NEW Tour v244
NOC
NORTHROP GRUMMAN COR
$496.02 -0.80%
$497.00 (+0.20%)🌙
as of 06/29 06:03 PM
6/29 18:03

Option Volume

Detail
Current (06/29) 973
Calls: 554 (57%)
Puts: 419 (43%)
Prior (06/26) 706
Calls: 299 (42%)
Puts: 407 (58%)
Current vs Prior +37.82%
Calls: +85.28% (Calls)
Puts: +2.95% (Puts)
Prior 7-Day Total 10,093
Calls: 4,406 (44%)
Puts: 5,687 (56%)
Prior 7-Day Average 1,441
Calls: 629 (44%)
Puts: 812 (56%)
Current vs Prior 7-Day Avg -32.52%
Calls: -11.98%
Puts: -48.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/29) $1.43M
Calls: $648.6K (46%)
Puts: $776.4K (54%)
Prior (06/26) $5.78M
Calls: $454.1K (8%)
Puts: $5.33M (92%)
Current vs Prior -75.34%
Calls: +42.82%
Puts: -85.42%
Prior 7-Day Total $46.58M
Calls: $6.04M (13%)
Puts: $40.54M (87%)
Prior 7-Day Average $6.65M
Calls: $863.1K (13%)
Puts: $5.79M (87%)
Current vs Prior 7-Day Avg -78.58%
Calls: -24.85%
Puts: -86.59%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (06/29) 0.76
Prior (06/26) 1.36
Current vs Prior -44.44%
Prior 7-Day Average 1.34
Current vs Prior 7-Day Avg -43.64%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/29) 20,869
Calls: 10,632 (51%)
Puts: 10,237 (49%)
Prior (06/26) 20,630
Calls: 10,520 (51%)
Puts: 10,110 (49%)
Current vs Prior +1.16%
Prior 7-Day Total 141,907
Calls: 72,692 (51%)
Puts: 69,215 (49%)
Prior 7-Day Average 20,272
Calls: 10,384 (51%)
Puts: 9,887 (49%)
Current vs Prior 7-Day Avg +2.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 5.71% | 10.58%
Prior 6.02% | 10.69%
Current vs Prior -5.22% | -0.98%
Prior 7-Day Avg 5.73% | 10.26%
Current vs 7-Day Avg -0.47% | +3.14%
Prior 7-Day Eod 6.02% | 10.69%
Current vs 7-Day Eod -5.22% | -0.98%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 34.13% | 22.12%
Calls: 41.36% | 19.61%
Puts: 26.91% | 24.63%
Prior 35.91% | 11.01%
Calls: 34.53% | 12.02%
Puts: 37.29% | 10.00%
Current vs Prior -4.96% | +100.91%
Prior 7-Day Avg 43.73% | 17.35%
Calls: 33.78% | 17.18%
Puts: 53.69% | 17.53%
Current vs 7-Day Avg -21.96% | +27.47%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 75% vs prior. P/C ratio dropping 44% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 18 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1724.0028.70$26.3517.8%--0.8021
$480.00Jul 1719.0025.90$22.4530.7%10.723
$485.00Jul 1717.7022.70$20.2024.8%10.671
$490.00Jul 1713.7018.90$16.3031.9%--0.6110
$495.00Jul 1711.7017.80$14.7541.4%10.552
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 1761.0068.00$64.5010.9%11.009
$550.00Jul 1751.8058.10$54.9511.5%10.9848
$555.00Jul 1756.0062.90$59.4511.6%110.9738
$545.00Jul 1747.1053.40$50.2512.5%--0.9438
$540.00Jul 1742.5048.70$45.6013.6%10.9451

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 329, top 131)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Jul 172.205.80$4.0090.0%1310.24151
$550.00Jul 170.601.10$0.8558.8%180.06117
$525.00Jul 170.1010.00$5.05196.0%150.2419
$530.00Jul 172.104.50$3.3072.7%70.1915
$575.00Jul 170.151.00$0.57149.1%60.0454
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 1710.0017.10$13.5552.4%530.5278
$445.00Jul 170.402.25$1.33139.1%140.0713
$555.00Jul 1756.0062.90$59.4511.6%110.9738
$490.00Jul 177.9012.00$9.9541.2%80.4046
$525.00Jul 1730.0034.00$32.0012.5%80.7768

