Tour v509
WRB
BERKLEY W R CORP
$70.17 +0.60%
$69.75 (-0.60%)🌙
as of 08/18 07:15 PM
8/18 19:15

Option Volume

Detail
Current (08/18) 90
Calls: 45 (50%)
Puts: 45 (50%)
Prior (08/17) 441
Calls: 413 (94%)
Puts: 28 (6%)
Current vs Prior -79.59%
Calls: -89.10% (Calls)
Puts: +60.71% (Puts)
Prior 7-Day Total 960
Calls: 815 (85%)
Puts: 145 (15%)
Prior 7-Day Average 137
Calls: 116 (85%)
Puts: 20 (15%)
Current vs Prior 7-Day Avg -34.38%
Calls: -61.35%
Puts: +117.24%
Sentiment NEUTRAL

Dollar Volume

Detail
Current (08/18) $7.1K
Calls: $2.7K (37%)
Puts: $4.5K (63%)
Prior (08/17) $52.4K
Calls: $49.1K (94%)
Puts: $3.3K (6%)
Current vs Prior -86.35%
Calls: -94.56%
Puts: +35.02%
Prior 7-Day Total $134.5K
Calls: $114.2K (85%)
Puts: $20.3K (15%)
Prior 7-Day Average $19.2K
Calls: $16.3K (85%)
Puts: $2.9K (15%)
Current vs Prior 7-Day Avg -62.82%
Calls: -83.64%
Puts: +54.22%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/18) 1.00
Prior (08/17) 0.07
Current vs Prior +1375.00%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +77.57%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/18) 531
Calls: 345 (65%)
Puts: 186 (35%)
Prior (08/17) 477
Calls: 445 (93%)
Puts: 32 (7%)
Current vs Prior +11.32%
Prior 7-Day Total 3,140
Calls: 2,961 (94%)
Puts: 179 (6%)
Prior 7-Day Average 448
Calls: 423 (92%)
Puts: 35 (8%)
Current vs Prior 7-Day Avg +18.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 5.56% | 6.95%5.56% | 6.95%
Prior 3.73% | 8.07%3.73% | 8.07%
Current vs Prior +49.10% | -13.84%+49.10% | -13.84%
Prior 7-Day Avg 5.24% | 7.96%5.24% | 7.96%
Current vs 7-Day Avg +6.09% | -12.65%+6.09% | -12.65%
Prior 7-Day Eod 3.73% | 8.07%3.73% | 8.07%
Current vs 7-Day Eod +49.10% | -13.84%+49.10% | -13.84%
Sentiment BEARISHBEARISH

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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($4.5K). Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 80% vs prior. P/C ratio rising 1375% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 2 found (avg delta 0.85, highest 0.86)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Sep 184.505.40$4.9518.2%20.86--
$72.00Aug 211.552.25$1.9036.8%20.8496

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 80, top 34)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 210.050.30$0.18138.9%250.18--
$75.00Sep 180.050.55$0.30166.7%80.1426
$77.50Sep 180.050.35$0.20150.0%40.0922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 180.401.00$0.7085.7%340.2653
$65.00Sep 180.150.65$0.40125.0%40.1421
$72.00Aug 211.552.25$1.9036.8%20.8496
$75.00Sep 184.505.40$4.9518.2%20.86--
$70.00Sep 181.102.45$1.7875.8%10.48--

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. 3 found (best R:R 0.58, avg 3.07)

BULL CALL (0)
No bull call found
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$75.00$70.00Sep 18$3.17$1.83$3.1786%0.58$71.83
$67.50$65.00Sep 18$0.30$2.20$0.3026%7.33$67.20
$70.00$67.50Sep 18$1.08$1.42$1.0848%1.31$68.92

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.76, avg 0.45)

BEAR CALL (0)
No bear call found
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$70.00$67.50Sep 18$1.08$1.08$1.4252%0.76$68.92
$67.50$65.00Sep 18$0.30$0.30$2.2074%0.14$67.20

