Tour v346
TRV
TRAVELERS COS INC
$368.98 +9.22%
$370.00 (+0.28%)🌙
as of 07/17 06:01 PM
7/17 18:01

Option Volume

Detail
Current (07/17) 5,586
Calls: 3,933 (70%)
Puts: 1,653 (30%)
Prior (07/16) 3,456
Calls: 1,376 (40%)
Puts: 2,080 (60%)
Current vs Prior +61.63%
Calls: +185.83% (Calls)
Puts: -20.53% (Puts)
Prior 7-Day Total 8,885
Calls: 4,584 (52%)
Puts: 4,301 (48%)
Prior 7-Day Average 1,269
Calls: 654 (52%)
Puts: 614 (48%)
Current vs Prior 7-Day Avg +340.09%
Calls: +500.59%
Puts: +169.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $6.68M
Calls: $6.11M (92%)
Puts: $564.2K (8%)
Prior (07/16) $899.2K
Calls: $639.8K (71%)
Puts: $259.4K (29%)
Current vs Prior +642.59%
Calls: +855.50%
Puts: +117.49%
Prior 7-Day Total $5.34M
Calls: $3.99M (75%)
Puts: $1.35M (25%)
Prior 7-Day Average $762.4K
Calls: $570.1K (75%)
Puts: $192.4K (25%)
Current vs Prior 7-Day Avg +775.81%
Calls: +972.38%
Puts: +193.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.42
Prior (07/16) 1.51
Current vs Prior -72.20%
Prior 7-Day Average 1.34
Current vs Prior 7-Day Avg -68.60%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 19,204
Calls: 11,697 (61%)
Puts: 7,507 (39%)
Prior (07/16) 17,624
Calls: 11,377 (65%)
Puts: 6,247 (35%)
Current vs Prior +8.97%
Prior 7-Day Total 63,662
Calls: 47,108 (74%)
Puts: 16,554 (26%)
Prior 7-Day Average 9,094
Calls: 6,729 (74%)
Puts: 2,364 (26%)
Current vs Prior 7-Day Avg +111.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.91% | 7.15%2.91% | 7.15%
Prior 4.91% | 7.56%4.91% | 7.56%
Current vs Prior +45.61% | +17.18%-40.71% | -5.40%
Prior 7-Day Avg 5.23% | 7.92%5.23% | 7.92%
Current vs 7-Day Avg +36.78% | +11.95%-44.30% | -9.62%
Prior 7-Day Eod 4.91% | 7.56%4.91% | 7.56%
Current vs 7-Day Eod +45.61% | +17.18%-40.71% | -5.40%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 43.27% | 11.46%
Calls: 48.00% | 10.68%
Puts: 38.53% | 12.24%
Prior 22.92% | 10.39%
Calls: 15.15% | 16.31%
Puts: 30.69% | 4.48%
Current vs Prior +88.79% | +10.30%
Prior 7-Day Avg 42.06% | 8.42%
Calls: 31.11% | 8.92%
Puts: 53.00% | 7.91%
Current vs 7-Day Avg +2.88% | +36.13%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($6.11M) vs puts ($564.2K). Massive premium surge with dollar volume up 643% vs prior. Dollar volume significantly above 7-day average (776% higher). Above-average activity with volume up 62% vs prior.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 14 of results (avg 6.3%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2169.9072.80$71.354.1%20.985
$310.00Aug 2160.1063.00$61.554.7%20.946
$300.00Jul 1767.8071.10$69.454.8%21.00155
$310.00Jul 1757.8061.10$59.455.6%101.00211
$320.00Aug 2150.3053.30$51.805.8%30.9132
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2130.3032.20$31.256.1%110.89--
$410.00Aug 2139.4042.00$40.706.4%10.91--
$390.00Aug 2122.0024.00$23.008.7%60.77--

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. 22 found (avg delta 0.89, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1767.8071.10$69.454.8%21.00155
$310.00Jul 1757.8061.10$59.455.6%101.00211
$320.00Jul 1747.9050.90$49.406.1%121.00513
$330.00Jul 1738.3040.70$39.506.1%1501.001.3K
$360.00Jul 178.6011.20$9.9026.3%2741.00109
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Jul 170.151.55$0.85164.7%181.00--
$380.00Jul 179.2011.70$10.4523.9%40.97--
$410.00Aug 2139.4042.00$40.706.4%10.91--
$400.00Aug 2130.3032.20$31.256.1%110.89--
$390.00Aug 2122.0024.00$23.008.7%60.77--

