Tour v297
TRV
TRAVELERS COS INC
$343.73 +1.34%
$345.00 (+0.37%)🌙
as of 07/07 07:08 PM
7/7 19:08

Option Volume

Detail
Current (07/07) 1,919
Calls: 1,122 (58%)
Puts: 797 (42%)
Prior (07/06) 1,129
Calls: 575 (51%)
Puts: 554 (49%)
Current vs Prior +69.97%
Calls: +95.13% (Calls)
Puts: +43.86% (Puts)
Prior 7-Day Total 6,098
Calls: 3,684 (60%)
Puts: 2,414 (40%)
Prior 7-Day Average 871
Calls: 526 (60%)
Puts: 344 (40%)
Current vs Prior 7-Day Avg +120.29%
Calls: +113.19%
Puts: +131.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $1.52M
Calls: $1.23M (81%)
Puts: $289.2K (19%)
Prior (07/06) $716.7K
Calls: $600.4K (84%)
Puts: $116.2K (16%)
Current vs Prior +112.39%
Calls: +105.33%
Puts: +148.82%
Prior 7-Day Total $5.01M
Calls: $3.77M (75%)
Puts: $1.24M (25%)
Prior 7-Day Average $715.6K
Calls: $538.1K (75%)
Puts: $177.5K (25%)
Current vs Prior 7-Day Avg +112.72%
Calls: +129.14%
Puts: +62.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.71
Prior (07/06) 0.96
Current vs Prior -26.27%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +1.75%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/07) 8,402
Calls: 7,478 (89%)
Puts: 924 (11%)
Prior (07/06) 7,670
Calls: 6,274 (82%)
Puts: 1,396 (18%)
Current vs Prior +9.54%
Prior 7-Day Total 47,452
Calls: 39,681 (84%)
Puts: 7,771 (16%)
Prior 7-Day Average 6,778
Calls: 5,668 (84%)
Puts: 1,110 (16%)
Current vs Prior 7-Day Avg +23.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.38% | 7.96%5.38% | 7.96%
Prior 6.00% | 8.26%6.00% | 8.26%
Current vs Prior -10.30% | -3.62%-10.30% | -3.62%
Prior 7-Day Avg 6.14% | 8.24%6.00% | 8.26%
Current vs 7-Day Avg -12.30% | -3.44%-10.30% | -3.62%
Prior 7-Day Eod 6.00% | 8.26%-- | --
Current vs 7-Day Eod -10.30% | -3.62%-- | --
Sentiment BULLISHBULLISH

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 38.63% | 9.86%
Calls: 29.06% | 9.46%
Puts: 48.19% | 10.25%
Current vs 7-Day Avg +17.14% | -17.95%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($1.23M) vs puts ($289.2K). Massive premium surge with dollar volume up 112% vs prior. Dollar volume significantly above 7-day average (113% higher). Above-average activity with volume up 70% vs prior.

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 7.8%, best 6.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 1733.5035.80$34.656.6%160.94226
$300.00Aug 2144.9048.30$46.607.3%10.924
$320.00Jul 1723.6025.50$24.557.7%60.88741
$300.00Jul 1742.4046.10$44.258.4%11.00158
$340.00Aug 2113.5014.80$14.159.2%150.5872
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 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1742.4046.10$44.258.4%11.00158
$310.00Jul 1733.5035.80$34.656.6%160.94226
$300.00Aug 2144.9048.30$46.607.3%10.924
$320.00Jul 1723.6025.50$24.557.7%60.88741
$330.00Jul 1715.0017.00$16.0012.5%490.791.4K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Jul 1725.1028.50$26.8012.7%220.87--
$360.00Jul 1716.2018.50$17.3513.3%30.8112
$350.00Jul 178.7011.00$9.8523.4%30.6515
$350.00Aug 2112.2014.20$13.2015.2%10.5744

