Tour v342
TRV
TRAVELERS COS INC
$332.75 +1.08%
7/16 14:05

Option Volume

Detail
Current (07/16 2:05pm) 1,426
Calls: 521 (37%)
Puts: 905 (63%)
Prior (04/16) 1,036
Calls: 588 (57%)
Puts: 448 (43%)
Current vs Prior +37.64%
Calls: -11.39% (Calls)
Puts: +102.01% (Puts)
Prior 7-Day Total 1,775
Calls: 895 (50%)
Puts: 880 (50%)
Prior 7-Day Average 887
Calls: 127 (50%)
Puts: 125 (50%)
Current vs Prior 7-Day Avg +60.68%
Calls: +307.49%
Puts: +619.89%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16 2:05pm) $442.7K
Calls: $259.1K (59%)
Puts: $183.7K (41%)
Prior (04/16) $427.8K
Calls: $324.0K (76%)
Puts: $103.8K (24%)
Current vs Prior +3.49%
Calls: -20.04%
Puts: +77.00%
Prior 7-Day Total $672.1K
Calls: $471.7K (70%)
Puts: $200.4K (30%)
Prior 7-Day Average $336.0K
Calls: $67.4K (70%)
Puts: $28.6K (30%)
Current vs Prior 7-Day Avg +31.75%
Calls: +284.47%
Puts: +541.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16 2:05pm) 1.74
Prior (04/16) 0.76
Current vs Prior +127.99%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg +60.16%
Sentiment BEARISH

Open Interest

Detail
Current (07/16 2:05pm) 17,624
Calls: 11,377 (65%)
Puts: 6,247 (35%)
Prior (04/16) 9,848
Calls: 5,141 (52%)
Puts: 4,707 (48%)
Current vs Prior +78.96%
Prior 7-Day Total 18,447
Calls: 9,872 (54%)
Puts: 8,575 (46%)
Prior 7-Day Average 9,223
Calls: 4,936 (54%)
Puts: 4,287 (46%)
Current vs Prior 7-Day Avg +91.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.82% | 7.53%4.82% | 7.53%
Prior 5.76% | 7.92%-- | --
Current vs Prior -16.19% | -4.97%-- | --
Prior 7-Day Avg 4.73% | 7.53%-- | --
Current vs 7-Day Avg +1.88% | -0.04%-- | --
Prior 7-Day Eod 5.76% | 7.92%-- | --
Current vs 7-Day Eod -16.19% | -4.97%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 22.92% | 10.39%
Calls: 15.15% | 16.31%
Puts: 30.69% | 4.48%
Prior 12.92% | 10.10%
Calls: 8.70% | 5.41%
Puts: 17.14% | 14.79%
Current vs Prior +77.40% | +2.87%
Prior 7-Day Avg 12.92% | 10.10%
Calls: 8.70% | 5.41%
Puts: 17.14% | 14.79%
Current vs 7-Day Avg +77.40% | +2.87%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Extreme bearish P/C ratio of 1.74 - heavy put buying. P/C ratio rising 128% - increased hedging/bearish positioning. Call-heavy open interest (11,377 calls vs 6,247 puts) suggests bullish positioning. Rising open interest (up 79%) indicates new positions being established.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 11 of results (avg 7.0%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1761.4064.60$63.005.1%31.009
$280.00Jul 1751.4054.60$53.006.0%--1.00283
$340.00Aug 217.207.70$7.456.7%90.40215
$290.00Aug 2143.5046.60$45.056.9%20.941
$290.00Jul 1741.4044.50$42.957.2%--0.9446
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2113.1013.70$13.404.5%--0.6030
$320.00Aug 214.705.00$4.856.2%430.30208
$330.00Aug 218.008.60$8.307.2%100.45139

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
$270.00Jul 1761.4064.60$63.005.1%31.009
$280.00Jul 1751.4054.60$53.006.0%--1.00283
$300.00Jul 1731.7034.70$33.209.0%--1.00155
$290.00Aug 2143.5046.60$45.056.9%20.941
$310.00Jul 1722.0024.90$23.4512.4%170.94218
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 1715.8018.40$17.1015.2%40.9038
$350.00Aug 2119.2021.40$20.3010.8%--0.7345
$340.00Jul 178.0010.90$9.4530.7%40.72268
$340.00Aug 2113.1013.70$13.404.5%--0.6030

