Tour v526
WRB
BERKLEY W R CORP
$68.67 +0.28%
$68.48 (-0.28%)🌙
as of 08/26 07:16 PM
8/26 19:16

Option Volume

Detail
Current (08/26) 38
Calls: 27 (71%)
Puts: 11 (29%)
Prior (08/25) 151
Calls: 69 (46%)
Puts: 82 (54%)
Current vs Prior -74.83%
Calls: -60.87% (Calls)
Puts: -86.59% (Puts)
Prior 7-Day Total 1,205
Calls: 832 (69%)
Puts: 373 (31%)
Prior 7-Day Average 172
Calls: 118 (69%)
Puts: 53 (31%)
Current vs Prior 7-Day Avg -77.93%
Calls: -77.28%
Puts: -79.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/26) $6.8K
Calls: $5.7K (83%)
Puts: $1.2K (17%)
Prior (08/25) $19.6K
Calls: $8.3K (42%)
Puts: $11.3K (58%)
Current vs Prior -65.12%
Calls: -31.59%
Puts: -89.79%
Prior 7-Day Total $203.4K
Calls: $134.4K (66%)
Puts: $69.0K (34%)
Prior 7-Day Average $29.1K
Calls: $19.2K (66%)
Puts: $9.9K (34%)
Current vs Prior 7-Day Avg -76.52%
Calls: -70.47%
Puts: -88.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/26) 0.41
Prior (08/25) 1.19
Current vs Prior -65.72%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg -58.06%
Sentiment BULLISH

Open Interest

Detail
Current (08/26) 821
Calls: 821 (100%)
Puts: -- (0%)
Prior (08/25) 1,137
Calls: 998 (88%)
Puts: 139 (12%)
Current vs Prior -27.79%
Prior 7-Day Total 6,660
Calls: 4,716 (71%)
Puts: 1,944 (29%)
Prior 7-Day Average 951
Calls: 673 (71%)
Puts: 277 (29%)
Current vs Prior 7-Day Avg -13.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 6.38% | 8.56%
Prior 6.89% | 8.88%
Current vs Prior -7.46% | -3.56%
Prior 7-Day Avg 5.57% | 8.01%
Current vs 7-Day Avg +14.43% | +6.94%
Prior 7-Day Eod 6.89% | 8.88%
Current vs 7-Day Eod -7.46% | -3.56%
Sentiment BULLISH

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 83% of dollar volume in calls ($5.7K) vs puts ($1.2K). Light premium activity with dollar volume down 65% vs prior. Below-average activity with volume down 75% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (27 calls vs 11 puts).

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 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. 4 active (total vol 15, top 9)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Sep 180.000.30$0.15200.0%30.08--
$70.00Sep 180.801.20$1.0040.0%20.38--
$72.50Sep 180.101.25$0.68169.1%10.24388
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 180.751.15$0.9542.1%90.36--

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 6.81, avg 5.26)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$70.00$72.50Sep 18$0.32$2.18$0.3238%6.81$70.32
$72.50$75.00Sep 18$0.53$1.97$0.5324%3.72$73.03
BEAR PUT (0)
No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.27, avg 0.21)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$72.50$75.00Sep 18$0.53$0.53$1.9776%0.27$73.03
$70.00$72.50Sep 18$0.32$0.32$2.1862%0.15$70.32
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. -- 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 1.60% of stock, avg 2.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$75.00$67.50Sep 18$0.15$0.95$1.10$66.40$76.10
$72.50$67.50Sep 18$0.68$0.95$1.63$65.87$74.13
$70.00$67.50Sep 18$1.00$0.95$1.95$65.55$71.95

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 $-0.36, 1 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$70.00$72.501:2Sep 18-$0.36$2.14
$72.50$75.001:2Sep 18$0.38$2.12
PUTS (0)
No puts found

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.16%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Sep 18$0.800.381.9%1.16%3.10%2--
$72.50Sep 18$0.100.245.6%0.15%5.72%1388

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. 48 contracts (avg 187 vol/day, 48 traded recently)

