Tour v292
NOC
NORTHROP GRUMMAN COR
$547.75 -0.23%
$547.00 (-0.14%)🌙
as of 07/06 06:03 PM
7/6 18:03

Option Volume

Detail
Current (07/06) 1,155
Calls: 551 (48%)
Puts: 604 (52%)
Prior (07/02) 2,357
Calls: 1,587 (67%)
Puts: 770 (33%)
Current vs Prior -51.00%
Calls: -65.28% (Calls)
Puts: -21.56% (Puts)
Prior 7-Day Total 8,555
Calls: 4,636 (54%)
Puts: 3,919 (46%)
Prior 7-Day Average 1,222
Calls: 662 (54%)
Puts: 559 (46%)
Current vs Prior 7-Day Avg -5.49%
Calls: -16.80%
Puts: +7.88%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/06) $4.18M
Calls: $2.87M (69%)
Puts: $1.31M (31%)
Prior (07/02) $8.50M
Calls: $6.49M (76%)
Puts: $2.01M (24%)
Current vs Prior -50.81%
Calls: -55.78%
Puts: -34.76%
Prior 7-Day Total $35.81M
Calls: $15.00M (42%)
Puts: $20.82M (58%)
Prior 7-Day Average $5.12M
Calls: $2.14M (42%)
Puts: $2.97M (58%)
Current vs Prior 7-Day Avg -18.31%
Calls: +33.91%
Puts: -55.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 1.10
Prior (07/02) 0.49
Current vs Prior +125.93%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +19.12%
Sentiment BEARISH

Open Interest

Detail
Current (07/06) 22,734
Calls: 11,636 (51%)
Puts: 11,098 (49%)
Prior (07/02) 22,192
Calls: 11,310 (51%)
Puts: 10,882 (49%)
Current vs Prior +2.44%
Prior 7-Day Total 130,052
Calls: 66,291 (51%)
Puts: 63,761 (49%)
Prior 7-Day Average 18,578
Calls: 9,470 (51%)
Puts: 9,108 (49%)
Current vs Prior 7-Day Avg +22.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.35% | 9.87%5.35% | 9.87%
Prior 5.65% | 10.66%-- | --
Current vs Prior -5.27% | -7.39%-- | --
Prior 7-Day Avg 5.89% | 10.57%-- | --
Current vs 7-Day Avg -9.25% | -6.65%-- | --
Prior 7-Day Eod 5.65% | 10.66%-- | --
Current vs 7-Day Eod -5.27% | -7.39%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 37.89% | 7.03%
Calls: 26.96% | 7.26%
Puts: 48.82% | 6.79%
Prior 25.61% | 10.49%
Calls: 17.30% | 7.33%
Puts: 33.92% | 13.65%
Current vs Prior +47.95% | -32.98%
Prior 7-Day Avg 26.67% | 15.98%
Calls: 24.65% | 14.35%
Puts: 28.69% | 17.61%
Current vs 7-Day Avg +42.08% | -56.01%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($2.87M). Light premium activity with dollar volume down 51% vs prior. Below-average activity with volume down 51% vs prior. Slightly bearish P/C ratio of 1.10.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 2 of results (avg 7.4%, best 5.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1770.9075.00$72.955.6%--0.9820
$460.00Jul 1784.0092.00$88.009.1%20.93--
PUTS (0)
No puts meet the criteria

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. 15 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1770.9075.00$72.955.6%--0.9820
$500.00Jul 1745.0053.00$49.0016.3%--0.9482
$460.00Jul 1784.0092.00$88.009.1%20.93--
$505.00Jul 1740.0046.20$43.1014.4%--0.9232
$510.00Jul 1735.0042.00$38.5018.2%--0.8626
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 1718.8023.60$21.2022.6%--0.6216
$555.00Jul 1715.6018.50$17.0517.0%--0.5727
$550.00Jul 1712.7015.10$13.9017.3%10.5148

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 192, top 34)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 176.5011.30$8.9053.9%200.3881
$545.00Jul 1712.9017.90$15.4032.5%150.5692
$570.00Jul 171.259.20$5.23152.0%150.2750
$540.00Jul 1715.8018.50$17.1515.7%110.61118
$565.00Jul 175.3010.00$7.6561.4%50.3463
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 177.9013.30$10.6050.9%340.3945
$530.00Jul 174.6010.00$7.3074.0%180.3046
$525.00Jul 173.4010.00$6.7098.5%140.2660
$520.00Jul 172.408.30$5.35110.3%90.2270
$475.00Jul 170.150.50$0.33106.1%70.0212

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. 26 found (best R:R 26.78, avg 6.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$645.00Jul 17$0.90$24.10$0.9026.78$620.90
$610.00$620.00Jul 17$0.37$9.63$0.3726.03$610.37
$555.00$560.00Jul 17$0.80$4.20$0.805.25$555.80
$585.00$590.00Jul 17$0.80$4.20$0.805.25$585.80
$605.00$610.00Jul 17$0.90$4.10$0.904.56$605.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$505.00$500.00Jul 17$0.27$4.73$0.2717.52$504.73
$480.00$475.00Jul 17$0.35$4.65$0.3513.29$479.65
$495.00$490.00Jul 17$0.40$4.60$0.4011.50$494.60
$535.00$530.00Jul 17$0.40$4.60$0.4011.50$534.60
$460.00$450.00Jul 17$1.00$9.00$1.009.00$459.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 22.81, avg 1.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$500.00Jul 17$23.95$23.95$1.0522.81$498.95
$505.00$510.00Jul 17$4.60$4.60$0.4011.50$509.60
$515.00$520.00Jul 17$4.10$4.10$0.904.56$519.10
$525.00$530.00Jul 17$3.95$3.95$1.053.76$528.95
$520.00$525.00Jul 17$3.75$3.75$1.253.00$523.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$560.00$555.00Jul 17$4.15$4.15$0.854.88$555.85
$555.00$550.00Jul 17$3.15$3.15$1.851.70$551.85
$540.00$535.00Jul 17$2.90$2.90$2.101.38$537.10
$515.00$510.00Jul 17$1.95$1.95$3.050.64$513.05
$545.00$540.00Jul 17$1.85$1.85$3.150.59$543.15

