.6K
$325.00Oct 160.000.90$0.45200.0%1.4K0.06--
$350.00Oct 161.603.10$2.3563.8%910.52153
$340.00Oct 160.001.15$0.57201.8%430.13328
$330.00Oct 160.000.45$0.23195.7%420.04314

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 9.3%, max 24.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Oct 16Nov 2028.4%22.8%24.6%1492.2K
$355.00Oct 16Nov 2025.6%24.4%5.1%72.1K
$350.00Oct 16Nov 2022.3%21.5%3.7%42896
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Oct 16Nov 2022.3%21.5%3.7%106177

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 15.67, avg 8.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$365.00$370.00Nov 20$0.30$4.70$0.3029%15.67$365.30
$345.00$350.00Nov 20$2.15$2.85$2.1559%1.33$347.15
$350.00$355.00Oct 16$1.36$3.64$1.3649%2.68$351.36
$345.00$350.00Oct 16$3.27$1.73$3.2776%0.53$348.27
$365.00$370.00Oct 16$0.15$4.85$0.156%32.33$365.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$345.00Oct 16$1.25$3.75$1.2552%3.00$348.75
$350.00$340.00Nov 20$3.55$6.45$3.5549%1.82$346.45
$315.00$300.00Nov 20$0.40$14.60$0.408%36.50$314.60
$335.00$330.00Nov 20$0.87$4.13$0.8727%4.75$334.13
$345.00$340.00Oct 16$0.53$4.47$0.5325%8.43$344.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.85, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$375.00Nov 20$2.30$2.30$2.7074%0.85$372.30
$375.00$405.00Nov 20$1.60$1.60$28.4084%0.06$376.60
$355.00$360.00Nov 20$2.30$2.30$2.7056%0.85$357.30
$360.00$365.00Nov 20$1.75$1.75$3.2563%0.54$361.75
$355.00$360.00Oct 16$0.52$0.52$4.4879%0.12$355.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Nov 20$1.35$1.35$3.6578%0.37$328.65
$340.00$335.00Oct 16$0.39$0.39$4.6187%0.08$339.61
$320.00$315.00Nov 20$0.55$0.55$4.4588%0.12$319.45
$340.00$335.00Nov 20$1.55$1.55$3.4567%0.45$338.45
$325.00$320.00Oct 16$0.22$0.22$4.7894%0.05$324.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $8.04, cheapest $7.20)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Oct 16Nov 20$8.8722.3%21.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Oct 16Nov 20$7.2022.3%21.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.28% of stock, avg 4.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Oct 16$2.13$2.35$4.48$345.52$354.481.28%
$345.00Oct 16$5.40$1.10$6.50$338.50$351.501.86%
$340.00Oct 16$10.15$0.57$10.72$329.28$350.723.06%
$335.00Oct 16$15.15$0.18$15.33$319.67$350.334.38%
$330.00Oct 16$20.30$0.23$20.53$309.47$350.535.86%
$350.00Nov 20$11.00$9.55$20.55$329.45$370.555.87%
$355.00Nov 20$8.60$12.30$20.90$334.10$375.905.97%
$360.00Nov 20$6.30$15.25$21.55$338.45$381.556.15%
$340.00Nov 20$17.50$6.00$23.50$316.50$363.506.71%
$330.00Nov 20$24.20$3.58$27.78$302.22$357.787.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 37 found (cheapest 0.20% of stock, avg 2.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$365.00$325.00Oct 16$0.25$0.45$0.70$324.30$365.70
$360.00$325.00Oct 16$0.25$0.45$0.70$324.30$360.70
$360.00$340.00Oct 16$0.25$0.57$0.82$339.18$360.82
$365.00$340.00Oct 16$0.25$0.57$0.82$339.18$365.82
$355.00$325.00Oct 16$0.77$0.45$1.22$323.78$356.22
$355.00$340.00Oct 16$0.77$0.57$1.34$338.66$356.34
$360.00$345.00Oct 16$0.25$1.10$1.35$343.65$361.35
$365.00$345.00Oct 16$0.25$1.10$1.35$343.65$366.35
$355.00$345.00Oct 16$0.77$1.10$1.87$343.13$356.87
$375.00$325.00Nov 20$1.95$2.23$4.18$320.82$379.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 2.70, avg credit $1.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330370/375Nov 20$3.65$1.3552%2.70$326.35$373.65
315/320370/375Nov 20$2.85$2.1562%1.33$317.15$372.85
335/340370/375Nov 20$3.85$1.1541%3.35$336.15$373.85
320/325370/375Nov 20$2.90$2.1059%1.38$322.10$372.90
330/335370/375Nov 20$3.17$1.8347%1.73$331.83$373.17
320/325365/370Oct 16$0.37$4.6388%0.08$324.63$365.37
335/340365/370Oct 16$0.54$4.4681%0.12$339.46$365.54
320/325355/360Oct 16$0.74$4.2673%0.17$324.26$355.74
335/340355/360Oct 16$0.91$4.0966%0.22$339.09$355.91
340/345365/370Oct 16$0.68$4.3269%0.16$344.32$365.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 5.94, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$355.00$360.00Oct 16$0.84$4.1641%4.95
$335.00$340.00$345.00Oct 16$0.25$4.7522%19.00
$350.00$355.00$360.00Nov 20$0.10$4.9015%49.00
$330.00$335.00$340.00Oct 16$0.15$4.858%32.33
$345.00$350.00$355.00Oct 16$1.91$3.0955%1.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Oct 16$0.72$4.2839%5.94
$335.00$340.00$345.00Oct 16$0.14$4.8621%34.71
$350.00$355.00$360.00Nov 20$0.20$4.8015%24.00
$315.00$320.00$325.00Nov 20$0.05$4.957%99.00
$325.00$330.00$335.00Oct 16$0.17$4.832%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. 25 found (best net $-1.25, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$330.001:2Nov 20-$1.25$23.75
$340.00$345.001:2Oct 16-$0.65$4.35
$360.00$365.001:2Oct 16-$0.25$4.75
$360.00$365.001:2Nov 20-$2.80$2.20
$355.00$360.001:2Nov 20-$4.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Nov 20-$2.45$7.55
$345.00$340.001:2Oct 16-$0.04$4.96
$315.00$300.001:2Nov 20-$0.28$14.72
$325.00$320.001:2Oct 16-$0.01$4.99
$330.00$325.001:2Nov 20-$0.88$4.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.94%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Nov 20$6.800.441.4%1.94%3.33%569
$360.00Nov 20$4.800.372.8%1.37%4.18%12121
$370.00Nov 20$3.200.265.7%0.91%6.58%39134
$365.00Nov 20$3.100.294.2%0.89%5.13%27956
$375.00Nov 20$1.150.167.1%0.33%7.43%9382
$355.00Oct 16$0.600.211.4%0.17%1.56%22.0K

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 553
Total Puts 3,264
Put/Call Ratio 5.90
Net Difference -2,711

Prior's Put/Call Breakdown

Total Calls 312
Total Puts 482
Put/Call Ratio 1.54
Net Difference -170

Prior 7-Day Put/Call Summary

Total Calls 2,702
Total Puts 3,132
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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