Tour v308
TRV
TRAVELERS COS INC
$337.48 -0.14%
$337.50 (+0.01%)🌙
as of 07/09 07:09 PM
7/9 19:09

Option Volume

Detail
Current (07/09) 918
Calls: 132 (14%)
Puts: 786 (86%)
Prior (07/08) 583
Calls: 309 (53%)
Puts: 274 (47%)
Current vs Prior +57.46%
Calls: -57.28% (Calls)
Puts: +186.86% (Puts)
Prior 7-Day Total 7,341
Calls: 4,392 (60%)
Puts: 2,949 (40%)
Prior 7-Day Average 1,048
Calls: 627 (60%)
Puts: 421 (40%)
Current vs Prior 7-Day Avg -12.46%
Calls: -78.96%
Puts: +86.57%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/09) $413.1K
Calls: $173.6K (42%)
Puts: $239.5K (58%)
Prior (07/08) $440.5K
Calls: $193.1K (44%)
Puts: $247.4K (56%)
Current vs Prior -6.22%
Calls: -10.09%
Puts: -3.20%
Prior 7-Day Total $6.12M
Calls: $4.74M (77%)
Puts: $1.38M (23%)
Prior 7-Day Average $874.1K
Calls: $676.8K (77%)
Puts: $197.2K (23%)
Current vs Prior 7-Day Avg -52.74%
Calls: -74.35%
Puts: +21.44%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/09) 5.95
Prior (07/08) 0.89
Current vs Prior +571.52%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg +787.52%
Sentiment BEARISH

Open Interest

Detail
Current (07/09) 4,984
Calls: 3,377 (68%)
Puts: 1,607 (32%)
Prior (07/08) 6,422
Calls: 5,220 (81%)
Puts: 1,202 (19%)
Current vs Prior -22.39%
Prior 7-Day Total 49,368
Calls: 41,525 (84%)
Puts: 7,843 (16%)
Prior 7-Day Average 7,052
Calls: 5,932 (84%)
Puts: 1,120 (16%)
Current vs Prior 7-Day Avg -29.33%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.64% | 8.03%5.64% | 8.03%
Prior 5.95% | 8.36%5.95% | 8.36%
Current vs Prior -5.09% | -3.94%-5.09% | -3.94%
Prior 7-Day Avg 5.90% | 8.09%5.78% | 8.19%
Current vs 7-Day Avg -4.37% | -0.74%-2.28% | -1.96%
Prior 7-Day Eod 5.95% | 8.36%-- | --
Current vs 7-Day Eod -5.09% | -3.94%-- | --
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 45.25% | 8.09%
Calls: 33.77% | 7.69%
Puts: 56.72% | 8.48%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Above-average activity with volume up 57% vs prior. Extreme bearish P/C ratio of 5.95 - heavy put buying. P/C ratio rising 572% - increased hedging/bearish positioning. Call-heavy open interest (3,377 calls vs 1,607 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 8.6%, best 6.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1745.8049.00$47.406.8%20.95--
$310.00Aug 2129.4032.30$30.859.4%30.84--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2110.8011.90$11.359.7%10.5223

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 0.75, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1745.8049.00$47.406.8%20.95--
$310.00Jul 1726.3030.00$28.1513.1%30.91--
$310.00Aug 2129.4032.30$30.859.4%30.84--
$320.00Jul 1717.1020.50$18.8018.1%50.83--
$330.00Jul 179.1013.10$11.1036.0%150.691.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 1713.6016.20$14.9017.4%10.7638
$340.00Jul 176.109.80$7.9546.5%510.54--
$340.00Aug 2110.8011.90$11.359.7%10.5223

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 876, top 379)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 219.3011.40$10.3520.3%370.4884
$340.00Jul 174.507.60$6.0551.2%160.46--
$330.00Jul 179.1013.10$11.1036.0%150.691.3K
$350.00Aug 214.706.50$5.6032.1%140.34545
$320.00Jul 1717.1020.50$18.8018.1%50.83--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 170.753.10$1.93121.8%3790.17332
$330.00Jul 171.855.20$3.5394.9%2630.31262
$290.00Jul 170.101.50$0.80175.0%510.06631
$340.00Jul 176.109.80$7.9546.5%510.54--
$330.00Aug 216.407.60$7.0017.1%160.3728

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 63.3%, max 116.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 2145.2%25.9%74.9%6--
$360.00Jul 17Aug 2135.9%23.2%54.5%4181
$350.00Jul 17Aug 2133.8%22.8%48.5%16783
$340.00Jul 17Aug 2135.6%24.9%42.8%5384
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 17Aug 2166.8%30.9%116.3%52841
$310.00Jul 17Aug 2145.2%25.9%74.9%842
$330.00Jul 17Aug 2134.3%22.7%51.4%279290
$340.00Jul 17Aug 2135.6%24.9%42.8%5223

