Tour v365
CB
CHUBB LTD
$352.41 +0.07%
7/20 14:05

Option Volume

Detail
Current (07/20 2:05pm) 838
Calls: 537 (64%)
Puts: 301 (36%)
Prior (04/21) 1,788
Calls: 1,042 (58%)
Puts: 746 (42%)
Current vs Prior -53.13%
Calls: -48.46% (Calls)
Puts: -59.65% (Puts)
Prior 7-Day Total 2,492
Calls: 1,552 (62%)
Puts: 940 (38%)
Prior 7-Day Average 1,246
Calls: 221 (62%)
Puts: 134 (38%)
Current vs Prior 7-Day Avg -32.74%
Calls: +142.20%
Puts: +124.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20 2:05pm) $804.7K
Calls: $492.6K (61%)
Puts: $312.2K (39%)
Prior (04/21) $1.08M
Calls: $716.2K (66%)
Puts: $361.6K (34%)
Current vs Prior -25.33%
Calls: -31.22%
Puts: -13.66%
Prior 7-Day Total $1.53M
Calls: $1.06M (69%)
Puts: $469.9K (31%)
Prior 7-Day Average $763.4K
Calls: $151.0K (69%)
Puts: $67.1K (31%)
Current vs Prior 7-Day Avg +5.42%
Calls: +226.25%
Puts: +365.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20 2:05pm) 0.56
Prior (04/21) 0.72
Current vs Prior -21.71%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +2.25%
Sentiment BULLISH

Open Interest

Detail
Current (07/20 2:05pm) 32,624
Calls: 19,993 (61%)
Puts: 12,631 (39%)
Prior (04/21) 26,331
Calls: 16,841 (64%)
Puts: 9,490 (36%)
Current vs Prior +23.90%
Prior 7-Day Total 52,228
Calls: 33,384 (64%)
Puts: 18,844 (36%)
Prior 7-Day Average 26,114
Calls: 16,692 (64%)
Puts: 9,422 (36%)
Current vs Prior 7-Day Avg +24.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.02% | 8.63%
Prior 5.88% | 7.62%
Current vs Prior +19.34% | +13.20%
Prior 7-Day Avg 5.76% | 7.57%
Current vs 7-Day Avg +21.89% | +13.89%
Prior 7-Day Eod 5.89% | 7.62%
Current vs 7-Day Eod +19.34% | +13.20%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 26.38% | 23.12%
Calls: 24.43% | 21.67%
Puts: 28.33% | 24.56%
Prior 9.22% | 9.79%
Calls: 8.25% | 13.03%
Puts: 10.20% | 6.56%
Current vs Prior +186.12% | +136.16%
Prior 7-Day Avg 9.22% | 9.79%
Calls: 8.25% | 13.03%
Puts: 10.20% | 6.56%
Current vs 7-Day Avg +186.12% | +136.16%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($492.6K). Below-average activity with volume down 53% vs prior. Bullish P/C ratio of 0.56. P/C ratio dropping 22% - sentiment shifting bullish.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 6 of results (avg 7.7%, best 6.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2161.8066.10$63.956.7%--0.9427
$310.00Aug 2143.5046.70$45.107.1%--0.9016
$300.00Aug 2152.3056.40$54.357.5%--0.9217
$315.00Aug 2138.9042.00$40.457.7%--0.8814
$305.00Aug 2147.5051.60$49.558.3%--0.9219
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. 15 found (avg delta 0.77, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2161.8066.10$63.956.7%--0.9427
$300.00Aug 2152.3056.40$54.357.5%--0.9217
$305.00Aug 2147.5051.60$49.558.3%--0.9219
$310.00Aug 2143.5046.70$45.107.1%--0.9016
$315.00Aug 2138.9042.00$40.457.7%--0.8814
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2119.9023.10$21.5014.9%--0.7171
$360.00Aug 2112.8015.90$14.3521.6%500.59110
$355.00Aug 2110.0013.30$11.6528.3%390.5286

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 452, top 72)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Aug 215.107.60$6.3539.4%720.35217
$390.00Aug 210.753.30$2.03125.6%620.144
$355.00Aug 219.4012.00$10.7024.3%510.491.5K
$350.00Aug 2111.5014.70$13.1024.4%300.56559
$400.00Aug 210.002.75$1.38199.3%190.091
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2112.8015.90$14.3521.6%500.59110
$355.00Aug 2110.0013.30$11.6528.3%390.5286
$315.00Aug 210.803.60$2.20127.3%210.12182
$320.00Aug 211.603.20$2.4066.7%200.14174
$350.00Aug 217.6010.90$9.2535.7%150.45123

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 40.67, avg 8.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$400.00Aug 21$0.65$9.35$0.6514.38$390.65
$385.00$390.00Aug 21$0.65$4.35$0.656.69$385.65
$375.00$380.00Aug 21$0.91$4.09$0.914.49$375.91
$360.00$365.00Aug 21$1.35$3.65$1.352.70$361.35
$365.00$370.00Aug 21$1.35$3.65$1.352.70$366.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$295.00$290.00Aug 21$0.12$4.88$0.1240.67$294.88
$310.00$305.00Aug 21$0.20$4.80$0.2024.00$309.80
$320.00$315.00Aug 21$0.20$4.80$0.2024.00$319.80
$300.00$295.00Aug 21$0.25$4.75$0.2519.00$299.75
$315.00$310.00Aug 21$0.40$4.60$0.4011.50$314.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 24.00, avg 3.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$300.00Aug 21$9.60$9.60$0.4024.00$299.60
$300.00$305.00Aug 21$4.80$4.80$0.2024.00$304.80
$310.00$315.00Aug 21$4.65$4.65$0.3513.29$314.65
$315.00$320.00Aug 21$4.50$4.50$0.509.00$319.50
$320.00$325.00Aug 21$4.50$4.50$0.509.00$324.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$360.00Aug 21$7.15$7.15$2.852.51$362.85
$360.00$355.00Aug 21$2.70$2.70$2.301.17$357.30
$355.00$350.00Aug 21$2.40$2.40$2.600.92$352.60
$350.00$345.00Aug 21$2.00$2.00$3.000.67$348.00
$345.00$340.00Aug 21$1.85$1.85$3.150.59$343.15

