Tour v297
NOC
NORTHROP GRUMMAN COR
$549.04 +0.24%
$547.00 (-0.37%)🌙
as of 07/07 06:03 PM
7/7 18:03

Option Volume

Detail
Current (07/07) 805
Calls: 378 (47%)
Puts: 427 (53%)
Prior (07/06) 1,155
Calls: 551 (48%)
Puts: 604 (52%)
Current vs Prior -30.30%
Calls: -31.40% (Calls)
Puts: -29.30% (Puts)
Prior 7-Day Total 9,114
Calls: 4,828 (53%)
Puts: 4,286 (47%)
Prior 7-Day Average 1,302
Calls: 689 (53%)
Puts: 612 (47%)
Current vs Prior 7-Day Avg -38.17%
Calls: -45.19%
Puts: -30.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/07) $2.55M
Calls: $1.96M (77%)
Puts: $592.7K (23%)
Prior (07/06) $4.18M
Calls: $2.87M (69%)
Puts: $1.31M (31%)
Current vs Prior -38.88%
Calls: -31.61%
Puts: -54.79%
Prior 7-Day Total $38.97M
Calls: $17.21M (44%)
Puts: $21.76M (56%)
Prior 7-Day Average $5.57M
Calls: $2.46M (44%)
Puts: $3.11M (56%)
Current vs Prior 7-Day Avg -54.11%
Calls: -20.19%
Puts: -80.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 1.13
Prior (07/06) 1.10
Current vs Prior +3.05%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg +14.97%
Sentiment BEARISH

Open Interest

Detail
Current (07/07) 23,082
Calls: 11,821 (51%)
Puts: 11,261 (49%)
Prior (07/06) 22,734
Calls: 11,636 (51%)
Puts: 11,098 (49%)
Current vs Prior +1.53%
Prior 7-Day Total 132,720
Calls: 67,877 (51%)
Puts: 64,843 (49%)
Prior 7-Day Average 18,960
Calls: 9,696 (51%)
Puts: 9,263 (49%)
Current vs Prior 7-Day Avg +21.74%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.42% | 9.66%4.42% | 9.66%
Prior 5.35% | 9.87%5.35% | 9.87%
Current vs Prior -17.43% | -2.08%-17.43% | -2.08%
Prior 7-Day Avg 5.75% | 10.41%5.35% | 9.87%
Current vs 7-Day Avg -23.20% | -7.21%-17.43% | -2.08%
Prior 7-Day Eod 5.35% | 9.87%-- | --
Current vs 7-Day Eod -17.43% | -2.08%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 29.58% | 16.00%
Calls: 28.57% | 16.22%
Puts: 30.59% | 15.79%
Prior 37.89% | 7.03%
Calls: 26.96% | 7.26%
Puts: 48.82% | 6.79%
Current vs Prior -21.93% | +127.60%
Prior 7-Day Avg 27.08% | 13.86%
Calls: 24.53% | 12.85%
Puts: 29.62% | 14.87%
Current vs 7-Day Avg +9.25% | +15.45%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($1.96M) vs puts ($592.7K). Slightly bearish P/C ratio of 1.13.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 4 of results (avg 7.2%, best 5.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2198.30103.70$101.005.3%--0.9524
$470.00Aug 2180.0085.40$82.706.5%--0.9144
$505.00Jul 1742.3046.00$44.158.4%20.9432
$475.00Jul 1770.0076.20$73.108.5%--1.0020
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. 34 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1770.0076.20$73.108.5%--1.0020
$450.00Aug 2198.30103.70$101.005.3%--0.9524
$505.00Jul 1742.3046.00$44.158.4%20.9432
$500.00Jul 1746.4051.90$49.1511.2%30.9482
$510.00Jul 1737.3042.10$39.7012.1%20.9326
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2154.5062.50$58.5013.7%--0.75114
$590.00Aug 2147.2053.60$50.4012.7%--0.7120
$585.00Aug 2144.9050.60$47.7511.9%--0.68155
$580.00Aug 2139.0046.90$42.9518.4%20.6661
$560.00Jul 1716.8020.20$18.5018.4%20.6516

Most actively traded options today. High liquidity = easy entry/exit. 53 active (total vol 212, top 20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Jul 179.0016.60$12.8059.4%150.57101
$550.00Jul 177.0014.70$10.8571.0%140.49132
$580.00Aug 2110.7017.30$14.0047.1%120.3440
$570.00Aug 2114.0021.80$17.9043.6%90.4045
$540.00Jul 1713.5017.20$15.3524.1%80.63111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 176.108.80$7.4536.2%200.3764
$500.00Jul 170.551.00$0.7857.7%150.06122
$550.00Jul 178.0014.90$11.4560.3%70.5147
$485.00Jul 170.000.75$0.38197.4%50.0339
$490.00Jul 170.050.50$0.28160.7%50.0248

