Tour v531
CB
CHUBB LTD
$359.79 +1.98%
$360.23 (+0.12%)🌙
as of 10/16 10:18 PM
◀ 10/16 22:18

Option Volume

Detail
ℹ
Current (10/16) 10,729
Calls: 7,349 (68%)
Puts: 3,380 (32%)
Prior (10/14) 3,817
Calls: 553 (14%)
Puts: 3,264 (86%)
Current vs Prior +181.08%
Calls: +1228.93% (Calls)
Puts: +3.55% (Puts)
Prior 7-Day Total 8,879
Calls: 2,988 (34%)
Puts: 5,891 (66%)
Prior 7-Day Average 1,268
Calls: 426 (34%)
Puts: 841 (66%)
Current vs Prior 7-Day Avg +745.85%
Calls: +1621.65%
Puts: +301.63%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/16) $7.12M
Calls: $5.93M (83%)
Puts: $1.19M (17%)
Prior (10/14) $747.0K
Calls: $510.5K (68%)
Puts: $236.5K (32%)
Current vs Prior +853.75%
Calls: +1061.86%
Puts: +404.63%
Prior 7-Day Total $4.77M
Calls: $2.79M (59%)
Puts: $1.98M (41%)
Prior 7-Day Average $681.6K
Calls: $399.0K (59%)
Puts: $282.6K (41%)
Current vs Prior 7-Day Avg +945.29%
Calls: +1386.38%
Puts: +322.43%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/16) 0.46
Prior (10/14) 5.90
Current vs Prior -92.21%
Prior 7-Day Average 1.67
Current vs Prior 7-Day Avg -72.42%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/16) 13,860
Calls: 12,153 (88%)
Puts: 1,707 (12%)
Prior (10/14) 17,023
Calls: 11,583 (68%)
Puts: 5,440 (32%)
Current vs Prior -18.58%
Prior 7-Day Total 104,244
Calls: 60,404 (58%)
Puts: 43,840 (42%)
Prior 7-Day Average 14,892
Calls: 8,629 (58%)
Puts: 6,262 (42%)
Current vs Prior 7-Day Avg -6.93%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 1.50% | 6.16%1.50% | 6.16%
Prior 2.34% | 6.65%2.34% | 6.65%
Current vs Prior +163.53% | +16.95%-35.63% | -7.48%
Prior 7-Day Avg 3.00% | 6.76%3.00% | 6.76%
Current vs 7-Day Avg +105.11% | +15.06%-49.90% | -8.98%
Prior 7-Day Eod 2.34% | 6.65%2.34% | 6.65%
Current vs 7-Day Eod +163.53% | +16.95%-35.63% | -7.48%
Sentiment BEARISHBULLISH

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 83% of dollar volume in calls ($5.93M) vs puts ($1.19M). Massive premium surge with dollar volume up 854% vs prior. Dollar volume significantly above 7-day average (945% higher). Unusually high activity with volume up 181% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 7 of results (avg 7.2%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Oct 1662.6065.50$64.054.5%10.93--
$300.00Oct 1657.6060.60$59.105.1%30.93--
$360.00Nov 209.9010.50$10.205.9%2350.50132
$320.00Oct 1637.6040.70$39.157.9%11.00--
$330.00Nov 2030.4033.10$31.758.5%20.88--
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. 17 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1637.6040.70$39.157.9%11.00--
$335.00Oct 1622.6025.80$24.2013.2%61.00130
$340.00Oct 1617.6020.50$19.0515.2%661.00556
$355.00Oct 162.555.50$4.0373.2%1.5K1.002.1K
$295.00Oct 1662.6065.50$64.054.5%10.93--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 2011.6013.40$12.5014.4%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 10.4K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 205.506.30$5.9013.6%1.7K0.35170
$380.00Nov 202.753.30$3.0318.2%1.7K0.2292
$355.00Oct 162.555.50$4.0373.2%1.5K1.002.1K
$345.00Oct 1613.5015.30$14.4012.5%1.5K0.861.9K
$360.00Nov 209.9010.50$10.205.9%2350.50132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Nov 202.705.20$3.9563.3%1.5K0.2691
$335.00Nov 202.052.50$2.2819.7%1.5K0.1660
$360.00Nov 208.8010.00$9.4012.8%1150.503
$350.00Nov 204.906.10$5.5021.8%1010.3362
$355.00Nov 206.808.00$7.4016.2%230.4126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 1289.3%, max 1861.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Oct 16Nov 20425.6%21.7%1861.2%217892
$360.00Oct 16Nov 2050.5%20.6%145.6%273403
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Oct 16Nov 20425.6%21.7%1861.2%11262

