Tour v344
TRV
TRAVELERS COS INC
$363.50 +7.60%
7/17 09:50

Option Volume

Detail
Current (07/17 9:50am) 1,084
Calls: 739 (68%)
Puts: 345 (32%)
Prior --
Calls: 307 (42%)
Puts: 432 (58%)
Current vs Prior +0.00%
Calls: +140.72% (Calls)
Puts: -20.14% (Puts)
Prior 7-Day Total 5,488
Calls: 2,946 (54%)
Puts: 2,542 (46%)
Prior 7-Day Average 914
Calls: 420 (54%)
Puts: 363 (46%)
Current vs Prior 7-Day Avg +18.51%
Calls: +75.59%
Puts: -5.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 9:50am) $1.20M
Calls: $1.15M (96%)
Puts: $49.4K (4%)
Prior --
Calls: $147.7K (60%)
Puts: $96.6K (40%)
Current vs Prior +0.00%
Calls: +678.33%
Puts: -48.87%
Prior 7-Day Total $3.14M
Calls: $2.64M (84%)
Puts: $496.8K (16%)
Prior 7-Day Average $522.8K
Calls: $377.1K (84%)
Puts: $71.0K (16%)
Current vs Prior 7-Day Avg +129.31%
Calls: +204.78%
Puts: -30.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 9:50am) 0.47
Prior 1.00
Current vs Prior -53.32%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -49.11%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 9:50am) 19,204
Calls: 11,697 (61%)
Puts: 7,507 (39%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 93,683
Calls: 56,340 (60%)
Puts: 37,343 (40%)
Prior 7-Day Average 15,613
Calls: 9,390 (60%)
Puts: 6,223 (40%)
Current vs Prior 7-Day Avg +22.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.34% | 7.07%3.34% | 7.07%
Prior 4.82% | 7.53%4.82% | 7.53%
Current vs Prior -30.70% | -6.08%-30.70% | -6.08%
Prior 7-Day Avg 4.76% | 7.53%4.82% | 7.53%
Current vs 7-Day Avg -29.84% | -6.11%-30.70% | -6.08%
Prior 7-Day Eod 4.82% | 7.53%4.91% | 7.56%
Current vs 7-Day Eod -30.70% | -6.08%-31.98% | -6.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.90% | 25.68%
Calls: 17.39% | 25.68%
Puts: 38.41% | 25.68%
Prior 22.92% | 10.39%
Calls: 15.15% | 16.31%
Puts: 30.69% | 4.48%
Current vs Prior +21.73% | +147.16%
Prior 7-Day Avg 27.03% | 9.53%
Calls: 19.21% | 9.80%
Puts: 34.85% | 9.25%
Current vs 7-Day Avg +3.22% | +169.56%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($1.15M) vs puts ($49.4K). Dollar volume significantly above 7-day average (129% higher). Extreme bullish P/C ratio of 0.47 - heavy call buying (739 calls vs 345 puts). P/C ratio dropping 53% - 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
09:50BULLISHBULLISHBULLISH
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 5 of results (avg 7.6%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1761.3065.10$63.206.0%--1.00155
$310.00Jul 1751.7055.00$53.356.2%11.00211
$320.00Aug 2143.7047.20$45.457.7%--0.9232
$320.00Jul 1741.3045.10$43.208.8%11.00513
$330.00Aug 2134.6038.00$36.309.4%150.89183
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. 13 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1761.3065.10$63.206.0%--1.00155
$310.00Jul 1751.7055.00$53.356.2%11.00211
$320.00Jul 1741.3045.10$43.208.8%11.00513
$330.00Jul 1731.6035.20$33.4010.8%71.001.3K
$350.00Jul 1712.0015.20$13.6023.5%1321.00394
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2111.2014.50$12.8525.7%50.59--

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 1.0K, top 229)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 174.205.00$4.6017.4%2290.70109
$340.00Jul 1721.9024.90$23.4012.8%1880.931.7K
$350.00Jul 1712.0015.20$13.6023.5%1321.00394
$340.00Aug 2125.9029.00$27.4511.3%290.81230
$350.00Aug 2118.3021.00$19.6513.7%290.71889
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 170.050.15$0.10100.0%1160.0342
$360.00Jul 171.001.65$1.3348.9%490.319
$330.00Jul 170.000.05$0.03166.7%310.01622
$310.00Jul 170.000.05$0.03166.7%210.00812
$340.00Jul 170.001.05$0.53198.1%210.07268

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 432.3%, max 613.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Jul 17Aug 21151.8%21.3%613.6%1048
$340.00Jul 17Aug 21168.8%24.9%577.1%2171.9K
$320.00Jul 17Aug 21181.2%28.7%531.7%1545
$330.00Jul 17Aug 21141.3%25.3%458.4%221.4K
$370.00Jul 17Aug 2186.3%22.9%276.1%27368
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 21221.5%32.2%588.1%21869
$340.00Jul 17Aug 21168.8%24.9%577.1%42302
$300.00Jul 17Aug 21262.5%39.0%572.4%8518
$320.00Jul 17Aug 21181.2%28.7%531.7%21876
$330.00Jul 17Aug 21141.3%25.3%458.4%52781