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 2.96% of stock, avg 5.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$72.00Aug 21$0.18$1.90$2.08$69.92$74.082.96%
$75.00Sep 18$0.30$4.95$5.25$69.75$80.257.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.86% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$77.50$65.00Sep 18$0.20$0.40$0.60$64.40$78.10
$75.00$65.00Sep 18$0.30$0.40$0.70$64.30$75.70
$77.50$67.50Sep 18$0.20$0.70$0.90$66.60$78.40
$75.00$67.50Sep 18$0.30$0.70$1.00$66.50$76.00
$75.00$70.00Sep 18$0.30$1.78$2.08$67.92$77.08
$77.50$70.00Sep 18$0.20$1.78$1.98$68.02$79.48

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. 1 found (best R:R 2.21, cheapest $0.78)

CALLS (0)
No calls found
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$67.50$70.00Sep 18$0.78$1.7233%2.21

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $-0.10, 2 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$75.00$77.501:2Sep 18-$0.10$2.40
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$67.50$65.001:2Sep 18-$0.10$2.40
$75.00$70.001:2Sep 18$1.39$3.61
$70.00$67.501:2Sep 18$0.38$2.12

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

No covered call setups found

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 $67.50 10-16 call last traded $4.20 on 06/22 (now $3.40/$4.40) — try a limit near $3.90. Also watch the $74.50 01-15 call last traded $3.73 on 08/04 (now $2.60/$3.40) — try a limit near $3.00; the $74.50 10-16 call last traded $1.60 on 08/07 (now $0.80/$1.15) — try a limit near $0.98. Most tradeable put: the $67.00 01-15 put last traded $2.30 on 07/30 (now $2.30/$2.70) — try a limit near $2.30.
CALLS (48)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$1.80$2.35$2.08$3.40 08/07$1.70–$7.75$2.08--
$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$3.20$2.00$5.50 07/30$0.70–$7.40$2.00--
$69.50Oct 16$2.85$3.40$3.13$8.02 07/29$2.73–$8.10$3.13--
$69.50Jan 15$4.80$5.60$5.20$6.10 08/07$4.75–$10.25$5.20--
$72.00Aug 21$0.05$0.30$0.18$1.06 08/07$0.13–$5.00$0.18--
$72.00Oct 16$1.80$2.15$1.98$2.85 08/07$1.55–$6.25$1.98--
$72.00Jan 15$3.70$4.10$3.90$5.00 08/06$3.50–$8.15$3.90--
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$0.70$1.15$0.93$2.10 08/05$0.88–$5.35$0.93--
$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$2.90$4.60$3.75$5.15 08/07$3.55–$10.00$3.75--
$67.00Oct 16$4.40$6.10$5.25$10.24 07/27$4.60–$10.45$5.25--
$67.00Jan 15$5.60$7.80$6.70$7.60 08/07$6.20–$12.05$6.70--
$74.50Aug 21$0.00$0.75$0.38$0.45 08/05$0.18–$3.03$0.38--
$74.50Oct 16$0.80$1.15$0.98$1.60 08/07$0.68–$4.55$0.98147
$74.50Jan 15$2.60$3.40$3.00$3.73 08/04$2.63–$6.70$3.00150
$75.00Sep 18$0.05$0.55$0.30$0.86 08/07$0.30–$3.90$0.3026
$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$5.40$7.10$6.25$7.80 08/06$5.45–$12.05$6.25--
$64.50Oct 16$6.50$8.00$7.25$8.40 06/25$6.85–$12.65$7.25--
$64.50Jan 15$8.20$8.90$8.55$9.54 07/15$8.35–$14.10$8.55--
$77.00Aug 21$0.00$0.75$0.38$0.13 08/07$0.08–$1.53$0.13--
$77.00Oct 16$0.15$0.90$0.53$2.24 07/30$0.40–$3.50$0.53--
$77.50Sep 18$0.05$0.35$0.20$0.43 08/07$0.20–$2.33$0.2022
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18--$8.80--
