Tour v325
TRV
TRAVELERS COS INC
$341.51 +0.76%
$338.87 (-0.77%)🌙
as of 07/13 07:07 PM
7/13 19:07

Option Volume

Detail
Current (07/13) 727
Calls: 466 (64%)
Puts: 261 (36%)
Prior (07/10) 793
Calls: 525 (66%)
Puts: 268 (34%)
Current vs Prior -8.32%
Calls: -11.24% (Calls)
Puts: -2.61% (Puts)
Prior 7-Day Total 6,790
Calls: 3,664 (54%)
Puts: 3,126 (46%)
Prior 7-Day Average 970
Calls: 523 (54%)
Puts: 446 (46%)
Current vs Prior 7-Day Avg -25.05%
Calls: -10.97%
Puts: -41.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $623.2K
Calls: $510.9K (82%)
Puts: $112.3K (18%)
Prior (07/10) $685.4K
Calls: $517.7K (76%)
Puts: $167.7K (24%)
Current vs Prior -9.07%
Calls: -1.30%
Puts: -33.04%
Prior 7-Day Total $5.42M
Calls: $3.93M (73%)
Puts: $1.49M (27%)
Prior 7-Day Average $774.6K
Calls: $561.8K (73%)
Puts: $212.8K (27%)
Current vs Prior 7-Day Avg -19.54%
Calls: -9.06%
Puts: -47.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.56
Prior (07/10) 0.51
Current vs Prior +9.72%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -56.32%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 8,882
Calls: 7,578 (85%)
Puts: 1,304 (15%)
Prior (07/10) 7,614
Calls: 6,423 (84%)
Puts: 1,191 (16%)
Current vs Prior +16.65%
Prior 7-Day Total 49,074
Calls: 40,306 (82%)
Puts: 8,768 (18%)
Prior 7-Day Average 7,010
Calls: 5,758 (82%)
Puts: 1,252 (18%)
Current vs Prior 7-Day Avg +26.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.12% | 7.82%5.12% | 7.82%
Prior 5.02% | 7.89%5.02% | 7.89%
Current vs Prior +2.16% | -0.94%+2.16% | -0.94%
Prior 7-Day Avg 5.72% | 8.07%5.60% | 8.10%
Current vs 7-Day Avg -10.36% | -3.12%-8.46% | -3.47%
Prior 7-Day Eod 5.02% | 7.89%5.02% | 7.89%
Current vs 7-Day Eod +2.16% | -0.94%+2.16% | -0.94%
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 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

Strong bullish conviction with 82% of dollar volume in calls ($510.9K) vs puts ($112.3K). Bullish P/C ratio of 0.56. Call-heavy open interest (7,578 calls vs 1,304 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 8.5%, best 7.6%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1740.3043.50$41.907.6%11.00--
$340.00Aug 2111.7012.70$12.208.2%1630.5495
$310.00Jul 1729.9032.90$31.409.6%200.93222
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 218.809.60$9.208.7%10.4626

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 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1740.3043.50$41.907.6%11.00--
$310.00Jul 1729.9032.90$31.409.6%200.93222
$320.00Jul 1720.5022.70$21.6010.2%150.90729
$330.00Jul 1711.5014.10$12.8020.3%100.761.3K
$330.00Aug 2117.6019.50$18.5510.2%20.69--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1717.4021.20$19.3019.7%10.8712
$350.00Jul 1710.3011.60$10.9511.9%50.7137

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 627, top 163)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2111.7012.70$12.208.2%1630.5495
$350.00Jul 171.953.10$2.5345.5%1040.29253
$340.00Jul 175.807.30$6.5522.9%510.551.7K
$350.00Aug 217.107.90$7.5010.7%220.40638
$310.00Jul 1729.9032.90$31.409.6%200.93222
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 174.005.90$4.9538.4%1210.45151
$300.00Aug 210.751.30$1.0253.9%800.07--
$330.00Jul 171.303.90$2.60100.0%50.24--
$350.00Jul 1710.3011.60$10.9511.9%50.7137
$310.00Aug 211.402.60$2.0060.0%30.13--

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 94.9%, max 118.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Jul 17Aug 2152.0%24.0%116.6%6299
$330.00Jul 17Aug 2149.5%23.7%108.9%121.3K
$360.00Jul 17Aug 2144.7%24.0%86.1%1130
$340.00Jul 17Aug 2140.1%22.6%78.0%2141.8K
$350.00Jul 17Aug 2140.8%24.8%64.2%126891
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 2159.5%27.2%118.6%5244
$330.00Jul 17Aug 2149.5%23.7%108.9%6128
$340.00Jul 17Aug 2140.1%22.6%78.0%122177