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 803, top 252)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 1715.0017.00$16.0012.5%490.791.4K
$340.00Jul 177.409.90$8.6528.9%230.581.8K
$330.00Aug 2119.6022.30$20.9512.9%220.72118
$350.00Jul 173.105.00$4.0546.9%190.35234
$310.00Jul 1733.5035.80$34.656.6%160.94226
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 170.404.40$2.40166.7%2520.2364
$320.00Jul 170.003.00$1.50200.0%2160.13--
$340.00Jul 173.407.50$5.4575.2%800.425
$370.00Jul 1725.1028.50$26.8012.7%220.87--
$340.00Aug 217.909.20$8.5515.2%100.4218

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 54.5%, max 125.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Jul 17Aug 2147.8%21.2%125.6%1238
$370.00Jul 17Aug 2140.1%20.9%92.1%5261
$360.00Jul 17Aug 2132.5%22.3%45.6%21191
$330.00Jul 17Aug 2131.8%22.2%43.4%711.5K
$300.00Jul 17Aug 2141.1%29.6%39.1%2162
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 17Aug 2138.7%24.2%59.8%217186
$330.00Jul 17Aug 2131.8%22.2%43.4%25464
$340.00Jul 17Aug 2130.2%21.8%38.3%9023
$350.00Jul 17Aug 2130.9%22.6%36.9%459