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 1.3K, top 343)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 171.752.40$2.0831.2%1630.281.7K
$350.00Jul 170.450.80$0.6355.6%810.10229
$360.00Jul 170.100.40$0.25120.0%610.0443
$350.00Aug 213.804.30$4.0512.3%370.26886
$330.00Jul 176.107.10$6.6015.2%360.591.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 170.300.45$0.3839.5%3430.06284
$320.00Jul 171.301.65$1.4823.6%2390.18410
$300.00Jul 170.100.20$0.1566.7%900.02221
$330.00Jul 173.504.50$4.0025.0%440.41494
$320.00Aug 214.705.00$4.856.2%430.30208

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 277.3%, max 535.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Jul 17Aug 21172.1%27.1%535.7%639
$290.00Jul 17Aug 21154.4%28.1%449.0%247
$370.00Jul 17Aug 21133.9%26.1%413.2%10339
$300.00Jul 17Aug 2195.6%26.6%258.7%1159
$320.00Jul 17Aug 2179.9%23.7%236.7%16546
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 17Aug 21154.4%28.1%449.0%4790
$270.00Jul 17Aug 21171.0%44.4%285.3%2104
$280.00Jul 17Aug 21119.1%30.9%285.1%41328
$300.00Jul 17Aug 2195.6%26.6%258.7%96330
$320.00Jul 17Aug 2179.9%23.7%236.7%282618

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 42.48, avg 10.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$360.00Jul 17$0.38$9.62$0.3825.32$350.38
$370.00$380.00Aug 21$0.52$9.48$0.5218.23$370.52
$360.00$370.00Aug 21$1.13$8.87$1.137.85$361.13
$340.00$350.00Jul 17$1.45$8.55$1.455.90$341.45
$350.00$360.00Aug 21$1.67$8.33$1.674.99$351.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$300.00Jul 17$0.23$9.77$0.2342.48$309.77
$290.00$280.00Aug 21$0.27$9.73$0.2736.04$289.73
$290.00$280.00Jul 17$0.54$9.46$0.5417.52$289.46
$300.00$290.00Aug 21$0.70$9.30$0.7013.29$299.30
$320.00$310.00Jul 17$1.10$8.90$1.108.09$318.90