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 65.67, avg 9.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$370.00Jul 17$0.45$9.55$0.4521.22$360.45
$350.00$360.00Jul 17$1.51$8.49$1.515.62$351.51
$360.00$370.00Aug 21$1.90$8.10$1.904.26$361.90
$350.00$360.00Aug 21$3.35$6.65$3.351.99$353.35
$340.00$350.00Jul 17$4.02$5.98$4.021.49$344.02
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$290.00Jul 17$0.30$19.70$0.3065.67$309.70
$320.00$310.00Jul 17$0.33$9.67$0.3329.30$319.67
$310.00$300.00Aug 21$0.98$9.02$0.989.20$309.02
$330.00$320.00Jul 17$1.77$8.23$1.774.65$328.23
$330.00$310.00Aug 21$3.55$16.45$3.554.63$326.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 49.00, avg 3.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$320.00Jul 17$9.80$9.80$0.2049.00$319.80
$320.00$330.00Jul 17$8.80$8.80$1.207.33$328.80
$330.00$340.00Aug 21$6.35$6.35$3.651.74$336.35
$330.00$340.00Jul 17$6.25$6.25$3.751.67$336.25
$340.00$350.00Aug 21$4.70$4.70$5.300.89$344.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Jul 17$8.35$8.35$1.655.06$351.65
$350.00$340.00Jul 17$6.00$6.00$4.001.50$344.00
$340.00$330.00Aug 21$3.65$3.65$6.350.57$336.35
$340.00$330.00Jul 17$2.35$2.35$7.650.31$337.65
$330.00$320.00Jul 17$1.77$1.77$8.230.22$328.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.73, cheapest $1.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Jul 17Aug 21$1.6852.0%24.0%
$360.00Jul 17Aug 21$3.1344.7%24.0%
$350.00Jul 17Aug 21$4.9740.8%24.8%
$340.00Jul 17Aug 21$5.6540.1%22.6%
$330.00Jul 17Aug 21$5.7549.5%23.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$1.5059.5%27.2%
$330.00Jul 17Aug 21$2.9549.5%23.7%
$340.00Jul 17Aug 21$4.2540.1%22.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 3.37% of stock, avg 5.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 17$6.55$4.95$11.50$328.50$351.503.37%
$350.00Jul 17$2.53$10.95$13.48$336.52$363.483.95%
$330.00Jul 17$12.80$2.60$15.40$314.60$345.404.51%
$360.00Jul 17$1.02$19.30$20.32$339.68$380.325.95%
$340.00Aug 21$12.20$9.20$21.40$318.60$361.406.27%
$320.00Jul 17$21.60$0.83$22.43$297.57$342.436.57%
$330.00Aug 21$18.55$5.55$24.10$305.90$354.107.06%
$310.00Jul 17$31.40$0.50$31.90$278.10$341.909.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.31% of stock, avg 1.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$310.00Jul 17$0.57$0.50$1.07$308.93$371.07
$370.00$320.00Jul 17$0.57$0.83$1.40$318.60$371.40
$360.00$310.00Jul 17$1.02$0.50$1.52$308.48$361.52
$360.00$320.00Jul 17$1.02$0.83$1.85$318.15$361.85
$350.00$310.00Jul 17$2.53$0.50$3.03$306.97$353.03
$370.00$330.00Jul 17$0.57$2.60$3.17$326.83$373.17
$370.00$300.00Aug 21$2.25$1.02$3.27$296.73$373.27
$350.00$320.00Jul 17$2.53$0.83$3.36$316.64$353.36
$360.00$330.00Jul 17$1.02$2.60$3.62$326.38$363.62
$370.00$310.00Aug 21$2.25$2.00$4.25$305.75$374.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 2.75, avg credit $4.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/310330/340Aug 21$7.33$2.672.75$302.67$337.33
330/340350/360Aug 21$7.00$3.002.33$333.00$357.00
310/320330/340Jul 17$6.58$3.421.92$313.42$336.58
340/350360/370Jul 17$6.45$3.551.82$343.55$366.45
320/330340/350Jul 17$5.79$4.211.38$324.21$345.79
300/310340/350Aug 21$5.68$4.321.31$304.32$345.68
330/340360/370Aug 21$5.55$4.451.25$334.45$365.55
290/310320/330Jul 17$9.10$10.900.83$300.90$329.10
310/320340/350Jul 17$4.35$5.650.77$315.65$344.35
300/310350/360Aug 21$4.33$5.670.76$305.67$354.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 16.24, cheapest $0.58)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$310.00$320.00Jul 17$0.70$9.3013.29
$310.00$320.00$330.00Jul 17$1.00$9.009.00
$350.00$360.00$370.00Jul 17$1.06$8.948.43
$340.00$350.00$360.00Aug 21$1.35$8.656.41
$350.00$360.00$370.00Aug 21$1.45$8.555.90
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Jul 17$0.58$9.4216.24
$310.00$320.00$330.00Jul 17$1.44$8.565.94
$340.00$350.00$360.00Jul 17$2.35$7.653.26
$330.00$340.00$350.00Jul 17$3.65$6.351.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.04, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$370.001:2Jul 17-$0.12$9.88
$330.00$340.001:2Jul 17-$0.30$9.70
$360.00$370.001:2Aug 21-$0.35$9.65
$350.00$360.001:2Aug 21-$0.80$9.20
$340.00$350.001:2Aug 21-$2.80$7.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Aug 21-$0.04$9.96
$320.00$310.001:2Jul 17-$0.17$9.83
$340.00$330.001:2Jul 17-$0.25$9.75
$340.00$330.001:2Aug 21-$1.90$8.10
$360.00$350.001:2Jul 17-$2.60$7.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.08%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$350.00Aug 21$7.100.402.5%2.08%4.57%22638
$360.00Aug 21$3.700.275.4%1.08%6.50%1--
$350.00Jul 17$1.950.292.5%0.57%3.06%104253
$370.00Aug 21$1.550.168.3%0.45%8.80%1--
$360.00Jul 17$0.650.135.4%0.19%5.60%1030

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 466
Total Puts 261
Put/Call Ratio 0.56
Net Difference 205

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,664
Total Puts 3,126
Average Put/Call Ratio 1.28
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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