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 54.56, avg 10.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$380.00Jul 17$0.18$9.82$0.1854.56$370.18
$390.00$400.00Aug 21$0.27$9.73$0.2736.04$390.27
$360.00$370.00Jul 17$0.40$9.60$0.4024.00$360.40
$380.00$390.00Aug 21$0.48$9.52$0.4819.83$380.48
$370.00$380.00Aug 21$1.07$8.93$1.078.35$371.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Jul 17$0.72$9.28$0.7212.89$319.28
$330.00$320.00Jul 17$0.90$9.10$0.9010.11$329.10
$330.00$320.00Aug 21$1.82$8.18$1.824.49$328.18
$340.00$330.00Jul 17$3.05$6.95$3.052.28$336.95
$340.00$330.00Aug 21$3.65$6.35$3.651.74$336.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 24.00, avg 2.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$310.00Jul 17$9.60$9.60$0.4024.00$309.60
$320.00$330.00Jul 17$8.55$8.55$1.455.90$328.55
$300.00$330.00Aug 21$25.65$25.65$4.355.90$325.65
$330.00$340.00Jul 17$7.35$7.35$2.652.77$337.35
$330.00$340.00Aug 21$6.80$6.80$3.202.12$336.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$360.00Jul 17$9.45$9.45$0.5517.18$360.55
$360.00$350.00Jul 17$7.50$7.50$2.503.00$352.50
$350.00$340.00Aug 21$4.65$4.65$5.350.87$345.35
$350.00$340.00Jul 17$4.40$4.40$5.600.79$345.60
$340.00$330.00Aug 21$3.65$3.65$6.350.57$336.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.12, cheapest $0.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Jul 17Aug 21$0.7540.1%20.9%
$300.00Jul 17Aug 21$2.3541.1%29.6%
$360.00Jul 17Aug 21$2.9532.5%22.3%
$350.00Jul 17Aug 21$4.2030.9%22.6%
$330.00Jul 17Aug 21$4.9531.8%22.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 17Aug 21$1.5838.7%24.2%
$330.00Jul 17Aug 21$2.5031.8%22.2%
$340.00Jul 17Aug 21$3.1030.2%21.8%
$350.00Jul 17Aug 21$3.3530.9%22.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 4.04% of stock, avg 6.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Jul 17$4.05$9.85$13.90$336.10$363.904.04%
$340.00Jul 17$8.65$5.45$14.10$325.90$354.104.10%
$330.00Jul 17$16.00$2.40$18.40$311.60$348.405.35%
$360.00Jul 17$1.85$17.35$19.20$340.80$379.205.59%
$350.00Aug 21$8.25$13.20$21.45$328.55$371.456.24%
$340.00Aug 21$14.15$8.55$22.70$317.30$362.706.60%
$330.00Aug 21$20.95$4.90$25.85$304.15$355.857.52%
$320.00Jul 17$24.55$1.50$26.05$293.95$346.057.58%
$370.00Jul 17$1.45$26.80$28.25$341.75$398.258.22%
$310.00Jul 17$34.65$0.78$35.43$274.57$345.4310.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 31 found (cheapest 0.60% of stock, avg 1.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$310.00Jul 17$1.27$0.78$2.05$307.95$382.05
$370.00$310.00Jul 17$1.45$0.78$2.23$307.77$372.23
$360.00$310.00Jul 17$1.85$0.78$2.63$307.37$362.63
$380.00$320.00Jul 17$1.27$1.50$2.77$317.23$382.77
$370.00$320.00Jul 17$1.45$1.50$2.95$317.05$372.95
$360.00$320.00Jul 17$1.85$1.50$3.35$316.65$363.35
$380.00$330.00Jul 17$1.27$2.40$3.67$326.33$383.67
$390.00$320.00Aug 21$0.65$3.08$3.73$316.27$393.73
$370.00$330.00Jul 17$1.45$2.40$3.85$326.15$373.85
$380.00$320.00Aug 21$1.13$3.08$4.21$315.79$384.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 4.18, avg credit $4.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
310/320330/340Jul 17$8.07$1.934.18$311.93$338.07
320/330340/350Aug 21$7.72$2.283.39$322.28$347.72
350/360370/380Jul 17$7.68$2.323.31$352.32$377.68
340/350360/370Aug 21$7.25$2.752.64$342.75$367.25
330/340350/360Aug 21$7.10$2.902.45$332.90$357.10
330/340360/370Aug 21$6.25$3.751.67$333.75$366.25
340/350370/380Aug 21$5.72$4.281.34$344.28$375.72
320/330340/350Jul 17$5.50$4.501.22$324.50$345.50
310/320340/350Jul 17$5.32$4.681.14$314.68$345.32
330/340350/360Jul 17$5.25$4.751.11$334.75$355.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 54.56, cheapest $0.18)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$400.00$410.00Aug 21$0.19$9.8151.63
$380.00$390.00$400.00Aug 21$0.21$9.7946.62
$360.00$370.00$380.00Jul 17$0.22$9.7844.45
$370.00$380.00$390.00Aug 21$0.59$9.4115.95
$350.00$360.00$370.00Aug 21$0.85$9.1510.76
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Jul 17$0.18$9.8254.56
$330.00$340.00$350.00Aug 21$1.00$9.009.00
$330.00$340.00$350.00Jul 17$1.35$8.656.41
$320.00$330.00$340.00Aug 21$1.83$8.174.46
$350.00$360.00$370.00Jul 17$1.95$8.054.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.06, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$380.001:2Aug 21-$0.06$9.94
$390.00$400.001:2Aug 21-$0.11$9.89
$380.00$390.001:2Aug 21-$0.17$9.83
$400.00$410.001:2Aug 21-$0.22$9.78
$360.00$370.001:2Jul 17-$1.05$8.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Jul 17-$0.06$9.94
$330.00$320.001:2Jul 17-$0.60$9.40
$350.00$340.001:2Jul 17-$1.05$8.95
$340.00$330.001:2Aug 21-$1.25$8.75
$330.00$320.001:2Aug 21-$1.26$8.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.04%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Aug 21$7.000.431.8%2.04%3.86%7550
$360.00Aug 21$3.800.294.7%1.11%5.84%16168
$350.00Jul 17$3.100.351.8%0.90%2.73%19234
$370.00Aug 21$1.000.177.6%0.29%7.93%230
$360.00Jul 17$0.700.194.7%0.20%4.94%523
$380.00Aug 21$0.250.1010.6%0.07%10.62%2--
$390.00Aug 21$0.100.0613.5%0.03%13.49%8--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,122
Total Puts 797
Put/Call Ratio 0.71
Net Difference 325

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,684
Total Puts 2,414
Average Put/Call Ratio 0.70
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All