Open
⌘K
Sign in Sign up

The Travelers Companies TRV 409.25 13.84 3.5%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.221
Put Call Ratio (OI)
0.901
Put Call Ratio (Vol)
0.61
IV Rank
34.5
IV Percentile
38.8
Max pain
400

Delta exposure (2026-11-04)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
16.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-294.3
294.3
View values by strike
TRV · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
115.00 0 -2.88
120.00 0 -1.99
135.00 0 -3.85
140.00 0 -3.41
145.00 99.3 -5.29
150.00 1.19 K -38.5
155.00 0 -31.1
160.00 993 -1.29
165.00 390 -12.8
170.00 96.6 -14.5
175.00 296 -12.6
180.00 977 -29.8
185.00 2.02 K -36.8
190.00 1.36 K -21.7
195.00 1.48 K -25.9
200.00 3.3 K -73.7
210.00 2.16 K -96.5
220.00 3.33 K -110
230.00 3.97 K -116
240.00 3.29 K -138
250.00 2 K -114
260.00 1.34 K -878
270.00 8.72 K -546
280.00 21.1 K -607
290.00 13.5 K -438
300.00 13.8 K -1.18 K
310.00 9.34 K -647
320.00 16 K -1.78 K
330.00 16 K -2.41 K
340.00 18.9 K -3.25 K
350.00 23.5 K -2.05 K
360.00 25.2 K -6.55 K
370.00 45.3 K -11 K
380.00 52.2 K -8.18 K
390.00 73.4 K -32.8 K
400.00 59.5 K -30.7 K
410.00 64.7 K -2.72 K
420.00 25.2 K -1.48 K
430.00 17.3 K -66.6
440.00 18.4 K -594
450.00 4.56 K -5.07 K
460.00 3.32 K -2.82 K
470.00 6.78 K -1.71 K
480.00 2.24 K 0
490.00 823 0
500.00 557 0
510.00 9.35 0
520.00 599 0
540.00 955 0
560.00 143 0