Tour v303
TRV
TRAVELERS COS INC
$337.94 -1.68%
$337.47 (-0.14%)🌙
as of 07/08 07:09 PM
7/8 19:09

Option Volume

Detail
Current (07/08) 583
Calls: 309 (53%)
Puts: 274 (47%)
Prior (07/07) 1,919
Calls: 1,122 (58%)
Puts: 797 (42%)
Current vs Prior -69.62%
Calls: -72.46% (Calls)
Puts: -65.62% (Puts)
Prior 7-Day Total 7,331
Calls: 4,326 (59%)
Puts: 3,005 (41%)
Prior 7-Day Average 1,047
Calls: 618 (59%)
Puts: 429 (41%)
Current vs Prior 7-Day Avg -44.33%
Calls: -50.00%
Puts: -36.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $440.5K
Calls: $193.1K (44%)
Puts: $247.4K (56%)
Prior (07/07) $1.52M
Calls: $1.23M (81%)
Puts: $289.2K (19%)
Current vs Prior -71.06%
Calls: -84.34%
Puts: -14.45%
Prior 7-Day Total $6.14M
Calls: $4.78M (78%)
Puts: $1.36M (22%)
Prior 7-Day Average $876.4K
Calls: $682.3K (78%)
Puts: $194.2K (22%)
Current vs Prior 7-Day Avg -49.74%
Calls: -71.70%
Puts: +27.43%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/08) 0.89
Prior (07/07) 0.71
Current vs Prior +24.83%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +20.11%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/08) 6,422
Calls: 5,220 (81%)
Puts: 1,202 (19%)
Prior (07/07) 8,402
Calls: 7,478 (89%)
Puts: 924 (11%)
Current vs Prior -23.57%
Prior 7-Day Total 48,801
Calls: 41,642 (85%)
Puts: 7,159 (15%)
Prior 7-Day Average 6,971
Calls: 5,948 (85%)
Puts: 1,022 (15%)
Current vs Prior 7-Day Avg -7.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.95% | 8.36%5.95% | 8.36%
Prior 5.38% | 7.96%5.38% | 7.96%
Current vs Prior +10.51% | +5.06%+10.51% | +5.06%
Prior 7-Day Avg 5.95% | 8.08%5.69% | 8.11%
Current vs 7-Day Avg -0.07% | +3.40%+4.51% | +3.13%
Prior 7-Day Eod 5.38% | 7.96%-- | --
Current vs 7-Day Eod +10.51% | +5.06%-- | --
Sentiment BEARISHBEARISH

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 42.58% | 8.94%
Calls: 32.41% | 8.83%
Puts: 52.75% | 9.04%
Current vs 7-Day Avg +6.26% | -9.49%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 70% vs prior. Call-heavy open interest (5,220 calls vs 1,202 puts) suggests bullish positioning. Declining open interest (down 24%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
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 3 of results (avg 9.2%, best 9.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 1719.1020.90$20.009.0%10.86--
$310.00Jul 1727.4030.00$28.709.1%60.89223
$310.00Aug 2131.0034.10$32.559.5%10.84--
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. 9 found (avg delta 0.73, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 1727.4030.00$28.709.1%60.89223
$320.00Jul 1719.1020.90$20.009.0%10.86--
$310.00Aug 2131.0034.10$32.559.5%10.84--
$330.00Jul 1710.7012.80$11.7517.9%70.691.3K
$330.00Aug 2115.9017.90$16.9011.8%30.64--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1720.7023.30$22.0011.8%20.8814
$350.00Jul 1712.1014.50$13.3018.0%340.7414
$340.00Jul 177.009.70$8.3532.3%1410.5368
$340.00Aug 2110.1012.60$11.3522.0%60.5124

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 518, top 141)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 175.507.90$6.7035.8%850.471.8K
$370.00Jul 170.000.85$0.43197.7%720.06232
$350.00Jul 171.953.50$2.7356.8%320.26242
$350.00Aug 215.807.40$6.6024.2%290.36551
$360.00Aug 212.754.40$3.5846.1%260.23179
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 177.009.70$8.3532.3%1410.5368
$350.00Jul 1712.1014.50$13.3018.0%340.7414
$330.00Jul 172.654.40$3.5349.6%230.31261
$320.00Jul 170.801.70$1.2572.0%110.14331
$300.00Jul 170.201.60$0.90155.6%100.07200

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 46.5%, max 76.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 2146.3%26.2%76.6%7223
$330.00Jul 17Aug 2132.7%22.5%45.2%101.3K
$340.00Jul 17Aug 2136.1%25.2%43.6%861.8K
$360.00Jul 17Aug 2133.8%23.5%43.5%39204
$350.00Jul 17Aug 2133.5%24.5%36.6%61793
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 17Aug 2132.7%22.5%45.2%27293
$340.00Jul 17Aug 2136.1%25.2%43.6%14792
$320.00Jul 17Aug 2133.0%24.0%37.7%19331