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 7.77, avg 5.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$365.00$370.00Nov 20$1.45$3.55$1.4542%2.45$366.45
$345.00$350.00Nov 20$3.25$1.75$3.2574%0.54$348.25
$355.00$360.00Nov 20$2.55$2.45$2.5559%0.96$357.55
$360.00$370.00Oct 16$0.40$9.60$0.4051%24.00$360.40
$375.00$380.00Nov 20$1.07$3.93$1.0728%3.67$376.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$345.00$340.00Nov 20$0.57$4.43$0.5726%7.77$344.43
$360.00$355.00Nov 20$2.00$3.00$2.0050%1.50$358.00
$335.00$330.00Nov 20$0.43$4.57$0.4316%10.63$334.57
$355.00$350.00Nov 20$1.90$3.10$1.9041%1.63$353.10
$320.00$310.00Nov 20$0.55$9.45$0.558%17.18$319.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 1.33, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$365.00Nov 20$2.85$2.85$2.1550%1.33$362.85
$370.00$375.00Nov 20$1.80$1.80$3.2064%0.56$371.80
$380.00$385.00Nov 20$1.10$1.10$3.9078%0.28$381.10
$385.00$390.00Nov 20$0.53$0.53$4.4784%0.12$385.53
$375.00$380.00Nov 20$1.07$1.07$3.9372%0.27$376.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$320.00Nov 20$0.68$0.68$4.3288%0.16$324.32
$340.00$335.00Nov 20$1.10$1.10$3.9078%0.28$338.90
$350.00$345.00Nov 20$1.55$1.55$3.4567%0.45$348.45
$320.00$310.00Nov 20$0.55$0.55$9.4592%0.06$319.45
$355.00$350.00Nov 20$1.90$1.90$3.1059%0.61$353.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $9.72, cheapest $9.72)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Oct 16Nov 20$9.7250.5%20.6%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.18% of stock, avg 5.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Oct 16$4.03$0.20$4.23$350.77$359.231.18%
$350.00Oct 16$9.50$1.25$10.75$339.25$360.752.99%
$360.00Nov 20$10.20$9.40$19.60$340.40$379.605.45%
$365.00Nov 20$7.35$12.50$19.85$345.15$384.855.52%
$355.00Nov 20$12.75$7.40$20.15$334.85$375.155.60%
$350.00Nov 20$16.45$5.50$21.95$328.05$371.956.10%
$345.00Nov 20$19.70$3.95$23.65$321.35$368.656.57%
$340.00Nov 20$23.40$3.38$26.78$313.22$366.787.44%
$335.00Nov 20$27.60$2.28$29.88$305.12$364.888.30%
$330.00Nov 20$31.75$1.85$33.60$296.40$363.609.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 28 found (cheapest 0.36% of stock, avg 2.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$355.00Oct 16$1.08$0.20$1.28$353.72$376.28
$375.00$350.00Oct 16$1.08$1.25$2.33$347.67$377.33
$375.00$315.00Oct 16$1.08$1.30$2.38$312.62$377.38
$385.00$340.00Nov 20$1.93$3.38$5.31$334.69$390.31
$380.00$340.00Nov 20$3.03$3.38$6.41$333.59$386.41
$385.00$345.00Nov 20$1.93$3.95$5.88$339.12$390.88
$380.00$345.00Nov 20$3.03$3.95$6.98$338.02$386.98
$375.00$340.00Nov 20$4.10$3.38$7.48$332.52$382.48
$375.00$345.00Nov 20$4.10$3.95$8.05$336.95$383.05
$385.00$350.00Nov 20$1.93$5.50$7.43$342.57$392.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 0.55, avg credit $1.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325380/385Nov 20$1.78$3.2266%0.55$323.22$381.78
335/340380/385Nov 20$2.20$2.8056%0.79$337.80$382.20
345/350380/385Nov 20$2.65$2.3545%1.13$347.35$382.65
320/325385/390Nov 20$1.21$3.7973%0.32$323.79$386.21
320/325375/380Nov 20$1.75$3.2561%0.54$323.25$376.75
335/340385/390Nov 20$1.63$3.3763%0.48$338.37$386.63
335/340375/380Nov 20$2.17$2.8351%0.77$337.83$377.17
330/335380/385Nov 20$1.53$3.4762%0.44$333.47$381.53
345/350385/390Nov 20$2.08$2.9251%0.71$347.92$387.08
345/350375/380Nov 20$2.62$2.3839%1.10$347.38$377.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$345.00$350.00Nov 20$0.45$4.5512%10.11
$335.00$340.00$345.00Oct 16$0.50$4.5014%9.00
$335.00$340.00$345.00Nov 20$0.50$4.5010%9.00
$380.00$385.00$390.00Nov 20$0.57$4.4310%7.77
$370.00$375.00$380.00Nov 20$0.73$4.2714%5.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$355.00$360.00Nov 20$0.10$4.9016%49.00
$345.00$350.00$355.00Nov 20$0.35$4.6515%13.29
$325.00$330.00$335.00Nov 20$0.41$4.594%11.20
$330.00$335.00$340.00Nov 20$0.67$4.339%6.46
$355.00$360.00$365.00Nov 20$1.10$3.9016%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-9.25, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$335.001:2Oct 16-$9.25$5.75
$380.00$385.001:2Nov 20-$0.83$4.17
$385.00$390.001:2Nov 20-$0.87$4.13
$345.00$350.001:2Oct 16-$4.60$0.40
$300.00$320.001:2Oct 16-$19.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$315.001:2Oct 16-$1.35$33.65
$320.00$310.001:2Nov 20-$0.05$9.95
$325.00$320.001:2Nov 20-$0.47$4.53
$340.00$335.001:2Nov 20-$1.18$3.82
$335.00$330.001:2Nov 20-$1.42$3.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.75%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Nov 20$9.900.500.1%2.75%2.81%235132
$370.00Nov 20$5.500.352.8%1.53%4.37%1.7K170
$365.00Nov 20$6.700.421.4%1.86%3.31%14967
$375.00Nov 20$3.700.284.2%1.03%5.26%12384
$380.00Nov 20$2.750.225.6%0.76%6.38%1.7K92
$385.00Nov 20$1.500.167.0%0.42%7.42%7167
$390.00Nov 20$0.900.128.4%0.25%8.65%13234

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 7,349
Total Puts 3,380
Put/Call Ratio 0.46
Net Difference 3,969

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,988
Total Puts 5,891
Average Put/Call Ratio 1.67
Ratio Trend Falling

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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