NEW Tour v251
TRV
TRAVELERS COS INC
$334.62 +1.36%
$336.60 (+0.59%)🌙
as of 07/01 07:05 PM
7/1 19:05

Option Volume

Detail
Current (07/01) 577
Calls: 390 (68%)
Puts: 187 (32%)
Prior (06/30) 1,683
Calls: 1,018 (60%)
Puts: 665 (40%)
Current vs Prior -65.72%
Calls: -61.69% (Calls)
Puts: -71.88% (Puts)
Prior 7-Day Total 7,767
Calls: 5,201 (67%)
Puts: 2,566 (33%)
Prior 7-Day Average 1,109
Calls: 743 (67%)
Puts: 366 (33%)
Current vs Prior 7-Day Avg -48.00%
Calls: -47.51%
Puts: -48.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $865.7K
Calls: $671.3K (78%)
Puts: $194.4K (22%)
Prior (06/30) $1.20M
Calls: $1.03M (86%)
Puts: $165.7K (14%)
Current vs Prior -27.84%
Calls: -35.07%
Puts: +17.30%
Prior 7-Day Total $4.44M
Calls: $3.29M (74%)
Puts: $1.14M (26%)
Prior 7-Day Average $633.7K
Calls: $470.5K (74%)
Puts: $163.3K (26%)
Current vs Prior 7-Day Avg +36.59%
Calls: +42.68%
Puts: +19.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.48
Prior (06/30) 0.65
Current vs Prior -26.60%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -20.39%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 7,652
Calls: 6,201 (81%)
Puts: 1,451 (19%)
Prior (06/30) 6,347
Calls: 5,382 (85%)
Puts: 965 (15%)
Current vs Prior +20.56%
Prior 7-Day Total 47,484
Calls: 39,966 (84%)
Puts: 7,518 (16%)
Prior 7-Day Average 6,783
Calls: 5,709 (84%)
Puts: 1,074 (16%)
Current vs Prior 7-Day Avg +12.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 6.08% | 7.95%
Prior 6.03% | 8.24%
Current vs Prior +0.89% | -3.52%
Prior 7-Day Avg 6.53% | 8.61%
Current vs 7-Day Avg -6.80% | -7.66%
Prior 7-Day Eod 6.03% | 8.24%
Current vs 7-Day Eod +0.89% | -3.52%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 45.25% | 8.09%
Calls: 33.77% | 7.69%
Puts: 56.72% | 8.48%
Prior 45.25% | 8.09%
Calls: 33.77% | 7.69%
Puts: 56.72% | 8.48%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 26.76% | 11.39%
Calls: 20.87% | 11.71%
Puts: 32.64% | 11.07%
Current vs 7-Day Avg +69.11% | -28.99%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($671.3K) vs puts ($194.4K). Below-average activity with volume down 66% vs prior. Extreme bullish P/C ratio of 0.48 - heavy call buying (390 calls vs 187 puts). P/C ratio dropping 27% - 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 BULLISH
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 5 of results (avg 6.7%, best 5.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1754.1057.20$55.655.6%11.00287
$310.00Jul 1725.1026.90$26.006.9%10.88229
$290.00Jul 1744.4047.60$46.007.0%100.95--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 1763.5067.00$65.255.4%20.93--
$360.00Jul 1723.6025.80$24.708.9%40.913

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. 7 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1754.1057.20$55.655.6%11.00287
$290.00Jul 1744.4047.60$46.007.0%100.95--
$310.00Jul 1725.1026.90$26.006.9%10.88229
$320.00Jul 1716.1018.40$17.2513.3%60.78757
$330.00Jul 179.7011.10$10.4013.5%220.601.4K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 1763.5067.00$65.255.4%20.93--
$360.00Jul 1723.6025.80$24.708.9%40.913

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 179, top 41)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 174.505.80$5.1525.2%240.391.8K
$350.00Jul 171.752.70$2.2342.6%240.2147
$330.00Jul 179.7011.10$10.4013.5%220.601.4K
$360.00Jul 170.501.00$0.7566.7%110.0913
$290.00Jul 1744.4047.60$46.007.0%100.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 171.703.40$2.5566.7%410.22316
$290.00Jul 170.150.90$0.53141.5%80.04418
$310.00Jul 170.302.50$1.40157.1%60.12246
$300.00Jul 170.150.90$0.53141.5%50.05--
$330.00Jul 174.407.20$5.8048.3%50.4036

