Tour v344
TRV
TRAVELERS COS INC
$352.94 +4.48%
7/17 09:35

Option Volume

Detail
Current (07/17 9:35am) 452
Calls: 267 (59%)
Puts: 185 (41%)
Prior --
Calls: 307 (42%)
Puts: 432 (58%)
Current vs Prior +0.00%
Calls: -13.03% (Calls)
Puts: -57.18% (Puts)
Prior 7-Day Total 3,201
Calls: 1,416 (44%)
Puts: 1,785 (56%)
Prior 7-Day Average 1,067
Calls: 202 (44%)
Puts: 255 (56%)
Current vs Prior 7-Day Avg -57.64%
Calls: +31.99%
Puts: -27.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 9:35am) $318.9K
Calls: $285.4K (90%)
Puts: $33.5K (10%)
Prior --
Calls: $147.7K (60%)
Puts: $96.6K (40%)
Current vs Prior +0.00%
Calls: +93.30%
Puts: -65.34%
Prior 7-Day Total $1.11M
Calls: $730.8K (66%)
Puts: $384.0K (34%)
Prior 7-Day Average $371.6K
Calls: $104.4K (66%)
Puts: $54.9K (34%)
Current vs Prior 7-Day Avg -14.18%
Calls: +173.42%
Puts: -38.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 9:35am) 0.69
Prior 1.00
Current vs Prior -30.71%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -46.78%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 9:35am) 19,204
Calls: 11,697 (61%)
Puts: 7,507 (39%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 36,071
Calls: 21,249 (59%)
Puts: 14,822 (41%)
Prior 7-Day Average 12,023
Calls: 7,083 (59%)
Puts: 4,940 (41%)
Current vs Prior 7-Day Avg +59.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.31% | 7.10%3.31% | 7.10%
Prior 3.71% | 7.14%4.82% | 7.53%
Current vs Prior -10.73% | -0.61%-31.27% | -5.72%
Prior 7-Day Avg 4.76% | 7.53%4.82% | 7.53%
Current vs 7-Day Avg -30.42% | -5.75%-31.27% | -5.72%
Prior 7-Day Eod 3.71% | 7.14%4.91% | 7.56%
Current vs 7-Day Eod -10.73% | -0.61%-32.54% | -6.16%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.05% | 24.34%
Calls: 38.10% | 21.69%
Puts: 40.00% | 26.98%
Prior 45.25% | 8.09%
Calls: 33.77% | 7.69%
Puts: 56.72% | 8.48%
Current vs Prior -13.70% | +200.87%
Prior 7-Day Avg 29.09% | 9.09%
Calls: 21.23% | 6.55%
Puts: 36.93% | 11.63%
Current vs 7-Day Avg +34.26% | +167.62%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($285.4K) vs puts ($33.5K). Bullish P/C ratio of 0.69. P/C ratio dropping 31% - sentiment shifting bullish. Call-heavy open interest (11,697 calls vs 7,507 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHBEARISHBEARISH
09:35BULLISHBULLISHBULLISH

📈 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 7.0%, best 4.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1751.4054.00$52.704.9%--1.00155
$290.00Jul 1761.4064.80$63.105.4%--1.0046
$310.00Jul 1741.4044.80$43.107.9%11.00211
$320.00Aug 2133.9037.40$35.659.8%--0.9232
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. 12 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1761.4064.80$63.105.4%--1.0046
$300.00Jul 1751.4054.00$52.704.9%--1.00155
$310.00Jul 1741.4044.80$43.107.9%11.00211
$320.00Jul 1731.4034.80$33.1010.3%--1.00513
$330.00Jul 1721.4024.90$23.1515.1%71.001.3K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 176.009.00$7.5040.0%10.849

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 405, top 105)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 1711.6015.00$13.3025.6%1050.841.7K
$350.00Jul 173.405.00$4.2038.1%570.64394
$360.00Jul 170.251.00$0.63119.0%330.16109
$350.00Aug 2111.1013.80$12.4521.7%120.58889
$330.00Aug 2125.4028.50$26.9511.5%90.82183
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 171.202.45$1.8368.3%780.3642
$330.00Jul 170.000.05$0.03166.7%310.01622
$310.00Jul 170.000.10$0.05200.0%210.01812
$320.00Jul 170.000.05$0.03166.7%100.01666
$340.00Jul 170.002.10$1.05200.0%70.15268

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 429.6%, max 647.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Jul 17Aug 21158.4%21.4%641.6%2368
$320.00Jul 17Aug 21140.3%24.0%484.2%--545
$340.00Jul 17Aug 21132.2%24.5%439.6%1091.9K
$330.00Jul 17Aug 21100.0%25.7%289.4%161.4K
$350.00Jul 17Aug 2176.4%21.4%257.4%691.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 17Aug 21263.4%35.2%647.7%--795
$310.00Jul 17Aug 21195.5%28.0%598.0%21869
$300.00Jul 17Aug 21221.8%35.3%528.9%7518
$320.00Jul 17Aug 21140.3%24.0%484.2%10876
$340.00Jul 17Aug 21132.2%24.5%439.6%13302

