Tour v504
WRB
BERKLEY W R CORP
$70.09 -1.03%
8/11 19:22

Option Volume

Detail
Current (08/11) 41
Calls: 34 (83%)
Puts: 7 (17%)
Prior (08/10) 72
Calls: 59 (82%)
Puts: 13 (18%)
Current vs Prior -43.06%
Calls: -42.37% (Calls)
Puts: -46.15% (Puts)
Prior 7-Day Total 695
Calls: 406 (58%)
Puts: 289 (42%)
Prior 7-Day Average 99
Calls: 58 (58%)
Puts: 41 (42%)
Current vs Prior 7-Day Avg -58.71%
Calls: -41.38%
Puts: -83.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $3.0K
Calls: $2.4K (78%)
Puts: $667 (22%)
Prior (08/10) $11.8K
Calls: $9.7K (82%)
Puts: $2.1K (18%)
Current vs Prior -74.28%
Calls: -75.64%
Puts: -67.93%
Prior 7-Day Total $118.9K
Calls: $85.6K (72%)
Puts: $33.3K (28%)
Prior 7-Day Average $17.0K
Calls: $12.2K (72%)
Puts: $4.8K (28%)
Current vs Prior 7-Day Avg -82.15%
Calls: -80.66%
Puts: -85.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.21
Prior (08/10) 0.22
Current vs Prior -6.56%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -82.33%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 367
Calls: 327 (89%)
Puts: 40 (11%)
Prior (08/10) 864
Calls: 784 (91%)
Puts: 80 (9%)
Current vs Prior -57.52%
Prior 7-Day Total 3,799
Calls: 2,794 (74%)
Puts: 1,005 (26%)
Prior 7-Day Average 542
Calls: 399 (66%)
Puts: 201 (34%)
Current vs Prior 7-Day Avg -32.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 5.42% | 8.09%5.42% | 8.09%
Prior 6.18% | 7.67%6.18% | 7.67%
Current vs Prior -12.34% | +5.51%-12.34% | +5.51%
Prior 7-Day Avg 6.19% | 8.51%6.19% | 8.51%
Current vs 7-Day Avg -12.44% | -4.96%-12.44% | -4.96%
Prior 7-Day Eod 6.18% | 7.67%6.18% | 7.67%
Current vs 7-Day Eod -12.34% | +5.51%-12.34% | +5.51%
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 78% of dollar volume in calls ($2.4K) vs puts ($667). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 43% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (34 calls vs 7 puts).

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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 17, top 11)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 210.000.65$0.33197.0%110.26129
$72.50Sep 180.901.50$1.2050.0%10.36--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 180.150.60$0.38118.4%20.14--
$67.50Sep 180.701.40$1.0566.7%20.2940
$70.00Sep 181.201.95$1.5847.5%10.46--

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. 2 found (best R:R 3.72, avg 3.23)

BULL CALL (0)
No bull call found
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$70.00$67.50Sep 18$0.53$1.97$0.5346%3.72$69.47
$67.50$65.00Sep 18$0.67$1.83$0.6729%2.73$66.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.37, avg 0.32)

BEAR CALL (0)
No bear call found
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.50$65.00Sep 18$0.67$0.67$1.8371%0.37$66.83
$70.00$67.50Sep 18$0.53$0.53$1.9754%0.27$69.47

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 2.25% of stock, avg 3.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.50$65.00Sep 18$1.20$0.38$1.58$63.42$74.08
$72.50$67.50Sep 18$1.20$1.05$2.25$65.25$74.75
$72.50$70.00Sep 18$1.20$1.58$2.78$67.22$75.28

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

No iron condor setups found

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

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 2 found (best net $-0.52, 1 credits)

CALLS (0)
No calls found
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$70.00$67.501:2Sep 18-$0.52$1.98
$67.50$65.001:2Sep 18$0.29$2.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 1.28%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$72.50Sep 18$0.900.363.4%1.28%4.72%1--

