Tour v334
TRV
TRAVELERS COS INC
$336.83 -1.37%
$336.80 (-0.01%)🌙
as of 07/14 07:32 PM
7/14 19:32

Option Volume

Detail
Current (07/14) 544
Calls: 339 (62%)
Puts: 205 (38%)
Prior (07/13) 727
Calls: 466 (64%)
Puts: 261 (36%)
Current vs Prior -25.17%
Calls: -27.25% (Calls)
Puts: -21.46% (Puts)
Prior 7-Day Total 6,940
Calls: 3,740 (54%)
Puts: 3,200 (46%)
Prior 7-Day Average 991
Calls: 534 (54%)
Puts: 457 (46%)
Current vs Prior 7-Day Avg -45.13%
Calls: -36.55%
Puts: -55.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $334.1K
Calls: $235.1K (70%)
Puts: $99.0K (30%)
Prior (07/13) $623.2K
Calls: $510.9K (82%)
Puts: $112.3K (18%)
Current vs Prior -46.39%
Calls: -53.98%
Puts: -11.84%
Prior 7-Day Total $5.18M
Calls: $3.77M (73%)
Puts: $1.41M (27%)
Prior 7-Day Average $740.0K
Calls: $538.9K (73%)
Puts: $201.1K (27%)
Current vs Prior 7-Day Avg -54.85%
Calls: -56.37%
Puts: -50.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.60
Prior (07/13) 0.56
Current vs Prior +7.97%
Prior 7-Day Average 1.29
Current vs Prior 7-Day Avg -53.26%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 8,113
Calls: 5,992 (74%)
Puts: 2,121 (26%)
Prior (07/13) 8,882
Calls: 7,578 (85%)
Puts: 1,304 (15%)
Current vs Prior -8.66%
Prior 7-Day Total 50,304
Calls: 41,683 (83%)
Puts: 8,621 (17%)
Prior 7-Day Average 7,186
Calls: 5,954 (83%)
Puts: 1,231 (17%)
Current vs Prior 7-Day Avg +12.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.02% | 7.82%5.02% | 7.82%
Prior 5.12% | 7.82%5.12% | 7.82%
Current vs Prior -2.09% | +0.06%-2.09% | +0.06%
Prior 7-Day Avg 5.58% | 8.05%5.52% | 8.05%
Current vs 7-Day Avg -10.08% | -2.84%-9.09% | -2.85%
Prior 7-Day Eod 5.12% | 7.82%5.12% | 7.82%
Current vs 7-Day Eod -2.09% | +0.06%-2.09% | +0.06%
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

Moderately bullish flow with 70% call dollar volume ($235.1K). Bullish P/C ratio of 0.60. Call-heavy open interest (5,992 calls vs 2,121 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 5 of results (avg 5.3%, best 3.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2114.9015.40$15.153.3%30.63--
$340.00Aug 219.309.80$9.555.2%70.47192
$290.00Jul 1746.0048.50$47.255.3%10.98--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2110.9011.50$11.205.4%30.53--
$330.00Aug 216.507.00$6.757.4%40.37128

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 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1746.0048.50$47.255.3%10.98--
$310.00Jul 1726.2029.40$27.8011.5%30.92220
$320.00Jul 1716.2019.30$17.7517.5%30.85716
$330.00Jul 178.0012.00$10.0040.0%390.741.3K
$330.00Aug 2114.9015.40$15.153.3%30.63--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1721.2024.90$23.0516.1%10.9112
$350.00Jul 1712.1015.60$13.8525.3%10.8040
$340.00Jul 174.908.90$6.9058.0%100.58--
$340.00Aug 2110.9011.50$11.205.4%30.53--

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 371, top 172)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 214.905.80$5.3516.8%1720.33643
$330.00Jul 178.0012.00$10.0040.0%390.741.3K
$340.00Jul 172.105.80$3.9593.7%260.421.7K
$360.00Jul 170.101.20$0.65169.2%150.0936
$350.00Jul 170.003.30$1.65200.0%70.20215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 170.503.00$1.75142.9%250.26486
$310.00Jul 170.001.45$0.73198.6%240.08244
$340.00Jul 174.908.90$6.9058.0%100.58--
$320.00Jul 170.002.60$1.30200.0%50.15393
$300.00Aug 210.751.35$1.0557.1%40.08100

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 108.2%, max 173.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Jul 17Aug 2173.3%27.9%163.3%6304
$360.00Jul 17Aug 2153.8%23.8%126.0%21235
$350.00Jul 17Aug 2149.6%24.0%106.6%179858
$340.00Jul 17Aug 2144.2%25.2%75.5%331.9K
$330.00Jul 17Aug 2136.8%23.1%59.6%421.3K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 2167.0%24.5%173.3%27288
$320.00Jul 17Aug 2156.1%24.0%134.0%8588
$340.00Jul 17Aug 2144.2%25.2%75.5%13--
$330.00Jul 17Aug 2136.8%23.1%59.6%29614