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 32.33, avg 7.89)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$360.00Jul 17$3.57$6.43$3.571.80$353.57
$360.00$370.00Aug 21$3.87$6.13$3.871.58$363.87
$350.00$360.00Aug 21$4.95$5.05$4.951.02$354.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Aug 21$0.30$9.70$0.3032.33$319.70
$300.00$290.00Aug 21$0.54$9.46$0.5417.52$299.46
$350.00$340.00Jul 17$0.78$9.22$0.7811.82$349.22
$340.00$330.00Jul 17$1.02$8.98$1.028.80$338.98
$330.00$320.00Aug 21$1.75$8.25$1.754.71$328.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 65.67, avg 6.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$340.00Jul 17$9.85$9.85$0.1565.67$339.85
$300.00$310.00Jul 17$9.60$9.60$0.4024.00$309.60
$340.00$350.00Jul 17$9.10$9.10$0.9010.11$349.10
$320.00$330.00Aug 21$8.70$8.70$1.306.69$328.70
$330.00$340.00Aug 21$7.75$7.75$2.253.44$337.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Jul 17$5.67$5.67$4.331.31$354.33
$350.00$340.00Aug 21$2.60$2.60$7.400.35$347.40
$340.00$330.00Aug 21$2.15$2.15$7.850.27$337.85
$330.00$320.00Aug 21$1.75$1.75$8.250.21$328.25
$340.00$330.00Jul 17$1.02$1.02$8.980.11$338.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $3.52, cheapest $0.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 17Aug 21$2.55140.3%24.0%
$370.00Jul 17Aug 21$2.55158.4%21.4%
$330.00Jul 17Aug 21$3.80100.0%25.7%
$340.00Jul 17Aug 21$5.90132.2%24.5%
$360.00Jul 17Aug 21$6.8775.7%23.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 17Aug 21$0.45263.4%35.2%
$310.00Jul 17Aug 21$0.75195.5%28.0%
$300.00Jul 17Aug 21$0.99221.8%35.3%
$320.00Jul 17Aug 21$1.07140.3%24.0%
$330.00Jul 17Aug 21$2.82100.0%25.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.71% of stock, avg 8.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Jul 17$4.20$1.83$6.03$343.97$356.031.71%
$360.00Jul 17$0.63$7.50$8.13$351.87$368.132.30%
$340.00Jul 17$13.30$1.05$14.35$325.65$354.354.07%
$350.00Aug 21$12.45$7.60$20.05$329.95$370.055.68%
$330.00Jul 17$23.15$0.03$23.18$306.82$353.186.57%
$340.00Aug 21$19.20$5.00$24.20$315.80$364.206.86%
$330.00Aug 21$26.95$2.85$29.80$300.20$359.808.44%
$320.00Jul 17$33.10$0.03$33.13$286.87$353.139.39%
$320.00Aug 21$35.65$1.10$36.75$283.25$356.7510.41%
$310.00Jul 17$43.10$0.05$43.15$266.85$353.1512.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 0.48% of stock, avg 1.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$340.00Jul 17$0.63$1.05$1.68$338.32$361.68
$370.00$340.00Jul 17$1.08$1.05$2.13$337.87$372.13
$380.00$340.00Jul 17$1.08$1.05$2.13$337.87$382.13
$360.00$350.00Jul 17$0.63$1.83$2.46$347.54$362.46
$370.00$350.00Jul 17$1.08$1.83$2.91$347.09$372.91
$380.00$350.00Jul 17$1.08$1.83$2.91$347.09$382.91
$370.00$300.00Aug 21$3.63$1.02$4.65$295.35$374.65
$370.00$320.00Aug 21$3.63$1.10$4.73$315.27$374.73
$370.00$330.00Aug 21$3.63$2.85$6.48$323.52$376.48
$360.00$300.00Aug 21$7.50$1.02$8.52$291.48$368.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 12.16, avg credit $6.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
290/300320/330Aug 21$9.24$0.7612.16$290.76$329.24
320/330340/350Aug 21$8.50$1.505.67$321.50$348.50
290/300330/340Aug 21$8.29$1.714.85$291.71$338.29
310/320330/340Aug 21$8.05$1.954.13$311.95$338.05
290/300340/350Aug 21$7.29$2.712.69$292.71$347.29
330/340350/360Aug 21$7.10$2.902.45$332.90$357.10
310/320340/350Aug 21$7.05$2.952.39$312.95$347.05
320/330350/360Aug 21$6.70$3.302.03$323.30$356.70
340/350360/370Aug 21$6.47$3.531.83$343.53$366.47
330/340360/370Aug 21$6.02$3.981.51$333.98$366.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Jul 17$0.10$9.9099.00
$330.00$340.00$350.00Jul 17$0.75$9.2512.33
$290.00$300.00$310.00Jul 17$0.80$9.2011.50
$320.00$330.00$340.00Aug 21$0.95$9.059.53
$330.00$340.00$350.00Aug 21$1.00$9.009.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.40$9.6024.00
$330.00$340.00$350.00Aug 21$0.45$9.5521.22
$300.00$310.00$320.00Aug 21$0.52$9.4818.23
$320.00$330.00$340.00Jul 17$1.02$8.988.80
$310.00$320.00$330.00Aug 21$1.45$8.555.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.01, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$380.001:2Jul 17-$1.08$8.92
$360.00$370.001:2Jul 17-$1.53$8.47
$350.00$360.001:2Aug 21-$2.55$7.45
$330.00$340.001:2Jul 17-$3.45$6.55
$340.00$350.001:2Aug 21-$5.70$4.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Jul 17-$0.01$9.99
$300.00$290.001:2Jul 17-$0.03$9.97
$330.00$320.001:2Jul 17-$0.03$9.97
$320.00$310.001:2Jul 17-$0.07$9.93
$350.00$340.001:2Jul 17-$0.27$9.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.70%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Aug 21$6.000.422.0%1.70%3.70%9218
$370.00Aug 21$2.250.264.8%0.64%5.47%--59
$360.00Jul 17$0.250.162.0%0.07%2.07%33109

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 267
Total Puts 185
Put/Call Ratio 0.69
Net Difference 82

Prior's Put/Call Breakdown

Total Calls 307
Total Puts 432
Put/Call Ratio 1.00
Net Difference -125

Prior 7-Day Put/Call Summary

Total Calls 1,416
Total Puts 1,785
Average Put/Call Ratio 1.30
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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