WRB averages only 187 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 $72.00 01-15 call last traded $3.00 on 08/21 (now $2.70/$3.10) — try a limit near $2.90. Also watch the $79.50 01-15 call last traded $1.06 on 08/21 (now $0.70/$1.10) — try a limit near $0.90; the $69.50 01-15 call last traded $4.40 on 08/21 (now $2.60/$4.40) — try a limit near $3.50.
CALLS (25)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$69.50Oct 16$1.80$2.20$2.00$2.18 08/21$1.98–$7.30$2.00--
$69.50Jan 15$2.60$4.40$3.50$4.40 08/21$3.43–$8.75$3.50231
$70.00Sep 18$0.80$1.20$1.00$1.12 08/21$0.95–$6.45$1.00--
$70.00Apr 16$5.10$6.00$5.55$5.40 08/21$5.40–$5.75$5.40--
$67.00Oct 16$2.80$3.80$3.30$10.24 07/27$3.30–$9.50$3.30--
$67.00Jan 15$5.20$5.80$5.50$7.60 08/07$5.25–$11.20$5.50--
$72.00Oct 16$0.70$1.25$0.98$1.18 08/21$0.93–$5.55$0.98--
$72.00Jan 15$2.70$3.10$2.90$3.00 08/21$2.55–$7.55$2.90149
$72.50Sep 18$0.10$1.25$0.68$0.50 08/21$0.38–$4.65$0.50388
$64.50Oct 16$4.60$5.80$5.20$8.40 06/25$5.20–$11.75$5.20--
$64.50Jan 15$6.20$7.70$6.95$7.18 08/21$6.95–$13.05$6.95--
$74.50Oct 16$0.00$0.65$0.33$0.86 08/20$0.33–$4.30$0.33--
$74.50Jan 15$1.85$2.40$2.13$2.50 08/20$2.03–$6.35$2.13--
$75.00Sep 18$0.00$0.30$0.15$0.34 08/18$0.15–$3.55$0.15--
$62.00Jan 15$7.80$9.70$8.75$10.17 08/17$8.75–$15.40$8.75--
$77.00Oct 16$0.05$0.65$0.35$0.45 08/19$0.18–$3.23$0.35--
$60.00Apr 16$10.60$12.70$11.65$13.00 08/20$11.65–$12.80$11.65--
$77.50Sep 18$0.00$0.10$0.05$0.22 08/18$0.05–$2.15$0.05--
$79.50Oct 16$0.00$1.55$0.78$0.60 08/07$0.38–$2.50$0.60--
$79.50Jan 15$0.70$1.10$0.90$1.06 08/21$0.90–$3.95$0.9053
$80.00Sep 18$0.00$0.70$0.35$0.26 08/10$0.20–$2.00$0.26--
$84.50Jan 15$0.00$0.75$0.38$0.80 08/12$0.38–$2.15$0.38--
$85.00Sep 18$0.00$2.10$1.05$0.15 07/30$0.05–$1.13$0.15--
$49.50Oct 16$18.50$20.10$19.30$24.50 07/14$19.30–$26.30$19.30--
$89.50Jan 15$0.00$0.60$0.30$0.85 07/27$0.30–$0.93$0.30--
PUTS (23)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$69.50Oct 16$2.35$2.80$2.58$2.10 08/20$1.22–$2.75$2.35--
$69.50Jan 15$3.80$4.30$4.05$4.10 08/21$2.17–$4.55$4.05--
$67.50Sep 18$0.75$1.15$0.95$1.05 08/21$0.63–$1.30$0.95--
$70.00Sep 18$1.70$2.40$2.05$2.15 08/21$0.93–$2.58$2.05--
$67.00Oct 16$1.30$1.65$1.48$1.51 08/21$0.80–$2.17$1.48--
$67.00Jan 15$2.70$3.10$2.90$2.95 08/21$1.75–$3.30$2.90--
$72.00Oct 16$3.80$4.40$4.10$3.10 08/14$2.05–$4.25$3.80--
$72.00Jan 15$5.10$5.80$5.45$5.40 08/21$3.68–$6.00$5.40--
$65.00Sep 18$0.15$0.70$0.43$0.54 08/20$0.38–$0.70$0.43--
$65.00Apr 16$2.40$4.60$3.50$2.95 08/20$2.85–$3.50$2.95--
$72.50Sep 18$2.65$5.40$4.03$3.50 08/20$1.93–$4.03$3.50--
$64.50Oct 16$0.65$1.75$1.20$0.94 08/21$0.63–$1.70$0.94--
$64.50Jan 15$1.85$2.45$2.15$1.80 08/19$1.22–$2.40$1.85--
$74.50Oct 16$5.80$6.40$6.10$3.60 08/04$3.00–$6.10$5.80--
$74.50Jan 15$6.40$7.90$7.15$4.80 07/30$3.95–$7.15$6.40--
$75.00Sep 18$4.90$7.80$6.35$4.75 08/18$2.53–$6.40$4.90--
$62.00Oct 16$0.00$0.60$0.30$0.55 07/30$0.30–$1.43$0.30--
$62.00Jan 15$1.25$1.75$1.50$1.35 08/19$0.88–$1.90$1.35--
$59.50Oct 16$0.05$0.95$0.50$0.39 08/03$0.38–$1.20$0.39--
$59.50Jan 15$0.60$1.55$1.08$1.25 06/25$0.98–$1.95$1.08--
$79.50Jan 15$10.00$12.30$11.15$6.00 07/28$6.95–$11.15$10.00--
$57.00Jan 15$0.10$1.15$0.63$0.70 07/24$0.63–$1.65$0.63--
$54.50Jan 15$0.10$1.05$0.58$0.85 06/24$0.53–$1.48$0.58--

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 27
Total Puts 11
Put/Call Ratio 0.41
Net Difference 16

Prior's Put/Call Breakdown

Total Calls 69
Total Puts 82
Put/Call Ratio 1.19
Net Difference -13

Prior 7-Day Put/Call Summary

Total Calls 832
Total Puts 373
Average Put/Call Ratio 0.97
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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