ThetaOwl

CB

Chubb LimitedFinancial Services
$328.33
Bullish
Mkt Cap: $128.41B|Float: 353.9M|SI: 1.1%|DTC: 2.2
Data as of market close Apr 2, 2026
IV Rank
46
IV Pctl
67%
HV 20d
1737.0%
52W Range
$263-$345
ATR(14)
$5.64
Exp. Move
±3.1%
P/C Ratio
0.44
Earnings
Apr 21
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Moderate
Low Put/Call

CB Key Options Data

IV Rank
46.4%
Total GEX
$0.01B
Total DEX
$1.0M
Max Pain
$320.00
Expected Move
±3.1%
Put/Call OI
0.44
Net Premium
$2.5M
Spot Price
$328.33

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$10.30±3.1%$318.03$338.63
2026-05-1543±$21.60±6.6%$306.73$349.93
2026-06-1877±$27.35±8.3%$300.98$355.68
2026-08-21141±$37.40±11.4%$290.93$365.73
2026-09-18169±$42.25±12.9%$286.08$370.58
2026-11-20232±$8.60±2.6%$319.73$336.93

Explore CB options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.