Tour v494
WRB
BERKLEY W R CORP
$71.60 -0.73%
$70.40 (-1.68%)🌙
as of 08/07 07:21 PM
8/7 19:21

Option Volume

Detail
Current (08/07) 79
Calls: 50 (63%)
Puts: 29 (37%)
Prior (08/06) 16
Calls: 15 (94%)
Puts: 1 (6%)
Current vs Prior +393.75%
Calls: +233.33% (Calls)
Puts: +2800.00% (Puts)
Prior 7-Day Total 683
Calls: 407 (60%)
Puts: 276 (40%)
Prior 7-Day Average 97
Calls: 58 (60%)
Puts: 39 (40%)
Current vs Prior 7-Day Avg -19.03%
Calls: -14.00%
Puts: -26.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $9.9K
Calls: $8.3K (83%)
Puts: $1.6K (17%)
Prior (08/06) $6.7K
Calls: $6.7K (99%)
Puts: $73 (1%)
Current vs Prior +47.22%
Calls: +24.19%
Puts: +2147.95%
Prior 7-Day Total $148.9K
Calls: $113.3K (76%)
Puts: $35.7K (24%)
Prior 7-Day Average $21.3K
Calls: $16.2K (76%)
Puts: $5.1K (24%)
Current vs Prior 7-Day Avg -53.44%
Calls: -48.92%
Puts: -67.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.58
Prior (08/06) 0.07
Current vs Prior +770.00%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg -51.61%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 250
Calls: 250 (100%)
Puts: -- (0%)
Prior (08/06) 474
Calls: 451 (95%)
Puts: 23 (5%)
Current vs Prior -47.26%
Prior 7-Day Total 3,428
Calls: 2,231 (65%)
Puts: 1,197 (35%)
Prior 7-Day Average 489
Calls: 318 (62%)
Puts: 199 (38%)
Current vs Prior 7-Day Avg -48.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 5.42% | 8.45%5.42% | 8.45%
Prior 6.07% | 8.78%6.07% | 8.78%
Current vs Prior -10.76% | -3.72%-10.76% | -3.72%
Prior 7-Day Avg 6.63% | 8.80%6.63% | 8.80%
Current vs 7-Day Avg -18.29% | -4.00%-18.29% | -4.00%
Prior 7-Day Eod 6.07% | 8.78%6.07% | 8.78%
Current vs 7-Day Eod -10.76% | -3.72%-10.76% | -3.72%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.79% | 71.03%
Calls: 7.41% | 117.50%
Puts: 18.18% | 24.56%
Prior 12.79% | 71.03%
Calls: 7.41% | 117.50%
Puts: 18.18% | 24.56%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 12.79% | 71.03%
Calls: 7.41% | 117.50%
Puts: 18.18% | 24.56%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($8.3K) vs puts ($1.6K). Unusually high activity with volume up 394% vs prior - elevated interest. Bullish P/C ratio of 0.58. P/C ratio rising 770% - increased hedging/bearish 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

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. 3 found (avg delta 0.71, highest 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Aug 214.406.10$5.2532.4%10.944
$70.00Sep 183.003.60$3.3018.2%10.6371
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 211.201.75$1.4837.2%10.56--