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. 8 found (best R:R 30.25, avg 7.52)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$370.00Jul 17$0.32$9.68$0.3230.25$360.32
$350.00$360.00Jul 17$1.48$8.52$1.485.76$351.48
$340.00$350.00Jul 17$2.92$7.08$2.922.42$342.92
$330.00$340.00Jul 17$5.25$4.75$5.250.90$335.25
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$300.00Jul 17$0.87$9.13$0.8710.49$309.13
$320.00$310.00Jul 17$1.15$8.85$1.157.70$318.85
$330.00$320.00Jul 17$3.25$6.75$3.252.08$326.75
$360.00$330.00Jul 17$18.90$11.10$18.900.59$341.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 27.57, avg 3.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$290.00Jul 17$9.65$9.65$0.3527.57$289.65
$310.00$320.00Jul 17$8.75$8.75$1.257.00$318.75
$320.00$330.00Jul 17$6.85$6.85$3.152.17$326.85
$330.00$340.00Jul 17$5.25$5.25$4.751.11$335.25
$340.00$350.00Jul 17$2.92$2.92$7.080.41$342.92
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$330.00Jul 17$18.90$18.90$11.101.70$341.10
$330.00$320.00Jul 17$3.25$3.25$6.750.48$326.75
$320.00$310.00Jul 17$1.15$1.15$8.850.13$318.85
$310.00$300.00Jul 17$0.87$0.87$9.130.10$309.13

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. 6 found (cheapest 4.84% of stock, avg 9.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Jul 17$10.40$5.80$16.20$313.80$346.204.84%
$320.00Jul 17$17.25$2.55$19.80$300.20$339.805.92%
$360.00Jul 17$0.75$24.70$25.45$334.55$385.457.61%
$310.00Jul 17$26.00$1.40$27.40$282.60$337.408.19%
$290.00Jul 17$46.00$0.53$46.53$243.47$336.5313.91%
$280.00Jul 17$55.65$0.45$56.10$223.90$336.1016.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.29% of stock, avg 1.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$300.00Jul 17$0.43$0.53$0.96$299.04$370.96
$360.00$300.00Jul 17$0.75$0.53$1.28$298.72$361.28
$370.00$310.00Jul 17$0.43$1.40$1.83$308.17$371.83
$360.00$310.00Jul 17$0.75$1.40$2.15$307.85$362.15
$350.00$300.00Jul 17$2.23$0.53$2.76$297.24$352.76
$370.00$320.00Jul 17$0.43$2.55$2.98$317.02$372.98
$360.00$320.00Jul 17$0.75$2.55$3.30$316.70$363.30
$350.00$310.00Jul 17$2.23$1.40$3.63$306.37$353.63
$350.00$320.00Jul 17$2.23$2.55$4.78$315.22$354.78
$340.00$300.00Jul 17$5.15$0.53$5.68$294.32$345.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 3.39, avg credit $4.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/310320/330Jul 17$7.72$2.283.39$302.28$327.72
310/320330/340Jul 17$6.40$3.601.78$313.60$336.40
320/330340/350Jul 17$6.17$3.831.61$323.83$346.17
300/310330/340Jul 17$6.12$3.881.58$303.88$336.12
320/330350/360Jul 17$4.73$5.270.90$325.27$354.73
310/320340/350Jul 17$4.07$5.930.69$315.93$344.07
300/310340/350Jul 17$3.79$6.210.61$306.21$343.79
320/330360/370Jul 17$3.57$6.430.56$326.43$363.57
310/320350/360Jul 17$2.63$7.370.36$317.37$352.63
300/310350/360Jul 17$2.35$7.650.31$307.65$352.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 34.71, cheapest $0.28)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Jul 17$1.16$8.847.62
$340.00$350.00$360.00Jul 17$1.44$8.565.94
$320.00$330.00$340.00Jul 17$1.60$8.405.25
$310.00$320.00$330.00Jul 17$1.90$8.104.26
$330.00$340.00$350.00Jul 17$2.33$7.673.29
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$300.00$310.00$320.00Jul 17$0.28$9.7234.71
$290.00$300.00$310.00Jul 17$0.87$9.1310.49
$310.00$320.00$330.00Jul 17$2.10$7.903.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-6.00, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$310.001:2Jul 17-$6.00$14.00
$360.00$370.001:2Jul 17-$0.11$9.89
$320.00$330.001:2Jul 17-$3.55$6.45
$310.00$320.001:2Jul 17-$8.50$1.50
$330.00$340.001:2Jul 17$0.10$9.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Jul 17-$0.25$9.75
$290.00$280.001:2Jul 17-$0.37$9.63
$300.00$290.001:2Jul 17-$0.53$9.47
$400.00$360.001:2Jul 17$15.85$24.15
$360.00$330.001:2Jul 17$13.10$16.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.34%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Jul 17$4.500.391.6%1.34%2.95%241.8K
$350.00Jul 17$1.750.214.6%0.52%5.12%2447
$360.00Jul 17$0.500.097.6%0.15%7.73%1113

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 390
Total Puts 187
Put/Call Ratio 0.48
Net Difference 203

Prior's Put/Call Breakdown

Total Calls 1,018
Total Puts 665
Put/Call Ratio 0.65
Net Difference 353

Prior 7-Day Put/Call Summary

Total Calls 5,201
Total Puts 2,566
Average Put/Call Ratio 0.60
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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