NEW Tour v263
NOC
NORTHROP GRUMMAN COR
$549.01 +5.59%
$547.00 (-0.37%)🌙
as of 07/02 06:03 PM
7/2 18:03

Option Volume

Detail
Current (07/02) 2,357
Calls: 1,587 (67%)
Puts: 770 (33%)
Prior (07/01) 834
Calls: 478 (57%)
Puts: 356 (43%)
Current vs Prior +182.61%
Calls: +232.01% (Calls)
Puts: +116.29% (Puts)
Prior 7-Day Total 7,347
Calls: 3,602 (49%)
Puts: 3,745 (51%)
Prior 7-Day Average 1,049
Calls: 514 (49%)
Puts: 535 (51%)
Current vs Prior 7-Day Avg +124.57%
Calls: +208.41%
Puts: +43.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $8.50M
Calls: $6.49M (76%)
Puts: $2.01M (24%)
Prior (07/01) $1.52M
Calls: $969.5K (64%)
Puts: $547.2K (36%)
Current vs Prior +460.22%
Calls: +569.14%
Puts: +267.21%
Prior 7-Day Total $28.80M
Calls: $9.07M (31%)
Puts: $19.73M (69%)
Prior 7-Day Average $4.11M
Calls: $1.30M (31%)
Puts: $2.82M (69%)
Current vs Prior 7-Day Avg +106.51%
Calls: +400.68%
Puts: -28.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.49
Prior (07/01) 0.74
Current vs Prior -34.85%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -51.72%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 22,192
Calls: 11,310 (51%)
Puts: 10,882 (49%)
Prior (07/01) 21,994
Calls: 11,217 (51%)
Puts: 10,777 (49%)
Current vs Prior +0.90%
Prior 7-Day Total 127,635
Calls: 64,708 (51%)
Puts: 62,927 (49%)
Prior 7-Day Average 18,233
Calls: 9,244 (51%)
Puts: 8,989 (49%)
Current vs Prior 7-Day Avg +21.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 5.65% | 10.66%
Prior 5.64% | 10.34%
Current vs Prior +0.03% | +3.08%
Prior 7-Day Avg 6.01% | 10.62%
Current vs 7-Day Avg -6.06% | +0.37%
Prior 7-Day Eod 5.64% | 10.34%
Current vs 7-Day Eod +0.03% | +3.08%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 25.61% | 10.49%
Calls: 17.30% | 7.33%
Puts: 33.92% | 13.65%
Prior 18.56% | 16.99%
Calls: 10.60% | 18.54%
Puts: 26.52% | 15.45%
Current vs Prior +37.98% | -38.26%
Prior 7-Day Avg 25.47% | 16.53%
Calls: 24.60% | 15.14%
Puts: 26.34% | 17.92%
Current vs 7-Day Avg +0.56% | -36.53%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($6.49M) vs puts ($2.01M). Massive premium surge with dollar volume up 460% vs prior. Dollar volume significantly above 7-day average (107% higher). Unusually high activity with volume up 183% vs prior - elevated interest.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 5 of results (avg 8.4%, best 6.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Jul 17100.00107.00$103.506.8%60.94--
$490.00Jul 1756.3061.20$58.758.3%100.9110
$470.00Jul 1774.0081.00$77.509.0%10.973
$475.00Jul 1770.0077.00$73.509.5%10.9621
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Jul 1774.3080.80$77.558.4%10.90--

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 0.79, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 1774.0081.00$77.509.0%10.973
$475.00Jul 1770.0077.00$73.509.5%10.9621
$445.00Jul 17100.00107.00$103.506.8%60.94--
$500.00Jul 1747.2052.80$50.0011.2%80.9481
$505.00Jul 1742.3047.30$44.8011.2%10.9332
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Jul 1774.3080.80$77.558.4%10.90--
$560.00Jul 1718.5023.50$21.0023.8%130.633
$555.00Jul 1715.2021.00$18.1032.0%--0.5827
$550.00Jul 1711.8019.00$15.4046.8%10.5248

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 550, top 122)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 1717.1019.80$18.4514.6%1220.6091
$570.00Jul 174.308.40$6.3564.6%430.2831
$560.00Jul 177.4010.00$8.7029.9%330.3764
$600.00Jul 170.052.60$1.33191.7%290.0842
$555.00Jul 179.5011.90$10.7022.4%210.42117
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 170.351.30$0.83114.5%450.0452
$520.00Jul 171.254.90$3.08118.5%330.1843
$500.00Jul 171.052.50$1.7881.5%150.10116
$535.00Jul 177.309.60$8.4527.2%130.3543
$560.00Jul 1718.5023.50$21.0023.8%130.633

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 32.33, avg 5.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$575.00$580.00Jul 17$0.15$4.85$0.1532.33$575.15
$590.00$600.00Jul 17$0.42$9.58$0.4222.81$590.42
$560.00$565.00Jul 17$0.50$4.50$0.509.00$560.50
$580.00$585.00Jul 17$0.52$4.48$0.528.62$580.52
$610.00$620.00Jul 17$1.15$8.85$1.157.70$611.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$505.00$500.00Jul 17$0.22$4.78$0.2221.73$504.78
$510.00$505.00Jul 17$0.28$4.72$0.2816.86$509.72
$450.00$445.00Jul 17$0.30$4.70$0.3015.67$449.70
$485.00$480.00Jul 17$0.47$4.53$0.479.64$484.53
$500.00$495.00Jul 17$0.51$4.49$0.518.80$499.49

