CB Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: CB's stable financials and strategic growth plans, reflected in bullish historical returns and social sentiment, provide optimism for upside potential over the medium term.




Bearish Case: High implied volatility, alongside elevated put trading volume, flags market concerns regarding legal and economic uncertainties, suggesting potential downside risks.




Potential Outcomes:

1. Strong earnings drive stock up (45%).

2. Market/legal headwinds cause decline (35%).

3. Lateral movement amid volatility (20%).




Trading Oracle: Trade short volatility with bullish bias; execute put credit spreads (sell $260, buy $250) expiry ~30 days, leveraging CB's low volatility expectation. This strategy highlights the reward:risk ratio while capturing positive edge in a stable market backdrop.



January 09, 2025


Chubb Forecast

CB        Chubb











Correlated Assets

Assets that tend to move strongly with CB



XLP Forecast + Options Trading Strategies   XLP  Consumer Staples Select Sector SPDR (0.95)


ONON Forecast + Options Trading Strategies   ONON  On (0.92)


ERJ Forecast + Options Trading Strategies   ERJ  Embraer (0.91)


ICE Forecast + Options Trading Strategies   ICE  Intercontinental Exchange (0.91)


EIX Forecast + Options Trading Strategies   EIX  Edison International (0.9)



Uncorrelated Assets

Assets with little price relationship to CB



INTU Forecast + Options Trading Strategies   INTU  Intuit (0.01)


BHVN Forecast + Options Trading Strategies   BHVN  Biohaven Pharmaceutical (-0.01)


APH Forecast + Options Trading Strategies   APH  Amphenol (-0.02)


WPC Forecast + Options Trading Strategies   WPC  W. P. Carey (0.03)


VTRS Forecast + Options Trading Strategies   VTRS  Viatris (0.04)



Anticorrelated Assets

Assets that tend to move strongly against CB



CRSR Forecast + Options Trading Strategies   CRSR  Corsair Gaming (-0.84)


IEP Forecast + Options Trading Strategies   IEP  Icahn (-0.86)


SPXS Forecast + Options Trading Strategies   SPXS  Direxion Daily S&P 500 Bear 3X Shares (-0.89)


AMR Forecast + Options Trading Strategies   AMR  Alta Mesa Resources (-0.9)


WBA Forecast + Options Trading Strategies   WBA  Walgreens Boots Alliance (-0.91)









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