The Travelers Companies TRV
$395.20 −$7.69 (-1.91%)
Market closed · Nov 6, 8:10 pm ET · Last extended-hours $396.16 +0.24%
Open$394.72
Prev close$402.89
Day range$389.64 – $400.11
Volume1.42M
Market cap$82.43B
P/E (TTM)10.4
Dividend yield1.19%
Average implied volatility across the listed chain right now: 38%. Implied volatility measures how big a price swing the options market is pricing in — there is no fixed “normal” level, it varies a lot by stock.
Open interest by strike
Nearest listed expiry only. Calls above the line, puts below — clusters mark strikes where the market has built up the most open positions.
Implied volatility by strike
The “volatility smile”: strikes far from the current price often price in richer implied volatility than at-the-money strikes.
Calls
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $400.00 | $7.20 | $5.30/$7.50 | 5 | 226 | 29% |
| 20 Nov 2026 | $390.00 | $14.22 | $9.70/$12.50 | 1 | 98 | 27% |
| 20 Nov 2026 | $410.00 | $3.60 | $2.15/$4.00 | 112 | 674 | 28% |
| 20 Nov 2026 | $380.00 | $25.36 | $16.90/$19.90 | 0 | 93 | 29% |
| 20 Nov 2026 | $420.00 | $1.90 | $0.90/$2.20 | 4 | 298 | 30% |
| 20 Nov 2026 | $370.00 | $30.28 | $25.80/$27.90 | 1 | 236 | 30% |
| 20 Nov 2026 | $430.00 | $0.72 | $0.30/$1.35 | 6 | 163 | 32% |
| 20 Nov 2026 | $360.00 | $43.48 | $34.90/$37.60 | 0 | 20 | 32% |
| 20 Nov 2026 | $440.00 | $0.50 | $0.05/$0.95 | 1 | 106 | 34% |
| 20 Nov 2026 | $350.00 | $53.19 | $45.00/$47.40 | 0 | 57 | 39% |
| 20 Nov 2026 | $450.00 | $0.72 | $0.00/$2.60 | 0 | 14 | 43% |
| 20 Nov 2026 | $340.00 | $63.10 | $54.90/$57.20 | 0 | 12 | 44% |
| 20 Nov 2026 | $460.00 | $0.46 | $0.00/$0.30 | 0 | 6 | 45% |
| 20 Nov 2026 | $330.00 | $73.06 | $64.50/$67.30 | 0 | 7 | 48% |
| 20 Nov 2026 | $470.00 | $0.22 | $0.00/$2.60 | 0 | 22 | 44% |
Puts
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $400.00 | $10.00 | $9.20/$11.30 | 170 | 703 | 27% |
| 20 Nov 2026 | $390.00 | $4.60 | $3.60/$7.00 | 8 | 1,148 | 27% |
| 20 Nov 2026 | $410.00 | $15.67 | $15.90/$18.30 | 2 | 4 | 27% |
| 20 Nov 2026 | $380.00 | $2.65 | $2.20/$3.10 | 163 | 87 | 29% |
| 20 Nov 2026 | $420.00 | $20.11 | $24.70/$26.90 | 0 | 12 | 29% |
| 20 Nov 2026 | $370.00 | $1.25 | $0.75/$1.65 | 3 | 734 | 30% |
| 20 Nov 2026 | $430.00 | $28.36 | $34.20/$36.10 | 0 | 0 | 31% |
| 20 Nov 2026 | $360.00 | $0.55 | $0.25/$1.30 | 169 | 196 | 35% |
| 20 Nov 2026 | $440.00 | $38.01 | $44.00/$46.00 | 0 | 9 | 35% |
| 20 Nov 2026 | $350.00 | $0.20 | $0.00/$0.50 | 3 | 79 | 34% |
| 20 Nov 2026 | $450.00 | $47.75 | $53.40/$56.40 | 0 | 0 | 39% |
| 20 Nov 2026 | $340.00 | $0.15 | $0.00/$0.30 | 4 | 117 | 39% |
| 20 Nov 2026 | $460.00 | $57.48 | $62.90/$67.00 | 0 | 0 | 46% |
| 20 Nov 2026 | $330.00 | $0.20 | $0.05/$0.20 | 0 | 36 | 44% |
| 20 Nov 2026 | $470.00 | $67.25 | $73.00/$76.10 | 0 | 0 | 0% |
Open interest = contracts currently outstanding (not yet closed out). Higher open interest generally means a strike/expiry is more actively traded and easier to get in and out of.
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