Chubb Limited (CB)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:34 UTC · Figures derived from the full chain (874 contracts, 10 expirations) · IV own-history percentile appears after 60 recorded days (27 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±5.4% (range 340.19–379.39) by Nov 20, 2026. ATM straddle: 19.60 @ strike 360 · ATM IV: 22.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 323.81 | -10% | 94.4% | 5.6% |
| 341.80 | -5% | 77.5% | 22.5% |
| 359.79 | +0% | 48.7% | 51.3% |
| 377.78 | +5% | 21.7% | 78.3% |
| 395.77 | +10% | 6.7% | 93.3% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±5.4% | 22.0% | 6,064 |
| Dec 18, 2026 | 60 | ±6.9% | 20.8% | 4,107 |
| Jan 15, 2027 | 88 | ±8.2% | 20.4% | 11.1K |
| Feb 19, 2027 | 123 | ±10.2% | 21.6% | 689 |
| Mar 19, 2027 | 151 | ±11.1% | 21.4% | 2,948 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 365 C · 1,174340 P · 678260 P · 656345 C · 607375 C · 476
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 14 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 100.0% of the time.
Past earnings reactions
Avg |reaction| 2.3% · median 1.5% (20 reports). Two-session close-to-close window; definition
About Chubb Limited
Chubb Limited, headquartered in Zurich, Switzerland, is a global insurer and reinsurer, offering a broad spectrum of products across various markets. In North America, its Commercial Property & Casualty (P&C) division caters to businesses of all scales, from large corporations to small enterprises, providing a wide range of policies. These encompass commercial property, casualty, workers' compensation, package deals, risk management, financial lines, marine, construction, environmental, medical, cyber risk, surety, and excess casualty, alongside group accident and health insurance. The North America Personal P&C unit serves affluent individuals and high-net-worth families, delivering coverage for homeowners, automobiles (including collector vehicles), valuable possessions, personal and excess liability, travel, and recreational marine risks, complete with related services. Furthermore, its North American Agricultural Insurance arm specializes in multi-peril crop and crop-hail protection, as well as policies for farm and ranch properties and commercial agriculture. Internationally, the Overseas General Insurance segment provides traditional commercial P&C coverage and unique solutio
Financial Services · Insurance - Property & Casualty · NYSE · Profile: Financial Modeling Prep
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