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 56.14, avg 9.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$370.00Jul 17$0.62$9.38$0.6215.13$360.62
$350.00$360.00Jul 17$1.68$8.32$1.684.95$351.68
$350.00$360.00Aug 21$3.02$6.98$3.022.31$353.02
$340.00$350.00Jul 17$3.97$6.03$3.971.52$343.97
$340.00$350.00Aug 21$4.20$5.80$4.201.38$344.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$300.00Jul 17$0.35$19.65$0.3556.14$319.65
$300.00$280.00Jul 17$0.52$19.48$0.5237.46$299.48
$330.00$320.00Jul 17$2.28$7.72$2.283.39$327.72
$330.00$320.00Aug 21$2.70$7.30$2.702.70$327.30
$340.00$330.00Aug 21$4.45$5.55$4.451.25$335.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 6.69, avg 1.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$320.00Jul 17$8.70$8.70$1.306.69$318.70
$320.00$330.00Jul 17$8.25$8.25$1.754.71$328.25
$310.00$330.00Aug 21$15.65$15.65$4.353.60$325.65
$330.00$340.00Aug 21$6.10$6.10$3.901.56$336.10
$330.00$340.00Jul 17$5.05$5.05$4.951.02$335.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Jul 17$8.70$8.70$1.306.69$351.30
$350.00$340.00Jul 17$4.95$4.95$5.050.98$345.05
$340.00$330.00Jul 17$4.82$4.82$5.180.93$335.18
$340.00$330.00Aug 21$4.45$4.45$5.550.80$335.55
$330.00$320.00Aug 21$2.70$2.70$7.300.37$327.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.60, cheapest $2.53)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Jul 17Aug 21$2.5333.8%23.5%
$310.00Jul 17Aug 21$3.8546.3%26.2%
$350.00Jul 17Aug 21$3.8733.5%24.5%
$340.00Jul 17Aug 21$4.1036.1%25.2%
$330.00Jul 17Aug 21$5.1532.7%22.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 17Aug 21$2.9533.0%24.0%
$340.00Jul 17Aug 21$3.0036.1%25.2%
$330.00Jul 17Aug 21$3.3732.7%22.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 4.45% of stock, avg 5.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 17$6.70$8.35$15.05$324.95$355.054.45%
$330.00Jul 17$11.75$3.53$15.28$314.72$345.284.52%
$350.00Jul 17$2.73$13.30$16.03$333.97$366.034.74%
$320.00Jul 17$20.00$1.25$21.25$298.75$341.256.29%
$340.00Aug 21$10.80$11.35$22.15$317.85$362.156.55%
$360.00Jul 17$1.05$22.00$23.05$336.95$383.056.82%
$330.00Aug 21$16.90$6.90$23.80$306.20$353.807.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 0.39% of stock, avg 2.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$300.00Jul 17$0.43$0.90$1.33$298.67$371.33
$370.00$320.00Jul 17$0.43$1.25$1.68$318.32$371.68
$360.00$300.00Jul 17$1.05$0.90$1.95$298.05$361.95
$360.00$320.00Jul 17$1.05$1.25$2.30$317.70$362.30
$350.00$300.00Jul 17$2.73$0.90$3.63$296.37$353.63
$370.00$330.00Jul 17$0.43$3.53$3.96$326.04$373.96
$350.00$320.00Jul 17$2.73$1.25$3.98$316.02$353.98
$360.00$330.00Jul 17$1.05$3.53$4.58$325.42$364.58
$350.00$330.00Jul 17$2.73$3.53$6.26$323.74$356.26
$340.00$300.00Jul 17$6.70$0.90$7.60$292.40$347.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 2.95, avg credit $4.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Aug 21$7.47$2.532.95$332.53$357.47
320/330340/350Aug 21$6.90$3.102.23$323.10$346.90
330/340350/360Jul 17$6.50$3.501.86$333.50$356.50
320/330340/350Jul 17$6.25$3.751.67$323.75$346.25
320/330350/360Aug 21$5.72$4.281.34$324.28$355.72
340/350360/370Jul 17$5.57$4.431.26$344.43$365.57
330/340360/370Jul 17$5.44$4.561.19$334.56$365.44
280/300310/320Jul 17$9.22$10.780.86$290.78$319.22
280/300320/330Jul 17$8.77$11.230.78$291.23$328.77
320/330350/360Jul 17$3.96$6.040.66$326.04$353.96

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 75.92, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Jul 17$0.45$9.5521.22
$350.00$360.00$370.00Jul 17$1.06$8.948.43
$330.00$340.00$350.00Jul 17$1.08$8.928.26
$340.00$350.00$360.00Aug 21$1.18$8.827.47
$330.00$340.00$350.00Aug 21$1.90$8.104.26
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Jul 17$0.13$9.8775.92
$320.00$330.00$340.00Aug 21$1.75$8.254.71
$320.00$330.00$340.00Jul 17$2.54$7.462.94
$340.00$350.00$360.00Jul 17$3.75$6.251.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.55, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$330.001:2Aug 21-$1.25$18.75
$350.00$360.001:2Aug 21-$0.56$9.44
$330.00$340.001:2Jul 17-$1.65$8.35
$340.00$350.001:2Aug 21-$2.40$7.60
$320.00$330.001:2Jul 17-$3.50$6.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$300.001:2Jul 17-$0.55$19.45
$330.00$320.001:2Aug 21-$1.50$8.50
$340.00$330.001:2Aug 21-$2.45$7.55
$350.00$340.001:2Jul 17-$3.40$6.60
$360.00$350.001:2Jul 17-$4.60$5.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.93%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Aug 21$9.900.490.6%2.93%3.54%1--
$350.00Aug 21$5.800.363.6%1.72%5.28%29551
$340.00Jul 17$5.500.470.6%1.63%2.24%851.8K
$360.00Aug 21$2.750.236.5%0.81%7.34%26179
$350.00Jul 17$1.950.263.6%0.58%4.15%32242
$360.00Jul 17$0.450.126.5%0.13%6.66%1325

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 309
Total Puts 274
Put/Call Ratio 0.89
Net Difference 35

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,326
Total Puts 3,005
Average Put/Call Ratio 0.74
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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