CB option chain Chubb Limited
Cboe delayed options data · as of 12:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.8% (306.02–372.82) · ATM IV 20.1% · P/C open interest 0.87
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 168.60 | 172.30 | 1.00 | 0.0001 | 0.000 | 170 | 0 | 2.40 | 2 | 63.3% | -0.00 | 0.0001 | -0.002 | ||||
| 163.70 | 167.80 | 1 | 44.1% | 1.00 | 0.0001 | 0.000 | 175 | 0 | 2.40 | 15 | 61.0% | -0.00 | 0.0001 | -0.002 | ||
| 158.70 | 162.60 | 5 | 1.00 | 0.0001 | 0.000 | 180 | 0 | 1.00 | 57 | 50.9% | -0.00 | 0.0001 | -0.002 | |||
| 153.80 | 157.90 | 39.6% | 1.00 | 0.0001 | 0.000 | 185 | 0 | 2.45 | 4 | 56.7% | -0.00 | 0.0001 | -0.002 | |||
| 149.00 | 152.70 | 33.3% | 1.00 | 0.0001 | 0.000 | 190 | 0 | 2.50 | 11 | 54.8% | -0.00 | 0.0001 | -0.003 | |||
| 144.10 | 147.60 | 1.00 | 0.0002 | 0.000 | 195 | 0 | 2.55 | 10 | 53.0% | -0.00 | 0.0002 | -0.003 | ||||
| 139.00 | 143.00 | 14 | 37.3% | 1.00 | 0.0002 | 0.000 | 200 | 0 | 2.55 | 20 | 50.8% | -0.00 | 0.0002 | -0.004 | ||
| 129.40 | 133.40 | 53 | 36.0% | 0.99 | 0.0003 | 0.000 | 210 | 0 | 1.30 | 146 | 41.6% | -0.01 | 0.0003 | -0.005 | ||
| 119.90 | 123.00 | 11 | 30.2% | 0.99 | 0.0004 | 0.000 | 220 | 0 | 2.70 | 121 | 43.5% | -0.01 | 0.0004 | -0.006 | ||
| 110.30 | 113.30 | 17 | 30.9% | 0.99 | 0.0006 | 0.000 | 230 | 0 | 2.80 | 78 | 40.1% | -0.01 | 0.0006 | -0.008 | ||
| 100.10 | 103.50 | 3 | 25.0% | 0.98 | 0.0008 | 0.000 | 240 | 0 | 2.90 | 118 | 36.7% | -0.02 | 0.0008 | -0.011 | ||
| 90.40 | 93.50 | 53 | 22.0% | 0.97 | 0.0011 | 0.000 | 250 | 0 | 3.10 | 167 | 33.7% | -0.03 | 0.0011 | -0.014 | ||
| 81.30 | 83.80 | 29 | 24.7% | 0.96 | 0.0015 | 0.000 | 260 | 0.5000 | 3.30 | 187 | 31.7% | -0.04 | 0.0016 | -0.018 | ||
| 71.80 | 74.50 | 128 | 24.4% | 0.94 | 0.0021 | -0.002 | 270 | 0.2500 | 3.40 | 549 | 28.0% | -0.06 | 0.0021 | -0.022 | ||
| 62.40 | 65.00 | 75 | 23.0% | 0.92 | 0.0028 | -0.010 | 280 | 1.50 | 2.25 | 47 | 532 | 24.7% | -0.08 | 0.0029 | -0.027 | |
| 53.00 | 56.00 | 399 | 21.9% | 0.89 | 0.0038 | -0.018 | 290 | 2.25 | 3.80 | 701 | 24.5% | -0.11 | 0.0039 | -0.034 | ||
| 44.40 | 48.00 | 126 | 21.3% | 0.85 | 0.0050 | -0.027 | 300 | 3.40 | 4.00 | 587 | 22.4% | -0.15 | 0.0051 | -0.040 | ||
| 36.40 | 39.30 | 46 | 21.1% | 0.80 | 0.0063 | -0.036 | 310 | 4.90 | 6.10 | 177 | 21.8% | -0.21 | 0.0065 | -0.047 | ||
| 29.10 | 31.80 | 140 | 20.8% | 0.73 | 0.0076 | -0.045 | 320 | 7.30 | 9.50 | 2 | 258 | 21.9% | -0.28 | 0.0079 | -0.053 | |
| 22.10 | 24.80 | 618 | 19.9% | 0.65 | 0.0088 | -0.051 | 330 | 10.10 | 13.30 | 233 | 21.4% | -0.36 | 0.0093 | -0.057 | ||
| 16.70 | 19.10 | 1,468 | 19.8% | 0.56 | 0.0097 | -0.055 | 340 | 13.90 | 17.10 | 598 | 20.4% | -0.46 | 0.0103 | -0.059 | ||
| 12.00 | 14.40 | 21 | 126 | 19.6% | 0.46 | 0.0099 | -0.055 | 350 | 19.20 | 22.00 | 77 | 19.9% | -0.57 | 0.0109 | -0.059 | |
| 7.80 | 10.40 | 288 | 19.0% | 0.37 | 0.0096 | -0.052 | 360 | 25.40 | 28.60 | 56 | 19.8% | -0.67 | 0.0110 | -0.056 | ||
| 5.80 | 6.90 | 11 | 194 | 19.0% | 0.28 | 0.0086 | -0.047 | 370 | 32.70 | 36.10 | 18 | 19.7% | -0.78 | 0.0105 | -0.050 | |
| 2.80 | 4.90 | 15 | 269 | 18.2% | 0.21 | 0.0073 | -0.040 | 380 | 41.20 | 44.30 | 7 | 19.7% | -0.86 | 0.0089 | -0.040 | |
| 2.35 | 4.10 | 712 | 19.8% | 0.15 | 0.0060 | -0.033 | 390 | 50.40 | 53.90 | 4 | 20.9% | -0.93 | 0.0064 | -0.023 | ||
| 1.60 | 2.45 | 1 | 496 | 19.5% | 0.11 | 0.0047 | -0.027 | 400 | 60.30 | 63.00 | 21.6% | -0.97 | 0.0037 | -0.004 | ||
| 1.00 | 1.60 | 64 | 19.5% | 0.08 | 0.0036 | -0.021 | 410 | 70.10 | 73.00 | 23.5% | -0.99 | 0.0017 | 0.000 | |||
| 0 | 3.20 | 26 | 22.5% | 0.06 | 0.0028 | -0.017 | 420 | 79.20 | 83.40 | 24.0% | -1.00 | 0.0006 | 0.000 | |||
| 0 | 2.85 | 50 | 23.9% | 0.04 | 0.0021 | -0.013 | 430 | 89.40 | 93.40 | 26.9% | -1.00 | 0.0002 | 0.000 | |||
| 0.0500 | 0.8500 | 1 | 20.8% | 0.03 | 0.0016 | -0.010 | 440 | 100.00 | 103.30 | 30.6% | -1.00 | 0.0000 | 0.000 | |||
| 0.0500 | 1.20 | 1 | 64 | 23.5% | 0.02 | 0.0012 | -0.008 | 450 | 110.00 | 113.30 | 32.6% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 2.45 | 1 | 4 | 28.3% | 0.02 | 0.0009 | -0.006 | 460 | 120.00 | 122.90 | 33.3% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 2.35 | 1 | 3 | 29.7% | 0.01 | 0.0007 | -0.005 | 470 | 130.00 | 133.30 | 36.5% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 1.25 | 1 | 6 | 28.0% | 0.01 | 0.0005 | -0.004 | 480 | 140.00 | 142.90 | 37.0% | -1.00 | 0.0000 | 0.000 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs