NEW Tour v246
NOC
NORTHROP GRUMMAN COR
$509.31 +2.68%
6/30 18:03

Option Volume

Detail
Current (06/30) 2,144
Calls: 896 (42%)
Puts: 1,248 (58%)
Prior (06/29) 973
Calls: 554 (57%)
Puts: 419 (43%)
Current vs Prior +120.35%
Calls: +61.73% (Calls)
Puts: +197.85% (Puts)
Prior 7-Day Total 8,637
Calls: 4,414 (51%)
Puts: 4,223 (49%)
Prior 7-Day Average 1,233
Calls: 630 (51%)
Puts: 603 (49%)
Current vs Prior 7-Day Avg +73.76%
Calls: +42.09%
Puts: +106.87%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30) $8.99M
Calls: $5.15M (57%)
Puts: $3.83M (43%)
Prior (06/29) $1.43M
Calls: $648.6K (46%)
Puts: $776.4K (54%)
Current vs Prior +530.53%
Calls: +694.22%
Puts: +393.78%
Prior 7-Day Total $24.98M
Calls: $5.83M (23%)
Puts: $19.16M (77%)
Prior 7-Day Average $3.57M
Calls: $832.2K (23%)
Puts: $2.74M (77%)
Current vs Prior 7-Day Avg +151.75%
Calls: +519.02%
Puts: +40.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 1.39
Prior (06/29) 0.76
Current vs Prior +84.16%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +45.52%
Sentiment BEARISH

Open Interest

Detail
Current (06/30) 21,301
Calls: 10,850 (51%)
Puts: 10,451 (49%)
Prior (06/29) 20,869
Calls: 10,632 (51%)
Puts: 10,237 (49%)
Current vs Prior +2.07%
Prior 7-Day Total 133,255
Calls: 67,804 (51%)
Puts: 65,451 (49%)
Prior 7-Day Average 19,036
Calls: 9,686 (51%)
Puts: 9,350 (49%)
Current vs Prior 7-Day Avg +11.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 5.64% | 10.05%
Prior 5.71% | 10.58%
Current vs Prior -1.23% | -5.02%
Prior 7-Day Avg 6.26% | 10.83%
Current vs 7-Day Avg -9.91% | -7.19%
Prior 7-Day Eod 5.71% | 10.58%
Current vs 7-Day Eod -1.23% | -5.02%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 8.95% | 14.12%
Calls: 8.63% | 13.33%
Puts: 9.27% | 14.90%
Prior 34.13% | 22.12%
Calls: 41.36% | 19.61%
Puts: 26.91% | 24.63%
Current vs Prior -73.78% | -36.17%
Prior 7-Day Avg 28.32% | 17.22%
Calls: 28.01% | 17.16%
Puts: 28.62% | 17.28%
Current vs 7-Day Avg -68.39% | -17.99%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 531% vs prior. Dollar volume significantly above 7-day average (152% higher). Unusually high activity with volume up 120% vs prior - elevated interest. Bearish P/C ratio of 1.39 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 3 of results (avg 8.0%, best 7.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 1718.0019.30$18.657.0%880.6312
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Jul 1721.0022.70$21.857.8%100.6662
$520.00Jul 1717.7019.40$18.559.2%60.6152

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. 16 found (avg delta 0.74, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1733.0039.60$36.3018.2%--0.8721
$480.00Jul 1728.8035.60$32.2021.1%230.832
$490.00Jul 1721.8027.30$24.5522.4%--0.7410
$500.00Jul 1718.0019.30$18.657.0%880.6312
$505.00Jul 1715.0016.70$15.8510.7%80.5732
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 1744.2050.60$47.4013.5%--0.9127
$560.00Jul 1748.9055.70$52.3013.0%20.915
$550.00Jul 1739.5046.50$43.0016.3%20.8748
$545.00Jul 1735.1042.00$38.5517.9%140.8538
$540.00Jul 1731.3037.80$34.5518.8%--0.8050

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 580, top 131)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Jul 171.653.10$2.3860.9%1010.15129
$500.00Jul 1718.0019.30$18.657.0%880.6312
$540.00Jul 172.455.20$3.8371.8%530.2054
$550.00Jul 171.402.40$1.9052.6%270.12135
$480.00Jul 1728.8035.60$32.2021.1%230.832
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Jul 1712.0013.70$12.8513.2%1310.50177
$545.00Jul 1735.1042.00$38.5517.9%140.8538
$500.00Jul 177.509.20$8.3520.4%130.37127
$485.00Jul 173.304.70$4.0035.0%100.2142
$525.00Jul 1721.0022.70$21.857.8%100.6662

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. 30 found (best R:R 42.48, avg 5.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$590.00$600.00Jul 17$0.23$9.77$0.2342.48$590.23
$535.00$540.00Jul 17$0.27$4.73$0.2717.52$535.27
$570.00$575.00Jul 17$0.43$4.57$0.4310.63$570.43
$545.00$550.00Jul 17$0.48$4.52$0.489.42$545.48
$550.00$555.00Jul 17$0.85$4.15$0.854.88$550.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$460.00$450.00Jul 17$0.67$9.33$0.6713.93$459.33
$480.00$475.00Jul 17$0.72$4.28$0.725.94$479.28
$485.00$480.00Jul 17$1.05$3.95$1.053.76$483.95
$490.00$485.00Jul 17$1.15$3.85$1.153.35$488.85
$495.00$490.00Jul 17$1.25$3.75$1.253.00$493.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 49.00, avg 2.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$480.00Jul 17$4.10$4.10$0.904.56$479.10
$480.00$490.00Jul 17$7.65$7.65$2.353.26$487.65
$490.00$500.00Jul 17$5.90$5.90$4.101.44$495.90
$500.00$505.00Jul 17$2.80$2.80$2.201.27$502.80
$505.00$510.00Jul 17$2.75$2.75$2.251.22$507.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$560.00$555.00Jul 17$4.90$4.90$0.1049.00$555.10
$550.00$545.00Jul 17$4.45$4.45$0.558.09$545.55
$555.00$550.00Jul 17$4.40$4.40$0.607.33$550.60
$540.00$535.00Jul 17$4.35$4.35$0.656.69$535.65
$545.00$540.00Jul 17$4.00$4.00$1.004.00$541.00

