Tour v509
WRB
BERKLEY W R CORP
$69.75 -1.08%
$69.70 (-0.07%)🌙
as of 08/17 07:16 PM
8/17 19:16

Option Volume

Detail
Current (08/17) 441
Calls: 413 (94%)
Puts: 28 (6%)
Prior (08/14) 27
Calls: 8 (30%)
Puts: 19 (70%)
Current vs Prior +1533.33%
Calls: +5062.50% (Calls)
Puts: +47.37% (Puts)
Prior 7-Day Total 535
Calls: 417 (78%)
Puts: 118 (22%)
Prior 7-Day Average 76
Calls: 59 (78%)
Puts: 16 (22%)
Current vs Prior 7-Day Avg +477.01%
Calls: +593.29%
Puts: +66.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $52.4K
Calls: $49.1K (94%)
Puts: $3.3K (6%)
Prior (08/14) $7.9K
Calls: $2.5K (31%)
Puts: $5.4K (69%)
Current vs Prior +565.73%
Calls: +1893.13%
Puts: -38.67%
Prior 7-Day Total $88.9K
Calls: $71.8K (81%)
Puts: $17.1K (19%)
Prior 7-Day Average $12.7K
Calls: $10.3K (81%)
Puts: $2.4K (19%)
Current vs Prior 7-Day Avg +312.28%
Calls: +377.96%
Puts: +35.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.07
Prior (08/14) 2.38
Current vs Prior -97.15%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -87.96%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 477
Calls: 445 (93%)
Puts: 32 (7%)
Prior (08/14) 125
Calls: 106 (85%)
Puts: 19 (15%)
Current vs Prior +281.60%
Prior 7-Day Total 3,137
Calls: 2,967 (95%)
Puts: 170 (5%)
Prior 7-Day Average 448
Calls: 423 (93%)
Puts: 34 (7%)
Current vs Prior 7-Day Avg +6.44%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 3.73% | 8.07%3.73% | 8.07%
Prior 5.46% | 7.49%5.46% | 7.49%
Current vs Prior -31.73% | +7.79%-31.73% | +7.79%
Prior 7-Day Avg 5.57% | 8.06%5.57% | 8.06%
Current vs 7-Day Avg -33.12% | +0.12%-33.12% | +0.12%
Prior 7-Day Eod 5.46% | 7.49%5.46% | 7.49%
Current vs 7-Day Eod -31.73% | +7.79%-31.73% | +7.79%
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 94% of dollar volume in calls ($49.1K) vs puts ($3.3K). Massive premium surge with dollar volume up 566% vs prior. Dollar volume significantly above 7-day average (312% higher). Unusually high activity with volume up 1533% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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
💧 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 0.59, highest 0.70)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.50Aug 210.051.35$0.70185.7%20.56--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.50Sep 182.803.70$3.2527.7%10.708
$70.00Sep 181.452.00$1.7331.8%50.5110

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 414, top 319)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.50Sep 180.651.10$0.8851.1%3190.3027
$70.00Sep 181.202.20$1.7058.8%670.4981
$75.00Sep 180.100.50$0.30133.3%30.14--
$77.50Sep 180.000.95$0.48197.9%30.14--
$69.50Aug 210.051.35$0.70185.7%20.56--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 180.551.00$0.7857.7%110.28--
$70.00Sep 181.452.00$1.7331.8%50.5110
$65.00Sep 180.050.70$0.38171.1%30.15--
$72.50Sep 182.803.70$3.2527.7%10.708

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 2.05, avg 2.58)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$70.00$72.50Sep 18$0.82$1.68$0.8249%2.05$70.82
$72.50$75.00Sep 18$0.58$1.92$0.5830%3.31$73.08
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$72.50$70.00Sep 18$1.52$0.98$1.5270%0.64$70.98
$67.50$65.00Sep 18$0.40$2.10$0.4028%5.25$67.10
$70.00$67.50Sep 18$0.95$1.55$0.9551%1.63$69.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.30, avg 0.33)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$72.50$75.00Sep 18$0.58$0.58$1.9270%0.30$73.08
$70.00$72.50Sep 18$0.82$0.82$1.6851%0.49$70.82
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.50$65.00Sep 18$0.40$0.40$2.1072%0.19$67.10

