Tour v344
TRV
TRAVELERS COS INC
$361.90 +7.13%
7/17 09:45

Option Volume

Detail
Current (07/17 9:45am) 972
Calls: 665 (68%)
Puts: 307 (32%)
Prior --
Calls: 307 (42%)
Puts: 432 (58%)
Current vs Prior +0.00%
Calls: +116.61% (Calls)
Puts: -28.94% (Puts)
Prior 7-Day Total 4,516
Calls: 2,281 (51%)
Puts: 2,235 (49%)
Prior 7-Day Average 903
Calls: 325 (51%)
Puts: 319 (49%)
Current vs Prior 7-Day Avg +7.62%
Calls: +104.08%
Puts: -3.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 9:45am) $971.8K
Calls: $922.5K (95%)
Puts: $49.3K (5%)
Prior --
Calls: $147.7K (60%)
Puts: $96.6K (40%)
Current vs Prior +0.00%
Calls: +524.69%
Puts: -48.95%
Prior 7-Day Total $2.16M
Calls: $1.72M (79%)
Puts: $447.5K (21%)
Prior 7-Day Average $433.0K
Calls: $245.3K (79%)
Puts: $63.9K (21%)
Current vs Prior 7-Day Avg +124.46%
Calls: +276.03%
Puts: -22.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 9:45am) 0.46
Prior 1.00
Current vs Prior -53.83%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -54.22%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 9:45am) 19,204
Calls: 11,697 (61%)
Puts: 7,507 (39%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 74,479
Calls: 44,643 (60%)
Puts: 29,836 (40%)
Prior 7-Day Average 14,895
Calls: 8,928 (60%)
Puts: 5,967 (40%)
Current vs Prior 7-Day Avg +28.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.41% | 6.85%3.41% | 6.85%
Prior 4.82% | 7.53%4.82% | 7.53%
Current vs Prior -29.25% | -8.97%-29.25% | -8.97%
Prior 7-Day Avg 4.76% | 7.53%4.82% | 7.53%
Current vs 7-Day Avg -28.37% | -9.00%-29.25% | -8.97%
Prior 7-Day Eod 4.82% | 7.53%4.91% | 7.56%
Current vs 7-Day Eod -29.25% | -8.97%-30.55% | -9.39%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 43.03% | 22.33%
Calls: 62.86% | 27.27%
Puts: 23.20% | 17.39%
Prior 22.92% | 10.39%
Calls: 15.15% | 16.31%
Puts: 30.69% | 4.48%
Current vs Prior +87.74% | +114.92%
Prior 7-Day Avg 27.03% | 9.53%
Calls: 19.21% | 9.80%
Puts: 34.85% | 9.25%
Current vs 7-Day Avg +59.19% | +134.39%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($922.5K) vs puts ($49.3K). Dollar volume significantly above 7-day average (124% higher). Extreme bullish P/C ratio of 0.46 - heavy call buying (665 calls vs 307 puts). P/C ratio dropping 54% - sentiment shifting bullish.

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
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
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 7 of results (avg 6.5%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1759.8062.70$61.254.7%--1.00155
$290.00Jul 1769.8073.20$71.504.8%--1.0046
$310.00Jul 1749.8052.60$51.205.5%11.00211
$320.00Aug 2142.3044.80$43.555.7%--0.9332
$320.00Jul 1739.8042.60$41.206.8%11.00513
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. 14 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1769.8073.20$71.504.8%--1.0046
$300.00Jul 1759.8062.70$61.254.7%--1.00155
$310.00Jul 1749.8052.60$51.205.5%11.00211
$320.00Jul 1739.8042.60$41.206.8%11.00513
$330.00Jul 1729.8032.60$31.209.0%71.001.3K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2112.6015.00$13.8017.4%30.64--