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 99.00, avg 12.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$370.00Jul 17$0.49$9.51$0.4919.41$360.49
$360.00$380.00Aug 21$2.10$17.90$2.108.52$362.10
$350.00$360.00Jul 17$1.38$8.62$1.386.25$351.38
$350.00$360.00Aug 21$2.32$7.68$2.323.31$352.32
$340.00$350.00Jul 17$3.65$6.35$3.651.74$343.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$290.00Jul 17$0.20$19.80$0.2099.00$309.80
$310.00$290.00Aug 21$1.45$18.55$1.4512.79$308.55
$320.00$310.00Jul 17$0.93$9.07$0.939.75$319.07
$330.00$320.00Jul 17$1.60$8.40$1.605.25$328.40
$330.00$310.00Aug 21$4.42$15.58$4.423.52$325.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 25.67, avg 2.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$310.00Jul 17$19.25$19.25$0.7525.67$309.25
$310.00$320.00Jul 17$9.35$9.35$0.6514.38$319.35
$320.00$330.00Jul 17$7.70$7.70$2.303.35$327.70
$310.00$340.00Aug 21$20.50$20.50$9.502.16$330.50
$330.00$340.00Jul 17$5.05$5.05$4.951.02$335.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$340.00Jul 17$6.95$6.95$3.052.28$343.05
$340.00$330.00Jul 17$4.42$4.42$5.580.79$335.58
$340.00$330.00Aug 21$4.35$4.35$5.650.77$335.65
$330.00$310.00Aug 21$4.42$4.42$15.580.28$325.58
$330.00$320.00Jul 17$1.60$1.60$8.400.19$328.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $2.65, cheapest $0.33)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Jul 17Aug 21$2.2635.9%23.2%
$310.00Jul 17Aug 21$2.7045.2%25.9%
$350.00Jul 17Aug 21$3.2033.8%22.8%
$340.00Jul 17Aug 21$4.3035.6%24.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 17Aug 21$0.3366.8%30.9%
$310.00Jul 17Aug 21$1.5845.2%25.9%
$340.00Jul 17Aug 21$3.4035.6%24.9%
$330.00Jul 17Aug 21$3.4734.3%22.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.15% of stock, avg 7.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 17$6.05$7.95$14.00$326.00$354.004.15%
$330.00Jul 17$11.10$3.53$14.63$315.37$344.634.34%
$350.00Jul 17$2.40$14.90$17.30$332.70$367.305.13%
$320.00Jul 17$18.80$1.93$20.73$299.27$340.736.14%
$340.00Aug 21$10.35$11.35$21.70$318.30$361.706.43%
$310.00Jul 17$28.15$1.00$29.15$280.85$339.158.64%
$310.00Aug 21$30.85$2.58$33.43$276.57$343.439.91%
$290.00Jul 17$47.40$0.80$48.20$241.80$338.2014.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 28 found (cheapest 0.39% of stock, avg 1.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$290.00Jul 17$0.53$0.80$1.33$288.67$371.33
$370.00$310.00Jul 17$0.53$1.00$1.53$308.47$371.53
$360.00$290.00Jul 17$1.02$0.80$1.82$288.18$361.82
$360.00$310.00Jul 17$1.02$1.00$2.02$307.98$362.02
$380.00$290.00Aug 21$1.18$1.13$2.31$287.69$382.31
$370.00$320.00Jul 17$0.53$1.93$2.46$317.54$372.46
$360.00$320.00Jul 17$1.02$1.93$2.95$317.05$362.95
$350.00$290.00Jul 17$2.40$0.80$3.20$286.80$353.20
$350.00$310.00Jul 17$2.40$1.00$3.40$306.60$353.40
$380.00$310.00Aug 21$1.18$2.58$3.76$306.24$383.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 2.91, avg credit $4.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/350360/370Jul 17$7.44$2.562.91$342.56$367.44
330/340350/360Aug 21$6.67$3.332.00$333.33$356.67
310/320330/340Jul 17$5.98$4.021.49$314.02$335.98
330/340350/360Jul 17$5.80$4.201.38$334.20$355.80
320/330340/350Jul 17$5.25$4.751.11$324.75$345.25
330/340360/370Jul 17$4.91$5.090.96$335.09$364.91
310/320340/350Jul 17$4.58$5.420.85$315.42$344.58
310/330340/350Aug 21$9.17$10.830.85$320.83$349.17
290/310320/330Jul 17$7.90$12.100.65$302.10$327.90
310/330350/360Aug 21$6.74$13.260.51$323.26$356.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 13.93, cheapest $0.67)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Jul 17$0.89$9.1110.24
$330.00$340.00$350.00Jul 17$1.40$8.606.14
$310.00$320.00$330.00Jul 17$1.65$8.355.06
$340.00$350.00$360.00Jul 17$2.27$7.733.41
$340.00$350.00$360.00Aug 21$2.43$7.573.12
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Jul 17$0.67$9.3313.93
$290.00$310.00$330.00Aug 21$2.97$17.035.73
$330.00$340.00$350.00Jul 17$2.53$7.472.95
$320.00$330.00$340.00Jul 17$2.82$7.182.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.60, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$310.001:2Jul 17-$8.90$11.10
$360.00$370.001:2Jul 17-$0.04$9.96
$340.00$350.001:2Aug 21-$0.85$9.15
$350.00$360.001:2Aug 21-$0.96$9.04
$330.00$340.001:2Jul 17-$1.00$9.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$290.001:2Jul 17-$0.60$19.40
$320.00$310.001:2Jul 17-$0.07$9.93
$330.00$320.001:2Jul 17-$0.33$9.67
$350.00$340.001:2Jul 17-$1.00$9.00
$340.00$330.001:2Aug 21-$2.65$7.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.76%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Aug 21$9.300.480.8%2.76%3.50%3784
$350.00Aug 21$4.700.343.7%1.39%5.10%14545
$340.00Jul 17$4.500.460.8%1.33%2.08%16--
$360.00Aug 21$2.550.226.7%0.76%7.43%3181
$350.00Jul 17$0.800.253.7%0.24%3.95%2238
$360.00Jul 17$0.550.126.7%0.16%6.84%1--
$380.00Aug 21$0.500.0912.6%0.15%12.75%12

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 132
Total Puts 786
Put/Call Ratio 5.95
Net Difference -654

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,392
Total Puts 2,949
Average Put/Call Ratio 0.67
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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