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 54, top 15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Aug 210.100.15$0.1338.5%130.08--
$72.00Aug 210.851.15$1.0030.0%100.44--
$67.00Aug 214.406.10$5.2532.4%10.944
$70.00Sep 183.003.60$3.3018.2%10.6371
$75.00Sep 180.451.45$0.95105.3%10.28--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 180.600.95$0.7745.5%150.23--
$67.00Aug 210.050.25$0.15133.3%100.09--
$72.00Aug 211.201.75$1.4837.2%10.56--
$65.00Sep 180.200.75$0.48114.6%10.14--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 7.62, avg 4.05)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$77.00Aug 21$0.87$4.13$0.874.75$72.87
$75.00$77.50Sep 18$0.50$2.00$0.504.00$75.50
$70.00$75.00Sep 18$2.35$2.65$2.351.13$72.35
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.50$65.00Sep 18$0.29$2.21$0.297.62$67.21
$72.00$67.00Aug 21$1.33$3.67$1.332.76$70.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 5.67, avg 1.25)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$67.00$72.00Aug 21$4.25$4.25$0.755.67$71.25
$70.00$75.00Sep 18$2.35$2.35$2.650.89$72.35
$75.00$77.50Sep 18$0.50$0.50$2.000.25$75.50
$72.00$77.00Aug 21$0.87$0.87$4.130.21$72.87
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$67.00Aug 21$1.33$1.33$3.670.36$70.67
$67.50$65.00Sep 18$0.29$0.29$2.210.13$67.21

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 3.46% of stock, avg 5.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$72.00Aug 21$1.00$1.48$2.48$69.52$74.483.46%
$67.00Aug 21$5.25$0.15$5.40$61.60$72.407.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.39% of stock, avg 1.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$77.00$67.00Aug 21$0.13$0.15$0.28$66.72$77.28
$77.50$65.00Sep 18$0.45$0.48$0.93$64.07$78.43
$72.00$67.00Aug 21$1.00$0.15$1.15$65.85$73.15
$77.50$67.50Sep 18$0.45$0.77$1.22$66.28$78.72
$75.00$65.00Sep 18$0.95$0.48$1.43$63.57$76.43
$75.00$67.50Sep 18$0.95$0.77$1.72$65.78$76.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.12, avg credit $1.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/6870/75Sep 18$2.64$2.361.12$64.86$72.64
65/6875/78Sep 18$0.79$1.710.46$66.71$75.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 0.48, cheapest $3.38)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$67.00$72.00$77.00Aug 21$3.38$1.620.48
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.19, 1 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$72.00$77.001:2Aug 21$0.74$4.26
$70.00$75.001:2Sep 18$1.40$3.60
$75.00$77.501:2Sep 18$0.05$2.45
$67.00$72.001:2Aug 21$3.25$1.75
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$67.50$65.001:2Sep 18-$0.19$2.31
$72.00$67.001:2Aug 21$1.18$3.82

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 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$72.00Aug 21$0.850.440.6%1.19%1.75%10--
$75.00Sep 18$0.450.284.8%0.63%5.38%1--
$77.50Sep 18$0.150.168.2%0.21%8.45%1--
$77.00Aug 21$0.100.087.5%0.14%7.68%13--

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 88 contracts (avg 198 vol/day, 88 traded recently)

