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Chubb Limited CB

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Market datapartial · fetched 2026-10-22T05:13:57.942Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003342031Z

FundamentalsAlpha Vantage · unavailable

Share price$354.95
1D-0.5%
AH$352$354$355$356$3575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCB
Sold putSold callAH

Chubb Limited options

Live interpolated CB call and put midpoint premiums by absolute delta.Chubb Limited$1.55$7.00$12.45$17.89$23.34$318.99$335.12$351.25$367.38$383.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CB spot · $354.95CB PRICE$2.14$2.91$3.75$4.60$5.49$6.57$7.99$9.43$10.90$12.53$14.33$17.72$21.77$2.29$3.07$3.94$4.91$5.90$6.90$8.12$9.45$10.64$11.74$13.19$15.30$17.59
PutsCheap0.95×
CallsCheap0.94×
SkewBullish-1.65 pp
Implied moveBalanced±$16.11
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ373.4619.4%5.8%340.1519.9%4.8%
25Δ370.4520.0%5.2%343.3019.9%4.1%
30Δ367.4720.1%4.6%346.2319.9%3.6%
35Δ364.5320.1%4.0%348.9120.1%3.1%
40Δ361.7619.8%3.5%351.5319.9%2.6%
45Δ359.0919.8%3.0%354.1019.6%2.2%
50Δ356.5920.5%2.7%356.6119.5%1.8%
55Δ354.0321.0%2.4%359.0819.5%1.5%
60Δ351.3620.9%2.1%361.3819.0%1.2%
65Δ348.6320.9%1.7%363.5818.2%0.9%
70Δ345.8220.8%1.5%365.9917.7%0.6%
75Δ341.7422.4%1.3%368.8117.7%0.4%
80Δ337.0024.0%1.1%371.7517.5%0.2%

20Δ

Calls
Pseudo strike
373.46
IV
19.4%
B/E move
5.8%
Puts
Pseudo strike
340.15
IV
19.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
370.45
IV
20.0%
B/E move
5.2%
Puts
Pseudo strike
343.30
IV
19.9%
B/E move
4.1%

30Δ

Calls
Pseudo strike
367.47
IV
20.1%
B/E move
4.6%
Puts
Pseudo strike
346.23
IV
19.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
364.53
IV
20.1%
B/E move
4.0%
Puts
Pseudo strike
348.91
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
361.76
IV
19.8%
B/E move
3.5%
Puts
Pseudo strike
351.53
IV
19.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
359.09
IV
19.8%
B/E move
3.0%
Puts
Pseudo strike
354.10
IV
19.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
356.59
IV
20.5%
B/E move
2.7%
Puts
Pseudo strike
356.61
IV
19.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
354.03
IV
21.0%
B/E move
2.4%
Puts
Pseudo strike
359.08
IV
19.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
351.36
IV
20.9%
B/E move
2.1%
Puts
Pseudo strike
361.38
IV
19.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
348.63
IV
20.9%
B/E move
1.7%
Puts
Pseudo strike
363.58
IV
18.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
345.82
IV
20.8%
B/E move
1.5%
Puts
Pseudo strike
365.99
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
341.74
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
368.81
IV
17.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
337.00
IV
24.0%
B/E move
1.1%
Puts
Pseudo strike
371.75
IV
17.5%
B/E move
0.2%

Options history

No recorded observations