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 21.22, avg 6.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$370.00Aug 21$0.45$9.55$0.4521.22$360.45
$350.00$360.00Jul 17$1.00$9.00$1.009.00$351.00
$340.00$350.00Jul 17$2.30$7.70$2.303.35$342.30
$350.00$360.00Aug 21$2.45$7.55$2.453.08$352.45
$340.00$350.00Aug 21$4.20$5.80$4.201.38$344.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$320.00Jul 17$0.45$9.55$0.4521.22$329.55
$320.00$310.00Jul 17$0.57$9.43$0.5716.54$319.43
$310.00$300.00Aug 21$0.85$9.15$0.8510.76$309.15
$320.00$310.00Aug 21$1.90$8.10$1.904.26$318.10
$330.00$320.00Aug 21$2.95$7.05$2.952.39$327.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 35.36, avg 3.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$310.00Jul 17$19.45$19.45$0.5535.36$309.45
$320.00$330.00Jul 17$7.75$7.75$2.253.44$327.75
$330.00$340.00Jul 17$6.05$6.05$3.951.53$336.05
$330.00$340.00Aug 21$5.60$5.60$4.401.27$335.60
$340.00$350.00Aug 21$4.20$4.20$5.800.72$344.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Jul 17$9.20$9.20$0.8011.50$350.80
$350.00$340.00Jul 17$6.95$6.95$3.052.28$343.05
$340.00$330.00Jul 17$5.15$5.15$4.851.06$334.85
$340.00$330.00Aug 21$4.45$4.45$5.550.80$335.55
$330.00$320.00Aug 21$2.95$2.95$7.050.42$327.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.48, cheapest $1.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Jul 17Aug 21$1.6573.3%27.9%
$360.00Jul 17Aug 21$2.2553.8%23.8%
$350.00Jul 17Aug 21$3.7049.6%24.0%
$330.00Jul 17Aug 21$5.1536.8%23.1%
$340.00Jul 17Aug 21$5.6044.2%25.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$1.1767.0%24.5%
$320.00Jul 17Aug 21$2.5056.1%24.0%
$340.00Jul 17Aug 21$4.3044.2%25.2%
$330.00Jul 17Aug 21$5.0036.8%23.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 3.22% of stock, avg 5.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 17$3.95$6.90$10.85$329.15$350.853.22%
$330.00Jul 17$10.00$1.75$11.75$318.25$341.753.49%
$350.00Jul 17$1.65$13.85$15.50$334.50$365.504.60%
$320.00Jul 17$17.75$1.30$19.05$300.95$339.055.66%
$340.00Aug 21$9.55$11.20$20.75$319.25$360.756.16%
$330.00Aug 21$15.15$6.75$21.90$308.10$351.906.50%
$360.00Jul 17$0.65$23.05$23.70$336.30$383.707.04%
$310.00Jul 17$27.80$0.73$28.53$281.47$338.538.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 28 found (cheapest 0.41% of stock, avg 1.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$310.00Jul 17$0.65$0.73$1.38$308.62$361.38
$370.00$310.00Jul 17$0.80$0.73$1.53$308.47$371.53
$360.00$320.00Jul 17$0.65$1.30$1.95$318.05$361.95
$370.00$320.00Jul 17$0.80$1.30$2.10$317.90$372.10
$350.00$310.00Jul 17$1.65$0.73$2.38$307.62$352.38
$360.00$330.00Jul 17$0.65$1.75$2.40$327.60$362.40
$370.00$330.00Jul 17$0.80$1.75$2.55$327.45$372.55
$350.00$320.00Jul 17$1.65$1.30$2.95$317.05$352.95
$350.00$330.00Jul 17$1.65$1.75$3.40$326.60$353.40
$370.00$300.00Aug 21$2.45$1.05$3.50$296.50$373.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 3.00, avg credit $4.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
310/320330/340Aug 21$7.50$2.503.00$312.50$337.50
320/330340/350Aug 21$7.15$2.852.51$322.85$347.15
330/340350/360Aug 21$6.90$3.102.23$333.10$356.90
310/320330/340Jul 17$6.62$3.381.96$313.38$336.62
300/310330/340Aug 21$6.45$3.551.82$303.55$336.45
330/340350/360Jul 17$6.15$3.851.60$333.85$356.15
310/320340/350Aug 21$6.10$3.901.56$313.90$346.10
320/330350/360Aug 21$5.40$4.601.17$324.60$355.40
300/310340/350Aug 21$5.05$4.951.02$304.95$345.05
330/340360/370Aug 21$4.90$5.100.96$335.10$364.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 8.52, cheapest $1.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Jul 17$1.15$8.857.70
$340.00$350.00$360.00Jul 17$1.30$8.706.69
$330.00$340.00$350.00Aug 21$1.40$8.606.14
$320.00$330.00$340.00Jul 17$1.70$8.304.88
$340.00$350.00$360.00Aug 21$1.75$8.254.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$310.00$320.00Aug 21$1.05$8.958.52
$310.00$320.00$330.00Aug 21$1.05$8.958.52
$320.00$330.00$340.00Aug 21$1.50$8.505.67
$330.00$340.00$350.00Jul 17$1.80$8.204.56
$340.00$350.00$360.00Jul 17$2.25$7.753.44

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-8.35, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$310.001:2Jul 17-$8.35$11.65
$350.00$360.001:2Aug 21-$0.45$9.55
$360.00$370.001:2Jul 17-$0.95$9.05
$340.00$350.001:2Aug 21-$1.15$8.85
$360.00$370.001:2Aug 21-$2.00$8.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Aug 21$0.00$10.00
$320.00$310.001:2Jul 17-$0.16$9.84
$310.00$300.001:2Aug 21-$0.20$9.80
$330.00$320.001:2Jul 17-$0.85$9.15
$330.00$320.001:2Aug 21-$0.85$9.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.76%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Aug 21$9.300.470.9%2.76%3.70%7192
$350.00Aug 21$4.900.333.9%1.45%5.36%172643
$360.00Aug 21$2.600.216.9%0.77%7.65%6199
$340.00Jul 17$2.100.420.9%0.62%1.56%261.7K
$370.00Aug 21$1.400.169.8%0.42%10.26%2--
$360.00Jul 17$0.100.096.9%0.03%6.91%1536

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 339
Total Puts 205
Put/Call Ratio 0.60
Net Difference 134

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,740
Total Puts 3,200
Average Put/Call Ratio 1.29
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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