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 4.92% of stock, avg 5.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$70.00Sep 18$1.70$1.73$3.43$66.57$73.434.92%
$72.50Sep 18$0.88$3.25$4.13$68.37$76.635.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.97% of stock, avg 2.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$75.00$65.00Sep 18$0.30$0.38$0.68$64.32$75.68
$77.50$65.00Sep 18$0.48$0.38$0.86$64.14$78.36
$75.00$67.50Sep 18$0.30$0.78$1.08$66.42$76.08
$77.50$67.50Sep 18$0.48$0.78$1.26$66.24$78.76
$72.50$65.00Sep 18$0.88$0.38$1.26$63.74$73.76
$72.50$67.50Sep 18$0.88$0.78$1.66$65.84$74.16
$70.00$67.50Sep 18$1.70$0.78$2.48$65.02$72.48
$70.00$65.00Sep 18$1.70$0.38$2.08$62.92$72.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.64, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
65/6872/75Sep 18$0.98$1.5242%0.64$66.52$73.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 9.42, cheapest $0.24)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$70.00$72.50$75.00Sep 18$0.24$2.2636%9.42
$72.50$75.00$77.50Sep 18$0.76$1.7415%2.29
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$67.50$70.00$72.50Sep 18$0.57$1.9342%3.39
$65.00$67.50$70.00Sep 18$0.55$1.9536%3.55

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 $-0.21, 3 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$70.00$72.501:2Sep 18-$0.06$2.44
$75.00$77.501:2Sep 18-$0.66$1.84
$72.50$75.001:2Sep 18$0.28$2.22
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$72.50$70.001:2Sep 18-$0.21$2.29
$70.00$67.501:2Sep 18$0.17$2.33
$67.50$65.001:2Sep 18$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.93%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$72.50Sep 18$0.650.303.9%0.93%4.87%31927
$70.00Sep 18$1.200.490.4%1.72%2.08%6781
$75.00Sep 18$0.100.147.5%0.14%7.67%3--

