Tour v526
WRB
BERKLEY W R CORP
$69.18 -0.62%
$69.50 (+0.46%)🌙
as of 08/20 07:18 PM
8/20 19:18

Option Volume

Detail
Current (08/20) 128
Calls: 63 (49%)
Puts: 65 (51%)
Prior (08/19) 165
Calls: 111 (67%)
Puts: 54 (33%)
Current vs Prior -22.42%
Calls: -43.24% (Calls)
Puts: +20.37% (Puts)
Prior 7-Day Total 1,064
Calls: 862 (81%)
Puts: 202 (19%)
Prior 7-Day Average 152
Calls: 123 (81%)
Puts: 28 (19%)
Current vs Prior 7-Day Avg -15.79%
Calls: -48.84%
Puts: +125.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $31.6K
Calls: $14.1K (45%)
Puts: $17.5K (55%)
Prior (08/19) $33.4K
Calls: $29.4K (88%)
Puts: $4.1K (12%)
Current vs Prior -5.62%
Calls: -52.07%
Puts: +331.02%
Prior 7-Day Total $153.4K
Calls: $128.3K (84%)
Puts: $25.1K (16%)
Prior 7-Day Average $21.9K
Calls: $18.3K (84%)
Puts: $3.6K (16%)
Current vs Prior 7-Day Avg +44.01%
Calls: -23.14%
Puts: +386.93%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 1.03
Prior (08/19) 0.49
Current vs Prior +112.08%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +56.04%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 1,618
Calls: 1,330 (82%)
Puts: 288 (18%)
Prior (08/19) 752
Calls: 509 (68%)
Puts: 243 (32%)
Current vs Prior +115.16%
Prior 7-Day Total 3,309
Calls: 2,781 (84%)
Puts: 528 (16%)
Prior 7-Day Average 472
Calls: 397 (82%)
Puts: 88 (18%)
Current vs Prior 7-Day Avg +242.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 5.06% | 7.49%5.06% | 7.49%
Prior 4.77% | 7.25%4.77% | 7.25%
Current vs Prior +6.08% | +3.21%+6.08% | +3.21%
Prior 7-Day Avg 5.06% | 7.69%5.06% | 7.69%
Current vs 7-Day Avg +0.05% | -2.62%+0.05% | -2.62%
Prior 7-Day Eod 4.77% | 7.25%4.77% | 7.25%
Current vs 7-Day Eod +6.08% | +3.21%+6.08% | +3.21%
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
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.03. P/C ratio rising 112% - increased hedging/bearish positioning. Call-heavy open interest (1,330 calls vs 288 puts) suggests bullish positioning. Rising open interest (up 115%) indicates new positions being established.

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. 3 found (avg delta 0.69, highest 0.78)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 211.653.10$2.3860.9%50.7895
$72.50Sep 182.953.90$3.4327.7%50.758
$70.00Sep 181.652.20$1.9328.5%340.5512

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 66, top 34)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.50Sep 180.401.00$0.7085.7%180.26345
$69.50Aug 210.001.50$0.75200.0%10.45134
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Sep 181.652.20$1.9328.5%340.5512
$72.00Aug 211.653.10$2.3860.9%50.7895
$72.50Sep 182.953.90$3.4327.7%50.758
$67.50Sep 180.901.15$1.0224.5%20.3384
$65.00Sep 180.150.60$0.38118.4%10.1540

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 0.67, avg 1.78)

BULL CALL (0)
No bull call found
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$72.50$70.00Sep 18$1.50$1.00$1.5075%0.67$71.00
$70.00$67.50Sep 18$0.91$1.59$0.9155%1.75$69.09
$67.50$65.00Sep 18$0.64$1.86$0.6433%2.91$66.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.34, avg 0.34)

BEAR CALL (0)
No bear call found
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.50$65.00Sep 18$0.64$0.64$1.8667%0.34$66.86

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. 1 found (cheapest 5.97% of stock, avg 5.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$72.50Sep 18$0.70$3.43$4.13$68.37$76.635.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 1.56% of stock, avg 2.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.50$65.00Sep 18$0.70$0.38$1.08$63.92$73.58
$72.50$67.50Sep 18$0.70$1.02$1.72$65.78$74.22

