Tour v344
TRV
TRAVELERS COS INC
$337.82 +2.62%
$337.50 (-0.09%)🌙
as of 07/16 06:00 PM
7/16 18:00

Option Volume

Detail
Current (07/16) 3,456
Calls: 1,376 (40%)
Puts: 2,080 (60%)
Prior (07/15) 1,864
Calls: 1,437 (77%)
Puts: 427 (23%)
Current vs Prior +85.41%
Calls: -4.24% (Calls)
Puts: +387.12% (Puts)
Prior 7-Day Total 7,348
Calls: 4,330 (59%)
Puts: 3,018 (41%)
Prior 7-Day Average 1,049
Calls: 618 (59%)
Puts: 431 (41%)
Current vs Prior 7-Day Avg +229.23%
Calls: +122.45%
Puts: +382.44%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $899.2K
Calls: $639.8K (71%)
Puts: $259.4K (29%)
Prior (07/15) $1.94M
Calls: $1.72M (89%)
Puts: $221.1K (11%)
Current vs Prior -53.68%
Calls: -62.81%
Puts: +17.31%
Prior 7-Day Total $5.96M
Calls: $4.58M (77%)
Puts: $1.38M (23%)
Prior 7-Day Average $851.4K
Calls: $654.8K (77%)
Puts: $196.6K (23%)
Current vs Prior 7-Day Avg +5.61%
Calls: -2.29%
Puts: +31.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 1.51
Prior (07/15) 0.30
Current vs Prior +408.71%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg +23.48%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 17,624
Calls: 11,377 (65%)
Puts: 6,247 (35%)
Prior (07/15) 10,023
Calls: 7,141 (71%)
Puts: 2,882 (29%)
Current vs Prior +75.84%
Prior 7-Day Total 54,440
Calls: 43,209 (79%)
Puts: 11,231 (21%)
Prior 7-Day Average 7,777
Calls: 6,172 (79%)
Puts: 1,604 (21%)
Current vs Prior 7-Day Avg +126.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.91% | 7.56%4.91% | 7.56%
Prior 4.95% | 7.93%4.95% | 7.93%
Current vs Prior -0.76% | -4.61%-0.76% | -4.61%
Prior 7-Day Avg 5.30% | 7.97%5.30% | 7.97%
Current vs 7-Day Avg -7.25% | -5.14%-7.24% | -5.14%
Prior 7-Day Eod 4.95% | 7.93%4.95% | 7.93%
Current vs 7-Day Eod -0.76% | -4.61%-0.76% | -4.61%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.92% | 10.39%
Calls: 15.15% | 16.31%
Puts: 30.69% | 4.48%
Prior 45.25% | 8.09%
Calls: 33.77% | 7.69%
Puts: 56.72% | 8.48%
Current vs Prior -49.35% | +28.43%
Prior 7-Day Avg 45.25% | 8.09%
Calls: 33.77% | 7.69%
Puts: 56.72% | 8.48%
Current vs 7-Day Avg -49.35% | +28.43%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($639.8K). Light premium activity with dollar volume down 54% vs prior. Above-average activity with volume up 85% vs prior. Volume explosion - 229% above 7-day average (3,456 vs avg 1,049).

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8.2%, best 6.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1755.5059.00$57.256.1%--1.00283
$290.00Jul 1745.5049.00$47.257.4%--0.9546
$290.00Aug 2147.5051.40$49.457.9%20.941
$300.00Aug 2138.0041.90$39.959.8%10.914
$310.00Jul 1725.8028.50$27.159.9%241.00218
PUTS (0)
No puts meet the criteria

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. 15 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1755.5059.00$57.256.1%--1.00283
$300.00Jul 1735.5039.50$37.5010.7%--1.00155
$310.00Jul 1725.8028.50$27.159.9%241.00218
$290.00Jul 1745.5049.00$47.257.4%--0.9546
$290.00Aug 2147.5051.40$49.457.9%20.941
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 1712.0015.50$13.7525.5%60.8638
$360.00Aug 2123.4026.50$24.9512.4%30.79--
$350.00Aug 2115.7017.50$16.6010.8%--0.6645
$340.00Jul 174.707.60$6.1547.2%80.58268
$340.00Aug 2110.0011.10$10.5510.4%80.5230

