· wheel strategy
Chubb Limited (CB) · wheel strategy $330.89
Day -0.1% · RSI 41 · Live · 15-min delayed · as of 10:55 AM ET
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IV rank · 1 year44
Year lowYear high
Implied vol 21%.
Sellers are paid the gap between implied and realized volatility. Cboe research puts the long-run S&P 500 gap near 4 points.
Fair valueNo fair value yet
No fair value yet for this stock. Add your own mark in Rules → Fair values, or wait for the engine's valuation run.
- Quality gates✓ Pass
- Under fair value–
- Market cap$128B
Next earningsOct 20Last ex-dividendSep 11
Closest put · nothing clears the default rules today
CB 300P · Nov 20
46 days · Δ0.11 · $1.70 mid · 4.5% annualized · 88% probability of profit
Score38
Market expects ±6.3% on earnings Oct 20; your strike is 9.3% away.(from the Nov 20 straddle)
IV rank4413.1 pts
Return205.1 pts
Liquidity00.0 pts
Safety6710.1 pts
Timing659.8 pts
Strike on the chart
Checklist
Value ?SizeRed dayOversoldSupport
ValueRequired rule, metRed daySignal on todaySupportAlmostOversoldNot today
- Under fair value (required rule)
- Position under limit (required rule)0.0% of account · required to stay under 5% ✓
- Big red day-0.1% today · lit at -2.0% or lower –
- OversoldRSI 41 · lit at 30 or under –
- Near support2% above support $325.00 · lit within 3% ✓
Live · 15-min delayed. Default rules, not yours.
Rule-based setup from your own filters in Wheelhouse Trader. Not a recommendation.
Score it with your own rules.
Score it with your own rules