$62.00Aug 21$7.90$9.60$8.75$15.05 07/28$7.75–$15.05$8.75--
$79.50Aug 21$0.00$0.75$0.38$0.05 08/06$0.20–$0.65$0.05--
$79.50Oct 16$0.00$0.85$0.43$0.60 08/07$0.38–$2.50$0.43--
$79.50Jan 15$1.00$1.95$1.48$3.50 07/27$1.30–$3.95$1.48--
$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$1.35$0.68$0.13 08/03$0.05–$0.70$0.13--
$84.50Jan 15$0.25$1.00$0.63$1.45 07/30$0.53–$2.28$0.63--
$85.00Sep 18$0.00$0.10$0.05$0.15 07/30$0.05–$1.23$0.05--
$89.50Jan 15$0.05$0.60$0.33$0.85 07/27$0.30–$1.75$0.33--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15--$18.10--
$49.50Oct 16$20.10$22.70$21.40$24.50 07/14$20.60–$27.20$21.40--
$94.50Aug 21$0.00$1.35$0.68$0.23 07/13$0.38–$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$1.10$2.45$1.78$1.70 08/04$0.70–$2.28$1.70--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$69.50Aug 21$0.00$0.55$0.28$0.67 08/04$0.28–$1.27$0.28--
$69.50Oct 16$1.60$3.10$2.35$1.85 07/21$0.85–$2.35$1.85--
$69.50Jan 15$2.60$3.70$3.15$2.10 07/29$2.03–$3.43$2.60--
$72.00Aug 21$1.55$2.25$1.90$1.15 08/07$0.57–$2.23$1.5596
$72.00Oct 16$2.90$4.00$3.45$2.75 08/03$1.50–$3.95$2.90--
$72.00Jan 15$3.20$5.00$4.10$4.50 07/07$2.73–$5.10$4.10--
$72.50Sep 18$2.20$3.40$2.80$2.15 08/05$1.00–$3.48$2.20--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.40$1.00$0.70$0.67 08/07$0.48–$1.45$0.6753
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$67.00Aug 21$0.00$0.95$0.48$0.15 08/07$0.15–$0.70$0.15--
$67.00Oct 16$0.85$1.90$1.38$1.24 08/04$0.80–$1.85$1.24--
$67.00Jan 15$2.30$2.70$2.50$2.30 07/30$1.38–$2.88$2.3016
$74.50Aug 21$2.90$4.40$3.65$3.10 08/05$0.93–$4.40$3.10--
$74.50Oct 16$4.10$5.30$4.70$3.60 08/04$2.45–$5.50$4.10--
$74.50Jan 15$5.30$6.60$5.95$4.80 07/30$3.50–$6.20$5.30--
$75.00Sep 18$4.50$5.40$4.95$3.70 07/21$1.98–$5.30$4.50--
$65.00Sep 18$0.15$0.65$0.40$0.52 08/07$0.38–$0.70$0.4021
$65.00Oct 16$2.20$2.70$2.45$2.20 06/22--$2.20--
$64.50Aug 21$0.00$0.75$0.38$0.30 07/21$0.18–$1.13$0.30--
$64.50Oct 16$0.60$1.15$0.88$0.88 08/07$0.63–$1.70$0.88--
$64.50Jan 15$1.20$2.10$1.65$1.90 07/21$0.93–$1.95$1.65--
$77.00Aug 21$5.40$7.00$6.20$1.70 07/28$2.00–$6.90$5.40--
$62.00Aug 21$0.00$0.75$0.38$0.15 07/21$0.38–$1.08$0.15--
$62.00Oct 16$0.10$0.75$0.43$0.55 07/30$0.38–$1.43$0.43--
$62.00Jan 15$1.00$1.75$1.38$1.13 07/27$0.88–$1.90$1.13--
$79.50Aug 21$7.80$9.60$8.70$3.16 07/28$3.85–$10.15$7.80--
$79.50Jan 15$8.80$10.30$9.55$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$0.05$0.75$0.40$0.39 08/03$0.38–$1.42$0.39--
$59.50Jan 15$0.45$2.25$1.35$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$0.30$1.15$0.73$0.70 07/24$0.73–$1.65$0.70--
$54.50Jan 15$0.15$1.00$0.57$0.85 06/24$0.53–$1.48$0.57--
$47.00Aug 21$0.00$1.15$0.57$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
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 45
Total Puts 45
Put/Call Ratio 1.00
Net Difference --

Prior's Put/Call Breakdown

Total Calls 413
Total Puts 28
Put/Call Ratio 0.07
Net Difference 385

Prior 7-Day Put/Call Summary

Total Calls 815
Total Puts 145
Average Put/Call Ratio 0.56
Ratio Trend Rising

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