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. 90 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 $4.50/$5.00) — try a limit near $4.75. Also watch the $72.00 01-15 call last traded $5.00 on 08/06 (now $3.50/$4.10) — try a limit near $3.80; the $67.50 10-16 call last traded $4.20 on 06/22 (now $3.40/$4.40) — try a limit near $3.90. Most tradeable put: the $72.50 09-18 put last traded $2.15 on 08/05 (now $2.80/$3.70) — try a limit near $2.80.
CALLS (49)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$1.20$2.20$1.70$3.40 08/07$1.70–$7.75$1.7081
$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$0.05$1.35$0.70$5.50 07/30$0.70–$7.40$0.70--
$69.50Oct 16$2.40$3.50$2.95$8.02 07/29$2.73–$8.10$2.95--
$69.50Jan 15$4.50$5.00$4.75$6.10 08/07$4.75–$10.25$4.75190
$72.00Aug 21$0.00$0.25$0.13$1.06 08/07$0.13–$5.00$0.13--
$72.00Oct 16$1.20$2.05$1.63$2.85 08/07$1.55–$6.25$1.63--
$72.00Jan 15$3.50$4.10$3.80$5.00 08/06$3.50–$8.15$3.80111
$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--
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$0.65$1.10$0.88$2.10 08/05$0.88–$5.35$0.8827
$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
$67.00Aug 21$2.80$4.30$3.55$5.15 08/07$3.55–$10.00$3.55--
$67.00Oct 16$3.80$5.80$4.80$10.24 07/27$4.60–$10.45$4.80--
$67.00Jan 15$5.60$7.70$6.65$7.60 08/07$6.20–$12.05$6.65--
$74.50Aug 21$0.00$0.40$0.20$0.45 08/05$0.18–$3.03$0.20--
$74.50Oct 16$0.40$1.20$0.80$1.60 08/07$0.68–$4.55$0.80--
$74.50Jan 15$2.05$3.20$2.63$3.73 08/04$2.63–$6.70$2.63--
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$75.00Sep 18$0.10$0.50$0.30$0.86 08/07$0.30–$3.90$0.30--
$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--
$64.50Aug 21$5.20$6.70$5.95$7.80 08/06$5.45–$12.05$5.95--
$64.50Oct 16$6.10$7.90$7.00$8.40 06/25$6.85–$12.65$7.00--
$64.50Jan 15$7.70$9.00$8.35$9.54 07/15$8.35–$14.10$8.35--
$77.00Aug 21$0.00$0.40$0.20$0.13 08/07$0.08–$1.53$0.13--
$77.00Oct 16$0.10$0.85$0.48$2.24 07/30$0.40–$3.50$0.48--
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18--$8.80--
$77.50Sep 18$0.00$0.95$0.48$0.43 08/07$0.38–$2.33$0.43--
$62.00Aug 21$7.60$9.20$8.40$15.05 07/28$7.75–$15.05$8.40--
$62.00Jan 15$9.40$11.50$10.45--$10.45–$10.45$9.4036
$79.50Aug 21$0.00$0.60$0.30$0.05 08/06$0.20–$0.65$0.05--
$79.50Oct 16$0.00$0.80$0.40$0.60 08/07$0.38–$2.50$0.40--
$79.50Jan 15$1.10$1.55$1.33$3.50 07/27$1.30–$3.95$1.33--
$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$0.75$0.38$0.13 08/03$0.05–$0.70$0.13--
$84.50Jan 15$0.30$1.05$0.68$1.45 07/30$0.53–$2.28$0.68--
$85.00Sep 18$0.00$0.10$0.05$0.15 07/30$0.05–$1.23$0.05--
$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$20.00$22.70$21.35$24.50 07/14$20.60–$27.20$21.35--
$94.50Aug 21$0.00$1.35$0.68$0.23 07/13$0.05–$1.08$0.23--
$99.50Aug 21$0.00$1.35$0.68$0.10 07/13$0.18–$1.08$0.10--
PUTS (41)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$70.00Sep 18$1.45$2.00$1.73$1.70 08/04$0.70–$2.28$1.7010
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$69.50Aug 21$0.20$0.75$0.48$0.67 08/04$0.38–$1.27$0.48--
$69.50Oct 16$1.50$2.45$1.98$1.85 07/21$0.85–$2.15$1.85--
$69.50Jan 15$2.60$3.90$3.25$2.10 07/29$2.03–$3.43$2.60--
$72.00Aug 21$1.25$2.55$1.90$1.15 08/07$0.57–$2.23$1.25--
$72.00Oct 16$2.40$3.90$3.15$2.75 08/03$1.50–$3.95$2.75--
$72.00Jan 15$3.80$5.70$4.75$4.50 07/07$2.73–$5.10$4.50--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.55$1.00$0.78$0.67 08/07$0.48–$1.45$0.67--
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$72.50Sep 18$2.80$3.70$3.25$2.15 08/05$1.00–$3.48$2.808
$67.00Aug 21$0.00$0.80$0.40$0.15 08/07$0.15–$0.70$0.15--
$67.00Oct 16$0.95$1.85$1.40$1.24 08/04$0.80–$1.85$1.24--
$67.00Jan 15$0.80$2.90$1.85$2.30 07/30$1.38–$2.88$1.85--
$74.50Aug 21$3.70$5.10$4.40$3.10 08/05$0.93–$4.40$3.70--
$74.50Oct 16$4.10$5.70$4.90$3.60 08/04$2.45–$5.50$4.10--
$74.50Jan 15$5.00$6.70$5.85$4.80 07/30$3.50–$6.20$5.00--
$65.00Sep 18$0.05$0.70$0.38$0.52 08/07$0.38–$0.70$0.38--
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22--$2.20--
$75.00Sep 18$3.90$6.70$5.30$3.70 07/21$1.98–$5.30$3.90--
$64.50Aug 21$0.00$0.70$0.35$0.30 07/21$0.18–$1.13$0.30--
$64.50Oct 16$0.10$1.15$0.63$0.88 08/07$0.63–$1.70$0.63--
$64.50Jan 15$1.45$2.00$1.73$1.90 07/21$0.93–$1.95$1.7314
$77.00Aug 21$6.20$7.50$6.85$1.70 07/28$2.00–$6.90$6.20--
$62.00Aug 21$0.00$0.75$0.38$0.15 07/21$0.38–$1.08$0.15--
$62.00Oct 16$0.05$0.75$0.40$0.55 07/30$0.38–$1.43$0.40--
$62.00Jan 15$0.85$1.65$1.25$1.13 07/27$0.88–$1.90$1.13--
$79.50Aug 21$8.20$9.90$9.05$3.16 07/28$3.85–$10.15$8.20--
$79.50Jan 15$8.80$10.60$9.70$6.00 07/28$5.90–$10.30$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$0.00$0.75$0.38$0.39 08/03$0.38–$1.42$0.38--
$59.50Jan 15$0.50$3.20$1.85$1.25 06/25$0.90–$1.95$1.25--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.35$2.95$1.65$0.70 07/24$0.93–$1.65$0.70--
$54.50Jan 15$0.15$0.90$0.53$0.85 06/24$0.53–$1.48$0.53--
$47.00Aug 21$0.00$1.40$0.70$0.10 07/31$0.20–$1.08$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 413
Total Puts 28
Put/Call Ratio 0.07
Net Difference 385

Prior's Put/Call Breakdown

Total Calls 8
Total Puts 19
Put/Call Ratio 2.38
Net Difference -11

Prior 7-Day Put/Call Summary

Total Calls 417
Total Puts 118
Average Put/Call Ratio 0.56
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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