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 6.26% of stock, avg 10.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Aug 21$7.70$14.35$22.05$337.95$382.056.26%
$350.00Aug 21$13.10$9.25$22.35$327.65$372.356.34%
$355.00Aug 21$10.70$11.65$22.35$332.65$377.356.34%
$345.00Aug 21$16.50$7.25$23.75$321.25$368.756.74%
$340.00Aug 21$19.60$5.40$25.00$315.00$365.007.09%
$370.00Aug 21$5.00$21.50$26.50$343.50$396.507.52%
$335.00Aug 21$23.35$4.00$27.35$307.65$362.357.76%
$330.00Aug 21$27.30$2.80$30.10$299.90$360.108.54%
$325.00Aug 21$31.45$2.95$34.40$290.60$359.409.76%
$320.00Aug 21$35.95$2.40$38.35$281.65$358.3510.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.74% of stock, avg 3.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$330.00Aug 21$3.33$2.80$6.13$323.87$381.13
$375.00$335.00Aug 21$3.33$4.00$7.33$327.67$382.33
$370.00$330.00Aug 21$5.00$2.80$7.80$322.20$377.80
$375.00$340.00Aug 21$3.33$5.40$8.73$331.27$383.73
$370.00$335.00Aug 21$5.00$4.00$9.00$326.00$379.00
$365.00$330.00Aug 21$6.35$2.80$9.15$320.85$374.15
$365.00$335.00Aug 21$6.35$4.00$10.35$324.65$375.35
$370.00$340.00Aug 21$5.00$5.40$10.40$329.60$380.40
$360.00$330.00Aug 21$7.70$2.80$10.50$319.50$370.50
$375.00$345.00Aug 21$3.33$7.25$10.58$334.42$385.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 49.00, avg credit $4.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
295/300310/315Aug 21$4.90$0.1049.00$295.10$314.90
290/295310/315Aug 21$4.77$0.2320.74$290.23$314.77
295/300315/320Aug 21$4.75$0.2519.00$295.25$319.75
295/300320/325Aug 21$4.75$0.2519.00$295.25$324.75
295/300305/310Aug 21$4.70$0.3015.67$295.30$309.70
305/310315/320Aug 21$4.70$0.3015.67$305.30$319.70
305/310320/325Aug 21$4.70$0.3015.67$305.30$324.70
290/295315/320Aug 21$4.62$0.3812.16$290.38$319.62
290/295320/325Aug 21$4.62$0.3812.16$290.38$324.62
290/295305/310Aug 21$4.57$0.4310.63$290.43$309.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Aug 21$0.15$4.8532.33
$325.00$330.00$335.00Aug 21$0.20$4.8024.00
$330.00$335.00$340.00Aug 21$0.20$4.8024.00
$300.00$305.00$310.00Aug 21$0.35$4.6513.29
$320.00$325.00$330.00Aug 21$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Aug 21$0.06$4.9482.33
$290.00$295.00$300.00Aug 21$0.13$4.8737.46
$340.00$345.00$350.00Aug 21$0.15$4.8532.33
$305.00$310.00$315.00Aug 21$0.20$4.8024.00
$330.00$335.00$340.00Aug 21$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.73, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Aug 21-$0.73$9.27
$385.00$390.001:2Aug 21-$1.38$3.62
$375.00$380.001:2Aug 21-$1.51$3.49
$370.00$375.001:2Aug 21-$1.66$3.34
$380.00$385.001:2Aug 21-$2.94$2.06
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$295.001:2Aug 21-$1.20$3.80
$290.00$285.001:2Aug 21-$1.21$3.79
$295.00$290.001:2Aug 21-$1.21$3.79
$310.00$305.001:2Aug 21-$1.40$3.60
$315.00$310.001:2Aug 21-$1.40$3.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 2.67%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$355.00Aug 21$9.400.490.7%2.67%3.40%511.5K
$360.00Aug 21$6.700.412.1%1.90%4.05%3546
$365.00Aug 21$5.100.353.6%1.45%5.02%72217
$370.00Aug 21$3.800.295.0%1.08%6.07%5157
$375.00Aug 21$2.650.226.4%0.75%7.16%61.6K
$380.00Aug 21$1.750.177.8%0.50%8.33%7214
$385.00Aug 21$1.250.179.2%0.35%9.60%--74
$390.00Aug 21$0.750.1410.7%0.21%10.88%624

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 537
Total Puts 301
Put/Call Ratio 0.56
Net Difference 236

Prior's Put/Call Breakdown

Total Calls 1,042
Total Puts 746
Put/Call Ratio 0.72
Net Difference 296

Prior 7-Day Put/Call Summary

Total Calls 1,552
Total Puts 940
Average Put/Call Ratio 0.55
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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