Tour v526
WRB
BERKLEY W R CORP
$68.34 -0.48%
8/27 19:14

Option Volume

Detail
Current (08/27) 69
Calls: 60 (87%)
Puts: 9 (13%)
Prior (08/26) 38
Calls: 27 (71%)
Puts: 11 (29%)
Current vs Prior +81.58%
Calls: +122.22% (Calls)
Puts: -18.18% (Puts)
Prior 7-Day Total 1,216
Calls: 851 (70%)
Puts: 365 (30%)
Prior 7-Day Average 173
Calls: 121 (70%)
Puts: 52 (30%)
Current vs Prior 7-Day Avg -60.28%
Calls: -50.65%
Puts: -82.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $13.1K
Calls: $10.3K (79%)
Puts: $2.8K (21%)
Prior (08/26) $6.8K
Calls: $5.7K (83%)
Puts: $1.2K (17%)
Current vs Prior +92.23%
Calls: +82.28%
Puts: +141.27%
Prior 7-Day Total $202.3K
Calls: $137.6K (68%)
Puts: $64.7K (32%)
Prior 7-Day Average $28.9K
Calls: $19.7K (68%)
Puts: $9.2K (32%)
Current vs Prior 7-Day Avg -54.63%
Calls: -47.43%
Puts: -69.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.15
Prior (08/26) 0.41
Current vs Prior -63.18%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -78.27%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 599
Calls: 435 (73%)
Puts: 164 (27%)
Prior (08/26) 821
Calls: 821 (100%)
Puts: -- (0%)
Current vs Prior -27.04%
Prior 7-Day Total 7,356
Calls: 5,431 (74%)
Puts: 1,925 (26%)
Prior 7-Day Average 1,050
Calls: 775 (71%)
Puts: 320 (29%)
Current vs Prior 7-Day Avg -43.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 6.38% | 8.68%
Prior 6.38% | 8.56%
Current vs Prior +0.02% | +1.34%
Prior 7-Day Avg 5.71% | 8.16%
Current vs 7-Day Avg +11.83% | +6.33%
Prior 7-Day Eod 6.38% | 8.56%
Current vs 7-Day Eod +0.02% | +1.34%
Sentiment BEARISH

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 79% of dollar volume in calls ($10.3K) vs puts ($2.8K). Elevated premium activity with dollar volume up 92% vs prior. Above-average activity with volume up 82% vs prior. Extreme bullish P/C ratio of 0.15 - heavy call buying (60 calls vs 9 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 0.72, highest 0.85)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 181.452.20$1.8341.0%190.58--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.50Sep 183.005.70$4.3562.1%10.85--

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 24, top 19)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 181.452.20$1.8341.0%190.58--
$72.50Sep 180.000.55$0.28196.4%10.14--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 180.901.35$1.1339.8%30.42137
$72.50Sep 183.005.70$4.3562.1%10.85--

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 0.55, avg 1.39)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$67.50$72.50Sep 18$1.55$3.45$1.5558%2.23$69.05
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$72.50$67.50Sep 18$3.22$1.78$3.2286%0.55$69.28

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

No setups found for this strategy

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 4.33% of stock, avg 5.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.50Sep 18$1.83$1.13$2.96$64.54$70.464.33%
$72.50Sep 18$0.28$4.35$4.63$67.87$77.136.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 1 found (cheapest 2.06% of stock, avg 2.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.50$67.50Sep 18$0.28$1.13$1.41$66.09$73.91

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 $2.09, -- credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$67.50$72.501:2Sep 18$1.27$3.73
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$72.50$67.501:2Sep 18$2.09$2.91