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 59.00, avg 3.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$490.00Jul 17$14.75$14.75$0.2559.00$489.75
$510.00$515.00Jul 17$4.65$4.65$0.3513.29$514.65
$520.00$525.00Jul 17$4.50$4.50$0.509.00$524.50
$525.00$530.00Jul 17$4.40$4.40$0.607.33$529.40
$490.00$500.00Jul 17$8.75$8.75$1.257.00$498.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$625.00$560.00Jul 17$56.55$56.55$8.456.69$568.45
$545.00$540.00Jul 17$3.10$3.10$1.901.63$541.90
$560.00$555.00Jul 17$2.90$2.90$2.101.38$557.10
$555.00$550.00Jul 17$2.70$2.70$2.301.17$552.30
$550.00$545.00Jul 17$2.55$2.55$2.451.04$547.45

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. 17 found (cheapest 5.14% of stock, avg 8.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Jul 17$18.45$9.75$28.20$511.80$568.205.14%
$550.00Jul 17$12.85$15.40$28.25$521.75$578.255.15%
$545.00Jul 17$15.60$12.85$28.45$516.55$573.455.18%
$555.00Jul 17$10.70$18.10$28.80$526.20$583.805.25%
$535.00Jul 17$21.05$8.45$29.50$505.50$564.505.37%
$560.00Jul 17$8.70$21.00$29.70$530.30$589.705.41%
$530.00Jul 17$23.85$7.10$30.95$499.05$560.955.64%
$525.00Jul 17$28.25$5.10$33.35$491.65$558.356.07%
$520.00Jul 17$32.75$3.08$35.83$484.17$555.836.53%
$515.00Jul 17$35.90$3.33$39.23$475.77$554.237.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.09% of stock, avg 3.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$525.00Jul 17$6.35$5.10$11.45$513.55$581.45
$565.00$525.00Jul 17$8.20$5.10$13.30$511.70$578.30
$570.00$530.00Jul 17$6.35$7.10$13.45$516.55$583.45
$560.00$525.00Jul 17$8.70$5.10$13.80$511.20$573.80
$570.00$535.00Jul 17$6.35$8.45$14.80$520.20$584.80
$565.00$530.00Jul 17$8.20$7.10$15.30$514.70$580.30
$555.00$525.00Jul 17$10.70$5.10$15.80$509.20$570.80
$560.00$530.00Jul 17$8.70$7.10$15.80$514.20$575.80
$570.00$540.00Jul 17$6.35$9.75$16.10$523.90$586.10
$565.00$535.00Jul 17$8.20$8.45$16.65$518.35$581.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 37.46, avg credit $4.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
480/485525/530Jul 17$4.87$0.1337.46$480.13$529.87
500/505510/515Jul 17$4.87$0.1337.46$500.13$514.87
445/450520/525Jul 17$4.80$0.2024.00$445.20$524.80
485/490515/520Jul 17$4.78$0.2221.73$485.22$519.78
505/510520/525Jul 17$4.78$0.2221.73$505.22$524.78
495/500505/510Jul 17$4.76$0.2419.83$495.24$509.76
480/485505/510Jul 17$4.72$0.2816.86$480.28$509.72
500/505520/525Jul 17$4.72$0.2816.86$500.28$524.72
445/450525/530Jul 17$4.70$0.3015.67$445.30$529.70
505/510525/530Jul 17$4.68$0.3214.62$505.32$529.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$520.00$525.00$530.00Jul 17$0.10$4.9049.00
$540.00$545.00$550.00Jul 17$0.10$4.9049.00
$550.00$555.00$560.00Jul 17$0.15$4.8532.33
$530.00$535.00$540.00Jul 17$0.20$4.8024.00
$545.00$550.00$555.00Jul 17$0.60$4.407.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$505.00$510.00Jul 17$0.06$4.9482.33
$545.00$550.00$555.00Jul 17$0.15$4.8532.33
$550.00$555.00$560.00Jul 17$0.20$4.8024.00
$505.00$510.00$515.00Jul 17$0.77$4.235.49
$475.00$480.00$485.00Jul 17$0.94$4.064.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.62, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$650.001:2Jul 17-$0.62$29.38
$590.00$600.001:2Jul 17-$0.91$9.09
$585.00$590.001:2Jul 17-$0.22$4.78
$605.00$610.001:2Jul 17-$0.23$4.77
$650.00$655.001:2Jul 17-$1.40$3.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$2.40$7.60
$485.00$480.001:2Jul 17-$0.36$4.64
$500.00$495.001:2Jul 17-$0.76$4.24
$525.00$520.001:2Jul 17-$1.06$3.94
$475.00$470.001:2Jul 17-$1.20$3.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.19%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Jul 17$12.000.480.2%2.19%2.37%11131
$555.00Jul 17$9.500.421.1%1.73%2.82%21117
$560.00Jul 17$7.400.372.0%1.35%3.35%3364
$565.00Jul 17$6.000.332.9%1.09%4.01%856
$570.00Jul 17$4.300.283.8%0.78%4.61%4331
$585.00Jul 17$1.750.176.6%0.32%6.87%14152
$575.00Jul 17$1.600.214.7%0.29%5.03%555
$590.00Jul 17$1.400.117.5%0.26%7.72%450
$580.00Jul 17$0.700.205.6%0.13%5.77%20127

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 1,587
Total Puts 770
Put/Call Ratio 0.49
Net Difference 817

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,602
Total Puts 3,745
Average Put/Call Ratio 1.00
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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