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. 15 found (cheapest 4.88% of stock, avg 7.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$555.00Jul 17$9.70$17.05$26.75$528.25$581.754.88%
$550.00Jul 17$13.15$13.90$27.05$522.95$577.054.94%
$535.00Jul 17$19.65$7.70$27.35$507.65$562.354.99%
$540.00Jul 17$17.15$10.60$27.75$512.25$567.755.07%
$545.00Jul 17$15.40$12.45$27.85$517.15$572.855.08%
$560.00Jul 17$8.90$21.20$30.10$529.90$590.105.50%
$530.00Jul 17$23.05$7.30$30.35$499.65$560.355.54%
$525.00Jul 17$27.00$6.70$33.70$491.30$558.706.15%
$520.00Jul 17$30.75$5.35$36.10$483.90$556.106.59%
$515.00Jul 17$34.85$4.80$39.65$475.35$554.657.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.18% of stock, avg 3.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$525.00Jul 17$5.23$6.70$11.93$513.07$581.93
$570.00$530.00Jul 17$5.23$7.30$12.53$517.47$582.53
$570.00$535.00Jul 17$5.23$7.70$12.93$522.07$582.93
$565.00$525.00Jul 17$7.65$6.70$14.35$510.65$579.35
$565.00$530.00Jul 17$7.65$7.30$14.95$515.05$579.95
$565.00$535.00Jul 17$7.65$7.70$15.35$519.65$580.35
$560.00$525.00Jul 17$8.90$6.70$15.60$509.40$575.60
$570.00$540.00Jul 17$5.23$10.60$15.83$524.17$585.83
$560.00$530.00Jul 17$8.90$7.30$16.20$513.80$576.20
$555.00$525.00Jul 17$9.70$6.70$16.40$508.60$571.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 19.00, avg credit $4.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
520/525530/535Jul 17$4.75$0.2519.00$520.25$534.75
490/495515/520Jul 17$4.50$0.509.00$490.50$519.50
515/520525/530Jul 17$4.50$0.509.00$515.50$529.50
475/480515/520Jul 17$4.45$0.558.09$475.55$519.45
510/515535/540Jul 17$4.45$0.558.09$510.55$539.45
500/505515/520Jul 17$4.37$0.636.94$500.63$519.37
490/495525/530Jul 17$4.35$0.656.69$490.65$529.35
475/480525/530Jul 17$4.30$0.706.14$475.70$529.30
500/505525/530Jul 17$4.22$0.785.41$500.78$529.22
490/495520/525Jul 17$4.15$0.854.88$490.85$524.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 25.32, cheapest $0.19)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$515.00$520.00$525.00Jul 17$0.35$4.6513.29
$525.00$530.00$535.00Jul 17$0.55$4.458.09
$535.00$540.00$545.00Jul 17$0.75$4.255.67
$645.00$650.00$655.00Jul 17$0.78$4.225.41
$565.00$570.00$575.00Jul 17$0.82$4.185.10
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$495.00$500.00$505.00Jul 17$0.19$4.8125.32
$505.00$510.00$515.00Jul 17$0.30$4.7015.67
$485.00$490.00$495.00Jul 17$0.33$4.6714.15
$470.00$475.00$480.00Jul 17$0.37$4.6312.51
$480.00$485.00$490.00Jul 17$0.37$4.6312.51

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 $-0.50, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Jul 17-$0.76$9.24
$590.00$600.001:2Jul 17-$1.56$8.44
$580.00$585.001:2Jul 17-$0.05$4.95
$645.00$650.001:2Jul 17-$0.17$4.83
$585.00$590.001:2Jul 17-$0.40$4.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$0.50$9.50
$495.00$490.001:2Jul 17-$0.05$4.95
$490.00$485.001:2Jul 17-$0.31$4.69
$475.00$470.001:2Jul 17-$0.37$4.63
$505.00$500.001:2Jul 17-$0.66$4.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 1.92%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Jul 17$10.500.500.4%1.92%2.33%1132
$555.00Jul 17$8.400.431.3%1.53%2.86%4126
$560.00Jul 17$6.500.382.2%1.19%3.42%2081
$565.00Jul 17$5.300.343.1%0.97%4.12%563
$575.00Jul 17$2.150.215.0%0.39%5.37%155
$570.00Jul 17$1.250.274.1%0.23%4.29%1550
$590.00Jul 17$0.900.097.7%0.16%7.88%153
$580.00Jul 17$0.700.205.9%0.13%6.02%1129
$585.00Jul 17$0.100.136.8%0.02%6.82%1159

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 551
Total Puts 604
Put/Call Ratio 1.10
Net Difference -53

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,636
Total Puts 3,919
Average Put/Call Ratio 0.92
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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