NEW Tour v251
NOC
NORTHROP GRUMMAN COR
$519.95 +2.09%
7/1 18:03

Option Volume

Detail
Current (07/01) 834
Calls: 478 (57%)
Puts: 356 (43%)
Prior (06/30) 2,144
Calls: 896 (42%)
Puts: 1,248 (58%)
Current vs Prior -61.10%
Calls: -46.65% (Calls)
Puts: -71.47% (Puts)
Prior 7-Day Total 7,520
Calls: 3,684 (49%)
Puts: 3,836 (51%)
Prior 7-Day Average 1,074
Calls: 526 (49%)
Puts: 548 (51%)
Current vs Prior 7-Day Avg -22.37%
Calls: -9.17%
Puts: -35.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $1.52M
Calls: $969.5K (64%)
Puts: $547.2K (36%)
Prior (06/30) $8.99M
Calls: $5.15M (57%)
Puts: $3.83M (43%)
Current vs Prior -83.12%
Calls: -81.18%
Puts: -85.73%
Prior 7-Day Total $29.34M
Calls: $8.97M (31%)
Puts: $20.38M (69%)
Prior 7-Day Average $4.19M
Calls: $1.28M (31%)
Puts: $2.91M (69%)
Current vs Prior 7-Day Avg -63.82%
Calls: -24.30%
Puts: -81.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.74
Prior (06/30) 1.39
Current vs Prior -46.53%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -26.44%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/01) 21,994
Calls: 11,217 (51%)
Puts: 10,777 (49%)
Prior (06/30) 21,301
Calls: 10,850 (51%)
Puts: 10,451 (49%)
Current vs Prior +3.25%
Prior 7-Day Total 124,939
Calls: 62,916 (50%)
Puts: 62,023 (50%)
Prior 7-Day Average 17,848
Calls: 8,988 (50%)
Puts: 8,860 (50%)
Current vs Prior 7-Day Avg +23.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 5.64% | 10.34%
Prior 5.64% | 10.05%
Current vs Prior +0.17% | +2.83%
Prior 7-Day Avg 6.11% | 10.71%
Current vs 7-Day Avg -7.67% | -3.52%
Prior 7-Day Eod 5.64% | 10.05%
Current vs 7-Day Eod +0.17% | +2.83%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 18.56% | 16.99%
Calls: 10.60% | 18.54%
Puts: 26.52% | 15.45%
Prior 8.95% | 14.12%
Calls: 8.63% | 13.33%
Puts: 9.27% | 14.90%
Current vs Prior +107.37% | +20.33%
Prior 7-Day Avg 26.07% | 16.63%
Calls: 25.38% | 15.99%
Puts: 26.77% | 17.27%
Current vs 7-Day Avg -28.82% | +2.17%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($969.5K). Light premium activity with dollar volume down 83% vs prior. Below-average activity with volume down 61% vs prior. P/C ratio dropping 47% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 1 of results (avg 9.3%, best 9.3%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Jul 1720.4022.40$21.409.3%--0.6743

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. 14 found (avg delta 0.70, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1744.1051.70$47.9015.9%--0.9121
$490.00Jul 1730.1036.80$33.4520.0%--0.8510
$500.00Jul 1723.8028.60$26.2018.3%30.7281
$505.00Jul 1719.1024.30$21.7024.0%40.6935
$510.00Jul 1715.0023.60$19.3044.6%20.6230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 1733.9038.40$36.1512.4%--0.8527
$550.00Jul 1728.0033.80$30.9018.8%10.7948
$545.00Jul 1725.1032.00$28.5524.2%--0.7724
$540.00Jul 1721.4026.50$23.9521.3%40.7250
$535.00Jul 1720.4022.40$21.409.3%--0.6743

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 246, top 58)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 172.705.50$4.1068.3%460.21131
$520.00Jul 1712.4014.10$13.2512.8%240.50110
$525.00Jul 1710.1011.40$10.7512.1%110.4424
$555.00Jul 172.152.95$2.5531.4%100.15120
$530.00Jul 177.809.30$8.5517.5%80.3816
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 173.609.00$6.3085.7%580.28118
$520.00Jul 1711.2015.50$13.3532.2%100.5053
$525.00Jul 1714.1018.70$16.4028.0%100.5659
$505.00Jul 175.207.40$6.3034.9%90.3129
$495.00Jul 172.458.50$5.48110.4%50.2436

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. 31 found (best R:R 37.46, avg 8.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$585.00$590.00Jul 17$0.18$4.82$0.1826.78$585.18
$545.00$550.00Jul 17$0.25$4.75$0.2519.00$545.25
$575.00$580.00Jul 17$0.28$4.72$0.2816.86$575.28
$600.00$605.00Jul 17$0.28$4.72$0.2816.86$600.28
$540.00$545.00Jul 17$1.10$3.90$1.103.55$541.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$475.00Jul 17$0.13$4.87$0.1337.46$479.87
$460.00$450.00Jul 17$0.28$9.72$0.2834.71$459.72
$470.00$465.00Jul 17$0.15$4.85$0.1532.33$469.85
$465.00$460.00Jul 17$0.17$4.83$0.1728.41$464.83
$475.00$470.00Jul 17$0.55$4.45$0.558.09$474.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 26.27, avg 1.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$490.00Jul 17$14.45$14.45$0.5526.27$489.45
$500.00$505.00Jul 17$4.50$4.50$0.509.00$504.50
$490.00$500.00Jul 17$7.25$7.25$2.752.64$497.25
$510.00$515.00Jul 17$3.30$3.30$1.701.94$513.30
$515.00$520.00Jul 17$2.75$2.75$2.251.22$517.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$545.00$540.00Jul 17$4.60$4.60$0.4011.50$540.40
$525.00$520.00Jul 17$3.05$3.05$1.951.56$521.95
$530.00$525.00Jul 17$2.95$2.95$2.051.44$527.05
$510.00$505.00Jul 17$2.90$2.90$2.101.38$507.10
$495.00$490.00Jul 17$2.80$2.80$2.201.27$492.20

