Tour v344
TRV
TRAVELERS COS INC
$362.71 +7.37%
7/17 09:55

Option Volume

Detail
Current (07/17 9:55am) 1,177
Calls: 801 (68%)
Puts: 376 (32%)
Prior --
Calls: 307 (42%)
Puts: 432 (58%)
Current vs Prior +0.00%
Calls: +160.91% (Calls)
Puts: -12.96% (Puts)
Prior 7-Day Total 6,572
Calls: 3,685 (56%)
Puts: 2,887 (44%)
Prior 7-Day Average 938
Calls: 526 (56%)
Puts: 412 (44%)
Current vs Prior 7-Day Avg +25.37%
Calls: +52.16%
Puts: -8.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 9:55am) $1.29M
Calls: $1.23M (95%)
Puts: $65.5K (5%)
Prior --
Calls: $147.7K (60%)
Puts: $96.6K (40%)
Current vs Prior +0.00%
Calls: +732.10%
Puts: -32.19%
Prior 7-Day Total $4.34M
Calls: $3.79M (87%)
Puts: $546.2K (13%)
Prior 7-Day Average $619.3K
Calls: $541.3K (87%)
Puts: $78.0K (13%)
Current vs Prior 7-Day Avg +108.98%
Calls: +127.00%
Puts: -16.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 9:55am) 0.47
Prior 1.00
Current vs Prior -53.06%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -44.97%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 9:55am) 19,204
Calls: 11,697 (61%)
Puts: 7,507 (39%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 112,887
Calls: 68,037 (60%)
Puts: 44,850 (40%)
Prior 7-Day Average 16,126
Calls: 9,719 (60%)
Puts: 6,407 (40%)
Current vs Prior 7-Day Avg +19.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.43% | 7.16%3.43% | 7.16%
Prior 4.82% | 7.53%4.82% | 7.53%
Current vs Prior -28.88% | -4.83%-28.88% | -4.83%
Prior 7-Day Avg 4.76% | 7.53%4.82% | 7.53%
Current vs 7-Day Avg -27.99% | -4.86%-28.88% | -4.83%
Prior 7-Day Eod 4.82% | 7.53%4.91% | 7.56%
Current vs 7-Day Eod -28.88% | -4.83%-30.19% | -5.27%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 43.48% | 25.38%
Calls: 56.89% | 23.08%
Puts: 30.07% | 27.69%
Prior 22.92% | 10.39%
Calls: 15.15% | 16.31%
Puts: 30.69% | 4.48%
Current vs Prior +89.70% | +144.27%
Prior 7-Day Avg 27.03% | 9.53%
Calls: 19.21% | 9.80%
Puts: 34.85% | 9.25%
Current vs 7-Day Avg +60.86% | +166.41%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($1.23M) vs puts ($65.5K). Dollar volume significantly above 7-day average (109% higher). Extreme bullish P/C ratio of 0.47 - heavy call buying (801 calls vs 376 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
09:55BULLISHBULLISHBULLISH
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 7 of results (avg 7.5%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1761.7065.00$63.355.2%--1.00155
$310.00Jul 1751.8055.00$53.406.0%11.00211
$320.00Aug 2143.9047.10$45.507.0%10.9332
$320.00Jul 1741.7044.90$43.307.4%11.00513
$330.00Aug 2134.7037.90$36.308.8%160.90183
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 2145.0049.10$47.058.7%10.92--

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 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1761.7065.00$63.355.2%--1.00155
$310.00Jul 1751.8055.00$53.406.0%11.00211
$320.00Jul 1741.7044.90$43.307.4%11.00513
$330.00Jul 1731.8035.00$33.409.6%71.001.3K
$350.00Jul 1711.9014.90$13.4022.4%1480.97394
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 2145.0049.10$47.058.7%10.92--
$370.00Aug 2111.2014.80$13.0027.7%60.59--

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 1.1K, top 239)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 173.506.10$4.8054.2%2390.69109
$340.00Jul 1721.7025.00$23.3514.1%1960.931.7K
$350.00Jul 1711.9014.90$13.4022.4%1480.97394
$350.00Aug 2118.1021.00$19.5514.8%310.71889
$340.00Aug 2126.1029.00$27.5510.5%290.82230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 170.050.15$0.10100.0%1270.0342
$360.00Jul 170.752.10$1.4394.4%530.329
$330.00Jul 170.000.05$0.03166.7%320.01622
$340.00Aug 212.653.30$2.9721.9%310.1934
$310.00Jul 170.000.05$0.03166.7%210.00812

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 434.0%, max 596.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Jul 17Aug 21152.2%21.9%596.3%1048
$340.00Jul 17Aug 21170.5%25.0%582.2%2251.9K
$320.00Jul 17Aug 21182.7%28.2%548.9%2545
$330.00Jul 17Aug 21142.6%25.4%461.4%231.4K
$350.00Jul 17Aug 2176.7%23.5%226.6%1791.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 17Aug 21223.2%32.2%594.1%21869
$340.00Jul 17Aug 21170.5%25.0%582.2%52302
$300.00Jul 17Aug 21264.6%39.2%574.3%9518
$320.00Jul 17Aug 21182.7%28.2%548.9%21876
$330.00Jul 17Aug 21142.6%25.4%461.4%53781

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 70.43, avg 13.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$380.00$410.00Jul 17$0.42$29.58$0.4270.43$380.42
$380.00$390.00Aug 21$2.15$7.85$2.153.65$382.15
$370.00$380.00Aug 21$3.75$6.25$3.751.67$373.75
$360.00$370.00Jul 17$3.90$6.10$3.901.56$363.90
$360.00$370.00Aug 21$5.40$4.60$5.400.85$365.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Aug 21$0.18$9.82$0.1854.56$319.82
$340.00$330.00Jul 17$0.50$9.50$0.5019.00$339.50
$330.00$320.00Aug 21$0.50$9.50$0.5019.00$329.50
$360.00$350.00Jul 17$1.33$8.67$1.336.52$358.67
$340.00$330.00Aug 21$1.49$8.51$1.495.71$338.51

