Tour v340
TRV
TRAVELERS COS INC
$329.19 -2.27%
$329.25 (+0.02%)🌙
as of 07/15 07:14 PM
7/15 19:14

Option Volume

Detail
Current (07/15) 1,864
Calls: 1,437 (77%)
Puts: 427 (23%)
Prior (07/14) 544
Calls: 339 (62%)
Puts: 205 (38%)
Current vs Prior +242.65%
Calls: +323.89% (Calls)
Puts: +108.29% (Puts)
Prior 7-Day Total 6,613
Calls: 3,468 (52%)
Puts: 3,145 (48%)
Prior 7-Day Average 944
Calls: 495 (52%)
Puts: 449 (48%)
Current vs Prior 7-Day Avg +97.31%
Calls: +190.05%
Puts: -4.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $1.94M
Calls: $1.72M (89%)
Puts: $221.1K (11%)
Prior (07/14) $334.1K
Calls: $235.1K (70%)
Puts: $99.0K (30%)
Current vs Prior +481.03%
Calls: +631.68%
Puts: +123.32%
Prior 7-Day Total $4.74M
Calls: $3.46M (73%)
Puts: $1.27M (27%)
Prior 7-Day Average $676.5K
Calls: $494.8K (73%)
Puts: $181.6K (27%)
Current vs Prior 7-Day Avg +186.99%
Calls: +247.64%
Puts: +21.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.30
Prior (07/14) 0.60
Current vs Prior -50.86%
Prior 7-Day Average 1.32
Current vs Prior 7-Day Avg -77.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 10,023
Calls: 7,141 (71%)
Puts: 2,882 (29%)
Prior (07/14) 8,113
Calls: 5,992 (74%)
Puts: 2,121 (26%)
Current vs Prior +23.54%
Prior 7-Day Total 52,087
Calls: 42,342 (81%)
Puts: 9,745 (19%)
Prior 7-Day Average 7,441
Calls: 6,048 (81%)
Puts: 1,392 (19%)
Current vs Prior 7-Day Avg +34.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.95% | 7.93%4.95% | 7.93%
Prior 5.02% | 7.82%5.02% | 7.82%
Current vs Prior -1.31% | +1.35%-1.31% | +1.35%
Prior 7-Day Avg 5.45% | 8.02%5.45% | 8.02%
Current vs 7-Day Avg -9.10% | -1.13%-9.11% | -1.13%
Prior 7-Day Eod 5.02% | 7.82%5.02% | 7.82%
Current vs 7-Day Eod -1.31% | +1.35%-1.31% | +1.35%
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

Strong bullish conviction with 89% of dollar volume in calls ($1.72M) vs puts ($221.1K). Massive premium surge with dollar volume up 481% vs prior. Dollar volume significantly above 7-day average (187% higher). Unusually high activity with volume up 243% vs prior - elevated interest.

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 7 of results (avg 7.3%, best 5.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1747.5050.30$48.905.7%30.94--
$330.00Aug 2110.1010.80$10.456.7%230.50169
$300.00Jul 1727.9030.20$29.057.9%21.00157
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2149.7053.00$51.356.4%10.91--
$360.00Jul 1729.9032.30$31.107.7%10.9612
$330.00Aug 219.6010.40$10.008.0%690.50130
$340.00Aug 2115.1016.50$15.808.9%60.6425

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. 11 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1727.9030.20$29.057.9%21.00157
$280.00Jul 1747.5050.30$48.905.7%30.94--
$310.00Jul 1718.1020.80$19.4513.9%20.93218
$300.00Aug 2130.2033.50$31.8510.4%10.873
$320.00Jul 179.3012.30$10.8027.8%2420.78715
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1729.9032.30$31.107.7%10.9612
$350.00Jul 1720.1023.00$21.5513.5%50.9240
$380.00Aug 2149.7053.00$51.356.4%10.91--
$340.00Aug 2115.1016.50$15.808.9%60.6425
$330.00Jul 174.406.60$5.5040.0%380.53500

