Tour v294
TRV
TRAVELERS COS INC
$339.17 -0.92%
$337.10 (-0.61%)🌙
as of 07/06 07:05 PM
7/6 19:05

Option Volume

Detail
Current (07/06) 1,129
Calls: 575 (51%)
Puts: 554 (49%)
Prior (07/02) 871
Calls: 611 (70%)
Puts: 260 (30%)
Current vs Prior +29.62%
Calls: -5.89% (Calls)
Puts: +113.08% (Puts)
Prior 7-Day Total 6,842
Calls: 4,571 (67%)
Puts: 2,271 (33%)
Prior 7-Day Average 977
Calls: 653 (67%)
Puts: 324 (33%)
Current vs Prior 7-Day Avg +15.51%
Calls: -11.94%
Puts: +70.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $716.7K
Calls: $600.4K (84%)
Puts: $116.2K (16%)
Prior (07/02) $778.7K
Calls: $543.7K (70%)
Puts: $235.0K (30%)
Current vs Prior -7.97%
Calls: +10.43%
Puts: -50.54%
Prior 7-Day Total $5.14M
Calls: $3.89M (76%)
Puts: $1.25M (24%)
Prior 7-Day Average $734.4K
Calls: $555.3K (76%)
Puts: $179.1K (24%)
Current vs Prior 7-Day Avg -2.42%
Calls: +8.12%
Puts: -35.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.96
Prior (07/02) 0.43
Current vs Prior +126.42%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg +60.42%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/06) 7,670
Calls: 6,274 (82%)
Puts: 1,396 (18%)
Prior (07/02) 6,330
Calls: 5,333 (84%)
Puts: 997 (16%)
Current vs Prior +21.17%
Prior 7-Day Total 47,625
Calls: 39,639 (83%)
Puts: 7,986 (17%)
Prior 7-Day Average 6,803
Calls: 5,662 (83%)
Puts: 1,140 (17%)
Current vs Prior 7-Day Avg +12.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.00% | 8.26%6.00% | 8.26%
Prior 5.94% | 8.05%-- | --
Current vs Prior +0.93% | +2.57%-- | --
Prior 7-Day Avg 6.22% | 8.32%-- | --
Current vs 7-Day Avg -3.60% | -0.82%-- | --
Prior 7-Day Eod 5.94% | 8.05%-- | --
Current vs 7-Day Eod +0.93% | +2.57%-- | --
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 34.55% | 9.76%
Calls: 26.38% | 9.45%
Puts: 42.71% | 10.07%
Current vs 7-Day Avg +30.98% | -17.15%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($600.4K) vs puts ($116.2K). P/C ratio rising 126% - increased hedging/bearish positioning. Call-heavy open interest (6,274 calls vs 1,396 puts) suggests bullish positioning. Rising open interest (up 21%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 4 of results (avg 7.2%, best 5.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1757.9061.20$59.555.5%10.94286
$300.00Jul 1738.6041.50$40.057.2%10.91159
$330.00Jul 1712.4013.40$12.907.8%270.701.4K
$310.00Jul 1728.5030.90$29.708.1%20.90--
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. 8 found (avg delta 0.80, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1757.9061.20$59.555.5%10.94286
$300.00Jul 1738.6041.50$40.057.2%10.91159
$310.00Jul 1728.5030.90$29.708.1%20.90--
$320.00Jul 1719.4021.70$20.5511.2%450.85754
$330.00Jul 1712.4013.40$12.907.8%270.701.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1720.3022.90$21.6012.0%20.8313
$350.00Jul 1712.0014.70$13.3520.2%50.72--
$340.00Jul 176.708.20$7.4520.1%50.51--

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 824, top 221)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 176.407.10$6.7510.4%1090.491.8K
$350.00Jul 172.553.40$2.9728.6%1020.28267
$320.00Jul 1719.4021.70$20.5511.2%450.85754
$330.00Jul 1712.4013.40$12.907.8%270.701.4K
$360.00Jul 170.952.50$1.7389.6%90.1619
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 170.902.30$1.6087.5%2210.15332
$290.00Jul 170.051.70$0.88187.5%2170.06416
$330.00Jul 173.003.80$3.4023.5%650.29106
$280.00Jul 170.101.00$0.55163.6%100.04--
$340.00Jul 176.708.20$7.4520.1%50.51--