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 898, top 214)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 172.204.40$3.3066.7%2140.57109
$340.00Jul 1719.8022.80$21.3014.1%1820.911.7K
$350.00Jul 1710.3012.60$11.4520.1%1281.00394
$350.00Aug 2116.0019.10$17.5517.7%210.69889
$340.00Aug 2124.2026.90$25.5510.6%160.81230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 170.100.25$0.1883.3%1050.0642
$330.00Jul 170.000.05$0.03166.7%310.01622
$360.00Jul 171.052.75$1.9089.5%310.459
$310.00Jul 170.000.05$0.03166.7%210.00812
$340.00Jul 170.001.90$0.95200.0%210.11268

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 466.9%, max 692.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Jul 17Aug 21167.2%21.1%692.2%348
$340.00Jul 17Aug 21181.1%23.7%665.2%1981.9K
$320.00Jul 17Aug 21171.3%27.5%523.2%1545
$330.00Jul 17Aug 21131.5%25.9%407.3%221.4K
$370.00Jul 17Aug 2189.3%20.5%336.5%14368
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 17Aug 21294.6%37.9%676.5%--795
$340.00Jul 17Aug 21181.1%23.7%665.2%41302
$310.00Jul 17Aug 21211.8%31.1%581.7%21869
$300.00Jul 17Aug 21252.8%37.9%566.4%8518
$320.00Jul 17Aug 21171.3%27.5%523.2%19876

