Ticker Options Intelligence

TRV options intelligence

The Travelers Companies Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 38 Market data through 29 Jul 2026 Checked 29 Jul 2026 21:15 · complete available chain

Options-market disagreement

Mixed pressure

TRV currently carries mixed options pressure with a 38/100 conviction score. The nearest-chain expected move is 4.6%, with volume/open-interest participation at 0.14.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Chart Weekly report
Primary read Mixed

Options-market disagreement

Expected move 4.6%

Near-term move context

Activity / OI 0.14

Current volume is quieter versus prior open interest

Put-call 1.03

Balanced tape

Trend fit 100

Options agree with trend context

Weekly backdrop +5.0%

RS 23.1

Expected move 4.6%
Put-call volume 1.03
Volume / OI 0.14
Reference IV 0.25
Max pain 360.00
Underlying 387.26
Nearest expiry 21 Aug 2026
Contracts 316

Options Intent Radar

Multi-expiry position-maintenance candidate

66/100
Primary intent Multi-expiry position-maintenance candidate

Activity is spread across expirations with heavier open interest than current volume, which can be consistent with position maintenance.

Flow vs price divergence No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $6.2M of estimated gross traded notional, calls · 91+ days · itm, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+1
1W price+5.0%
Call premium81%
Put premium19%
Notional split C 81% / P 19% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.14 Volume divided by open interest across the visible chain.
Trend fit 100/100 Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction. Roll detection is conservative because opening and closing legs are not directly observable in this snapshot.
Conviction clusters Calls · 91+ days · ITM
Calls · 91+ days · ITM calls cluster with 284 contracts traded, $3.1M estimated gross traded notional, and 50% of visible notional.
$3.1M
Calls · 91+ days · ATM calls cluster with 314 contracts traded, $1.1M estimated gross traded notional, and 18% of visible notional.
$1.1M
Puts · 46-90 days · ITM puts cluster with 114 contracts traded, $477935 estimated gross traded notional, and 8% of visible notional.
$477935
Calls · 91+ days · OTM calls cluster with 312 contracts traded, $372685 estimated gross traded notional, and 6% of visible notional.
$372685
Calls · 46-90 days · ITM calls cluster with 43 contracts traded, $250204 estimated gross traded notional, and 4% of visible notional.
$250204

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

Activity Anomaly

Normal range

50

Activity is broadly in line with recent stored snapshots.

Volume rank50th
Volume/OI rank50th
IV rank50th

Market Context

Underlying confirmation

Sharemaestro weekly
Close387.26
1W+5.0%
RS23.1
Fair value+60.7%
Options pressure1
Speculation35
Volatility36
Trend fit100

Today Versus Normal

Stored-options context

View history
Expected move 4.6% muted
30d avg 5.1% · 2 reads 0th
90d avg 5.1% · 2 reads 0th
180d avg 5.1% · 2 reads 0th
IV 0.25 near normal
30d avg 0.26 · 2 reads 50th
90d avg 0.26 · 2 reads 50th
180d avg 0.26 · 2 reads 50th
Put-call 1.03 elevated
30d avg 0.80 · 2 reads 100th
90d avg 0.80 · 2 reads 100th
180d avg 0.80 · 2 reads 100th
Volume/OI 0.14 near normal
30d avg 0.14 · 2 reads 50th
90d avg 0.14 · 2 reads 50th
180d avg 0.14 · 2 reads 50th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:06 Bullish
Pressure 27
Move 5.2%
29 Jul 19:15 Mixed
Pressure 3
Move 4.9%
29 Jul 20:15 Mixed
Pressure 1
Move 4.6%

Strike Map

Where activity is clustering

Full strike map
Strike240.00
Calls · V 0 · OI 0
Puts · V 1 · OI 0
Strike250.00
Calls · V 0 · OI 0
Puts · V 2 · OI 0
Strike260.00
Calls · V 0 · OI 0
Puts · V 1 · OI 0
Strike270.00
Calls · V 0 · OI 2
Puts · V 2 · OI 8
Strike280.00
Calls · V 0 · OI 0
Puts · V 3 · OI 114
Strike290.00
Calls · V 2 · OI 1
Puts · V 3 · OI 263
Strike300.00
Calls · V 1 · OI 4
Puts · V 80 · OI 222
Strike310.00
Calls · V 1 · OI 6
Puts · V 1 · OI 51

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts35
Avg IV0.25
Put-call3.50
Expiry18 Sep 2026
Contracts27
Avg IV0.25
Put-call3.11
Expiry16 Oct 2026
Contracts54
Avg IV0.27
Put-call3.00
Expiry15 Jan 2027
Contracts76
Avg IV0.26
Put-call0.22
Expiry17 Jun 2027
Contracts47
Avg IV0.28
Put-call0.42

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.24
Put IV0.25
Skew0.01
18 Sep 2026Balanced skew
Call IV0.24
Put IV0.24
Skew0.01
16 Oct 2026Balanced skew
Call IV0.27
Put IV0.27
Skew0.00
15 Jan 2027Balanced skew
Call IV0.27
Put IV0.25
Skew-0.02
17 Jun 2027Balanced skew
Call IV0.29
Put IV0.24
Skew-0.05

Contract Tape

Most active contracts

Full contract tape
ContractTRV270917P00330000
SidePut
Expiry17 Sep 2027
Strike330.00
Volume-
OI22
IV0.26
ContractTRV271217P00150000
SidePut
Expiry17 Dec 2027
Strike150.00
Volume-
OI9
IV0.50
ContractTRV270917P00260000
SidePut
Expiry17 Sep 2027
Strike260.00
Volume-
OI5
IV0.39
ContractTRV261016C00250000
SideCall
Expiry16 Oct 2026
Strike250.00
Volume-
OI4
IV0.00
ContractTRV270917P00390000
SidePut
Expiry17 Sep 2027
Strike390.00
Volume-
OI4
IV0.22
ContractTRV260918P00310000
SidePut
Expiry18 Sep 2026
Strike310.00
Volume-
OI3
IV0.45
ContractTRV270917P00175000
SidePut
Expiry17 Sep 2027
Strike175.00
Volume-
OI3
IV0.46
ContractTRV270917P00240000
SidePut
Expiry17 Sep 2027
Strike240.00
Volume-
OI2
IV0.36

Research Graph

Related research and context

Ticker deep links