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 75.92, avg 18.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$380.00Jul 17$0.13$9.87$0.1375.92$370.13
$380.00$410.00Jul 17$0.42$29.58$0.4270.43$380.42
$380.00$390.00Aug 21$2.17$7.83$2.173.61$382.17
$360.00$370.00Jul 17$3.42$6.58$3.421.92$363.42
$370.00$380.00Aug 21$3.80$6.20$3.801.63$373.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Aug 21$0.25$9.75$0.2539.00$319.75
$330.00$320.00Aug 21$0.40$9.60$0.4024.00$329.60
$340.00$330.00Jul 17$0.50$9.50$0.5019.00$339.50
$360.00$350.00Jul 17$1.23$8.77$1.237.13$358.77
$340.00$330.00Aug 21$1.50$8.50$1.505.67$338.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 65.67, avg 9.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$310.00Jul 17$9.85$9.85$0.1565.67$309.85
$320.00$330.00Jul 17$9.80$9.80$0.2049.00$329.80
$340.00$350.00Jul 17$9.80$9.80$0.2049.00$349.80
$320.00$330.00Aug 21$9.15$9.15$0.8510.76$329.15
$350.00$360.00Jul 17$9.00$9.00$1.009.00$359.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$360.00Aug 21$4.65$4.65$5.350.87$365.35
$360.00$350.00Aug 21$3.20$3.20$6.800.47$356.80
$350.00$340.00Aug 21$2.05$2.05$7.950.26$347.95
$340.00$330.00Aug 21$1.50$1.50$8.500.18$338.50
$360.00$350.00Jul 17$1.23$1.23$8.770.14$358.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.62, cheapest $0.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 17Aug 21$2.25181.2%28.7%
$380.00Jul 17Aug 21$2.60151.8%21.3%
$330.00Jul 17Aug 21$2.90141.3%25.3%
$340.00Jul 17Aug 21$4.05168.8%24.9%
$350.00Jul 17Aug 21$6.0575.8%23.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$0.77221.5%32.2%
$300.00Jul 17Aug 21$0.95262.5%39.0%
$320.00Jul 17Aug 21$1.02181.2%28.7%
$330.00Jul 17Aug 21$1.42141.3%25.3%
$340.00Jul 17Aug 21$2.42168.8%24.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 1.63% of stock, avg 8.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Jul 17$4.60$1.33$5.93$354.07$365.931.63%
$350.00Jul 17$13.60$0.10$13.70$336.30$363.703.77%
$370.00Aug 21$7.45$12.85$20.30$349.70$390.305.58%
$360.00Aug 21$12.85$8.20$21.05$338.95$381.055.79%
$340.00Jul 17$23.40$0.53$23.93$316.07$363.936.58%
$350.00Aug 21$19.65$5.00$24.65$325.35$374.656.78%
$340.00Aug 21$27.45$2.95$30.40$309.60$370.408.36%
$330.00Jul 17$33.40$0.03$33.43$296.57$363.439.20%
$330.00Aug 21$36.30$1.45$37.75$292.25$367.7510.39%
$320.00Jul 17$43.20$0.03$43.23$276.77$363.2311.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 0.32% of stock, avg 1.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$340.00Jul 17$0.63$0.53$1.16$338.84$411.16
$380.00$340.00Jul 17$1.05$0.53$1.58$338.42$381.58
$430.00$340.00Jul 17$1.08$0.53$1.61$338.39$431.61
$370.00$340.00Jul 17$1.18$0.53$1.71$338.29$371.71
$410.00$360.00Jul 17$0.63$1.33$1.96$358.04$411.96
$380.00$360.00Jul 17$1.05$1.33$2.38$357.62$382.38
$430.00$360.00Jul 17$1.08$1.33$2.41$357.59$432.41
$370.00$360.00Jul 17$1.18$1.33$2.51$357.49$372.51
$390.00$320.00Aug 21$1.48$1.05$2.53$317.47$392.53
$390.00$330.00Aug 21$1.48$1.45$2.93$327.07$392.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 19.00, avg credit $5.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Jul 17$9.50$0.5019.00$330.50$359.50
310/320330/340Aug 21$9.10$0.9010.11$310.90$339.10
330/340350/360Aug 21$8.30$1.704.88$331.70$358.30
320/330340/350Aug 21$8.20$1.804.56$321.80$348.20
310/320340/350Aug 21$8.05$1.954.13$311.95$348.05
340/350360/370Aug 21$7.45$2.552.92$342.55$367.45
320/330350/360Aug 21$7.20$2.802.57$322.80$357.20
310/320350/360Aug 21$7.05$2.952.39$312.95$357.05
350/360370/380Aug 21$7.00$3.002.33$353.00$377.00
330/340360/370Aug 21$6.90$3.102.23$333.10$366.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Jul 17$0.20$9.8049.00
$320.00$330.00$340.00Aug 21$0.30$9.7032.33
$310.00$320.00$330.00Jul 17$0.35$9.6527.57
$340.00$350.00$360.00Jul 17$0.80$9.2011.50
$340.00$350.00$360.00Aug 21$1.00$9.009.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Aug 21$0.15$9.8565.67
$300.00$310.00$320.00Aug 21$0.43$9.5722.26
$320.00$330.00$340.00Jul 17$0.50$9.5019.00
$330.00$340.00$350.00Aug 21$0.55$9.4517.18
$320.00$330.00$340.00Aug 21$1.10$8.908.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.21, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$410.001:2Jul 17-$0.21$29.79
$410.00$430.001:2Jul 17-$1.53$18.47
$370.00$380.001:2Jul 17-$0.92$9.08
$360.00$370.001:2Aug 21-$2.05$7.95
$340.00$350.001:2Jul 17-$3.80$6.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$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
$320.00$310.001:2Aug 21-$0.55$9.45
$330.00$320.001:2Aug 21-$0.65$9.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.57%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Aug 21$5.700.411.8%1.57%3.36%1359
$380.00Aug 21$2.000.264.5%0.55%5.09%87
$390.00Aug 21$0.850.137.3%0.23%7.52%28
$370.00Jul 17$0.750.221.8%0.21%1.99%14309

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 739
Total Puts 345
Put/Call Ratio 0.47
Net Difference 394

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 2,946
Total Puts 2,542
Average Put/Call Ratio 0.92
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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