CB
Chubb LimitedClose $345.29EOD onlyThis page reflects CB options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 245.00 | 118.31 | 98.70 | 101.90 | 0.00 | 2 | 2 | 106.3% | 1.000 | 0.0000 | -0.032 | 0.000 | 0.020 |
| 260.00 | 85.45 | 83.70 | 86.90 | 0.00 | 1 | 2 | 89.1% | 1.000 | 0.0000 | -0.034 | 0.000 | 0.021 |
| 270.00 | 73.50 | 73.70 | 76.90 | 0.00 | 7 | 6 | 78.1% | 1.000 | 0.0000 | -0.035 | 0.000 | 0.022 |
| 275.00 | 61.17 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.032 | 0.000 | 0.023 |
| 280.00 | 57.57 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.033 | 0.000 | 0.023 |
| 285.00 | 73.87 | 58.70 | 61.90 | 0.00 | 2 | 6 | 62.5% | 1.000 | 0.0001 | -0.037 | 0.000 | 0.023 |
| 290.00 | 42.33 | 62.30 | 65.10 | 0.00 | 3 | 27 | 209.8% | 0.845 | 0.0036 | -2.638 | 0.075 | 0.019 |
| 295.00 | 50.70 | 0.00 | 0.00 | 0.00 | 4 | 0 | 0.0% | 1.000 | 0.0000 | -0.035 | 0.000 | 0.024 |
| 300.00 | 44.78 | 44.20 | 46.90 | 0.00 | 6 | 21 | 70.5% | 0.987 | 0.0015 | -0.155 | 0.010 | 0.024 |
| 305.00 | 44.59 | 39.20 | 41.70 | 0.00 | 14 | 18 | 58.6% | 0.991 | 0.0013 | -0.109 | 0.008 | 0.025 |
| 310.00 | 34.68 | 33.90 | 37.20 | 0.00 | 6 | 10 | 56.4% | 0.984 | 0.0023 | -0.155 | 0.013 | 0.025 |
| 315.00 | 37.54 | 28.80 | 31.90 | 0.00 | 10 | 14 | 75.9% | 0.915 | 0.0065 | -0.649 | 0.049 | 0.023 |
| 320.00 | 25.70 | 23.80 | 27.00 | 0.00 | 1 | 47 | 67.8% | 0.899 | 0.0083 | -0.660 | 0.055 | 0.023 |
| 325.00 | 20.95 | 19.30 | 22.10 | -5.51 | 1 | 33 | 59.3% | 0.877 | 0.0110 | -0.662 | 0.064 | 0.023 |
| 330.00 | 12.60 | 14.50 | 16.40 | 0.00 | 11 | 213 | 41.3% | 0.892 | 0.0143 | -0.434 | 0.058 | 0.024 |
| 335.00 | 9.40 | 9.60 | 12.20 | 0.00 | 14 | 143 | 39.6% | 0.808 | 0.0220 | -0.595 | 0.085 | 0.022 |
| 340.00 | 6.55 | 5.20 | 7.20 | 1.95 | 5 | 379 | 28.0% | 0.737 | 0.0372 | -0.507 | 0.102 | 0.020 |
| 345.00 | 3.12 | 1.90 | 3.90 | 1.21 | 5 | 427 | 26.0% | 0.525 | 0.0488 | -0.562 | 0.125 | 0.015 |
| 350.00 | 0.05 | 0.10 | 2.10 | -1.25 | 82 | 638 | 27.7% | 0.304 | 0.0403 | -0.518 | 0.110 | 0.008 |
| 355.00 | 0.45 | 0.00 | 1.30 | 0.05 | 92 | 1,574 | 31.6% | 0.173 | 0.0259 | -0.429 | 0.080 | 0.005 |
| 360.00 | 0.15 | 0.05 | 0.50 | -0.05 | 3 | 553 | 30.4% | 0.069 | 0.0139 | -0.213 | 0.041 | 0.002 |
| 365.00 | 0.26 | 0.00 | 0.75 | 0.00 | 1 | 384 | 41.7% | 0.075 | 0.0108 | -0.311 | 0.044 | 0.002 |
| 370.00 | 0.10 | 0.00 | 1.15 | 0.05 | 7 | 276 | 55.0% | 0.088 | 0.0093 | -0.460 | 0.050 | 0.002 |