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 39.00, avg 7.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$380.00$390.00Aug 21$1.70$8.30$1.704.88$381.70
$370.00$380.00Aug 21$2.43$7.57$2.433.12$372.43
$360.00$370.00Jul 17$2.60$7.40$2.602.85$362.60
$360.00$370.00Aug 21$5.60$4.40$5.600.79$365.60
$350.00$360.00Aug 21$6.55$3.45$6.550.53$356.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Aug 21$0.25$9.75$0.2539.00$319.75
$300.00$290.00Aug 21$0.50$9.50$0.5019.00$299.50
$330.00$320.00Aug 21$0.83$9.17$0.8311.05$329.17
$340.00$330.00Jul 17$0.92$9.08$0.929.87$339.08
$340.00$330.00Aug 21$1.17$8.83$1.177.55$338.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 99.00, avg 10.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$340.00Jul 17$9.90$9.90$0.1099.00$339.90
$340.00$350.00Jul 17$9.85$9.85$0.1565.67$349.85
$320.00$330.00Aug 21$9.65$9.65$0.3527.57$329.65
$330.00$340.00Aug 21$8.35$8.35$1.655.06$338.35
$350.00$360.00Jul 17$8.15$8.15$1.854.41$358.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$360.00Aug 21$5.00$5.00$5.001.00$365.00
$360.00$350.00Aug 21$3.60$3.60$6.400.56$356.40
$350.00$340.00Aug 21$2.15$2.15$7.850.27$347.85
$360.00$350.00Jul 17$1.72$1.72$8.280.21$358.28
$340.00$330.00Aug 21$1.17$1.17$8.830.13$338.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $3.25, cheapest $0.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Jul 17Aug 21$1.87167.2%21.1%
$320.00Jul 17Aug 21$2.35171.3%27.5%
$330.00Jul 17Aug 21$2.70131.5%25.9%
$340.00Jul 17Aug 21$4.25181.1%23.7%
$370.00Jul 17Aug 21$4.7089.3%20.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 17Aug 21$0.45294.6%37.9%
$310.00Jul 17Aug 21$0.77211.8%31.1%
$300.00Jul 17Aug 21$0.95252.8%37.9%
$320.00Jul 17Aug 21$1.02171.3%27.5%
$330.00Jul 17Aug 21$1.85131.5%25.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.44% of stock, avg 9.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Jul 17$3.30$1.90$5.20$354.80$365.201.44%
$350.00Jul 17$11.45$0.18$11.63$338.37$361.633.21%
$370.00Aug 21$5.40$13.80$19.20$350.80$389.205.31%
$360.00Aug 21$11.00$8.80$19.80$340.20$379.805.47%
$340.00Jul 17$21.30$0.95$22.25$317.75$362.256.15%
$350.00Aug 21$17.55$5.20$22.75$327.25$372.756.29%
$340.00Aug 21$25.55$3.05$28.60$311.40$368.607.90%
$330.00Jul 17$31.20$0.03$31.23$298.77$361.238.63%
$330.00Aug 21$33.90$1.88$35.78$294.22$365.789.89%
$320.00Jul 17$41.20$0.03$41.23$278.77$361.2311.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.24% of stock, avg 1.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$350.00Jul 17$0.70$0.18$0.88$349.12$370.88
$380.00$350.00Jul 17$1.10$0.18$1.28$348.72$381.28
$430.00$350.00Jul 17$1.08$0.18$1.26$348.74$431.26
$370.00$340.00Jul 17$0.70$0.95$1.65$338.35$371.65
$430.00$340.00Jul 17$1.08$0.95$2.03$337.97$432.03
$380.00$340.00Jul 17$1.10$0.95$2.05$337.95$382.05
$390.00$320.00Aug 21$1.27$1.05$2.32$317.68$392.32
$370.00$360.00Jul 17$0.70$1.90$2.60$357.40$372.60
$430.00$360.00Jul 17$1.08$1.90$2.98$357.02$432.98
$380.00$360.00Jul 17$1.10$1.90$3.00$357.00$383.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 9.75, avg credit $5.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Jul 17$9.07$0.939.75$330.93$359.07
290/300330/340Aug 21$8.85$1.157.70$291.15$338.85
320/330340/350Aug 21$8.83$1.177.55$321.17$348.83
310/320330/340Aug 21$8.60$1.406.14$311.40$338.60
290/300340/350Aug 21$8.50$1.505.67$291.50$348.50
310/320340/350Aug 21$8.25$1.754.71$311.75$348.25
340/350360/370Aug 21$7.75$2.253.44$342.25$367.75
330/340350/360Aug 21$7.72$2.283.39$332.28$357.72
320/330350/360Aug 21$7.38$2.622.82$322.62$357.38
290/300350/360Aug 21$7.05$2.952.39$292.95$357.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 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
$290.00$300.00$310.00Jul 17$0.20$9.8049.00
$330.00$340.00$350.00Aug 21$0.35$9.6527.57
$370.00$380.00$390.00Aug 21$0.73$9.2712.70
$350.00$360.00$370.00Aug 21$0.95$9.059.53
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.34$9.6628.41
$300.00$310.00$320.00Aug 21$0.43$9.5722.26
$310.00$320.00$330.00Aug 21$0.58$9.4216.24
$320.00$330.00$340.00Jul 17$0.92$9.089.87
$330.00$340.00$350.00Aug 21$0.98$9.029.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-1.06, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$430.001:2Jul 17-$1.06$48.94
$370.00$380.001:2Aug 21-$0.54$9.46
$370.00$380.001:2Jul 17-$1.50$8.50
$340.00$350.001:2Jul 17-$1.60$8.40
$350.00$360.001:2Aug 21-$4.45$5.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$290.001:2Jul 17-$0.03$9.97
$310.00$300.001:2Jul 17-$0.03$9.97
$320.00$310.001:2Jul 17-$0.03$9.97
$330.00$320.001:2Jul 17-$0.03$9.97
$330.00$320.001:2Aug 21-$0.22$9.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.19%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Aug 21$4.300.362.2%1.19%3.43%359
$380.00Aug 21$1.650.225.0%0.46%5.46%17
$390.00Aug 21$0.550.127.8%0.15%7.92%28
$370.00Jul 17$0.100.152.2%0.03%2.27%11309

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 665
Total Puts 307
Put/Call Ratio 0.46
Net Difference 358

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 2,281
Total Puts 2,235
Average Put/Call Ratio 1.01
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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