CB Chubb Limited
$343.78 · +0.00% vs $343.78 close · scored 14:21 · stale
Decision brief
NEUTRAL · 59/100
What changed
The read is broadly unchanged.
Evidence is stale — treat this read cautiously.
What would change the view
composite leaves the neutral band · confidence deteriorates materially from 59/100
For the read
options volume favours puts
Against / uncertainty
open interest leans against the read
The read
Neutral, moderately evidenced , but it’s confirming price rather than calling it.
−100 bearish 0 bullish +100
−6.9 composite┆ −6.9 yesterday (+0.0) −28.0 vs a week ago
Evidence
59 / 100 · top 40% today
1,089 contracts · quality 82 · stability 0.73
neutral · +9.94% · n=4,567
What traded today · weight 62%
−11.4 pts
444 calls · 40.8% 645 puts
bias −18.5 × 0.62
What’s on the books · weight 38%
+4.6 pts
11,855 call OI · 56.0% 9,317 put OI
bias +12.0 × 0.38
Equals
−6.9
72% of the score comes from today’s volume, 28% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves 30d: price +2.12% · tape −43.7 · corr 0.10
● peak +62 ▼ low −53.3 ◆ −87.3 in a day 08-25 09-01 09-08 09-15 09-23 09-30 10-07 10-09 $348 $327 Plain English: Over 30 days, price has risen 2.12% while the tape has faded 43.7 points. The two are drifting apart.
03
Should you trust it? note Some evidence, not a lot confidence 59 (60th pct) · quality 82 · 1,089 contracts
note Jumpy 0.73 vs 7-day rolling · choppiness 50
note Neutral reads make no call neutral · put-heavy · low liquidity → +9.94% avg, n=4,567
note Tape is confirming, not predicting price has led CB’s tape by 3 days (r=0.19, n=44)
note Stretched vs its own history today’s tape sits low relative to price
note Our record on CB is mixed 40% hit rate on 403 closed calls · payoff 1.13×
04
Where the positions sit calls traded strike puts traded
Spot $343.78 highlighted. The $345 strike holds the most open interest (the “wall”, 2,633).
9 Oct · 4h
$343.78 → $343.78
+0.00% flat
9 Oct · 4h
$343.78 → $343.78
+0.00% flat
9 Oct · 4h
$343.78 → $343.78
+0.00% flat
9 Oct · 4h
$343.78 → $343.78
+0.00% flat
One rule everywhere: a move of 0.05% or less is flat , and flat is not a hit. That is the same rule Proof uses; 181 of these 403 calls were flat.
06
Catalysts & context EPS surprise · last 4 quarters
Street Buy-leaning Next report —
P/E 11.61 · fwd 11.69 Beta 0.313
52w $265.30–$365.91 IV rank —
Ask about CB answers from FlowDesk data only
You
Why did the score drop from +21 to −7 this week?
FlowDesk
It was mostly one day. The composite was +21.1 on 2 Oct, then fell to −13.5 on 3 Oct as the price moved from $331.30 to $331.43. It’s at −6.9 now.−11.4 from volume and +4.6 from open interest. I can’t split past days the same way: the stored history keeps call/put volume but not open interest for past days.
tape_history · 45 pts stock_scores · 14:21 method · 62/38
Compare with TRV Why is our CB record what it is? What’s the $345 wall?
What our data projects
−0.52 points vs the market, next 5 trading days
#580 of 635 · helped by quality, tape composite, composite change (3 days). Not trusted yet: context, not a call.
How Tell me when… The read flips to bullish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $345 wall price · above
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Sign in to set alerts. Composite, price and evidence rules work today; earnings and one-day-move rules aren’t built yet.
Chubb Limited · Insurance
Neutral, moderately evidenced . It’s confirming price rather than calling it.
−100 bearish 0 bullish +100
−6.9 ┆ −6.9 yday evidence
neutral · +9.94% · n=4,567
Why it’s −7
−11.4 volume · 41% calls+4.6 OI · 56% calls
45 days · tape bars, price line
◆ −87.3 08-25 09-01 09-08 09-15 09-23 09-30 10-07 10-09 $348 $327 Price +2.12%, tape −43.7 over 30 days. The two are drifting apart.
Should you trust it?
note Some evidence, not a lot confidence 59 (60th pct) · quality 82 · 1,089 contracts
note Jumpy 0.73 vs 7-day rolling · choppiness 50
note Neutral reads make no call neutral · put-heavy · low liquidity → +9.94% avg, n=4,567
note Tape is confirming, not predicting price has led CB’s tape by 3 days (r=0.19, n=44)
What traded today · 62%
−11.4 pts
444 calls · 645 puts · bias −18.5
What’s on the books · 38%
+4.6 pts
11,855 call OI · 9,317 put OI · bias +12.0
— price ◆ big one-day moves 30d: price +2.12% · tape −43.7 · corr 0.10
● peak +62 ▼ low −53.3 ◆ −87.3 in a day 08-25 09-01 09-08 09-15 09-23 09-30 10-07 10-09 $348 $327 Over 30 days, price has risen 2.12% while the tape has faded 43.7 points. The two are drifting apart.
40% hit rate · 403 closed
9 Oct · 4h
$343.78 → $343.78
+0.00% flat
9 Oct · 4h
$343.78 → $343.78
+0.00% flat
9 Oct · 4h
$343.78 → $343.78
+0.00% flat
9 Oct · 4h
$343.78 → $343.78
+0.00% flat
The read flips to bullish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $345 wall price · above
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about CB
Why did the score drop from +21 to −7 this week?
It was mostly one day. The composite was +21.1 on 2 Oct, then fell to −13.5 on 3 Oct as the price moved from $331.30 to $331.43. It’s at −6.9 now.−11.4 from volume and +4.6 from open interest. I can’t split past days the same way: the stored history keeps call/put volume but not open interest for past days.
tape_history · 45 pts stock_scores · 14:21 method · 62/38
Compare with TRV Why is our CB record what it is? What’s the $345 wall?