· wheel strategy
The Travelers Companies, Inc. (TRV) · wheel strategy $360.38
Day -0.3% · RSI 43 · Live · 15-min delayed · as of 10:55 AM ET
← All tickers
IV rank · 1 year54
Year lowYear high
Implied vol 28%.
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$75B
Next earningsOct 16Last ex-dividendSep 10
Closest put · nothing clears the default rules today
TRV 320P · Nov 20
46 days · Δ0.11 · $2.03 mid · 5.1% annualized · 89% probability of profit
Score42
Market expects ±4.5% on earnings Oct 16; your strike is 11.2% away.(from the Oct 16 straddle)
IV rank5416.3 pts
Return225.6 pts
Liquidity00.0 pts
Safety6910.4 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-0.3% today · lit at -2.0% or lower –
- OversoldRSI 43 · lit at 30 or under –
- Near support2% above support $353.79 · 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