| 375.00 | 0.05 | 0.00 | 0.05 | 0.00 | 1,404 | 3,499 | 34.6% | 0.005 | 0.0012 | -0.024 | 0.004 | 0.000 |
| 380.00 | 0.20 | 0.00 | 2.15 | -1.65 | 86 | 285 | 68.2% | 0.065 | 0.0059 | -0.454 | 0.040 | 0.002 |
| 385.00 | 0.11 | 0.00 | 1.50 | -0.49 | 1 | 144 | 68.8% | 0.044 | 0.0043 | -0.335 | 0.029 | 0.001 |
| 390.00 | 0.02 | 0.00 | 2.15 | -0.03 | 1 | 164 | 81.4% | 0.054 | 0.0043 | -0.467 | 0.034 | 0.001 |
| 395.00 | 1.10 | 0.00 | 2.15 | 0.00 | 1 | 68 | 87.7% | 0.050 | 0.0037 | -0.472 | 0.032 | 0.001 |
| 400.00 | 0.70 | 0.00 | 2.15 | 0.00 | 1 | 156 | 93.8% | 0.046 | 0.0033 | -0.476 | 0.030 | 0.001 |
| 405.00 | 0.29 | 0.00 | 2.15 | 0.00 | 4 | 229 | 99.8% | 0.043 | 0.0029 | -0.480 | 0.029 | 0.001 |
| 410.00 | 0.50 | 0.00 | 2.15 | 0.00 | 1 | 1 | 105.6% | 0.041 | 0.0026 | -0.482 | 0.027 | 0.001 |
| 415.00 | 0.82 | 0.00 | 2.15 | 0.00 | 0 | 11 | 111.2% | 0.038 | 0.0024 | -0.485 | 0.026 | 0.001 |
| 420.00 | 1.10 | 0.00 | 1.10 | 0.00 | 0 | 5 | 102.6% | 0.020 | 0.0015 | -0.260 | 0.015 | 0.001 |
| 430.00 | 0.10 | 0.00 | 0.90 | 0.00 | 15 | 28 | 108.7% | 0.015 | 0.0011 | -0.214 | 0.012 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 210.00 | 0.36 | 0.00 | 2.15 | 0.00 | 3 | 5 | 264.8% | -0.014 | 0.0004 | -0.498 | 0.011 | -0.000 |
| 215.00 | 0.10 | 0.00 | 0.20 | 0.00 | 1 | 11 | 180.5% | -0.001 | 0.0001 | -0.044 | 0.001 | -0.000 |
| 220.00 | 0.80 | 0.00 | 2.45 | 0.00 | 1 | 5 | 249.4% | -0.018 | 0.0006 | -0.562 | 0.014 | -0.001 |
| 225.00 | 0.76 | 0.00 | 0.00 | 0.00 | 3 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 230.00 | 0.95 | 0.00 | 2.55 | 0.00 | 2 | 14 | 230.1% | -0.020 | 0.0007 | -0.580 | 0.015 | -0.001 |
| 235.00 | 0.02 | 0.00 | 2.15 | 0.00 | 1 | 18 | 212.6% | -0.018 | 0.0007 | -0.493 | 0.014 | -0.001 |
| 240.00 | 0.10 | 0.00 | 2.15 | 0.00 | 3 | 10 | 202.7% | -0.019 | 0.0007 | -0.491 | 0.015 | -0.001 |
| 245.00 | 0.05 | 0.00 | 2.15 | 0.00 | 23 | 170 | 193.0% | -0.020 | 0.0008 | -0.490 | 0.015 | -0.001 |
| 250.00 | 0.05 | 0.00 | 2.15 | 0.00 | 3 | 13 | 183.4% | -0.021 | 0.0009 | -0.488 | 0.016 | -0.001 |
| 255.00 | 2.20 | 0.00 | 3.00 | 0.00 | 1 | 12 | 186.5% | -0.030 | 0.0012 | -0.663 | 0.021 | -0.001 |
| 260.00 | 1.17 | 0.00 | 2.15 | 0.00 | 1 | 19 | 164.7% | -0.024 | 0.0011 | -0.485 | 0.018 | -0.001 |
| 265.00 | 0.60 | 0.00 | 2.15 | 0.00 | 1 | 7 | 155.5% | -0.026 | 0.0012 | -0.482 | 0.019 | -0.001 |
| 270.00 | 0.25 | 0.00 | 0.35 | 0.00 | 6 | 41 | 107.5% | -0.005 | 0.0004 | -0.081 | 0.005 | -0.000 |
