Tour v526
WRB
BERKLEY W R CORP
$68.60 -0.84%
$68.83 (+0.34%)🌙
as of 08/21 07:20 PM
8/21 19:20

Option Volume

Detail
Current (08/21) 203
Calls: 123 (61%)
Puts: 80 (39%)
Prior (08/20) 128
Calls: 63 (49%)
Puts: 65 (51%)
Current vs Prior +58.59%
Calls: +95.24% (Calls)
Puts: +23.08% (Puts)
Prior 7-Day Total 1,151
Calls: 891 (77%)
Puts: 260 (23%)
Prior 7-Day Average 164
Calls: 127 (77%)
Puts: 37 (23%)
Current vs Prior 7-Day Avg +23.46%
Calls: -3.37%
Puts: +115.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $51.4K
Calls: $28.5K (55%)
Puts: $23.0K (45%)
Prior (08/20) $31.6K
Calls: $14.1K (45%)
Puts: $17.5K (55%)
Current vs Prior +62.96%
Calls: +102.19%
Puts: +31.33%
Prior 7-Day Total $182.0K
Calls: $140.0K (77%)
Puts: $41.9K (23%)
Prior 7-Day Average $26.0K
Calls: $20.0K (77%)
Puts: $6.0K (23%)
Current vs Prior 7-Day Avg +97.87%
Calls: +42.39%
Puts: +283.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.65
Prior (08/20) 1.03
Current vs Prior -36.96%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -16.53%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 2,020
Calls: 983 (49%)
Puts: 1,037 (51%)
Prior (08/20) 1,618
Calls: 1,330 (82%)
Puts: 288 (18%)
Current vs Prior +24.85%
Prior 7-Day Total 4,560
Calls: 3,784 (83%)
Puts: 776 (17%)
Prior 7-Day Average 651
Calls: 540 (81%)
Puts: 129 (19%)
Current vs Prior 7-Day Avg +210.09%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.20% | 7.55%4.20% | 7.55%
Prior 5.06% | 7.49%5.06% | 7.49%
Current vs Prior +49.25% | +32.38%-17.02% | +0.85%
Prior 7-Day Avg 5.00% | 7.60%5.00% | 7.60%
Current vs 7-Day Avg +50.88% | +30.38%-16.11% | -0.68%
Prior 7-Day Eod 5.06% | 7.49%5.06% | 7.49%
Current vs 7-Day Eod +49.25% | +32.38%-17.02% | +0.85%
Sentiment BEARISHBULLISH

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

Elevated premium activity with dollar volume up 63% vs prior. Dollar volume significantly above 7-day average (98% higher). Above-average activity with volume up 59% vs prior. Bullish P/C ratio of 0.65.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 4 found (avg delta 0.67, highest 0.79)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.50Aug 212.705.00$3.8559.7%20.792
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 212.053.60$2.8354.8%20.7060
$70.00Sep 182.153.00$2.5832.9%20.61--
$69.50Aug 210.251.20$0.73130.1%60.5985

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 91, top 34)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Sep 180.951.30$1.1331.0%340.40148
$72.50Sep 180.100.65$0.38144.7%180.18363
$69.50Aug 210.002.15$1.08199.1%80.41134
$64.50Aug 212.705.00$3.8559.7%20.792
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 180.851.40$1.1348.7%110.3786
$67.00Aug 210.000.25$0.13192.3%80.15559
$69.50Aug 210.251.20$0.73130.1%60.5985
$72.00Aug 212.053.60$2.8354.8%20.7060
$70.00Sep 182.153.00$2.5832.9%20.61--

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. 4 found (best R:R 0.81, avg 1.76)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$64.50$69.50Aug 21$2.77$2.23$2.7779%0.81$67.27
$70.00$72.50Sep 18$0.75$1.75$0.7540%2.33$70.75
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$69.50$67.00Aug 21$0.60$1.90$0.6059%3.17$68.90
$70.00$67.50Sep 18$1.45$1.05$1.4561%0.72$68.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.43, avg 0.43)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$70.00$72.50Sep 18$0.75$0.75$1.7560%0.43$70.75
BULL PUT (0)
No bull put found

