TRV Travelers Companies Inc
$368.84 · −0.39% vs $370.27 close · scored 15:46 · stale
Decision brief
BULLISH · 61/100
What changed
No prior comparable read.
Evidence is stale — treat this read cautiously.
What would change the view
composite falls below +15 · confidence deteriorates materially from 61/100
For the read
open interest agrees with the read
Against / uncertainty
signal stability is low
The read
Mildly bullish, moderately evidenced , but it’s confirming price rather than calling it.
−100 bearish 0 bullish +100
+15.6 composite−23.9 vs a week ago
Evidence
61 / 100 · top 35% today
709 contracts · quality 77 · stability 0.00
hasn’t paid −0.25% · n=9,682
What traded today · weight 62%
+4.6 pts
381 calls · 53.7% 328 puts
bias +7.5 × 0.62
What’s on the books · weight 38%
+10.9 pts
7,091 call OI · 64.4% 3,921 put OI
bias +28.8 × 0.38
Equals
+15.6
30% of the score comes from today’s volume, 70% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves 30d: price +1.10% · tape −21.9 · corr -0.50
● peak +65 ◆ −27.7 in a day ▼ low +15.6 09-26 09-28 09-30 10-02 10-04 10-06 10-08 10-09 $375 $357 Plain English: Over 30 days, price has risen 1.10% while the tape has faded 21.9 points. The two are drifting apart.
03
Should you trust it? note Some evidence, not a lot confidence 61 (65th pct) · quality 77 · 709 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 0
against This kind of read hasn’t paid mildly bullish · balanced · low liquidity → −0.25% avg, n=9,682
note Tape is confirming, not predicting price has led TRV’s tape by 3 days (r=0.21, n=44)
against Our record on TRV is poor 29% hit rate on 298 closed calls · payoff 2.93×
04
Where the positions sit calls traded strike puts traded
Spot $368.84 highlighted. The $340 strike holds the most open interest (the “wall”, 1,463). Near-dated expiry in the mix, so OI is noisier.
9 Oct · 4h
$368.84 → $368.84
+0.00% flat
9 Oct · 4h
$370.27 → $368.84
−0.39% miss
9 Oct · 4h
$370.27 → $368.84
−0.39% miss
9 Oct · 4h
$370.27 → $368.84
−0.39% miss
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; 186 of these 298 calls were flat.
06
Catalysts & context EPS surprise · last 4 quarters
Street Mixed Next report —
P/E 9.07 · fwd 11.59 Beta 0.422
52w $252.26–$398.70 IV rank —
Ask about TRV answers from FlowDesk data only
You
Why did the score drop from +40 to +16 this week?
FlowDesk
It was mostly one day. The composite was +45.8 on 7 Oct, then fell to +18.1 on 8 Oct as the price moved from $360.38 to $360.61. It’s at +15.6 now.+4.6 from volume and +10.9 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 · 15:46 method · 62/38
Compare with CB Why is our TRV record what it is? What’s the $340 wall?
What our data projects
−0.28 points vs the market, next 5 trading days
#480 of 635 · helped by last day's move, composite change (3 days). Not trusted yet: context, not a call.
How Tell me when… The read flips to bearish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $340 wall price · below
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.
Travelers Companies Inc · Insurance
Mildly bullish, moderately evidenced . It’s confirming price rather than calling it.
−100 bearish 0 bullish +100
+15.6 evidence
hasn’t paid −0.25% · n=9,682
Why it’s +16
+4.6 volume · 54% calls+10.9 OI · 64% calls
14 days · tape bars, price line
◆ −27.7 09-26 09-28 09-30 10-02 10-04 10-06 10-08 10-09 $375 $357 Price +1.10%, tape −21.9 over 30 days. The two are drifting apart.
Should you trust it?
note Some evidence, not a lot confidence 61 (65th pct) · quality 77 · 709 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 0
against This kind of read hasn’t paid mildly bullish · balanced · low liquidity → −0.25% avg, n=9,682
note Tape is confirming, not predicting price has led TRV’s tape by 3 days (r=0.21, n=44)
What traded today · 62%
+4.6 pts
381 calls · 328 puts · bias +7.5
What’s on the books · 38%
+10.9 pts
7,091 call OI · 3,921 put OI · bias +28.8
— price ◆ big one-day moves 30d: price +1.10% · tape −21.9 · corr -0.50
● peak +65 ◆ −27.7 in a day ▼ low +15.6 09-26 09-28 09-30 10-02 10-04 10-06 10-08 10-09 $375 $357 Over 30 days, price has risen 1.10% while the tape has faded 21.9 points. The two are drifting apart.
29% hit rate · 298 closed
9 Oct · 4h
$368.84 → $368.84
+0.00% flat
9 Oct · 4h
$370.27 → $368.84
−0.39% miss
9 Oct · 4h
$370.27 → $368.84
−0.39% miss
9 Oct · 4h
$370.27 → $368.84
−0.39% miss
The read flips to bearish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $340 wall price · below
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about TRV
Why did the score drop from +40 to +16 this week?
It was mostly one day. The composite was +45.8 on 7 Oct, then fell to +18.1 on 8 Oct as the price moved from $360.38 to $360.61. It’s at +15.6 now.+4.6 from volume and +10.9 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 · 15:46 method · 62/38
Compare with CB Why is our TRV record what it is? What’s the $340 wall?