The Travelers Companies, Inc. (TRV)
Ikhtisar · Rantai opsi · Volatilitas · Riwayat pergerakan yang diharapkan · Laba
Cboe delayed options data · per 06:43 UTC · Angka yang diturunkan dari rantai opsi penuh (686 kontrak, 9 kedaluwarsa) · Persentil riwayat IV sendiri muncul setelah 60 hari pencatatan (29 sejauh ini)
Pergerakan yang diharapkan · Nov 20, 2026 (31 hari)
Metodologi →Dibaca dari harga opsi: straddle at-the-money berharga sebesar ini, sehingga pasar memperkirakan pergerakan sekitar sebesar itu ke salah satu arah pada tanggal ini. Ini adalah estimasi besarnya pergerakan, bukan prediksi arahnya.
Opsi memperkirakan pergerakan sekitar ±5.4% (rentang 364.60–406.30) oleh Nov 20, 2026. ATM straddle: 20.85 @ strike 390 · ATM IV: 22.4%.
Distribusi probabilitas
Model & asumsi →Kurva ini menunjukkan kisaran hasil yang diperkirakan oleh model lognormal — yang menggunakan implied volatility saat ini — pada ekspirasi ini. Bagian yang diarsir: pita pergerakan yang diperkirakan.
| Level | vs harga | P(di atas)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(di bawah) |
|---|---|---|---|
| 346.90 | -10% | 94.3% | 5.7% |
| 366.18 | -5% | 77.4% | 22.6% |
| 385.45 | +0% | 48.7% | 51.3% |
| 404.72 | +5% | 21.8% | 78.2% |
| 424.00 | +10% | 6.8% | 93.2% |
Probabilitas yang diestimasi model untuk harga berakhir di atas/di bawah setiap level saat kedaluwarsa: estimasi berdasarkan asumsi tertentu, bukan prediksi.
Penjelajah probabilitas
Geser slider ke level mana pun dan lihat perkiraan peluang dari model bahwa saham akan berakhir di atas atau di bawah level tersebut pada expirasi yang dipilih.
Horizon: Nov 20, 2026 · Model lognormal dengan zero drift: estimasi, bukan prediksi. Asumsi
Expirasi
Buka rantai opsi →| Kedaluwarsa | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | ±5.4% | 22.4% | 1,524 |
| Dec 18, 2026 | 59 | ±7.1% | 21.7% | 125 |
| Jan 15, 2027 | 87 | ±8.5% | 21.3% | 6,781 |
| Apr 16, 2027 | 178 | ±12.9% | 22.9% | 148 |
Open interest per strike · Nov 20
Tempat posisi opsi terkonsentrasi. Batang teal adalah call, batang merah adalah put; garis putus-putus adalah harga saat ini.
Konsentrasi open interest terbesar (semua kedaluwarsa ≤ 60 hari): 410 C · 386380 C · 139400 C · 129390 C · 122340 P · 83
Struktur tenor IV
Halaman volatilitas →Implied volatility at-the-money untuk setiap tanggal kedaluwarsa. Tonjolan di sekitar suatu tanggal sering menandai acara terjadwal yang sedang dihargai oleh pasar.
Kapan open interest kedaluwarsa?
Implied vs volatilitas terealisasi
HV dari penutupan harian tersimpan kami (disetahunkan); IV30 diinterpolasi dari rantai opsi. Metode
Harga, 60 sesi terakhir
Penutupan harian; Financial Modeling Prep.
Rekam jejak
Riwayat lengkap →Dari 43 perbandingan snapshot-versus-hasil yang direkam sejauh ini, penutupan berada di dalam kisaran yang diperkirakan 74.4% dari waktu ke waktu.
Reaksi pendapatan masa lalu
Rata-rata |reaksi| 3.7% · median 3.2% (22 laporan). Jendela waktu dua sesi penutupan ke penutupan; definisi
Tentang 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
Layanan Keuangan · Insurance - Property & Casualty · NYSE · Profil: Financial Modeling Prep
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SOFI · IV 58.9%HOOD · IV 66.6%MARA · IV 93.6%BAC · IV 23.9%COIN · IV 69.3%NU · IV 58.0%