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 7.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$330.00Jul 17$9.90$9.90$0.1099.00$329.90
$320.00$330.00Aug 21$9.20$9.20$0.8011.50$329.20
$330.00$340.00Aug 21$8.75$8.75$1.257.00$338.75
$350.00$360.00Jul 17$8.60$8.60$1.406.14$358.60
$340.00$350.00Aug 21$8.00$8.00$2.004.00$348.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$410.00$370.00Aug 21$34.05$34.05$5.955.72$375.95
$370.00$360.00Aug 21$4.60$4.60$5.400.85$365.40
$360.00$350.00Aug 21$3.35$3.35$6.650.50$356.65
$350.00$340.00Aug 21$2.08$2.08$7.920.26$347.92
$340.00$330.00Aug 21$1.49$1.49$8.510.18$338.51

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.69, cheapest $0.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 17Aug 21$2.20182.7%28.2%
$380.00Jul 17Aug 21$2.80152.2%21.9%
$330.00Jul 17Aug 21$2.90142.6%25.4%
$340.00Jul 17Aug 21$4.20170.5%25.0%
$350.00Jul 17Aug 21$6.1576.7%23.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$0.77223.2%32.2%
$320.00Jul 17Aug 21$0.95182.7%28.2%
$300.00Jul 17Aug 21$0.97264.6%39.2%
$330.00Jul 17Aug 21$1.45142.6%25.4%
$340.00Jul 17Aug 21$2.44170.5%25.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 1.72% of stock, avg 8.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Jul 17$4.80$1.43$6.23$353.77$366.231.72%
$350.00Jul 17$13.40$0.10$13.50$336.50$363.503.72%
$370.00Aug 21$7.60$13.00$20.60$349.40$390.605.68%
$360.00Aug 21$13.00$8.40$21.40$338.60$381.405.90%
$340.00Jul 17$23.35$0.53$23.88$316.12$363.886.58%
$350.00Aug 21$19.55$5.05$24.60$325.40$374.606.78%
$340.00Aug 21$27.55$2.97$30.52$309.48$370.528.41%
$330.00Jul 17$33.40$0.03$33.43$296.57$363.439.22%
$330.00Aug 21$36.30$1.48$37.78$292.22$367.7810.42%
$320.00Jul 17$43.30$0.03$43.33$276.67$363.3311.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 0.32% of stock, avg 1.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$340.00Jul 17$0.63$0.53$1.16$338.84$411.16
$370.00$340.00Jul 17$0.90$0.53$1.43$338.57$371.43
$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
$410.00$360.00Jul 17$0.63$1.43$2.06$357.94$412.06
$370.00$360.00Jul 17$0.90$1.43$2.33$357.67$372.33
$380.00$360.00Jul 17$1.05$1.43$2.48$357.52$382.48
$430.00$360.00Jul 17$1.08$1.43$2.51$357.49$432.51
$390.00$320.00Aug 21$1.70$0.98$2.68$317.32$392.68
$390.00$330.00Aug 21$1.70$1.48$3.18$326.82$393.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 10.11, avg credit $5.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/340350/360Jul 17$9.10$0.9010.11$330.90$359.10
310/320330/340Aug 21$8.93$1.078.35$311.07$338.93
320/330340/350Aug 21$8.50$1.505.67$321.50$348.50
310/320340/350Aug 21$8.18$1.824.49$311.82$348.18
330/340350/360Aug 21$8.04$1.964.10$331.96$358.04
340/350360/370Aug 21$7.48$2.522.97$342.52$367.48
350/360370/380Aug 21$7.10$2.902.45$352.90$377.10
320/330350/360Aug 21$7.05$2.952.39$322.95$357.05
330/340360/370Aug 21$6.89$3.112.22$333.11$366.89
360/370380/390Aug 21$6.75$3.252.08$363.25$386.75

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
$330.00$340.00$350.00Jul 17$0.10$9.9099.00
$310.00$320.00$330.00Jul 17$0.20$9.8049.00
$320.00$330.00$340.00Aug 21$0.45$9.5521.22
$330.00$340.00$350.00Aug 21$0.75$9.2512.33
$350.00$360.00$370.00Aug 21$1.15$8.857.70
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Aug 21$0.32$9.6830.25
$300.00$310.00$320.00Aug 21$0.38$9.6225.32
$320.00$330.00$340.00Jul 17$0.50$9.5019.00
$330.00$340.00$350.00Aug 21$0.59$9.4115.95
$320.00$330.00$340.00Aug 21$0.99$9.019.10

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.21, 17 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$380.001:2Aug 21-$0.10$9.90
$370.00$380.001:2Jul 17-$1.20$8.80
$360.00$370.001:2Aug 21-$2.20$7.80
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
$330.00$320.001:2Aug 21-$0.48$9.52
$320.00$310.001:2Aug 21-$0.62$9.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.63%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Aug 21$5.900.422.0%1.63%3.64%1359
$380.00Aug 21$2.300.274.8%0.63%5.40%87
$390.00Aug 21$1.300.147.5%0.36%7.88%38
$370.00Jul 17$0.800.192.0%0.22%2.23%26309

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 801
Total Puts 376
Put/Call Ratio 0.47
Net Difference 425

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 3,685
Total Puts 2,887
Average Put/Call Ratio 0.85
Ratio Trend Falling

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