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. 89 contracts (avg 183 vol/day, 89 traded recently)

WRB averages only 183 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 $69.50 01-15 call last traded $6.10 on 08/07 (now $4.80/$5.60) — try a limit near $5.20. 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 $65.00 10-16 call last traded $5.40 on 06/22 (now $4.50/$6.60) — try a limit near $5.40. Most tradeable put: the $67.50 09-18 put last traded $0.67 on 08/07 (now $0.70/$1.40) — try a limit near $0.70.
CALLS (48)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$1.90$2.55$2.22$3.40 08/07$2.22–$7.75$2.22--
$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$0.80$2.70$1.75$5.50 07/30$1.75–$7.40$1.75--
$69.50Oct 16$2.90$4.00$3.45$8.02 07/29$3.45–$8.10$3.45--
$69.50Jan 15$4.80$5.60$5.20$6.10 08/07$5.20–$10.25$5.20178
$72.00Aug 21$0.00$0.65$0.33$1.06 08/07$0.33–$5.00$0.33129
$72.00Oct 16$0.75$3.30$2.03$2.85 08/07$2.03–$6.25$2.03--
$72.00Jan 15$3.50$4.30$3.90$5.00 08/06$3.90–$8.15$3.90--
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$0.90$1.50$1.20$2.10 08/05$0.98–$5.35$1.20--
$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
$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$3.20$4.40$3.80$5.15 08/07$3.80–$10.00$3.80--
$67.00Oct 16$4.50$5.90$5.20$10.24 07/27$5.10–$10.45$5.20--
$67.00Jan 15$6.10$7.80$6.95$7.60 08/07$6.70–$12.05$6.95--
$74.50Aug 21$0.00$0.45$0.23$0.45 08/05$0.20–$3.03$0.23--
$74.50Oct 16$0.25$1.75$1.00$1.60 08/07$1.00–$4.55$1.00--
$74.50Jan 15$2.40$3.20$2.80$3.73 08/04$2.80–$6.70$2.80--
$75.00Sep 18$0.20$0.80$0.50$0.86 08/07$0.50–$3.90$0.50--
$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--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$64.50Aug 21$5.50$7.00$6.25$7.80 08/06$5.95–$12.05$6.25--
$64.50Oct 16$6.30$7.80$7.05$8.40 06/25$6.65–$12.65$7.05--
$64.50Jan 15$7.90$9.10$8.50$9.54 07/15$8.50–$14.10$8.50--
$77.00Aug 21$0.00$0.25$0.13$0.13 08/07$0.13–$1.53$0.13--
$77.00Oct 16$0.05$1.10$0.58$2.24 07/30$0.58–$3.50$0.5820
$77.50Sep 18$0.00$0.75$0.38$0.43 08/07$0.38–$2.33$0.38--
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18--$8.80--
$62.00Aug 21$7.10$9.40$8.25$15.05 07/28$8.05–$15.05$8.25--
$79.50Aug 21$0.00$0.75$0.38$0.05 08/06$0.20–$0.65$0.05--
$79.50Oct 16$0.00$0.75$0.38$0.60 08/07$0.38–$2.50$0.38--
$79.50Jan 15$1.05$2.15$1.60$3.50 07/27$1.30–$3.95$1.60--
$80.00Sep 18$0.00$0.75$0.38$0.25 08/05$0.20–$2.00$0.25--
$80.00Jan 15$0.55$2.10$1.33$1.50 06/16--$1.33--
$84.50Aug 21$0.00$0.95$0.48$0.13 08/03$0.05–$1.08$0.13--
$84.50Jan 15$0.55$1.10$0.83$1.45 07/30$0.65–$2.28$0.83--
$85.00Sep 18$0.00$0.75$0.38$0.15 07/30$0.10–$1.23$0.15--