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 3.3K, top 610)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 172.904.00$3.4531.9%5430.421.7K
$350.00Jul 170.551.00$0.7857.7%3140.14229
$360.00Jul 170.250.40$0.3345.5%1380.0643
$330.00Jul 179.3011.60$10.4522.0%780.761.3K
$360.00Aug 212.303.40$2.8538.6%510.21201
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 170.251.25$0.75133.3%6100.11410
$310.00Jul 170.000.35$0.18194.4%5890.03284
$300.00Jul 170.050.15$0.10100.0%3110.01221
$330.00Jul 171.002.40$1.7082.4%2570.25494
$320.00Aug 212.453.90$3.1845.6%620.22208

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 306.2%, max 523.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 17Aug 21179.2%28.7%523.6%247
$370.00Jul 17Aug 21133.9%21.8%514.2%33339
$380.00Jul 17Aug 21150.7%25.2%497.8%939
$300.00Jul 17Aug 21108.5%28.2%284.5%1159
$320.00Jul 17Aug 2185.2%23.2%267.0%23546
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 17Aug 21179.2%28.7%523.6%9790
$280.00Jul 17Aug 21167.6%30.9%442.4%50328
$300.00Jul 17Aug 21108.5%28.2%284.5%338330
$320.00Jul 17Aug 2185.2%23.2%267.0%672618
$310.00Jul 17Aug 2189.6%25.2%255.8%611327