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. 16 found (cheapest 5.09% of stock, avg 6.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$505.00Jul 17$15.85$10.05$25.90$479.10$530.905.09%
$510.00Jul 17$13.10$12.85$25.95$484.05$535.955.10%
$515.00Jul 17$10.65$15.55$26.20$488.80$541.205.14%
$500.00Jul 17$18.65$8.35$27.00$473.00$527.005.30%
$520.00Jul 17$8.90$18.55$27.45$492.55$547.455.39%
$525.00Jul 17$7.20$21.85$29.05$495.95$554.055.70%
$530.00Jul 17$5.00$24.65$29.65$500.35$559.655.82%
$490.00Jul 17$24.55$5.15$29.70$460.30$519.705.83%
$535.00Jul 17$4.10$30.20$34.30$500.70$569.306.73%
$480.00Jul 17$32.20$2.95$35.15$444.85$515.156.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.82% of stock, avg 3.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Jul 17$4.10$5.15$9.25$480.75$544.25
$530.00$490.00Jul 17$5.00$5.15$10.15$479.85$540.15
$535.00$495.00Jul 17$4.10$6.40$10.50$484.50$545.50
$530.00$495.00Jul 17$5.00$6.40$11.40$483.60$541.40
$525.00$490.00Jul 17$7.20$5.15$12.35$477.65$537.35
$535.00$500.00Jul 17$4.10$8.35$12.45$487.55$547.45
$530.00$500.00Jul 17$5.00$8.35$13.35$486.65$543.35
$525.00$495.00Jul 17$7.20$6.40$13.60$481.40$538.60
$520.00$490.00Jul 17$8.90$5.15$14.05$475.95$534.05
$535.00$505.00Jul 17$4.10$10.05$14.15$490.85$549.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 65 found (best R:R 15.67, avg credit $3.73)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
495/500505/510Jul 17$4.70$0.3015.67$495.30$509.70
465/470480/490Jul 17$9.10$0.9010.11$460.90$489.10
505/510515/520Jul 17$4.55$0.4510.11$505.45$519.55
505/510520/525Jul 17$4.50$0.509.00$505.50$524.50
495/500510/515Jul 17$4.40$0.607.33$495.60$514.40
510/515520/525Jul 17$4.40$0.607.33$510.60$524.40
465/470500/505Jul 17$4.25$0.755.67$465.75$504.25
465/470505/510Jul 17$4.20$0.805.25$465.80$509.20
450/460480/490Jul 17$8.32$1.684.95$451.68$488.32
495/500525/530Jul 17$4.15$0.854.88$495.85$529.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$505.00$510.00Jul 17$0.05$4.9599.00
$515.00$520.00$525.00Jul 17$0.05$4.9599.00
$505.00$510.00$515.00Jul 17$0.30$4.7015.67
$555.00$560.00$565.00Jul 17$0.30$4.7015.67
$570.00$575.00$580.00Jul 17$0.36$4.6412.89
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$485.00$490.00Jul 17$0.10$4.9049.00
$485.00$490.00$495.00Jul 17$0.10$4.9049.00
$510.00$515.00$520.00Jul 17$0.30$4.7015.67
$515.00$520.00$525.00Jul 17$0.30$4.7015.67
$475.00$480.00$485.00Jul 17$0.33$4.6714.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.11, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$600.001:2Jul 17-$0.27$9.73
$570.00$575.001:2Jul 17-$0.14$4.86
$565.00$570.001:2Jul 17-$0.15$4.85
$550.00$555.001:2Jul 17-$0.20$4.80
$575.00$580.001:2Jul 17-$0.43$4.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$0.11$9.89
$470.00$465.001:2Jul 17-$0.03$4.97
$465.00$460.001:2Jul 17-$1.42$3.58
$480.00$475.001:2Jul 17-$1.51$3.49
$485.00$480.001:2Jul 17-$1.90$3.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.43%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Jul 17$12.400.500.1%2.43%2.57%1619
$515.00Jul 17$10.000.451.1%1.96%3.08%492
$520.00Jul 17$8.300.392.1%1.63%3.73%16104
$525.00Jul 17$6.600.343.1%1.30%4.38%321
$530.00Jul 17$4.400.274.1%0.86%4.93%516
$535.00Jul 17$3.800.235.0%0.75%5.79%1416
$540.00Jul 17$2.450.206.0%0.48%6.51%5354
$545.00Jul 17$1.650.157.0%0.32%7.33%101129
$550.00Jul 17$1.400.128.0%0.27%8.26%27135
$570.00Jul 17$0.200.0611.9%0.04%11.96%431

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 896
Total Puts 1,248
Put/Call Ratio 1.39
Net Difference -352

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,414
Total Puts 4,223
Average Put/Call Ratio 0.96
Ratio Trend Rising

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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