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. 2 found (best R:R 8.26, cheapest $0.27)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$67.50$70.00Sep 18$0.27$2.2339%8.26
$67.50$70.00$72.50Sep 18$0.59$1.9142%3.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $-0.43, 2 credits)

CALLS (0)
No calls found
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$72.50$70.001:2Sep 18-$0.43$2.07
$70.00$67.501:2Sep 18-$0.11$2.39
$67.50$65.001:2Sep 18$0.26$2.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 0.58%, avg 0.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$72.50Sep 18$0.400.264.8%0.58%5.38%18345

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 $4.50/$4.80) — try a limit near $4.65. Also watch the $72.00 01-15 call last traded $5.00 on 08/06 (now $3.20/$3.70) — try a limit near $3.45; the $74.50 01-15 call last traded $3.73 on 08/04 (now $2.20/$2.60) — try a limit near $2.40. Most tradeable put: the $72.00 01-15 put last traded $4.50 on 07/07 (now $4.60/$5.40) — try a limit near $4.60.
CALLS (48)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$69.50Aug 21$0.00$1.50$0.75$5.50 07/30$0.70–$7.40$0.75134
$69.50Oct 16$2.40$2.90$2.65$8.02 07/29$2.65–$8.10$2.65197
$69.50Jan 15$4.50$4.80$4.65$6.10 08/07$4.65–$10.25$4.65205
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$1.25$1.75$1.50$3.40 08/07$1.50–$7.75$1.50--
$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--
$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$2.00$3.40$2.70$5.15 08/07$2.70–$10.00$2.70--
$67.00Oct 16$3.80$4.70$4.25$10.24 07/27$4.25–$10.45$4.25--
$67.00Jan 15$5.40$6.90$6.15$7.60 08/07$6.15–$12.05$6.15--
$72.00Aug 21$0.00$0.85$0.43$1.06 08/07$0.13–$5.00$0.43--
$72.00Oct 16$1.35$1.70$1.53$2.85 08/07$1.53–$6.25$1.53--
$72.00Jan 15$3.20$3.70$3.45$5.00 08/06$3.00–$8.15$3.45121
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$0.40$1.00$0.70$2.10 08/05$0.70–$5.35$0.70345
$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
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$64.50Aug 21$4.50$5.80$5.15$7.80 08/06$5.15–$12.05$5.15--
$64.50Oct 16$5.40$6.90$6.15$8.40 06/25$6.15–$12.65$6.15--
$64.50Jan 15$7.10$8.10$7.60$9.54 07/15$7.60–$14.10$7.60--
$74.50Aug 21$0.00$0.75$0.38$0.45 08/05$0.18–$3.03$0.38--
$74.50Oct 16$0.65$0.90$0.78$1.60 08/07$0.68–$4.55$0.78150
$74.50Jan 15$2.20$2.60$2.40$3.73 08/04$2.40–$6.70$2.40178
$75.00Sep 18$0.05$0.75$0.40$0.86 08/07$0.30–$3.90$0.40--
$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--
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18--$8.80--
$62.00Aug 21$6.90$8.30$7.60$15.05 07/28$7.60–$15.05$7.60--
$77.00Aug 21$0.00$0.75$0.38$0.13 08/07$0.08–$1.53$0.13--
$77.00Oct 16$0.10$0.75$0.43$2.24 07/30$0.40–$3.50$0.43--
$77.50Sep 18$0.00$0.75$0.38$0.43 08/07$0.20–$2.33$0.38--
$79.50Aug 21$0.00$2.15$1.08$0.05 08/06$0.20–$1.08$0.05--