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. 10 found (best R:R 53.05, avg 13.78)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$370.00Jul 17$0.78$9.22$0.7811.82$360.78
$350.00$360.00Jul 17$1.24$8.76$1.247.06$351.24
$340.00$350.00Jul 17$3.78$6.22$3.781.65$343.78
$330.00$340.00Jul 17$6.15$3.85$6.150.63$336.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$290.00Jul 17$0.37$19.63$0.3753.05$309.63
$290.00$280.00Jul 17$0.33$9.67$0.3329.30$289.67
$320.00$310.00Jul 17$0.35$9.65$0.3527.57$319.65
$330.00$320.00Jul 17$1.80$8.20$1.804.56$328.20
$340.00$330.00Jul 17$4.05$5.95$4.051.47$335.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 39.00, avg 4.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$300.00Jul 17$19.50$19.50$0.5039.00$299.50
$310.00$320.00Jul 17$9.15$9.15$0.8510.76$319.15
$320.00$330.00Jul 17$7.65$7.65$2.353.26$327.65
$330.00$340.00Jul 17$6.15$6.15$3.851.60$336.15
$340.00$350.00Jul 17$3.78$3.78$6.220.61$343.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Jul 17$8.25$8.25$1.754.71$351.75
$350.00$340.00Jul 17$5.90$5.90$4.101.44$344.10
$340.00$330.00Jul 17$4.05$4.05$5.950.68$335.95
$330.00$320.00Jul 17$1.80$1.80$8.200.22$328.20
$320.00$310.00Jul 17$0.35$0.35$9.650.04$319.65

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. 7 found (cheapest 4.19% of stock, avg 7.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 17$6.75$7.45$14.20$325.80$354.204.19%
$330.00Jul 17$12.90$3.40$16.30$313.70$346.304.81%
$350.00Jul 17$2.97$13.35$16.32$333.68$366.324.81%
$320.00Jul 17$20.55$1.60$22.15$297.85$342.156.53%
$360.00Jul 17$1.73$21.60$23.33$336.67$383.336.88%
$310.00Jul 17$29.70$1.25$30.95$279.05$340.959.13%
$280.00Jul 17$59.55$0.55$60.10$219.90$340.1017.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.54% of stock, avg 1.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$290.00Jul 17$0.95$0.88$1.83$288.17$371.83
$370.00$310.00Jul 17$0.95$1.25$2.20$307.80$372.20
$370.00$320.00Jul 17$0.95$1.60$2.55$317.45$372.55
$360.00$290.00Jul 17$1.73$0.88$2.61$287.39$362.61
$360.00$310.00Jul 17$1.73$1.25$2.98$307.02$362.98
$360.00$320.00Jul 17$1.73$1.60$3.33$316.67$363.33
$350.00$290.00Jul 17$2.97$0.88$3.85$286.15$353.85
$350.00$310.00Jul 17$2.97$1.25$4.22$305.78$354.22
$370.00$330.00Jul 17$0.95$3.40$4.35$325.65$374.35
$350.00$320.00Jul 17$2.97$1.60$4.57$315.43$354.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 18.23, avg credit $4.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
280/290310/320Jul 17$9.48$0.5218.23$280.52$319.48
280/290320/330Jul 17$7.98$2.023.95$282.02$327.98
340/350360/370Jul 17$6.68$3.322.01$343.32$366.68
310/320330/340Jul 17$6.50$3.501.86$313.50$336.50
280/290330/340Jul 17$6.48$3.521.84$283.52$336.48
320/330340/350Jul 17$5.58$4.421.26$324.42$345.58
330/340350/360Jul 17$5.29$4.711.12$334.71$355.29
330/340360/370Jul 17$4.83$5.170.93$335.17$364.83
280/290340/350Jul 17$4.11$5.890.70$285.89$344.11
310/320340/350Jul 17$4.13$5.870.70$315.87$344.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 20.74, cheapest $0.46)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Jul 17$0.46$9.5420.74
$300.00$310.00$320.00Jul 17$1.20$8.807.33
$310.00$320.00$330.00Jul 17$1.50$8.505.67
$320.00$330.00$340.00Jul 17$1.50$8.505.67
$330.00$340.00$350.00Jul 17$2.37$7.633.22
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Jul 17$1.45$8.555.90
$330.00$340.00$350.00Jul 17$1.85$8.154.41
$320.00$330.00$340.00Jul 17$2.25$7.753.44
$340.00$350.00$360.00Jul 17$2.35$7.653.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.51, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$370.001:2Jul 17-$0.17$9.83
$350.00$360.001:2Jul 17-$0.49$9.51
$330.00$340.001:2Jul 17-$0.60$9.40
$320.00$330.001:2Jul 17-$5.25$4.75
$340.00$350.001:2Jul 17$0.81$9.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$290.001:2Jul 17-$0.51$19.49
$290.00$280.001:2Jul 17-$0.22$9.78
$320.00$310.001:2Jul 17-$0.90$9.10
$350.00$340.001:2Jul 17-$1.55$8.45
$360.00$350.001:2Jul 17-$5.10$4.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.89%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Jul 17$6.400.490.2%1.89%2.13%1091.8K
$350.00Jul 17$2.550.283.2%0.75%3.94%102267
$360.00Jul 17$0.950.166.1%0.28%6.42%919
$370.00Jul 17$0.350.099.1%0.10%9.19%2--

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 575
Total Puts 554
Put/Call Ratio 0.96
Net Difference 21

Prior's Put/Call Breakdown

Total Calls 611
Total Puts 260
Put/Call Ratio 0.43
Net Difference 351

Prior 7-Day Put/Call Summary

Total Calls 4,571
Total Puts 2,271
Average Put/Call Ratio 0.60
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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