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 4.4K, top 700)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 210.552.30$1.42123.2%7000.127
$370.00Jul 170.001.60$0.80200.0%5301.00309
$380.00Jul 170.000.15$0.08187.5%3580.0341
$340.00Jul 1728.2030.70$29.458.5%3200.901.7K
$360.00Jul 178.6011.20$9.9026.3%2741.00109
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 170.000.05$0.03166.7%3620.029
$350.00Jul 170.001.10$0.55200.0%2080.0842
$330.00Aug 210.202.35$1.28168.0%1270.09159
$340.00Aug 211.802.60$2.2036.4%1160.1434
$350.00Aug 213.404.00$3.7016.2%780.2245

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 1959.8%, max 3301.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$410.00Jul 17Aug 21860.4%25.3%3301.6%92
$340.00Jul 17Aug 21843.7%25.9%3154.7%3751.9K
$300.00Jul 17Aug 211005.7%34.2%2837.6%4160
$310.00Jul 17Aug 21860.0%39.2%2093.3%12217
$350.00Jul 17Aug 21509.7%24.2%2003.0%2891.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 17Aug 21843.7%25.9%3154.7%163302
$300.00Jul 17Aug 211005.7%34.2%2837.6%42518
$310.00Jul 17Aug 21860.0%39.2%2093.3%27869
$350.00Jul 17Aug 21509.7%24.2%2003.0%28687
$330.00Jul 17Aug 21575.2%27.5%1988.8%162781

