Financials

Chubb Limited (CB) options and signal

Figures as of 28 Sep 2026

CB is Chubb Limited, a Financials name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

Figure	Value	Date
IV rank	63 of 100	28 Sep
At the money IV	21.4%	28 Sep
Priced move to 16 Oct	4.9% down, 4.6% up	28 Sep
Call wall and put wall	345 and 325	28 Sep
Signal and the desk's view	No signal, view neutral	25 Sep
Last close	331.37	28 Sep
Next report	27 Oct 2026	28 Sep

Options Snapshot

CB's IV rank is 63 of 100 on 28 Sep 2026.

Figure	Value
IV rank	63 of 100
At the money IV	21.4%, near month, 18 days
Put/call ratio, open interest	0.74
Call open interest, strikes captured near the price	17,800 contracts
Put open interest, strikes captured near the price	13,100 contracts
Cost to trade at the money	Fair, 23.7% of the option's mid price

IV rank is where the at the money IV sits among CB's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, CB options priced a move of 4.9 percent down and 4.6 percent up by 16 Oct 2026.

Expiry	Days	Down	Up	Range
16 Oct 2026	18	4.9%	4.6%	315.27 to 346.47
20 Nov 2026	53	8.5%	8.7%	303.07 to 360.07
18 Dec 2026	81	10.7%	11.1%	295.87 to 368.07
15 Jan 2027	109	11.3%	11.8%	293.77 to 370.57
19 Feb 2027	144	14.4%	15.6%	283.77 to 382.97
19 Mar 2027	172	14.7%	16.0%	282.77 to 384.27

The range is one standard deviation either side of the close of 331.37, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, CB's call wall is the 345 strike and its put wall is the 325 strike.

Figure	Value
Call wall, most open call gamma	345
Put wall, most open put gamma	325
Flip strike, where net gamma changes sign	339.37
Net dollar gamma, calls minus puts	minus $271,045
Total dollar gamma, both sides	$35.71 million
Close	331.37

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, CB's at the money IV is 21.4 percent against 20 day realized volatility of 14.4 percent.

Figure	Value
At the money IV	21.4%
Realized volatility, 20 trading days	14.4%
Realized volatility, 60 trading days	20.6%
IV against its own weekly record	In the middle
Weekly readings on record	864, from 8 Jan 2010
Weeks the price moved more than the one week priced move	22.6% of 252 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Volatility History in RingMaster The Volatility History guide

Volatility Weather

On 28 Sep 2026, CB's at the money IV runs from 21.4 percent at 18 days to 22.6 percent at 172 days.

Days to expiry	At the money IV
18	21.4%
53	22.9%
81	22.2%
109	21.3%
144	21.3%
172	22.6%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 53 day expiry, CB's IV ten percent below the price sits 6.4 points above at the money IV.

Strike area	Implied volatility	Against at the money
10% below the price	29.3%	+6.4 points
At the money	22.9%	0.0 points
10% above the price	23.0%	+0.1 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, CB's surface spans 6 expiries out to 172 days, with IV from 3.1 to 43.2 percent near the price.

Figure	Value
Expiries captured	6
Nearest expiry	16 Oct 2026, 18 days
Farthest expiry	19 Mar 2027, 172 days
Points within 10% of the price, 7 days out or more	66
Lowest IV among them	3.1%
Highest IV among them	43.2%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, CB has 6 captured expiries, from 16 Oct 2026 to 19 Mar 2027.

Expiry	Days	At the money IV	Call open interest	Put open interest
16 Oct 2026	18	21.4%	6,175	4,812
20 Nov 2026	53	22.9%	2,835	1,287
18 Dec 2026	81	22.2%	1,599	1,899
15 Jan 2027	109	21.3%	5,380	4,386
19 Feb 2027	144	21.3%	122	205
19 Mar 2027	172	22.6%	1,703	470

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, CB's largest open interest sits at the 340 strike, with 4,531 contracts across the captured expiries.

Strike	Call open interest	Put open interest	Total
340	2,681	1,850	4,531
345	2,305	351	2,656
355	2,001	20	2,021
335	152	1,704	1,856
325	17	1,816	1,833
365	1,803	18	1,821

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, CB's at the money IV moved from 21.6 percent to 21.4 percent.

Figure	25 Sep	28 Sep	Change
At the money IV	21.6%	21.4%	-0.3 points
Open interest, strikes captured near the price	30,927	30,873	-54
Put/call ratio, open interest	0.73	0.73	+0.00

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 2,494 CB option contracts traded, 0.9 times its own recent average.