WRB averages only 198 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $70.00 09-18 call last traded $8.15 on 07/28 (now $3.00/$3.60) — try a limit near $3.30. Also watch the $67.50 10-16 call last traded $4.20 on 06/22 (now $3.40/$4.40) — try a limit near $3.90; the $67.00 08-21 call last traded $6.44 on 07/20 (now $4.40/$6.10) — try a limit near $5.25. Most tradeable put: the $40.00 01-15 put last traded $0.52 on 06/22 (now $0.15/$0.50) — try a limit near $0.33.
CALLS (48)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.00Aug 21$0.85$1.15$1.00$3.00 07/30$1.00–$5.00$1.00--
$72.00Oct 16$1.65$2.95$2.30$6.52 07/28$2.30–$6.25$2.3096
$72.00Jan 15$3.90$6.00$4.95$5.70 07/30$4.28–$8.15$4.95--
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$1.25$2.50$1.88$3.14 07/30$1.88–$5.35$1.88--
$72.50Oct 16$0.40$2.30$1.35$2.40 06/15--$1.35--
$72.50Jan 15$2.70$5.00$3.85$3.00 06/22--$3.0089
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$3.00$3.60$3.30$8.15 07/28$3.00–$7.75$3.3071
$70.00Oct 16$2.20$3.10$2.65$2.90 06/18--$2.65--
$70.00Jan 15$3.70$5.90$4.80$5.58 06/16--$4.80--
$69.50Aug 21$1.60$3.20$2.40$5.50 07/30$2.40–$7.40$2.40--
$69.50Oct 16$3.80$4.80$4.30$8.02 07/29$3.85–$8.10$4.30--
$69.50Jan 15$6.00$6.70$6.35$7.40 07/30$6.15–$10.25$6.35--
$74.50Aug 21$0.30$0.45$0.38$1.02 07/30$0.38–$3.03$0.38--
$74.50Oct 16$0.95$3.20$2.08$4.05 07/24$1.30–$4.55$2.08--
$74.50Jan 15$2.70$4.60$3.65$5.10 07/23$3.03–$6.70$3.65--
$75.00Sep 18$0.45$1.45$0.95$1.90 07/31$0.95–$3.90$0.95--
$75.00Oct 16$0.80$1.60$1.20$1.00 06/22--$1.00131
$75.00Jan 15$1.60$4.50$3.05$3.20 06/12--$3.05--
$67.50Aug 21$1.20$3.50$2.35$2.10 06/18--$2.10--
$67.50Oct 16$3.40$4.40$3.90$4.20 06/22--$3.90117
$67.50Jan 15$4.60$7.10$5.85$6.20 06/17--$5.85--
$67.00Aug 21$4.40$6.10$5.25$6.44 07/20$4.15–$10.00$5.254
$67.00Oct 16$5.00$6.80$5.90$10.24 07/27$5.10–$10.45$5.90--
$67.00Jan 15$7.40$8.70$8.05$8.49 07/06$6.70–$12.05$8.05--
$77.00Aug 21$0.10$0.15$0.13$0.50 07/30$0.13–$1.53$0.13--
$77.00Oct 16$0.45$2.45$1.45$2.24 07/30$1.10–$3.50$1.45--
$77.50Sep 18$0.15$0.75$0.45$1.51 07/31$0.45–$2.33$0.45--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$64.50Oct 16$7.00$8.70$7.85$8.40 06/25$6.65–$12.65$7.85--
$64.50Jan 15$8.60$10.90$9.75$9.54 07/15$8.70–$14.10$9.54--
$79.50Aug 21$0.00$0.65$0.33$0.12 07/31$0.20–$1.30$0.12--
$79.50Oct 16$0.25$0.95$0.60$1.70 07/29$0.60–$2.50$0.6079
$79.50Jan 15$1.25$3.50$2.38$3.50 07/27$1.85–$3.95$2.38--
$80.00Sep 18$0.00$0.75$0.38$1.77 07/28$0.20–$2.00$0.38--
$80.00Jan 15$0.55$2.10$1.33$1.50 06/16--$1.33--
$62.50Oct 16$5.40$8.30$6.85$7.65 06/09--$6.85--
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18--$8.80--
$62.00Aug 21$8.70$10.40$9.55$15.05 07/28$8.05–$15.05$9.55--
$84.50Aug 21$0.00$0.45$0.23$0.10 07/28$0.05–$1.08$0.10--
$84.50Jan 15$0.45$1.50$0.98$1.45 07/30$0.65–$2.28$0.98--
$85.00Sep 18$0.00$0.75$0.38$0.15 07/30$0.10–$1.23$0.15--