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 82.33, avg 16.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$410.00Aug 21$0.12$9.88$0.1282.33$400.12
$410.00$420.00Aug 21$0.12$9.88$0.1282.33$410.12
$370.00$380.00Jul 17$0.72$9.28$0.7212.89$370.72
$390.00$400.00Aug 21$2.08$7.92$2.083.81$392.08
$380.00$390.00Aug 21$2.90$7.10$2.902.45$382.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$310.00Aug 21$0.38$9.62$0.3825.32$319.62
$370.00$360.00Jul 17$0.82$9.18$0.8211.20$369.18
$340.00$330.00Aug 21$0.92$9.08$0.929.87$339.08
$310.00$300.00Aug 21$1.02$8.98$1.028.80$308.98
$340.00$330.00Jul 17$1.05$8.95$1.058.52$338.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 99.00, avg 11.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$330.00Jul 17$9.90$9.90$0.1099.00$329.90
$300.00$310.00Aug 21$9.80$9.80$0.2049.00$309.80
$310.00$320.00Aug 21$9.75$9.75$0.2539.00$319.75
$320.00$330.00Aug 21$9.75$9.75$0.2539.00$329.75
$350.00$360.00Jul 17$9.40$9.40$0.6015.67$359.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$380.00$370.00Jul 17$9.60$9.60$0.4024.00$370.40
$410.00$400.00Aug 21$9.45$9.45$0.5517.18$400.55
$400.00$390.00Aug 21$8.25$8.25$1.754.71$391.75
$390.00$380.00Aug 21$7.65$7.65$2.353.26$382.35
$380.00$370.00Aug 21$5.45$5.45$4.551.20$374.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $3.68, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$410.00Jul 17Aug 21$0.75860.4%25.3%
$300.00Jul 17Aug 21$1.901005.7%34.2%
$310.00Jul 17Aug 21$2.10860.0%39.2%
$320.00Jul 17Aug 21$2.40715.3%35.8%
$330.00Jul 17Aug 21$2.55575.2%27.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 17Aug 21$0.301005.7%34.2%
$340.00Jul 17Aug 21$1.12843.7%25.9%
$330.00Jul 17Aug 21$1.25575.2%27.5%
$310.00Jul 17Aug 21$1.32860.0%39.2%
$320.00Jul 17Aug 21$1.70715.3%35.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 0.45% of stock, avg 9.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Jul 17$0.80$0.85$1.65$368.35$371.650.45%
$360.00Jul 17$9.90$0.03$9.93$350.07$369.932.69%
$380.00Jul 17$0.08$10.45$10.53$369.47$390.532.85%
$350.00Jul 17$19.30$0.55$19.85$330.15$369.855.38%
$370.00Aug 21$10.70$9.90$20.60$349.40$390.605.58%
$380.00Aug 21$6.40$15.35$21.75$358.25$401.755.89%
$360.00Aug 21$16.50$5.95$22.45$337.55$382.456.08%
$390.00Aug 21$3.50$23.00$26.50$363.50$416.507.18%
$350.00Aug 21$24.40$3.70$28.10$321.90$378.107.62%
$340.00Jul 17$29.45$1.08$30.53$309.47$370.538.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 0.30% of stock, avg 1.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$350.00Jul 17$0.55$0.55$1.10$348.90$411.10
$430.00$350.00Jul 17$1.08$0.55$1.63$348.37$431.63
$410.00$340.00Jul 17$0.55$1.08$1.63$338.37$411.63
$430.00$340.00Jul 17$1.08$1.08$2.16$337.84$432.16
$420.00$320.00Aug 21$1.18$1.73$2.91$317.09$422.91
$410.00$320.00Aug 21$1.30$1.73$3.03$316.97$413.03
$400.00$320.00Aug 21$1.42$1.73$3.15$316.85$403.15
$420.00$340.00Aug 21$1.18$2.20$3.38$336.62$423.38
$410.00$340.00Aug 21$1.30$2.20$3.50$336.50$413.50
$400.00$340.00Aug 21$1.42$2.20$3.62$336.38$403.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 75.92, avg credit $5.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/310330/340Aug 21$9.87$0.1375.92$300.13$339.87
300/310340/350Aug 21$9.82$0.1854.56$300.18$349.82
310/320330/340Aug 21$9.23$0.7711.99$310.77$339.23
310/320340/350Aug 21$9.18$0.8211.20$310.82$349.18
300/310350/360Aug 21$8.92$1.088.26$301.08$358.92
330/340350/360Aug 21$8.82$1.187.47$331.18$358.82
310/320350/360Aug 21$8.28$1.724.81$311.72$358.28
370/380390/400Aug 21$7.53$2.473.05$372.47$397.53
340/350360/370Aug 21$7.30$2.702.70$342.70$367.30
360/370380/390Aug 21$6.85$3.152.17$363.15$386.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Jul 17$0.15$9.8565.67
$350.00$360.00$370.00Jul 17$0.30$9.7032.33
$370.00$380.00$390.00Jul 17$0.67$9.3313.93
$340.00$350.00$360.00Jul 17$0.75$9.2512.33
$380.00$390.00$400.00Aug 21$0.82$9.1811.20
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Aug 21$0.58$9.4216.24
$380.00$390.00$400.00Aug 21$0.60$9.4015.67
$340.00$350.00$360.00Aug 21$0.75$9.2512.33
$320.00$330.00$340.00Jul 17$1.05$8.958.52
$390.00$400.00$410.00Aug 21$1.20$8.807.33

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 $-1.07, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$410.001:2Jul 17-$1.07$18.93
$410.00$430.001:2Jul 17-$1.61$18.39
$350.00$360.001:2Jul 17-$0.50$9.50
$380.00$390.001:2Aug 21-$0.60$9.40
$410.00$420.001:2Aug 21-$1.06$8.94
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
$340.00$330.001:2Aug 21-$0.36$9.64
$350.00$340.001:2Aug 21-$0.70$9.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.68%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Aug 21$9.900.510.3%2.68%2.96%13159
$380.00Aug 21$5.800.363.0%1.57%4.56%1347
$390.00Aug 21$2.900.235.7%0.79%6.48%768
$400.00Aug 21$0.550.128.4%0.15%8.56%7007
$410.00Aug 21$0.500.1011.1%0.14%11.25%61

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 3,933
Total Puts 1,653
Put/Call Ratio 0.42
Net Difference 2,280

Prior's Put/Call Breakdown

Total Calls 1,376
Total Puts 2,080
Put/Call Ratio 1.51
Net Difference -704

Prior 7-Day Put/Call Summary

Total Calls 4,584
Total Puts 4,301
Average Put/Call Ratio 1.34
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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