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 1.3K, top 463)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 212.803.90$3.3532.8%4630.23750
$320.00Jul 179.3012.30$10.8027.8%2420.78715
$340.00Jul 171.053.20$2.13100.9%660.241.7K
$340.00Aug 215.606.40$6.0013.3%330.36194
$330.00Aug 2110.1010.80$10.456.7%230.50169
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 170.400.55$0.4831.3%1030.08246
$330.00Aug 219.6010.40$10.008.0%690.50130
$320.00Jul 171.402.00$1.7035.3%470.23397
$320.00Aug 215.606.30$5.9511.8%440.34198
$330.00Jul 174.406.60$5.5040.0%380.53500

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 160.1%, max 362.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Jul 17Aug 2168.2%24.1%183.7%22244
$340.00Jul 17Aug 2163.7%24.8%157.1%991.9K
$350.00Jul 17Aug 2160.6%24.8%144.7%474750
$330.00Jul 17Aug 2152.0%23.0%126.1%411.4K
$300.00Jul 17Aug 2161.3%27.4%123.9%3160
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 17Aug 21132.8%28.8%362.0%7331
$290.00Jul 17Aug 2180.4%29.0%177.4%2210
$330.00Jul 17Aug 2152.0%23.0%126.1%107630
$300.00Jul 17Aug 2161.3%27.4%123.9%41300
$310.00Jul 17Aug 2157.6%26.3%118.6%106288