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 4.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$300.00Jul 17$9.75$9.75$0.2539.00$299.75
$300.00$310.00Jul 17$9.75$9.75$0.2539.00$309.75
$290.00$300.00Aug 21$9.30$9.30$0.7013.29$299.30
$310.00$320.00Jul 17$9.15$9.15$0.8510.76$319.15
$300.00$320.00Aug 21$16.35$16.35$3.654.48$316.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$340.00Jul 17$7.65$7.65$2.353.26$342.35
$350.00$340.00Aug 21$6.90$6.90$3.102.23$343.10
$340.00$330.00Jul 17$5.45$5.45$4.551.20$334.55
$340.00$330.00Aug 21$5.10$5.10$4.901.04$334.90
$330.00$320.00Aug 21$3.45$3.45$6.550.53$326.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $2.73, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Jul 17Aug 21$0.42133.9%26.1%
$290.00Jul 17Aug 21$2.10154.4%28.1%
$360.00Jul 17Aug 21$2.1382.7%25.9%
$300.00Jul 17Aug 21$2.5595.6%26.6%
$350.00Jul 17Aug 21$3.4272.4%25.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 17Aug 21$0.18154.4%28.1%
$280.00Jul 17Aug 21$0.45119.1%30.9%
$270.00Jul 17Aug 21$1.14171.0%44.4%
$300.00Jul 17Aug 21$1.3095.6%26.6%
$310.00Jul 17Aug 21$2.3282.7%25.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 3.19% of stock, avg 8.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Jul 17$6.60$4.00$10.60$319.40$340.603.19%
$340.00Jul 17$2.08$9.45$11.53$328.47$351.533.47%
$320.00Jul 17$14.30$1.48$15.78$304.22$335.784.74%
$350.00Jul 17$0.63$17.10$17.73$332.27$367.735.33%
$330.00Aug 21$11.65$8.30$19.95$310.05$349.956.00%
$340.00Aug 21$7.45$13.40$20.85$319.15$360.856.27%
$310.00Jul 17$23.45$0.38$23.83$286.17$333.837.16%
$320.00Aug 21$19.40$4.85$24.25$295.75$344.257.29%
$350.00Aug 21$4.05$20.30$24.35$325.65$374.357.32%
$300.00Jul 17$33.20$0.15$33.35$266.65$333.3510.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.30% of stock, avg 1.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$350.00$310.00Jul 17$0.63$0.38$1.01$308.99$351.01
$370.00$310.00Jul 17$0.83$0.38$1.21$308.79$371.21
$380.00$310.00Jul 17$1.18$0.38$1.56$308.44$381.56
$390.00$310.00Jul 17$1.18$0.38$1.56$308.44$391.56
$380.00$270.00Aug 21$0.73$1.27$2.00$268.00$382.00
$350.00$320.00Jul 17$0.63$1.48$2.11$317.89$352.11
$380.00$300.00Aug 21$0.73$1.45$2.18$297.82$382.18
$370.00$320.00Jul 17$0.83$1.48$2.31$317.69$372.31
$340.00$310.00Jul 17$2.08$0.38$2.46$307.54$342.46
$370.00$270.00Aug 21$1.25$1.27$2.52$267.48$372.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 31.26, avg credit $4.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
280/290310/320Jul 17$9.69$0.3131.26$280.31$319.69
300/310320/330Aug 21$9.00$1.009.00$301.00$329.00
290/300320/330Aug 21$8.45$1.555.45$291.55$328.45
280/290300/320Aug 21$16.62$3.384.92$273.38$316.62
280/290320/330Jul 17$8.24$1.764.68$281.76$328.24
340/350360/370Aug 21$8.03$1.974.08$341.97$368.03
280/290320/330Aug 21$8.02$1.984.05$281.98$328.02
300/310320/330Jul 17$7.93$2.073.83$302.07$327.93
340/350370/380Aug 21$7.42$2.582.88$342.58$377.42
320/330340/350Aug 21$6.85$3.152.17$323.15$346.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 32.33, cheapest $0.30)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Jul 17$0.30$9.7032.33
$350.00$360.00$370.00Aug 21$0.54$9.4617.52
$300.00$310.00$320.00Jul 17$0.60$9.4015.67
$360.00$370.00$380.00Aug 21$0.61$9.3915.39
$330.00$340.00$350.00Aug 21$0.80$9.2011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.43$9.5722.26
$290.00$300.00$310.00Aug 21$0.55$9.4517.18
$270.00$280.00$290.00Jul 17$0.64$9.3614.63
$290.00$300.00$310.00Jul 17$0.65$9.3514.38
$300.00$310.00$320.00Jul 17$0.87$9.1310.49

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 $-3.05, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 21-$3.05$16.95
$360.00$370.001:2Aug 21-$0.12$9.88
$370.00$380.001:2Aug 21-$0.21$9.79
$340.00$350.001:2Aug 21-$0.65$9.35
$350.00$360.001:2Aug 21-$0.71$9.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$290.001:2Aug 21-$0.05$9.95
$310.00$300.001:2Aug 21-$0.20$9.80
$290.00$280.001:2Aug 21-$0.21$9.79
$280.00$270.001:2Jul 17-$0.23$9.77
$320.00$310.001:2Aug 21-$0.55$9.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.16%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$340.00Aug 21$7.200.402.2%2.16%4.34%9215
$350.00Aug 21$3.800.265.2%1.14%6.33%37886
$360.00Aug 21$1.950.178.2%0.59%8.78%29201
$340.00Jul 17$1.750.282.2%0.53%2.70%1631.7K
$370.00Aug 21$0.600.1011.2%0.18%11.37%733
$350.00Jul 17$0.450.105.2%0.14%5.32%81229
$380.00Aug 21$0.300.0614.2%0.09%14.29%61

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 521
Total Puts 905
Put/Call Ratio 1.74
Net Difference -384

Prior's Put/Call Breakdown

Total Calls 588
Total Puts 448
Put/Call Ratio 0.76
Net Difference 140

Prior 7-Day Put/Call Summary

Total Calls 895
Total Puts 880
Average Put/Call Ratio 1.08
Ratio Trend Rising

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