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 49.00, avg 7.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$540.00$545.00Jul 17$0.10$4.90$0.1049.00$540.10
$535.00$540.00Jul 17$0.25$4.75$0.2519.00$535.25
$505.00$510.00Jul 17$0.40$4.60$0.4011.50$505.40
$510.00$515.00Jul 17$0.40$4.60$0.4011.50$510.40
$585.00$590.00Jul 17$0.52$4.48$0.528.62$585.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$460.00$450.00Jul 17$0.57$9.43$0.5716.54$459.43
$470.00$465.00Jul 17$0.68$4.32$0.686.35$469.32
$495.00$490.00Jul 17$1.10$3.90$1.103.55$493.90
$475.00$470.00Jul 17$1.15$3.85$1.153.35$473.85
$485.00$480.00Jul 17$1.40$3.60$1.402.57$483.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 24.00, avg 3.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$480.00Jul 17$3.90$3.90$1.103.55$478.90
$485.00$490.00Jul 17$3.90$3.90$1.103.55$488.90
$495.00$500.00Jul 17$3.75$3.75$1.253.00$498.75
$515.00$520.00Jul 17$3.25$3.25$1.751.86$518.25
$500.00$505.00Jul 17$2.95$2.95$2.051.44$502.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$520.00$515.00Jul 17$4.80$4.80$0.2024.00$515.20
$535.00$530.00Jul 17$4.75$4.75$0.2519.00$530.25
$550.00$545.00Jul 17$4.70$4.70$0.3015.67$545.30
$545.00$540.00Jul 17$4.65$4.65$0.3513.29$540.35
$555.00$550.00Jul 17$4.50$4.50$0.509.00$550.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 4.95% of stock, avg 7.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Jul 17$11.00$13.55$24.55$475.45$524.554.95%
$505.00Jul 17$8.05$17.05$25.10$479.90$530.105.06%
$495.00Jul 17$14.75$11.05$25.80$469.20$520.805.20%
$490.00Jul 17$16.30$9.95$26.25$463.75$516.255.29%
$510.00Jul 17$7.65$19.80$27.45$482.55$537.455.53%
$485.00Jul 17$20.20$7.45$27.65$457.35$512.655.57%
$480.00Jul 17$22.45$6.05$28.50$451.50$508.505.75%
$475.00Jul 17$26.35$3.38$29.73$445.27$504.735.99%
$515.00Jul 17$7.25$23.75$31.00$484.00$546.006.25%
$520.00Jul 17$4.00$28.55$32.55$487.45$552.556.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.70% of stock, avg 3.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$525.00$475.00Jul 17$5.05$3.38$8.43$466.57$533.43
$515.00$475.00Jul 17$7.25$3.38$10.63$464.37$525.63
$510.00$475.00Jul 17$7.65$3.38$11.03$463.97$521.03
$525.00$480.00Jul 17$5.05$6.05$11.10$468.90$536.10
$505.00$475.00Jul 17$8.05$3.38$11.43$463.57$516.43
$525.00$485.00Jul 17$5.05$7.45$12.50$472.50$537.50
$515.00$480.00Jul 17$7.25$6.05$13.30$466.70$528.30
$510.00$480.00Jul 17$7.65$6.05$13.70$466.30$523.70
$505.00$480.00Jul 17$8.05$6.05$14.10$465.90$519.10
$500.00$475.00Jul 17$11.00$3.38$14.38$460.62$514.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 13.29, avg credit $3.15)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
480/485515/520Jul 17$4.65$0.3513.29$480.35$519.65
465/470475/480Jul 17$4.58$0.4210.90$465.42$479.58
465/470485/490Jul 17$4.58$0.4210.90$465.42$489.58
505/510525/530Jul 17$4.50$0.509.00$505.50$529.50
465/470495/500Jul 17$4.43$0.577.77$465.57$499.43
475/480525/530Jul 17$4.42$0.587.62$475.58$529.42
470/475515/520Jul 17$4.40$0.607.33$470.60$519.40
480/485500/505Jul 17$4.35$0.656.69$480.65$504.35
490/495515/520Jul 17$4.35$0.656.69$490.65$519.35
485/490525/530Jul 17$4.25$0.755.67$485.75$529.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$535.00$540.00$545.00Jul 17$0.15$4.8532.33
$525.00$530.00$535.00Jul 17$0.18$4.8226.78
$545.00$550.00$555.00Jul 17$0.70$4.306.14
$495.00$500.00$505.00Jul 17$0.80$4.205.25
$530.00$535.00$540.00Jul 17$1.32$3.682.79
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$545.00$550.00Jul 17$0.05$4.9599.00
$520.00$525.00$530.00Jul 17$0.20$4.8024.00
$530.00$535.00$540.00Jul 17$0.45$4.5510.11
$465.00$470.00$475.00Jul 17$0.47$4.539.64
$550.00$555.00$560.00Jul 17$0.55$4.458.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.36, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$535.001:2Jul 17-$0.16$4.84
$545.00$550.001:2Jul 17-$0.32$4.68
$515.00$520.001:2Jul 17-$0.75$4.25
$580.00$585.001:2Jul 17-$0.98$4.02
$565.00$570.001:2Jul 17-$1.06$3.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$0.36$9.64
$480.00$475.001:2Jul 17-$0.71$4.29
$470.00$465.001:2Jul 17-$0.87$4.13
$475.00$470.001:2Jul 17-$1.08$3.92
$465.00$460.001:2Jul 17-$1.45$3.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.41%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Jul 17$7.000.480.8%1.41%2.21%411
$505.00Jul 17$5.000.411.8%1.01%2.82%529
$515.00Jul 17$3.700.333.8%0.75%4.57%193
$510.00Jul 17$3.300.372.8%0.67%3.48%217
$520.00Jul 17$2.200.244.8%0.44%5.28%131151
$530.00Jul 17$2.100.196.8%0.42%7.27%715
$545.00Jul 17$0.950.099.9%0.19%10.07%5129
$550.00Jul 17$0.600.0610.9%0.12%11.00%18117
$540.00Jul 17$0.500.108.9%0.10%8.97%--54
$525.00Jul 17$0.100.245.8%0.02%5.86%1519

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 554
Total Puts 419
Put/Call Ratio 0.76
Net Difference 135

Prior's Put/Call Breakdown

Total Calls 299
Total Puts 407
Put/Call Ratio 1.36
Net Difference -108

Prior 7-Day Put/Call Summary

Total Calls 4,406
Total Puts 5,687
Average Put/Call Ratio 1.34
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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