$89.50Jan 15$0.00$1.55$0.78$0.85 07/27$0.78–$1.75$0.78--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15--$18.10--
$49.50Oct 16$20.80$23.70$22.25$24.50 07/14$20.60–$27.20$22.25--
$94.50Aug 21$0.00$1.15$0.57$0.23 07/13$0.05–$1.08$0.23--
$99.50Aug 21$0.00$0.95$0.48$0.10 07/13$0.13–$1.08$0.10--
PUTS (40)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$72.00Aug 21$1.20$1.75$1.48$1.10 07/30$0.57–$3.60$1.20--
$72.00Oct 16$2.55$4.10$3.33$2.65 07/21$1.50–$4.20$2.65--
$72.00Jan 15$3.60$5.60$4.60$4.50 07/07$2.73–$6.30$4.50--
$72.50Sep 18$2.00$3.50$2.75$1.96 07/30$1.00–$4.30$2.00--
$70.00Sep 18$1.10$1.60$1.35$1.35 07/21$0.70–$2.78$1.35--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$69.50Aug 21$0.15$1.10$0.63$0.64 07/31$0.38–$2.08$0.63--
$69.50Oct 16$1.60$1.90$1.75$1.85 07/21$0.85–$3.18$1.75--
$69.50Jan 15$2.75$4.10$3.43$2.10 07/29$2.03–$4.55$2.75--
$74.50Aug 21$2.70$3.50$3.10$2.60 07/30$0.93–$5.40$2.70--
$74.50Oct 16$3.80$4.70$4.25$3.60 07/24$2.45–$6.30$3.80--
$74.50Jan 15$5.00$7.00$6.00$4.80 07/30$3.50–$7.45$5.00--
$75.00Sep 18$3.90$4.40$4.15$3.70 07/21$1.98–$6.20$3.90--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.60$0.95$0.77$0.38 07/24$0.48–$1.95$0.60--
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$67.00Aug 21$0.05$0.25$0.15$0.15 07/28$0.15–$1.20$0.15--
$67.00Oct 16$0.80$2.15$1.48$2.10 07/15$0.80–$2.10$1.48--
$67.00Jan 15$2.10$2.65$2.38$2.30 07/30$1.38–$3.70$2.30--
$77.00Aug 21$5.00$6.70$5.85$1.70 07/28$2.00–$7.60$5.00--
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22--$2.20--
$64.50Aug 21$0.00$0.50$0.25$0.30 07/21$0.18–$1.27$0.25--
$64.50Oct 16$0.40$1.00$0.70$0.45 07/24$0.65–$1.70$0.45--
$64.50Jan 15$1.50$1.95$1.73$1.90 07/21$0.93–$2.70$1.73--
$79.50Aug 21$7.50$9.20$8.35$3.16 07/28$3.85–$10.35$7.50--
$79.50Jan 15$8.40$10.40$9.40$6.00 07/28$5.90–$10.80$8.40--
$62.00Aug 21$0.00$0.75$0.38$0.15 07/21$0.33–$1.18$0.15--
$62.00Oct 16$0.15$0.90$0.53$0.55 07/30$0.38–$1.43$0.53--
$62.00Jan 15$0.35$1.75$1.05$1.13 07/27$0.88–$2.10$1.05--
$60.00Aug 21$0.25$1.00$0.63$0.55 06/18--$0.55--
$60.00Oct 16$0.20$1.65$0.93$1.05 06/15--$0.93--
$60.00Jan 15$0.55$3.80$2.17$1.35 06/16--$1.35--
$59.50Jan 15$0.35$3.20$1.78$1.25 06/25$0.90–$1.83$1.25--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.15$2.10$1.13$0.70 07/24$1.02–$1.63$0.70--
$54.50Jan 15$0.00$1.95$0.98$0.85 06/24$0.63–$1.45$0.85--
$50.00Jan 15$0.10$2.25$1.18$0.60 06/05--$0.60--
$47.00Aug 21$0.00$0.75$0.38$0.10 07/31$0.20–$1.65$0.10--
$42.50Jan 15$0.15$0.60$0.38$0.53 06/22--$0.389
$40.00Jan 15$0.15$0.50$0.33$0.52 06/22--$0.335

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 50
Total Puts 29
Put/Call Ratio 0.58
Net Difference 21

Prior's Put/Call Breakdown

Total Calls 15
Total Puts 1
Put/Call Ratio 0.07
Net Difference 14

Prior 7-Day Put/Call Summary

Total Calls 407
Total Puts 276
Average Put/Call Ratio 1.20
Ratio Trend Rising

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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