Tour v309
TRV
TRAVELERS COS INC
$338.92 +0.43%
$335.96 (-0.87%)🌙
as of 07/10 07:10 PM
7/10 19:10

Option Volume

Detail
Current (07/10) 793
Calls: 525 (66%)
Puts: 268 (34%)
Prior (07/09) 918
Calls: 132 (14%)
Puts: 786 (86%)
Current vs Prior -13.62%
Calls: +297.73% (Calls)
Puts: -65.90% (Puts)
Prior 7-Day Total 7,680
Calls: 4,157 (54%)
Puts: 3,523 (46%)
Prior 7-Day Average 1,097
Calls: 593 (54%)
Puts: 503 (46%)
Current vs Prior 7-Day Avg -27.72%
Calls: -11.59%
Puts: -46.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $685.4K
Calls: $517.7K (76%)
Puts: $167.7K (24%)
Prior (07/09) $413.1K
Calls: $173.6K (42%)
Puts: $239.5K (58%)
Current vs Prior +65.92%
Calls: +198.17%
Puts: -29.96%
Prior 7-Day Total $5.94M
Calls: $4.45M (75%)
Puts: $1.49M (25%)
Prior 7-Day Average $848.1K
Calls: $635.6K (75%)
Puts: $212.5K (25%)
Current vs Prior 7-Day Avg -19.18%
Calls: -18.55%
Puts: -21.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.51
Prior (07/09) 5.95
Current vs Prior -91.43%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -60.81%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 7,614
Calls: 6,423 (84%)
Puts: 1,191 (16%)
Prior (07/09) 4,984
Calls: 3,377 (68%)
Puts: 1,607 (32%)
Current vs Prior +52.77%
Prior 7-Day Total 47,807
Calls: 39,265 (82%)
Puts: 8,542 (18%)
Prior 7-Day Average 6,829
Calls: 5,609 (82%)
Puts: 1,220 (18%)
Current vs Prior 7-Day Avg +11.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.02% | 7.89%5.02% | 7.89%
Prior 5.64% | 8.03%5.64% | 8.03%
Current vs Prior -11.14% | -1.71%-11.14% | -1.71%
Prior 7-Day Avg 5.86% | 8.12%5.74% | 8.15%
Current vs 7-Day Avg -14.42% | -2.80%-12.67% | -3.16%
Prior 7-Day Eod 5.64% | 8.03%-- | --
Current vs 7-Day Eod -11.14% | -1.71%-- | --
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($517.7K) vs puts ($167.7K). Elevated premium activity with dollar volume up 66% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 91% - 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 2 of results (avg 6.2%, best 5.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2110.4011.10$10.756.5%50.5090
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2110.0010.60$10.305.8%90.5023

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. 5 found (avg delta 0.73, highest 0.90)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 1727.5031.30$29.4012.9%110.90222
$320.00Jul 1718.0020.60$19.3013.5%10.84730
$330.00Jul 179.5012.60$11.0528.1%120.751.3K
$330.00Aug 2115.3017.60$16.4514.0%650.66117
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2110.0010.60$10.305.8%90.5023

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 586, top 137)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 173.705.80$4.7544.2%1370.471.7K
$350.00Aug 215.906.70$6.3012.7%1160.36558
$330.00Aug 2115.3017.60$16.4514.0%650.66117
$350.00Jul 171.402.00$1.7035.3%330.22239
$360.00Aug 212.903.80$3.3526.9%250.23184
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 215.706.50$6.1013.1%1130.3444
$330.00Jul 171.602.80$2.2054.5%280.26490
$320.00Jul 170.353.10$1.73159.0%250.16393
$340.00Aug 2110.0010.60$10.305.8%90.5023
$300.00Jul 170.002.00$1.00200.0%10.07--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 38.9%, max 61.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Jul 17Aug 2136.6%22.7%61.0%29212
$340.00Jul 17Aug 2129.2%21.4%36.4%1421.8K
$330.00Jul 17Aug 2129.7%22.1%34.5%771.4K
$350.00Jul 17Aug 2130.0%23.5%28.0%149797
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 17Aug 2129.7%22.1%34.5%141534