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 33.48, avg 8.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$380.00Aug 21$0.58$19.42$0.5833.48$360.58
$350.00$360.00Jul 17$0.30$9.70$0.3032.33$350.30
$340.00$350.00Jul 17$1.60$8.40$1.605.25$341.60
$350.00$360.00Aug 21$1.77$8.23$1.774.65$351.77
$330.00$340.00Jul 17$2.27$7.73$2.273.41$332.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$300.00Jul 17$0.38$9.62$0.3825.32$309.62
$290.00$280.00Aug 21$0.67$9.33$0.6713.93$289.33
$300.00$290.00Aug 21$0.90$9.10$0.9010.11$299.10
$320.00$310.00Jul 17$1.22$8.78$1.227.20$318.78
$310.00$300.00Aug 21$1.70$8.30$1.704.88$308.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 132.33, avg 8.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$300.00Jul 17$19.85$19.85$0.15132.33$299.85
$300.00$310.00Jul 17$9.60$9.60$0.4024.00$309.60
$310.00$320.00Jul 17$8.65$8.65$1.356.41$318.65
$300.00$330.00Aug 21$21.40$21.40$8.602.49$321.40
$320.00$330.00Jul 17$6.40$6.40$3.601.78$326.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Jul 17$9.55$9.55$0.4521.22$350.45
$380.00$340.00Aug 21$35.55$35.55$4.457.99$344.45
$350.00$330.00Jul 17$16.05$16.05$3.954.06$333.95
$340.00$330.00Aug 21$5.80$5.80$4.201.38$334.20
$330.00$320.00Aug 21$4.05$4.05$5.950.68$325.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.18, cheapest $1.00)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Jul 17Aug 21$1.3568.2%24.1%
$300.00Jul 17Aug 21$2.8061.3%27.4%
$350.00Jul 17Aug 21$2.8260.6%24.8%
$340.00Jul 17Aug 21$3.8763.7%24.8%
$330.00Jul 17Aug 21$6.0552.0%23.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 17Aug 21$1.0080.4%29.0%
$300.00Jul 17Aug 21$1.9061.3%27.4%
$310.00Jul 17Aug 21$3.2257.6%26.3%
$320.00Jul 17Aug 21$4.2552.3%24.0%
$330.00Jul 17Aug 21$4.5052.0%23.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 3.01% of stock, avg 8.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Jul 17$4.40$5.50$9.90$320.10$339.903.01%
$320.00Jul 17$10.80$1.70$12.50$307.50$332.503.80%
$310.00Jul 17$19.45$0.48$19.93$290.07$329.936.05%
$330.00Aug 21$10.45$10.00$20.45$309.55$350.456.21%
$340.00Aug 21$6.00$15.80$21.80$318.20$361.806.62%
$350.00Jul 17$0.53$21.55$22.08$327.92$372.086.71%
$300.00Jul 17$29.05$0.10$29.15$270.85$329.158.86%
$360.00Jul 17$0.23$31.10$31.33$328.67$391.339.52%
$300.00Aug 21$31.85$2.00$33.85$266.15$333.8510.28%
$280.00Jul 17$48.90$0.57$49.47$230.53$329.4715.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 26 found (cheapest 0.31% of stock, avg 2.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$310.00Jul 17$0.53$0.48$1.01$308.99$351.01
$380.00$290.00Aug 21$1.00$1.10$2.10$287.90$382.10
$350.00$320.00Jul 17$0.53$1.70$2.23$317.77$352.23
$340.00$310.00Jul 17$2.13$0.48$2.61$307.39$342.61
$360.00$290.00Aug 21$1.58$1.10$2.68$287.32$362.68
$380.00$300.00Aug 21$1.00$2.00$3.00$297.00$383.00
$360.00$300.00Aug 21$1.58$2.00$3.58$296.42$363.58
$340.00$320.00Jul 17$2.13$1.70$3.83$316.17$343.83
$350.00$290.00Aug 21$3.35$1.10$4.45$285.55$354.45
$380.00$310.00Aug 21$1.00$3.70$4.70$305.30$384.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 3.12, avg credit $4.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Aug 21$7.57$2.433.12$332.43$357.57
280/290300/330Aug 21$22.07$7.932.78$267.93$322.07
300/310320/330Jul 17$6.78$3.222.11$303.22$326.78
310/320330/340Aug 21$6.70$3.302.03$313.30$336.70
320/330340/350Aug 21$6.70$3.302.03$323.30$346.70
300/310330/340Aug 21$6.15$3.851.60$303.85$336.15
320/330350/360Aug 21$5.82$4.181.39$324.18$355.82
320/330340/350Jul 17$5.40$4.601.17$324.60$345.40
290/300330/340Aug 21$5.35$4.651.15$294.65$335.35
280/290330/340Aug 21$5.12$4.881.05$284.88$335.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 42.48, cheapest $0.23)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Jul 17$0.67$9.3313.93
$340.00$350.00$360.00Aug 21$0.88$9.1210.36
$300.00$310.00$320.00Jul 17$0.95$9.059.53
$340.00$350.00$360.00Jul 17$1.30$8.706.69
$330.00$340.00$350.00Aug 21$1.80$8.204.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.23$9.7742.48
$290.00$300.00$310.00Jul 17$0.38$9.6225.32
$280.00$290.00$300.00Jul 17$0.47$9.5320.28
$300.00$310.00$320.00Aug 21$0.55$9.4517.18
$290.00$300.00$310.00Aug 21$0.80$9.2011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.42, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$380.001:2Aug 21-$0.42$19.58
$280.00$300.001:2Jul 17-$9.20$10.80
$340.00$350.001:2Aug 21-$0.70$9.30
$330.00$340.001:2Aug 21-$1.55$8.45
$310.00$320.001:2Jul 17-$2.15$7.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$290.001:2Jul 17-$0.10$9.90
$300.00$290.001:2Aug 21-$0.20$9.80
$310.00$300.001:2Aug 21-$0.30$9.70
$290.00$280.001:2Jul 17-$1.04$8.96
$320.00$310.001:2Aug 21-$1.45$8.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 3.07%, avg 1.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$330.00Aug 21$10.100.500.2%3.07%3.31%23169
$340.00Aug 21$5.600.363.3%1.70%4.98%33194
$330.00Jul 17$3.400.470.2%1.03%1.28%181.3K
$350.00Aug 21$2.800.236.3%0.85%7.17%463750
$340.00Jul 17$1.050.243.3%0.32%3.60%661.7K
$360.00Aug 21$1.050.139.4%0.32%9.68%2200
$350.00Jul 17$0.250.086.3%0.08%6.40%11--

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 1,437
Total Puts 427
Put/Call Ratio 0.30
Net Difference 1,010

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,468
Total Puts 3,145
Average Put/Call Ratio 1.32
Ratio Trend Falling

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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