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. 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 $69.50 01-15 call last traded $4.40 on 08/21 (now $3.60/$4.00) — try a limit near $3.80. Also watch the $72.00 01-15 call last traded $3.00 on 08/21 (now $2.40/$2.80) — try a limit near $2.60; the $84.50 01-15 call last traded $0.80 on 08/12 (now $0.35/$0.45) — try a limit near $0.40. Most tradeable put: the $72.00 10-16 put last traded $3.10 on 08/14 (now $4.20/$5.00) — try a limit near $4.20.
CALLS (25)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$69.50Oct 16$1.55$1.95$1.75$2.18 08/21$1.75–$6.00$1.75--
$69.50Jan 15$3.60$4.00$3.80$4.40 08/21$3.43–$7.75$3.80232
$67.00Oct 16$2.75$3.50$3.13$10.24 07/27$3.13–$8.20$3.13--
$67.00Jan 15$4.70$5.70$5.20$7.60 08/07$5.20–$9.55$5.20--
$70.00Sep 18$0.55$0.85$0.70$1.12 08/21$0.70–$5.20$0.70--
$70.00Apr 16$4.70$6.20$5.45$5.40 08/21$5.40–$5.75$5.40--
$72.00Oct 16$0.70$1.15$0.93$1.18 08/21$0.93–$4.80$0.93--
$72.00Jan 15$2.40$2.80$2.60$3.00 08/21$2.55–$6.05$2.60151
$64.50Oct 16$4.20$5.30$4.75$8.40 06/25$4.75–$10.35$4.75--
$64.50Jan 15$5.70$7.20$6.45$7.18 08/21$6.45–$11.80$6.45--
$72.50Sep 18$0.00$0.55$0.28$0.50 08/21$0.28–$3.43$0.28--
$74.50Oct 16$0.10$0.75$0.43$0.86 08/20$0.33–$3.20$0.43--
$74.50Jan 15$1.60$2.05$1.83$2.50 08/20$1.83–$4.60$1.83--
$62.00Jan 15$7.80$9.00$8.40$10.17 08/17$8.40–$13.50$8.40--
$75.00Sep 18$0.00$0.30$0.15$0.34 08/18$0.15–$2.20$0.15--
$60.00Apr 16$10.40$12.20$11.30$13.00 08/20$11.30–$12.80$11.30--
$77.00Oct 16$0.00$0.65$0.33$0.45 08/19$0.18–$1.85$0.33--
$77.50Sep 18$0.00$0.10$0.05$0.22 08/18$0.05–$1.17$0.05--
$79.50Oct 16$0.00$0.35$0.18$0.60 08/07$0.18–$1.60$0.18--
$79.50Jan 15$0.75$1.90$1.33$1.06 08/21$0.90–$2.55$1.06--
$80.00Sep 18$0.00$0.70$0.35$0.26 08/10$0.20–$1.30$0.26--
$84.50Jan 15$0.35$0.45$0.40$0.80 08/12$0.38–$1.48$0.4052
$85.00Sep 18$0.00$0.75$0.38$0.15 07/30$0.05–$1.13$0.15--
$49.50Oct 16$17.90$20.20$19.05$24.50 07/14$19.05–$24.45$19.05--
$89.50Jan 15$0.00$0.60$0.30$0.85 07/27$0.30–$0.90$0.30--
PUTS (23)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$67.50Sep 18$0.90$1.35$1.13$1.05 08/21$0.63–$1.20$1.05137
$69.50Oct 16$2.60$3.00$2.80$2.10 08/20$1.22–$2.80$2.60--
$69.50Jan 15$4.10$4.60$4.35$4.10 08/21$2.17–$4.55$4.10--
$67.00Oct 16$1.35$1.80$1.58$1.51 08/21$0.80–$2.17$1.51--
$67.00Jan 15$3.00$3.30$3.15$2.95 08/21$1.75–$3.30$3.00--
$70.00Sep 18$2.10$2.95$2.53$2.15 08/21$0.93–$2.58$2.15--
$65.00Sep 18$0.10$0.70$0.40$0.54 08/20$0.38–$0.70$0.40--
$65.00Apr 16$2.70$4.00$3.35$2.95 08/20$2.85–$3.50$2.95--
$72.00Oct 16$4.20$5.00$4.60$3.10 08/14$2.05–$4.60$4.2027
$72.00Jan 15$5.20$6.00$5.60$5.40 08/21$3.70–$6.00$5.40--
$64.50Oct 16$0.55$1.20$0.88$0.94 08/21$0.63–$1.70$0.88--
$64.50Jan 15$2.00$2.45$2.23$1.80 08/19$1.22–$2.40$2.00--
$72.50Sep 18$3.00$5.70$4.35$3.50 08/20$2.00–$4.35$3.50--
$74.50Oct 16$6.10$7.10$6.60$3.60 08/04$3.28–$6.60$6.10--
$74.50Jan 15$6.80$8.30$7.55$4.80 07/30$4.75–$7.55$6.80--
$62.00Oct 16$0.20$0.70$0.45$0.55 07/30$0.30–$1.43$0.45--
$62.00Jan 15$1.40$1.85$1.63$1.35 08/19$0.88–$1.90$1.40--
$75.00Sep 18$5.20$8.70$6.95$4.75 08/18$3.00–$6.95$5.20--
$59.50Oct 16$0.05$0.75$0.40$0.39 08/03$0.38–$1.08$0.39--
$59.50Jan 15$0.85$3.10$1.98$1.25 06/25$0.98–$1.98$1.25--
$79.50Jan 15$10.60$12.60$11.60$6.00 07/28$7.30–$11.60$10.60--
$57.00Jan 15$0.35$2.95$1.65$0.70 07/24$0.63–$1.65$0.70--
$54.50Jan 15$0.10$2.50$1.30$0.85 06/24$0.53–$1.48$0.85--

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 60
Total Puts 9
Put/Call Ratio 0.15
Net Difference 51

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 851
Total Puts 365
Average Put/Call Ratio 0.69
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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