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. 14 found (cheapest 5.12% of stock, avg 6.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Jul 17$13.25$13.35$26.60$493.40$546.605.12%
$525.00Jul 17$10.75$16.40$27.15$497.85$552.155.22%
$515.00Jul 17$16.00$11.25$27.25$487.75$542.255.24%
$530.00Jul 17$8.55$19.35$27.90$502.10$557.905.37%
$505.00Jul 17$21.70$6.30$28.00$477.00$533.005.39%
$535.00Jul 17$7.00$21.40$28.40$506.60$563.405.46%
$510.00Jul 17$19.30$9.20$28.50$481.50$538.505.48%
$540.00Jul 17$5.45$23.95$29.40$510.60$569.405.65%
$500.00Jul 17$26.20$6.30$32.50$467.50$532.506.25%
$545.00Jul 17$4.35$28.55$32.90$512.10$577.906.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.05% of stock, avg 3.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$505.00Jul 17$4.35$6.30$10.65$494.35$555.65
$545.00$500.00Jul 17$4.35$6.30$10.65$489.35$555.65
$540.00$505.00Jul 17$5.45$6.30$11.75$493.25$551.75
$540.00$500.00Jul 17$5.45$6.30$11.75$488.25$551.75
$535.00$505.00Jul 17$7.00$6.30$13.30$491.70$548.30
$535.00$500.00Jul 17$7.00$6.30$13.30$486.70$548.30
$545.00$510.00Jul 17$4.35$9.20$13.55$496.45$558.55
$540.00$510.00Jul 17$5.45$9.20$14.65$495.35$554.65
$530.00$505.00Jul 17$8.55$6.30$14.85$490.15$544.85
$530.00$500.00Jul 17$8.55$6.30$14.85$485.15$544.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 69 found (best R:R 54.56, avg credit $3.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
450/460475/490Jul 17$14.73$0.2754.56$445.27$489.73
460/465475/490Jul 17$14.62$0.3838.47$450.38$489.62
465/470475/490Jul 17$14.60$0.4036.50$455.40$489.60
460/465500/505Jul 17$4.67$0.3314.15$460.33$504.67
465/470500/505Jul 17$4.65$0.3513.29$465.35$504.65
475/480500/505Jul 17$4.63$0.3712.51$475.37$504.63
510/515520/525Jul 17$4.55$0.4510.11$510.45$524.55
505/510530/535Jul 17$4.45$0.558.09$505.55$534.45
505/510535/540Jul 17$4.45$0.558.09$505.55$539.45
485/490510/515Jul 17$4.35$0.656.69$485.65$514.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$515.00$520.00$525.00Jul 17$0.25$4.7519.00
$600.00$605.00$610.00Jul 17$0.28$4.7216.86
$520.00$525.00$530.00Jul 17$0.30$4.7015.67
$535.00$540.00$545.00Jul 17$0.45$4.5510.11
$550.00$555.00$560.00Jul 17$0.45$4.5510.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$465.00$470.00$475.00Jul 17$0.40$4.6011.50
$530.00$535.00$540.00Jul 17$0.50$4.509.00
$515.00$520.00$525.00Jul 17$0.95$4.054.26
$480.00$485.00$490.00Jul 17$1.20$3.803.17
$485.00$490.00$495.00Jul 17$1.75$3.251.86

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 $-0.22, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$600.001:2Jul 17-$4.46$5.54
$575.00$580.001:2Jul 17-$0.22$4.78
$555.00$560.001:2Jul 17-$0.35$4.65
$585.00$590.001:2Jul 17-$0.72$4.28
$570.00$575.001:2Jul 17-$0.83$4.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$0.22$9.78
$475.00$470.001:2Jul 17-$0.55$4.45
$490.00$485.001:2Jul 17-$0.58$4.42
$465.00$460.001:2Jul 17-$0.61$4.39
$470.00$465.001:2Jul 17-$0.80$4.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.38%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Jul 17$12.400.500.0%2.38%2.39%24110
$525.00Jul 17$10.100.441.0%1.94%2.91%1124
$530.00Jul 17$7.800.381.9%1.50%3.43%816
$535.00Jul 17$6.500.332.9%1.25%4.14%822
$540.00Jul 17$5.000.283.9%0.96%4.82%692
$545.00Jul 17$3.900.234.8%0.75%5.57%192
$550.00Jul 17$2.700.215.8%0.52%6.30%46131
$555.00Jul 17$2.150.156.7%0.41%7.15%10120
$575.00Jul 17$0.550.0610.6%0.11%10.69%356
$590.00Jul 17$0.200.0513.5%0.04%13.51%--50

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 478
Total Puts 356
Put/Call Ratio 0.74
Net Difference 122

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,684
Total Puts 3,836
Average Put/Call Ratio 1.01
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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