The Travelers Companies, Inc. (TRV)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 00:38 UTC · Figures derived from the full chain (546 contracts, 7 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Oct 16, 2026 (44 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 ±6.5% (range 340.17–387.67) by Oct 16, 2026. ATM straddle: 23.75 @ strike 360 · ATM IV: 23.0%.
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) |
|---|---|---|---|
| 327.53 | -10% | 90.0% | 10.0% |
| 345.72 | -5% | 72.7% | 27.3% |
| 363.92 | +0% | 48.4% | 51.6% |
| 382.12 | +5% | 25.7% | 74.3% |
| 400.31 | +10% | 10.9% | 89.1% |
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: Oct 16, 2026 · lognormal model, 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. |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | ±3.8% | 21.6% | 2,993 |
| Oct 16, 2026 | 44 | ±6.5% | 23.0% | 3,857 |
| Jan 15, 2027 | 135 | ±11.5% | 23.5% | 5,481 |
Open interest by strike — Oct 16
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): 340 C · 865370 C · 453380 C · 452390 C · 450400 C · 381
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
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 3.9% · median 3.2% (20 reports) — two-session close-to-close window; definition
About The Travelers Companies, Inc.
The Travelers Companies, Inc., through its network of subsidiaries, delivers a broad spectrum of commercial and personal property and casualty insurance products and services. These offerings cater to businesses, government entities, associations, and individual clients both within the United States and internationally. The company's operations are divided into three primary segments: Business Insurance, Bond & Specialty Insurance, and Personal Insurance. The Business Insurance segment provides a comprehensive portfolio of commercial coverages, ranging from foundational offerings like workers' compensation, commercial auto, property, general liability, multi-peril, and employers' liability, to more specialized policies. These specialized offerings include public and product liability, professional indemnity, marine, aviation, onshore and offshore energy, construction, terrorism, personal accident, and even kidnap and ransom insurance. This segment serves a diverse clientele, from small and mid-sized enterprises to large corporations, and also focuses on sectors like commercial trucking and agriculture. Its products are distributed through a robust network of independent brokers, wh
Financial Services · Insurance - Property & Casualty · NYSE · Profile: Financial Modeling Prep
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SOFI · IV 47.4%HOOD · IV 60.7%MARA · IV 81.7%COIN · IV 61.6%NU · IV 39.8%BAC · IV 20.8%