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 2.64% of stock, avg 4.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$69.50Aug 21$1.08$0.73$1.81$67.69$71.312.64%
$70.00Sep 18$1.13$2.58$3.71$66.29$73.715.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 1.76% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$69.50$67.00Aug 21$1.08$0.13$1.21$65.79$70.71
$72.50$67.50Sep 18$0.38$1.13$1.51$65.99$74.01
$70.00$67.50Sep 18$1.13$1.13$2.26$65.24$72.26

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 0.67, cheapest $1.50)

CALLS (0)
No calls found
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$67.00$69.50$72.00Aug 21$1.50$1.0055%0.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $1.69, -- credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$64.50$69.501:2Aug 21$1.69$3.31
$70.00$72.501:2Sep 18$0.37$2.13
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$70.00$67.501:2Sep 18$0.32$2.18
$72.00$69.501:2Aug 21$1.37$1.13
$69.50$67.001:2Aug 21$0.47$2.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.38%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Sep 18$0.950.402.0%1.38%3.43%34148
$72.50Sep 18$0.100.185.7%0.15%5.83%18363

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 $64.50 01-15 call last traded $9.54 on 07/15 (now $6.90/$7.40) — try a limit near $7.15. Also watch the $69.50 01-15 call last traded $6.10 on 08/07 (now $3.90/$4.30) — try a limit near $4.10; 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 $72.00 01-15 put last traded $4.50 on 07/07 (now $5.30/$6.00) — try a limit near $5.30.
CALLS (48)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$69.50Aug 21$0.00$2.15$1.08$5.50 07/30$0.70–$7.40$1.08134
$69.50Oct 16$1.80$2.35$2.08$8.02 07/29$2.08–$8.10$2.08--
$69.50Jan 15$3.90$4.30$4.10$6.10 08/07$4.10–$10.25$4.10209
$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--
$70.00Aug 21$1.15$1.95$1.55$1.66 06/22--$1.55--
$70.00Sep 18$0.95$1.30$1.13$3.40 08/07$1.13–$7.75$1.13148
$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--
$67.00Aug 21$1.10$3.20$2.15$5.15 08/07$2.15–$10.00$2.15--
$67.00Oct 16$3.30$4.80$4.05$10.24 07/27$4.05–$10.45$4.05--
$67.00Jan 15$5.30$5.80$5.55$7.60 08/07$5.55–$12.05$5.55--
$72.00Aug 21$0.00$2.15$1.08$1.06 08/07$0.13–$5.00$1.06--
$72.00Oct 16$1.05$1.25$1.15$2.85 08/07$1.15–$6.25$1.15--
$72.00Jan 15$1.95$3.20$2.58$5.00 08/06$2.58–$8.15$2.58123
$65.00Oct 16$4.50$6.60$5.55$5.40 06/22--$5.40113
$72.50Aug 21$0.55$1.50$1.02$0.75 06/22--$0.75--
$72.50Sep 18$0.10$0.65$0.38$2.10 08/05$0.38–$5.35$0.38363
$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
$64.50Aug 21$2.70$5.00$3.85$7.80 08/06$3.85–$12.05$3.852
$64.50Oct 16$5.00$6.70$5.85$8.40 06/25$5.85–$12.65$5.85--
$64.50Jan 15$6.90$7.40$7.15$9.54 07/15$7.15–$14.10$7.154
$74.50Aug 21$0.00$1.35$0.68$0.45 08/05$0.18–$3.03$0.45--
$74.50Oct 16$0.45$0.65$0.55$1.60 08/07$0.55–$4.55$0.55--
$74.50Jan 15$2.00$2.25$2.13$3.73 08/04$2.13–$6.70$2.13--
$62.50Jan 15$7.90$9.70$8.80$9.15 06/18--$8.80--
$75.00Sep 18$0.00$0.75$0.38$0.86 08/07$0.30–$3.90$0.38--
$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--
$62.00Aug 21$5.20$7.90$6.55$15.05 07/28$6.55–$15.05$6.55--
$77.00Aug 21$0.00$1.35$0.68$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$0.10$0.05$0.43 08/07$0.05–$2.33$0.05--
$79.50Aug 21$0.00$1.35$0.68$0.05 08/06$0.30–$1.08$0.05--
$79.50Oct 16$0.00$0.75$0.38$0.60 08/07$0.38–$2.50$0.38--
$79.50Jan 15$0.90$1.10$1.00$3.50 07/27$1.00–$3.95$1.00--
$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–$0.98$0.13--
$84.50Jan 15$0.15$0.90$0.53$1.45 07/30$0.53–$2.28$0.53--
$85.00Sep 18$0.00$0.75$0.38$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$18.90$21.60$20.25$24.50 07/14$20.25–$27.20$20.25--
$89.50Jan 15$0.00$0.60$0.30$0.85 07/27$0.30–$1.25$0.30--
$94.50Aug 21$0.00$1.40$0.70$0.23 07/13$0.38–$1.08$0.23--
$99.50Aug 21$0.00$2.15$1.08$0.10 07/13$0.18–$1.08$0.10--
PUTS (41)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$69.50Aug 21$0.25$1.20$0.73$0.67 08/04$0.28–$1.27$0.6785
$69.50Oct 16$2.50$3.00$2.75$1.85 07/21$1.02–$2.75$2.50--
$69.50Jan 15$3.90$4.50$4.20$2.10 07/29$2.03–$4.20$3.9010
$67.50Aug 21$1.85$3.10$2.48$2.15 06/22--$2.15--
$67.50Sep 18$0.85$1.40$1.13$0.67 08/07$0.48–$1.30$0.8586
$67.50Oct 16$2.90$3.90$3.40$3.21 06/17--$3.21--
$70.00Sep 18$2.15$3.00$2.58$1.70 08/04$0.70–$2.58$2.15--
$70.00Oct 16$4.20$5.30$4.75$4.38 06/15--$4.38--
$67.00Aug 21$0.00$0.25$0.13$0.15 08/07$0.13–$0.53$0.13559
$67.00Oct 16$1.45$2.90$2.17$1.24 08/04$0.80–$2.17$1.45--
$67.00Jan 15$2.70$3.90$3.30$2.30 07/30$1.58–$3.30$2.7017
$72.00Aug 21$2.05$3.60$2.83$1.15 08/07$0.57–$2.83$2.0560
$72.00Oct 16$4.00$4.50$4.25$2.75 08/03$1.50–$4.25$4.00--
$72.00Jan 15$5.30$6.00$5.65$4.50 07/07$2.73–$5.65$5.3014
$65.00Sep 18$0.15$0.60$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--
$72.50Sep 18$3.60$4.40$4.00$2.15 08/05$1.00–$4.00$3.60--
$64.50Aug 21$0.00$1.35$0.68$0.30 07/21$0.25–$1.13$0.30--
$64.50Oct 16$0.65$1.50$1.08$0.88 08/07$0.63–$1.70$0.88206
$64.50Jan 15$1.95$2.50$2.23$1.90 07/21$1.22–$2.23$1.95--
$74.50Aug 21$4.70$7.40$6.05$3.10 08/05$0.93–$6.05$4.70--
$74.50Oct 16$5.50$6.40$5.95$3.60 08/04$2.55–$5.95$5.50--
$74.50Jan 15$5.80$7.60$6.70$4.80 07/30$3.50–$6.70$5.80--
$75.00Sep 18$5.00$7.80$6.40$3.70 07/21$2.00–$6.40$5.00--
$62.00Aug 21$0.00$1.35$0.68$0.15 07/21$0.38–$1.08$0.15--
$62.00Oct 16$0.35$0.80$0.57$0.55 07/30$0.38–$1.43$0.55--
$62.00Jan 15$1.30$1.85$1.58$1.13 07/27$0.88–$1.90$1.30--
$77.00Aug 21$7.10$9.90$8.50$1.70 07/28$2.00–$8.50$7.10--
$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$0.95$0.48$0.39 08/03$0.38–$1.23$0.39--
$59.50Jan 15$0.60$1.35$0.98$1.25 06/25$0.98–$1.95$0.98--
$79.50Aug 21$9.20$12.30$10.75$3.16 07/28$3.85–$10.75$9.20--
$79.50Jan 15$9.80$11.70$10.75$6.00 07/28$5.90–$10.75$9.80--
$57.50Jan 15$0.65$3.00$1.83$1.15 06/16--$1.15--
$57.00Jan 15$0.35$1.20$0.77$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$1.35$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 123
Total Puts 80
Put/Call Ratio 0.65
Net Difference 43

Prior's Put/Call Breakdown

Total Calls 63
Total Puts 65
Put/Call Ratio 1.03
Net Difference -2

Prior 7-Day Put/Call Summary

Total Calls 891
Total Puts 260
Average Put/Call Ratio 0.78
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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