$79.50Oct 16$0.00$1.70$0.85$0.60 08/07$0.38–$2.50$0.60--
$79.50Jan 15$1.05$1.30$1.18$3.50 07/27$1.18–$3.95$1.18--
$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$1.95$0.98$0.13 08/03$0.05–$0.98$0.13--
$84.50Jan 15$0.15$1.05$0.60$1.45 07/30$0.53–$2.28$0.60--
$85.00Sep 18$0.00$1.15$0.57$0.15 07/30$0.05–$1.23$0.15--
$50.00Oct 16$17.00$19.20$18.10$19.00 06/15--$18.10--
$49.50Oct 16$19.10$21.60$20.35$24.50 07/14$20.35–$27.20$20.35--
$89.50Jan 15$0.00$0.60$0.30$0.85 07/27$0.30–$1.75$0.30--
$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
$69.50Aug 21$0.00$1.60$0.80$0.67 08/04$0.28–$1.27$0.67--
$69.50Oct 16$1.95$2.70$2.33$1.85 07/21$0.85–$2.50$1.9548
$69.50Jan 15$3.20$4.10$3.65$2.10 07/29$2.03–$3.70$3.20--
$70.00Sep 18$1.65$2.20$1.93$1.70 08/04$0.70–$2.28$1.7012
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.90$1.15$1.02$0.67 08/07$0.48–$1.30$0.9084
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$67.00Aug 21$0.00$0.75$0.38$0.15 08/07$0.15–$0.53$0.15--
$67.00Oct 16$1.10$2.50$1.80$1.24 08/04$0.80–$1.85$1.24--
$67.00Jan 15$2.25$2.95$2.60$2.30 07/30$1.38–$3.05$2.30--
$72.00Aug 21$1.65$3.10$2.38$1.15 08/07$0.57–$2.38$1.6595
$72.00Oct 16$3.20$4.00$3.60$2.75 08/03$1.50–$3.95$3.20--
$72.00Jan 15$4.60$5.40$5.00$4.50 07/07$2.73–$5.10$4.601
$72.50Sep 18$2.95$3.90$3.43$2.15 08/05$1.00–$3.48$2.958
$65.00Sep 18$0.15$0.60$0.38$0.52 08/07$0.38–$0.70$0.3840
$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$0.25–$1.13$0.30--
$64.50Oct 16$0.50$1.05$0.78$0.88 08/07$0.63–$1.70$0.78--
$64.50Jan 15$1.60$2.15$1.88$1.90 07/21$0.93–$1.95$1.88--
$74.50Aug 21$4.30$5.40$4.85$3.10 08/05$0.93–$4.85$4.30--
$74.50Oct 16$4.90$6.10$5.50$3.60 08/04$2.45–$5.50$4.90--
$74.50Jan 15$5.80$7.30$6.55$4.80 07/30$3.50–$6.55$5.80--
$75.00Sep 18$4.40$6.90$5.65$3.70 07/21$1.98–$5.65$4.40--
$62.00Aug 21$0.00$0.75$0.38$0.15 07/21$0.38–$1.08$0.15--
$62.00Oct 16$0.00$1.20$0.60$0.55 07/30$0.38–$1.43$0.55--
$62.00Jan 15$1.10$1.60$1.35$1.13 07/27$0.88–$1.90$1.13--
$77.00Aug 21$6.90$7.90$7.40$1.70 07/28$2.00–$7.40$6.90--
$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$1.45$0.73$0.39 08/03$0.38–$1.42$0.39--
$59.50Jan 15$0.75$1.40$1.08$1.25 06/25$0.90–$1.95$1.08--
$79.50Aug 21$9.20$10.70$9.95$3.16 07/28$3.85–$10.15$9.20--
$79.50Jan 15$9.70$11.10$10.40$6.00 07/28$5.90–$10.40$9.70--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.50$1.20$0.85$0.70 07/24$0.73–$1.65$0.70--
$54.50Jan 15$0.30$1.00$0.65$0.85 06/24$0.53–$1.48$0.65--
$47.00Aug 21$0.00$1.35$0.68$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 63
Total Puts 65
Put/Call Ratio 1.03
Net Difference -2

Prior's Put/Call Breakdown

Total Calls 111
Total Puts 54
Put/Call Ratio 0.49
Net Difference 57

Prior 7-Day Put/Call Summary

Total Calls 862
Total Puts 202
Average Put/Call Ratio 0.66
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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