TRV
$115.44
The Travelers Companies
($.21)
(.18%)

Option Analysis for The Travelers Companies

-
Options
2.9%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, January 20, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-0.7%
$39.65
5.0
5.0
$75.00
315.0
25.0
$0.05
35.1%
3.2%
$39.17
18.0
32.0
$80.00
278.0
35.0
$0.07
30.8%
-5.1%
$24.50
2.0
1.0
$85.00
664.0
20.0
$0.33
26.7%
1.4%
$29.50
8.0
40.0
$87.50
431.0
11.0
$0.25
24.4%
-1.1%
$24.15
2.0
37.0
$90.00
510.0
52.0
$0.90
22.8%
-5.7%
$16.40
10.0
24.0
$92.50
455.0
20.0
$0.10
20.0%
2.9%
$23.78
23.0
73.0
$95.00
525.0
18.0
$0.25
17.9%
0.6%
$18.60
3.0
86.0
$97.50
583.0
17.0
$0.50
16.0%
-2.5%
$12.60
2.0
166.0
$100.00
1,209.0
5.0
$0.63
13.9%
0.1%
$10.56
2.0
554.0
$105.00
3,306.0
53.0
$0.50
9.5%
0.8%
$6.35
18.0
1,407.0
$110.00
1,676.0
5.0
$1.07
5.6%
2.0%
$2.72
84.0
2,283.0
$115.00
1,771.0
46.0
$2.62
2.7%
4.5%
$0.65
16.0
1,443.0
$120.00
62.0
3.0
$8.93
3.8%
8.4%
$0.08
1.0
744.0
$125.00
18.0
6.0
$12.00
2.1%
12.7%
$0.05
11.0
393.0
$130.00
28.0
3.0
$20.00
4.7%
17.0%
$0.10
1.0
105.0
$135.00
6.0
6.0
$24.30
4.1%
21.4%
$0.10
7.0
5.0
$140.00
7.0
4.0
$26.62
1.8%
Option Activity Ahead of Earnings