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 26.40, avg 7.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$360.00Jul 17$0.75$9.25$0.7512.33$350.75
$360.00$370.00Aug 21$1.27$8.73$1.276.87$361.27
$350.00$360.00Aug 21$2.95$7.05$2.952.39$352.95
$340.00$350.00Jul 17$3.05$6.95$3.052.28$343.05
$340.00$350.00Aug 21$4.45$5.55$4.451.25$344.45
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$300.00Jul 17$0.73$19.27$0.7326.40$319.27
$330.00$320.00Jul 17$0.47$9.53$0.4720.28$329.53
$340.00$330.00Aug 21$4.20$5.80$4.201.38$335.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 4.71, avg 0.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$330.00Jul 17$8.25$8.25$1.754.71$328.25
$330.00$340.00Jul 17$6.30$6.30$3.701.70$336.30
$330.00$340.00Aug 21$5.70$5.70$4.301.33$335.70
$340.00$350.00Aug 21$4.45$4.45$5.550.80$344.45
$340.00$350.00Jul 17$3.05$3.05$6.950.44$343.05
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$330.00Aug 21$4.20$4.20$5.800.72$335.80
$330.00$320.00Jul 17$0.47$0.47$9.530.05$329.53
$320.00$300.00Jul 17$0.73$0.73$19.270.04$319.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $4.46, cheapest $2.40)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Jul 17Aug 21$2.4036.6%22.7%
$350.00Jul 17Aug 21$4.6030.0%23.5%
$330.00Jul 17Aug 21$5.4029.7%22.1%
$340.00Jul 17Aug 21$6.0029.2%21.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Jul 17Aug 21$3.9029.7%22.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 3.91% of stock, avg 5.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Jul 17$11.05$2.20$13.25$316.75$343.253.91%
$320.00Jul 17$19.30$1.73$21.03$298.97$341.036.21%
$340.00Aug 21$10.75$10.30$21.05$318.95$361.056.21%
$330.00Aug 21$16.45$6.10$22.55$307.45$352.556.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 13 found (cheapest 0.58% of stock, avg 1.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$300.00Jul 17$0.95$1.00$1.95$298.05$361.95
$360.00$320.00Jul 17$0.95$1.73$2.68$317.32$362.68
$350.00$300.00Jul 17$1.70$1.00$2.70$297.30$352.70
$360.00$330.00Jul 17$0.95$2.20$3.15$326.85$363.15
$350.00$320.00Jul 17$1.70$1.73$3.43$316.57$353.43
$350.00$330.00Jul 17$1.70$2.20$3.90$326.10$353.90
$340.00$300.00Jul 17$4.75$1.00$5.75$294.25$345.75
$340.00$320.00Jul 17$4.75$1.73$6.48$313.52$346.48
$340.00$330.00Jul 17$4.75$2.20$6.95$323.05$346.95
$370.00$330.00Aug 21$2.08$6.10$8.18$321.82$378.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 2.51, avg credit $4.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Aug 21$7.15$2.852.51$332.85$357.15
330/340360/370Aug 21$5.47$4.531.21$334.53$365.47
300/320330/340Jul 17$7.03$12.970.54$312.97$337.03
320/330340/350Jul 17$3.52$6.480.54$326.48$343.52
300/320340/350Jul 17$3.78$16.220.23$316.22$343.78
320/330350/360Jul 17$1.22$8.780.14$328.78$351.22
300/320350/360Jul 17$1.48$18.520.08$318.52$351.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 7.00, cheapest $1.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Aug 21$1.25$8.757.00
$340.00$350.00$360.00Aug 21$1.50$8.505.67
$350.00$360.00$370.00Aug 21$1.68$8.324.95
$310.00$320.00$330.00Jul 17$1.85$8.154.41
$320.00$330.00$340.00Jul 17$1.95$8.054.13
PUTS (0)
No puts found

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 $-0.27, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Jul 17-$0.20$9.80
$350.00$360.001:2Aug 21-$0.40$9.60
$360.00$370.001:2Aug 21-$0.81$9.19
$340.00$350.001:2Aug 21-$1.85$8.15
$320.00$330.001:2Jul 17-$2.80$7.20
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$320.00$300.001:2Jul 17-$0.27$19.73
$330.00$320.001:2Jul 17-$1.26$8.74
$340.00$330.001:2Aug 21-$1.90$8.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 3.07%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Aug 21$10.400.500.3%3.07%3.39%590
$350.00Aug 21$5.900.363.3%1.74%5.01%116558
$340.00Jul 17$3.700.470.3%1.09%1.41%1371.7K
$360.00Aug 21$2.900.236.2%0.86%7.08%25184
$350.00Jul 17$1.400.223.3%0.41%3.68%33239
$370.00Aug 21$1.050.159.2%0.31%9.48%1--

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 525
Total Puts 268
Put/Call Ratio 0.51
Net Difference 257

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,157
Total Puts 3,523
Average Put/Call Ratio 1.30
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