Figure	Value
Calls traded	1,301
Puts traded	1,193
Against its recent average	0.9 times
Busier than	7 of its last 20 trading days
Open interest, whole chain	34,589 contracts
Volume to open interest	0.07
Unusual volume flag	No

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of CB's option positioning, from 11 Aug 2026 to 28 Sep 2026.

Date	Close	Net dollar gamma	Top call strike	Top put strike
11 Aug 2026	347.07	$15.99 million	375	340
21 Sep 2026	337.26	$1.81 million	345	335
28 Sep 2026	331.37	minus $271,045	345	325

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of CB was neutral, paper trading.

Figure	Value
Side	Neutral at 45 trading days, no signal
Level above the close	333.06, the swing high of 22 Sep 2026
Level below the close	329.68, the swing low of 28 Sep 2026
Strategy family	Iron condor (sell both sides, defined risk)
Price target	None. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Read-out in RingMaster The Read-out guide

Rank by Timeframe

On 25 Sep 2026 CB sat at the 39th percentile of the model's 45 trading day ranking, paper trading.

Timeframe	Percentile	Side
10 trading days	14 of 100	Bearish
20 trading days	23 of 100	Neutral
45 trading days	39 of 100	Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026 CB's near timeframes were bearish and its long timeframe was neutral, paper trading.

Group	Timeframes	Side	On that side
Near	10 day, 20 day	Bearish	1 of 2
Long	45 day	Neutral	0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Timeframe Agreement in RingMaster The Timeframe Agreement guide

Signal History

On 25 Sep 2026 CB had carried no signal for at least 18 trading days, paper trading.

Trading day	Signal	45 day percentile
25 Sep 2026	None	39 of 100
24 Sep 2026	None	17 of 100
23 Sep 2026	None	70 of 100
22 Sep 2026	None	49 of 100
21 Sep 2026	None	65 of 100
18 Sep 2026	None	51 of 100
17 Sep 2026	None	51 of 100
16 Sep 2026	None	68 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 63 of 135 Financials names were bullish and 32 were bearish, paper trading.

Sector	Names	Bullish	Bearish	Neutral
Financials	135	63	32	40

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

CB closed at 331.37 on 28 Sep 2026.

Figure	Value
Last close	331.37
Change over 5 trading days	-1.7%
Change over 21 trading days	-2.1%
Change over 63 trading days	-3.5%
Change over 252 trading days	+19.1%
52 week high	365.91
52 week low	265.30
20 day moving average	338.67
50 day moving average	344.48
200 day moving average	329.46
RSI, 14 days	35

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

CB reports next on 27 Oct 2026, a date worked out from past quarters.

Figure	Value
Next report	27 Oct 2026, after the close
Date	Worked out from past quarters
Move after the report of 21 Jul 2026	-3.3%
Move after the report of 21 Apr 2026	-1.2%
Move after the report of 3 Feb 2026	+5.1%
Move after the report of 21 Oct 2025	+2.7%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Public Filings

1 of the 10 fund managers the desk tracks list CB among the top holdings of their latest quarterly report.

Fund manager
Berkshire Hathaway

Every filing is reproduced as filed, and each one reaches the public days or weeks after the trade.

Filings as of 28 Sep 2026. Current on every plan.

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Short Volume

On 25 Sep 2026, 43.2 percent of CB's reported volume at the covered venues was marked short.

Figure	Value
Short sale share, 25 Sep	43.2%
Five day average	43.2%
52 week median	50.9%

Short sale volume counts trades marked short at the covered venues, mostly off exchange. It is not the same as short interest.

Short volume as of 25 Sep 2026. Current on every plan.

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Seasonality

In the 33 Septembers on record, CB's average change was plus 1.2 percent, and it rose in 66.7 percent of them.

Month	Average change	Middle change	Share of years up	Years
September	+1.2%	+2.5%	66.7%	33
October	+4.5%	+3.5%	66.7%	33
November	+1.4%	+1.1%	63.6%	33

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Headlines

The desk's news feeds carried 2 headlines naming CB in the 3 days to 28 Sep 2026.

Figure	Value
Headlines in the window	2
Latest	28 Sep 2026

The titles are in the Headlines window, with the time each was published.

Headlines as of 28 Sep 2026. Current on every plan.

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Questions

What is CB's IV rank?: CB's IV rank is 63 of 100 on 28 Sep 2026.
What move are CB options pricing?: On 28 Sep 2026, CB options priced a move of 4.9 percent down and 4.6 percent up by 16 Oct 2026.
Where are CB's call wall and put wall?: On 28 Sep 2026, CB's call wall is the 345 strike and its put wall is the 325 strike.
What was the desk's latest view of CB on the Free plan?: On 25 Sep 2026 the desk's view of CB was neutral, paper trading.
When does CB report earnings next?: CB reports next on 27 Oct 2026, a date worked out from past quarters.

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