| 275.00 | 0.10 | 0.00 | 0.10 | 0.00 | 2 | 175 | 85.9% | -0.002 | 0.0002 | -0.022 | 0.002 | -0.000 |
| 280.00 | 0.10 | 0.00 | 2.15 | 0.00 | 14 | 23 | 128.6% | -0.032 | 0.0018 | -0.474 | 0.022 | -0.001 |
| 285.00 | 0.05 | 0.00 | 2.15 | 0.00 | 1 | 90 | 119.8% | -0.034 | 0.0020 | -0.471 | 0.024 | -0.001 |
| 290.00 | 0.05 | 0.00 | 2.15 | 0.00 | 3 | 64 | 111.1% | -0.037 | 0.0023 | -0.467 | 0.025 | -0.001 |
| 295.00 | 0.05 | 0.00 | 2.15 | 0.00 | 1 | 103 | 102.4% | -0.040 | 0.0027 | -0.463 | 0.027 | -0.001 |
| 300.00 | 0.01 | 0.00 | 1.10 | 0.00 | 10 | 286 | 81.0% | -0.025 | 0.0023 | -0.247 | 0.018 | -0.001 |
| 305.00 | 0.05 | 0.00 | 2.15 | 0.00 | 50 | 98 | 85.1% | -0.049 | 0.0038 | -0.450 | 0.032 | -0.001 |
| 310.00 | 0.12 | 0.00 | 0.20 | 0.00 | 2 | 314 | 54.0% | -0.013 | 0.0019 | -0.092 | 0.010 | -0.000 |
| 315.00 | 0.02 | 0.00 | 0.60 | 0.00 | 2 | 507 | 50.8% | -0.021 | 0.0032 | -0.135 | 0.016 | -0.001 |
| 320.00 | 0.25 | 0.00 | 0.35 | 0.00 | 23 | 125 | 45.0% | -0.029 | 0.0047 | -0.154 | 0.021 | -0.001 |
| 325.00 | 0.05 | 0.05 | 0.40 | -0.27 | 2 | 111 | 38.6% | -0.040 | 0.0071 | -0.171 | 0.027 | -0.001 |
| 330.00 | 0.45 | 0.05 | 1.55 | -0.03 | 11 | 124 | 46.4% | -0.134 | 0.0149 | -0.518 | 0.068 | -0.004 |
| 335.00 | 0.60 | 0.10 | 1.90 | -0.20 | 20 | 205 | 39.5% | -0.191 | 0.0221 | -0.553 | 0.085 | -0.006 |
| 340.00 | 0.60 | 0.00 | 3.10 | -1.48 | 7 | 163 | 37.3% | -0.314 | 0.0304 | -0.677 | 0.111 | -0.009 |
| 345.00 | 1.58 | 1.10 | 4.60 | -3.32 | 2 | 194 | 32.9% | -0.478 | 0.0387 | -0.664 | 0.125 | -0.014 |
| 350.00 | 4.20 | 4.30 | 6.80 | -4.70 | 30 | 125 | 27.6% | -0.696 | 0.0404 | -0.475 | 0.109 | -0.020 |
| 355.00 | 9.65 | 9.10 | 11.20 | 0.00 | 1 | 192 | 33.4% | -0.813 | 0.0257 | -0.434 | 0.084 | -0.024 |
| 360.00 | 11.48 | 13.90 | 16.00 | 0.00 | 2 | 174 | 40.6% | -0.866 | 0.0170 | -0.421 | 0.068 | -0.026 |
| 365.00 | 14.58 | 18.40 | 21.00 | 0.00 | 4 | 5 | 49.0% | -0.889 | 0.0124 | -0.445 | 0.059 | -0.027 |
| 370.00 | 17.50 | 23.80 | 26.00 | 0.00 | 3 | 0 | 56.8% | -0.905 | 0.0095 | -0.463 | 0.053 | -0.028 |
| 375.00 | 22.70 | 28.80 | 31.00 | 0.00 | 0 | 0 | 64.4% | -0.916 | 0.0076 | -0.476 | 0.048 | -0.028 |
| 380.00 | 27.00 | 33.30 | 36.40 | 0.00 | 1 | 0 | 77.2% | -0.908 | 0.0068 | -0.623 | 0.052 | -0.029 |
| 390.00 | 40.00 | 43.30 | 45.80 | 0.00 | 0 | 0 | 81.7% | -0.945 | 0.0043 | -0.427 | 0.035 | -0.031 |
| 400.00 | 59.35 | 53.30 | 56.00 | 0.00 | 0 | 0 | 97.9% | -0.946 | 0.0036 | -0.514 | 0.034 | -0.031 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.