Tour v526
WRB
BERKLEY W R CORP
$67.56 -1.29%
8/31 19:14

Option Volume

Detail
Current (08/31) 121
Calls: 78 (64%)
Puts: 43 (36%)
Prior (08/28) 8
Calls: 2 (25%)
Puts: 6 (75%)
Current vs Prior +1412.50%
Calls: +3800.00% (Calls)
Puts: +616.67% (Puts)
Prior 7-Day Total 762
Calls: 455 (60%)
Puts: 307 (40%)
Prior 7-Day Average 108
Calls: 65 (60%)
Puts: 43 (40%)
Current vs Prior 7-Day Avg +11.15%
Calls: +20.00%
Puts: -1.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31) $31.8K
Calls: $25.9K (81%)
Puts: $5.9K (19%)
Prior (08/28) $1.2K
Calls: $198 (16%)
Puts: $1.0K (84%)
Current vs Prior +2539.39%
Calls: +12978.79%
Puts: +488.79%
Prior 7-Day Total $157.2K
Calls: $96.5K (61%)
Puts: $60.7K (39%)
Prior 7-Day Average $22.4K
Calls: $13.8K (61%)
Puts: $8.7K (39%)
Current vs Prior 7-Day Avg +41.79%
Calls: +87.93%
Puts: -31.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 0.55
Prior (08/28) 3.00
Current vs Prior -81.62%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -44.19%
Sentiment BULLISH

Open Interest

Detail
Current (08/31) 1,285
Calls: 921 (72%)
Puts: 364 (28%)
Prior (08/28) 210
Calls: 210 (100%)
Puts: -- (0%)
Current vs Prior +511.90%
Prior 7-Day Total 7,157
Calls: 5,286 (74%)
Puts: 1,871 (26%)
Prior 7-Day Average 1,022
Calls: 755 (67%)
Puts: 374 (33%)
Current vs Prior 7-Day Avg +25.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 5.92% | 8.23%
Prior 5.89% | 8.55%
Current vs Prior +0.55% | -3.72%
Prior 7-Day Avg 6.13% | 8.47%
Current vs 7-Day Avg -3.43% | -2.89%
Prior 7-Day Eod 5.89% | 8.55%
Current vs 7-Day Eod +0.55% | -3.72%
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 81% of dollar volume in calls ($25.9K) vs puts ($5.9K). Massive premium surge with dollar volume up 2539% vs prior. Unusually high activity with volume up 1412% vs prior - elevated interest. Bullish P/C ratio of 0.55.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 0.64, highest 0.75)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 181.201.70$1.4534.5%60.5319
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Sep 182.003.10$2.5543.1%20.75--

Most actively traded options today. High liquidity = easy entry/exit. 3 active (total vol 38, top 30)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 181.201.70$1.4534.5%60.5319
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Sep 181.001.40$1.2033.3%300.48137
$70.00Sep 182.003.10$2.5543.1%20.75--

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. 1 found (best R:R 0.85, avg 0.85)

BULL CALL (0)
No bull call found
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$70.00$67.50Sep 18$1.35$1.15$1.3575%0.85$68.65

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. 1 found (cheapest 3.92% of stock, avg 3.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.50Sep 18$1.45$1.20$2.65$64.85$70.153.92%

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

No strangle setups found

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. 1 found (best net $0.15, -- credits)

CALLS (0)
No calls found
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$70.00$67.501:2Sep 18$0.15$2.35

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. 49 contracts (avg 184 vol/day, 48 traded recently)