$89.50Jan 15$0.00$0.60$0.30$0.85 07/27$0.30–$1.75$0.30--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15--$18.10--
$49.50Oct 16$20.30$22.80$21.55$24.50 07/14$20.60–$27.20$21.55--
$94.50Aug 21$0.00$0.75$0.38$0.23 07/13$0.05–$1.08$0.23--
$99.50Aug 21$0.00$0.35$0.18$0.10 07/13$0.18–$1.08$0.10--
PUTS (41)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$70.00Sep 18$1.20$1.95$1.58$1.70 08/04$0.70–$2.78$1.58--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$69.50Aug 21$0.35$1.00$0.68$0.67 08/04$0.38–$2.08$0.67--
$69.50Oct 16$1.85$2.40$2.13$1.85 07/21$0.85–$3.18$1.85--
$69.50Jan 15$3.00$3.60$3.30$2.10 07/29$2.03–$4.55$3.00--
$72.00Aug 21$1.65$2.45$2.05$1.15 08/07$0.57–$3.60$1.65--
$72.00Oct 16$3.20$3.60$3.40$2.75 08/03$1.50–$4.20$3.20--
$72.00Jan 15$4.20$4.90$4.55$4.50 07/07$2.73–$6.30$4.50--
$72.50Sep 18$2.70$4.20$3.45$2.15 08/05$1.00–$4.30$2.70--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.70$1.40$1.05$0.67 08/07$0.48–$1.95$0.7040
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$67.00Aug 21$0.05$0.75$0.40$0.15 08/07$0.15–$1.20$0.15--
$67.00Oct 16$1.05$1.65$1.35$1.24 08/04$0.80–$2.10$1.24--
$67.00Jan 15$2.20$2.70$2.45$2.30 07/30$1.38–$3.70$2.30--
$74.50Aug 21$3.80$4.60$4.20$3.10 08/05$0.93–$5.40$3.80--
$74.50Oct 16$4.30$6.30$5.30$3.60 08/04$2.45–$6.30$4.30--
$74.50Jan 15$5.60$6.40$6.00$4.80 07/30$3.50–$7.45$5.60--
$75.00Sep 18$3.30$5.50$4.40$3.70 07/21$1.98–$6.20$3.70--
$65.00Sep 18$0.15$0.60$0.38$0.52 08/07$0.38–$1.65$0.38--
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22--$2.20--
$64.50Aug 21$0.00$0.65$0.33$0.30 07/21$0.18–$1.13$0.30--
$64.50Oct 16$0.55$1.15$0.85$0.88 08/07$0.65–$1.70$0.85--
$64.50Jan 15$1.50$2.15$1.83$1.90 07/21$0.93–$2.70$1.83--
$77.00Aug 21$6.00$7.10$6.55$1.70 07/28$2.00–$7.60$6.00--
$62.00Aug 21$0.00$0.75$0.38$0.15 07/21$0.33–$1.08$0.15--
$62.00Oct 16$0.25$0.85$0.55$0.55 07/30$0.38–$1.43$0.55--
$62.00Jan 15$1.00$1.85$1.43$1.13 07/27$0.88–$2.10$1.13--
$79.50Aug 21$8.20$9.70$8.95$3.16 07/28$3.85–$10.35$8.20--
$79.50Jan 15$8.80$10.90$9.85$6.00 07/28$5.90–$10.80$8.80--
$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--
$59.50Oct 16$0.05$0.75$0.40$0.39 08/03$0.38–$1.42$0.39--
$59.50Jan 15$0.55$2.40$1.48$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$0.30$1.60$0.95$0.70 07/24$0.95–$1.63$0.70--
$54.50Jan 15$0.20$0.95$0.57$0.85 06/24$0.57–$1.48$0.57--
$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 34
Total Puts 7
Put/Call Ratio 0.21
Net Difference 27

Prior's Put/Call Breakdown

Total Calls 59
Total Puts 13
Put/Call Ratio 0.22
Net Difference 46

Prior 7-Day Put/Call Summary

Total Calls 406
Total Puts 289
Average Put/Call Ratio 1.17
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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