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Chubb Limited CB

i

Market dataready · fetched 2026-11-11T13:50:34.720Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T12:38:10.619615224Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:50:34.199701+00:00

Share price$365.12
1D
Price history unavailable.

Chubb Limited options

Live interpolated CB call and put midpoint premiums by absolute delta.Chubb Limited$0.60$9.42$18.24$27.06$35.88$-0.37$0.07$0.50$0.93$1.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECB PRICE$1.81$2.51$3.22$4.15$5.10$6.34$7.70$9.53$11.67$14.26$18.31$23.41$33.33$1.55$1.78$1.98$2.35$2.71$3.08
Puts——
CallsExpensive1.11×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ380.0928.9%4.6%354.4823.3%3.3%
25Δ377.5829.5%4.1%357.4220.8%2.6%
30Δ375.1030.2%3.6%360.2217.9%1.9%
35Δ372.8531.1%3.3%361.5917.1%1.6%
40Δ370.6031.9%2.9%362.9716.4%1.3%
45Δ368.2933.1%2.6%364.3515.6%1.1%
50Δ365.9534.5%2.3%
55Δ363.3036.6%2.1%
60Δ360.4439.3%1.9%
65Δ357.0241.6%1.7%
70Δ352.4446.9%1.5%
75Δ346.7352.7%1.4%
80Δ336.5666.3%1.3%

20Δ

Calls
Pseudo strike
380.09
IV
28.9%
B/E move
4.6%
Puts
Pseudo strike
354.48
IV
23.3%
B/E move
3.3%

25Δ

Calls
Pseudo strike
377.58
IV
29.5%
B/E move
4.1%
Puts
Pseudo strike
357.42
IV
20.8%
B/E move
2.6%

30Δ

Calls
Pseudo strike
375.10
IV
30.2%
B/E move
3.6%
Puts
Pseudo strike
360.22
IV
17.9%
B/E move
1.9%

35Δ

Calls
Pseudo strike
372.85
IV
31.1%
B/E move
3.3%
Puts
Pseudo strike
361.59
IV
17.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
370.60
IV
31.9%
B/E move
2.9%
Puts
Pseudo strike
362.97
IV
16.4%
B/E move
1.3%

45Δ

Calls
Pseudo strike
368.29
IV
33.1%
B/E move
2.6%
Puts
Pseudo strike
364.35
IV
15.6%
B/E move
1.1%

50Δ

Calls
Pseudo strike
365.95
IV
34.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
363.30
IV
36.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
360.44
IV
39.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
357.02
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
352.44
IV
46.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
346.73
IV
52.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
336.56
IV
66.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.86%
Daily EOD
CB19.4%20.7%22.1%2026-10-19: 21.12%2026-10-20: 21.87%2026-10-21: 19.58%2026-10-22: 19.90%2026-10-23: 20.16%2026-10-26: 20.41%2026-10-27: 20.22%2026-10-28: 20.41%2026-10-29: 20.10%2026-10-30: 20.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.12%
21.87%
19.58%
19.90%
20.16%
20.41%
20.22%
20.41%
20.10%
20.86%