WRB averages only 184 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 $67.00 01-15 call last traded $7.60 on 08/07 (now $4.30/$4.90) — try a limit near $4.60. Also watch the $69.50 01-15 call last traded $3.66 on 08/27 (now $3.00/$3.60) — try a limit near $3.30; the $67.00 10-16 call last traded $10.24 on 07/27 (now $2.35/$2.90) — try a limit near $2.63. Most tradeable put: the $67.50 09-18 put last traded $1.10 on 08/27 (now $1.00/$1.40) — try a limit near $1.10.
CALLS (28)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$67.50Sep 18$1.20$1.70$1.45$1.95 08/27$1.45–$6.10$1.4519
$67.00Oct 16$2.35$2.90$2.63$10.24 07/27$2.63–$6.85$2.6385
$67.00Jan 15$4.30$4.90$4.60$7.60 08/07$4.60–$8.70$4.6079
$69.50Oct 16$1.00$1.55$1.27$2.18 08/21$1.27–$5.25$1.27199
$69.50Jan 15$3.00$3.60$3.30$3.66 08/27$3.30–$7.05$3.30237
$70.00Sep 18$0.20$0.80$0.50$0.85 08/28$0.50–$4.10$0.50--
$70.00Apr 16$3.90$5.40$4.65$5.40 08/21$4.65–$5.75$4.65--
$64.50Jan 15$5.90$7.50$6.70$7.18 08/21$6.45–$10.65$6.70--
$64.50Oct 16$4.00$5.40$4.70--$4.70–$4.70$4.00109
$72.00Oct 16$0.45$0.75$0.60$1.25 08/28$0.60–$3.40$0.60--
$72.00Jan 15$2.05$2.60$2.33$2.60 08/27$2.33–$5.45$2.33--
$72.50Sep 18$0.00$0.70$0.35$0.21 08/27$0.28–$2.65$0.21--
$62.00Jan 15$7.60$9.30$8.45$10.17 08/17$8.40–$12.40$8.45--
$74.50Oct 16$0.05$0.40$0.23$0.86 08/20$0.23–$2.70$0.23--
$74.50Jan 15$0.45$1.85$1.15$2.50 08/20$1.15–$4.15$1.15193
$75.00Sep 18$0.00$0.30$0.15$0.07 08/26$0.15–$1.40$0.07--
$75.00Apr 16$2.05$3.80$2.93$3.20 08/26$2.93–$3.65$2.93--
$60.00Apr 16$9.30$12.10$10.70$13.00 08/20$10.70–$12.80$10.70--
$77.00Oct 16$0.00$0.90$0.45$0.45 08/19$0.18–$1.55$0.45--
$77.50Sep 18$0.00$0.75$0.38$0.22 08/18$0.05–$0.70$0.22--
$77.50Jan 15$0.00$1.30$0.65$1.30 08/25$0.65–$1.65$0.65--
$79.50Oct 16$0.00$1.70$0.85$0.05 08/27$0.18–$1.60$0.05--
$79.50Jan 15$0.30$3.00$1.65$0.95 08/26$0.90–$2.38$0.95--
$80.00Sep 18$0.00$0.75$0.38$0.26 08/10$0.20–$0.60$0.26--
$84.50Jan 15$0.00$0.75$0.38$0.35 08/27$0.38–$1.48$0.35--
$85.00Sep 18$0.00$0.75$0.38$0.15 07/30$0.05–$1.13$0.15--
$49.50Oct 16$17.80$19.90$18.85$24.50 07/14$18.85–$23.70$18.85--
$89.50Jan 15$0.00$0.60$0.30$0.85 07/27$0.30–$0.85$0.30--
PUTS (21)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$67.50Sep 18$1.00$1.40$1.20$1.10 08/27$0.63–$1.20$1.10137
$67.00Oct 16$1.55$1.90$1.73$1.50 08/28$0.80–$2.17$1.55--
$67.00Jan 15$2.55$3.50$3.03$2.95 08/21$1.75–$3.30$2.95--
$69.50Oct 16$2.65$3.20$2.93$2.10 08/20$1.22–$2.93$2.65--
$69.50Jan 15$4.00$4.70$4.35$4.10 08/21$2.60–$4.55$4.10--
$70.00Sep 18$2.00$3.10$2.55$2.10 08/25$1.20–$2.58$2.10--
$65.00Sep 18$0.25$0.65$0.45$0.54 08/20$0.35–$0.70$0.45--
$65.00Apr 16$2.70$4.10$3.40$2.95 08/20$2.85–$3.50$2.95--
$64.50Oct 16$0.70$1.20$0.95$0.79 08/25$0.63–$1.70$0.79227
$64.50Jan 15$1.10$2.95$2.03$1.80 08/19$1.38–$2.40$1.80--
$72.00Oct 16$4.30$5.60$4.95$4.40 08/27$2.05–$4.95$4.40--
$72.00Jan 15$5.50$6.30$5.90$5.40 08/21$3.70–$6.00$5.50--
$72.50Sep 18$3.60$6.30$4.95$4.31 08/27$2.28–$4.95$4.31--
$62.00Oct 16$0.10$0.80$0.45$0.55 07/30$0.30–$1.43$0.45--
$62.00Jan 15$1.30$1.90$1.60$1.75 08/28$0.88–$2.33$1.60--
$74.50Oct 16$6.10$7.70$6.90$3.60 08/04$3.58–$6.90$6.10--
$74.50Jan 15$6.60$8.10$7.35$4.80 07/30$4.75–$7.55$6.60--
$75.00Sep 18$6.10$8.80$7.45$4.75 08/18$3.73–$7.45$6.10--
$59.50Oct 16$0.00$2.35$1.18$0.39 08/03$0.38–$1.18$0.39--
$57.00Jan 15$0.30$2.55$1.42$0.70 07/24$0.63–$1.65$0.70--
$79.50Jan 15$10.70$12.70$11.70$6.00 07/28$8.30–$11.70$10.70--

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 78
Total Puts 43
Put/Call Ratio 0.55
Net Difference 35

Prior's Put/Call Breakdown

Total Calls 2
Total Puts 6
Put/Call Ratio 3.00
Net Difference -4

Prior 7-Day Put/Call Summary

Total Calls 455
Total Puts 307
Average Put/Call Ratio 0.99
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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