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 57.82, avg 13.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$380.00Aug 21$0.17$9.83$0.1757.82$370.17
$370.00$380.00Jul 17$0.25$9.75$0.2539.00$370.25
$350.00$360.00Jul 17$0.45$9.55$0.4521.22$350.45
$360.00$370.00Aug 21$1.83$8.17$1.834.46$361.83
$340.00$350.00Jul 17$2.67$7.33$2.672.75$342.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$280.00Aug 21$0.23$9.77$0.2342.48$289.77
$290.00$280.00Jul 17$0.42$9.58$0.4222.81$289.58
$320.00$310.00Jul 17$0.57$9.43$0.5716.54$319.43
$310.00$300.00Aug 21$0.63$9.37$0.6314.87$309.37
$300.00$290.00Aug 21$0.64$9.36$0.6414.63$299.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 39.00, avg 3.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$300.00Jul 17$9.75$9.75$0.2539.00$299.75
$290.00$300.00Aug 21$9.50$9.50$0.5019.00$299.50
$310.00$320.00Jul 17$9.00$9.00$1.009.00$319.00
$300.00$320.00Aug 21$17.75$17.75$2.257.89$317.75
$320.00$330.00Jul 17$7.70$7.70$2.303.35$327.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Aug 21$8.35$8.35$1.655.06$351.65
$350.00$340.00Jul 17$7.60$7.60$2.403.17$342.40
$350.00$340.00Aug 21$6.05$6.05$3.951.53$343.95
$340.00$330.00Aug 21$5.20$5.20$4.801.08$334.80
$340.00$330.00Jul 17$4.45$4.45$5.550.80$335.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.71, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Jul 17Aug 21$0.09133.9%21.8%
$380.00Jul 17Aug 21$0.17150.7%25.2%
$290.00Jul 17Aug 21$2.20179.2%28.7%
$300.00Jul 17Aug 21$2.45108.5%28.2%
$360.00Jul 17Aug 21$2.5280.7%23.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Jul 17Aug 21$0.17167.6%30.9%
$300.00Jul 17Aug 21$1.07108.5%28.2%
$310.00Jul 17Aug 21$1.6289.6%25.2%
$320.00Jul 17Aug 21$2.4385.2%23.2%
$350.00Jul 17Aug 21$2.8566.4%25.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 2.84% of stock, avg 8.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Jul 17$3.45$6.15$9.60$330.40$349.602.84%
$330.00Jul 17$10.45$1.70$12.15$317.85$342.153.60%
$350.00Jul 17$0.78$13.75$14.53$335.47$364.534.30%
$320.00Jul 17$18.15$0.75$18.90$301.10$338.905.59%
$340.00Aug 21$9.55$10.55$20.10$319.90$360.105.95%
$330.00Aug 21$15.00$5.35$20.35$309.65$350.356.02%
$350.00Aug 21$5.85$16.60$22.45$327.55$372.456.65%
$320.00Aug 21$22.20$3.18$25.38$294.62$345.387.51%
$310.00Jul 17$27.15$0.18$27.33$282.67$337.338.09%
$360.00Aug 21$2.85$24.95$27.80$332.20$387.808.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 0.45% of stock, avg 1.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$320.00Jul 17$0.78$0.75$1.53$318.47$351.53
$370.00$320.00Jul 17$0.93$0.75$1.68$318.32$371.68
$390.00$320.00Jul 17$1.18$0.75$1.93$318.07$391.93
$380.00$300.00Aug 21$0.85$1.17$2.02$297.98$382.02
$370.00$300.00Aug 21$1.02$1.17$2.19$297.81$372.19
$350.00$330.00Jul 17$0.78$1.70$2.48$327.52$352.48
$400.00$320.00Jul 17$1.80$0.75$2.55$317.45$402.55
$370.00$330.00Jul 17$0.93$1.70$2.63$327.37$372.63
$380.00$310.00Aug 21$0.85$1.80$2.65$307.35$382.65
$370.00$310.00Aug 21$1.02$1.80$2.82$307.18$372.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 16.24, avg credit $4.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
280/290310/320Jul 17$9.42$0.5816.24$280.58$319.42
280/290300/320Aug 21$17.98$2.028.90$272.02$317.98
350/360370/380Aug 21$8.52$1.485.76$351.48$378.52
330/340350/360Aug 21$8.20$1.804.56$331.80$358.20
280/290320/330Jul 17$8.12$1.884.32$281.88$328.12
340/350360/370Aug 21$7.88$2.123.72$342.12$367.88
340/350370/380Jul 17$7.85$2.153.65$342.15$377.85
290/300320/330Aug 21$7.84$2.163.63$292.16$327.84
300/310320/330Aug 21$7.83$2.173.61$302.17$327.83
310/320330/340Jul 17$7.57$2.433.12$312.43$337.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 82.33, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$380.00$390.00$400.00Jul 17$0.12$9.8882.33
$280.00$290.00$300.00Jul 17$0.25$9.7539.00
$320.00$330.00$340.00Jul 17$0.70$9.3013.29
$340.00$350.00$360.00Aug 21$0.70$9.3013.29
$370.00$380.00$390.00Jul 17$0.75$9.2512.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Jul 17$0.38$9.6225.32
$280.00$290.00$300.00Aug 21$0.41$9.5923.39
$300.00$310.00$320.00Jul 17$0.49$9.5119.41
$290.00$300.00$310.00Jul 17$0.53$9.4717.87
$300.00$310.00$320.00Aug 21$0.75$9.2512.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-4.45, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 21-$4.45$15.55
$370.00$380.001:2Jul 17-$0.43$9.57
$370.00$380.001:2Aug 21-$0.68$9.32
$360.00$370.001:2Jul 17-$1.53$8.47
$380.00$390.001:2Jul 17-$1.68$8.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Jul 17-$0.02$9.98
$290.00$280.001:2Aug 21-$0.07$9.93
$340.00$330.001:2Aug 21-$0.15$9.85
$320.00$310.001:2Aug 21-$0.42$9.58
$310.00$300.001:2Aug 21-$0.54$9.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.49%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Aug 21$8.400.480.7%2.49%3.13%29215
$350.00Aug 21$5.200.343.6%1.54%5.14%48886
$340.00Jul 17$2.900.420.7%0.86%1.50%5431.7K
$360.00Aug 21$2.300.216.6%0.68%7.25%51201
$350.00Jul 17$0.550.143.6%0.16%3.77%314229
$380.00Aug 21$0.350.0712.5%0.10%12.59%61
$360.00Jul 17$0.250.066.6%0.07%6.64%13843

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 1,376
Total Puts 2,080
Put/Call Ratio 1.51
Net Difference -704

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,330
Total Puts 3,018
Average Put/Call Ratio 1.22
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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