The Travelers Companies TRV 409.25 13.84 3.5%
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
View values by strike
| Strike | Calls | Puts |
|---|---|---|
| 115.00 | 0 | -61 |
| 120.00 | 0 | -43.3 |
| 135.00 | 0 | -91.4 |
| 140.00 | 0 | -83.3 |
| 145.00 | 16.1 | -133 |
| 150.00 | 153 | -764 |
| 155.00 | 0 | -818 |
| 160.00 | 172 | -35.3 |
| 165.00 | 154 | -294 |
| 170.00 | 48.8 | -417 |
| 175.00 | 56.6 | -288 |
| 180.00 | 366 | -901 |
| 185.00 | 1.1 K | -1.05 K |
| 190.00 | 689 | -675 |
| 195.00 | 425 | -853 |
| 200.00 | 1.32 K | -2.48 K |
| 210.00 | 1.67 K | -2.74 K |
| 220.00 | 1.27 K | -3.36 K |
| 230.00 | 2.31 K | -3.71 K |
| 240.00 | 3.24 K | -4.69 K |
| 250.00 | 1.83 K | -4.05 K |
| 260.00 | 1.11 K | -29.3 K |
| 270.00 | 7.2 K | -22.5 K |
| 280.00 | 13.3 K | -23.9 K |
| 290.00 | 15.7 K | -17.9 K |
| 300.00 | 21.7 K | -46.1 K |
| 310.00 | 14.2 K | -27.9 K |
| 320.00 | 33 K | -84.6 K |
| 330.00 | 57.2 K | -106 K |
| 340.00 | 77.5 K | -192 K |
| 350.00 | 125 K | -130 K |
| 360.00 | 170 K | -363 K |
| 370.00 | 309 K | -814 K |
| 380.00 | 672 K | -446 K |
| 390.00 | 1.31 M | -2.59 M |
| 400.00 | 1.63 M | -2.27 M |
| 410.00 | 3.22 M | -61.9 K |
| 420.00 | 1.46 M | -48.5 K |
| 430.00 | 836 K | -1.59 K |
| 440.00 | 957 K | -9.38 K |
| 450.00 | 218 K | -69.3 K |
| 460.00 | 104 K | -35.5 K |
| 470.00 | 126 K | -19.6 K |
| 480.00 | 59.5 K | 0 |
| 490.00 | 25 K | 0 |
| 500.00 | 15 K | 0 |
| 510.00 | 634 | 0 |
| 520.00 | 9.53 K | 0 |
| 540.00 | 22.8 K | 0 |
| 560.00 | 1.91 K | 0 |