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 35.7%, max 152.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$655.00Jul 17Aug 2161.0%34.2%78.3%--33
$650.00Jul 17Aug 2152.6%32.6%61.1%1231
$610.00Jul 17Aug 2145.1%32.0%40.8%160
$620.00Jul 17Aug 2144.4%34.3%29.7%--72
$500.00Jul 17Aug 2136.0%29.2%23.4%3100
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 2184.6%33.4%152.8%257
$460.00Jul 17Aug 2177.2%34.8%121.5%--57
$465.00Jul 17Aug 2148.4%31.2%55.0%--142
$495.00Jul 17Aug 2140.1%30.7%30.7%750
$475.00Jul 17Aug 2143.0%34.0%26.2%426

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 69 found (best R:R 84.71, avg 8.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$650.00Jul 17$0.35$29.65$0.3584.71$620.35
$630.00$640.00Aug 21$0.22$9.78$0.2244.45$630.22
$625.00$630.00Aug 21$0.15$4.85$0.1532.33$625.15
$590.00$600.00Jul 17$0.35$9.65$0.3527.57$590.35
$610.00$620.00Aug 21$0.35$9.65$0.3527.57$610.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$475.00$470.00Jul 17$0.10$4.90$0.1049.00$474.90
$485.00$480.00Jul 17$0.15$4.85$0.1532.33$484.85
$450.00$440.00Aug 21$0.33$9.67$0.3329.30$449.67
$500.00$495.00Aug 21$0.25$4.75$0.2519.00$499.75
$515.00$510.00Jul 17$0.32$4.68$0.3214.62$514.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 87 found (best R:R 24.00, avg 1.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$500.00Jul 17$23.95$23.95$1.0522.81$498.95
$450.00$470.00Aug 21$18.30$18.30$1.7010.76$468.30
$515.00$520.00Jul 17$4.55$4.55$0.4510.11$519.55
$505.00$510.00Jul 17$4.45$4.45$0.558.09$509.45
$520.00$525.00Jul 17$4.45$4.45$0.558.09$524.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$585.00$580.00Aug 21$4.80$4.80$0.2024.00$580.20
$560.00$555.00Jul 17$4.10$4.10$0.904.56$555.90
$600.00$590.00Aug 21$8.10$8.10$1.904.26$591.90
$550.00$545.00Aug 21$3.90$3.90$1.103.55$546.10
$565.00$560.00Aug 21$3.80$3.80$1.203.17$561.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $9.58, cheapest $1.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$655.00Jul 17Aug 21$1.2061.0%34.2%
$650.00Jul 17Aug 21$1.5352.6%32.6%
$610.00Jul 17Aug 21$4.3545.1%32.0%
$620.00Jul 17Aug 21$4.6544.4%34.3%
$605.00Jul 17Aug 21$7.3035.8%34.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Jul 17Aug 21$1.3548.4%31.2%
$470.00Jul 17Aug 21$2.7242.8%34.2%
$475.00Jul 17Aug 21$3.1743.0%34.0%
$490.00Jul 17Aug 21$4.2234.9%31.1%
$495.00Jul 17Aug 21$4.3240.1%30.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 3.82% of stock, avg 8.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Jul 17$12.80$8.20$21.00$524.00$566.003.82%
$555.00Jul 17$7.75$14.40$22.15$532.85$577.154.03%
$550.00Jul 17$10.85$11.45$22.30$527.70$572.304.06%
$535.00Jul 17$17.65$5.15$22.80$512.20$557.804.15%
$540.00Jul 17$15.35$7.45$22.80$517.20$562.804.15%
$560.00Jul 17$6.45$18.50$24.95$535.05$584.954.54%
$530.00Jul 17$22.10$3.50$25.60$504.40$555.604.66%
$525.00Jul 17$25.50$2.80$28.30$496.70$553.305.15%
$520.00Jul 17$29.95$1.48$31.43$488.57$551.435.72%
$515.00Jul 17$34.50$1.02$35.52$479.48$550.526.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.54% of stock, avg 4.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$525.00Jul 17$5.65$2.80$8.45$516.55$578.45
$565.00$525.00Jul 17$6.15$2.80$8.95$516.05$573.95
$570.00$530.00Jul 17$5.65$3.50$9.15$520.85$579.15
$560.00$525.00Jul 17$6.45$2.80$9.25$515.75$569.25
$565.00$530.00Jul 17$6.15$3.50$9.65$520.35$574.65
$560.00$530.00Jul 17$6.45$3.50$9.95$520.05$569.95
$555.00$525.00Jul 17$7.75$2.80$10.55$514.45$565.55
$570.00$535.00Jul 17$5.65$5.15$10.80$524.20$580.80
$555.00$530.00Jul 17$7.75$3.50$11.25$518.75$566.25
$565.00$535.00Jul 17$6.15$5.15$11.30$523.70$576.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 54.56, avg credit $4.94)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470500/510Aug 21$9.82$0.1854.56$460.18$509.82
475/480500/510Aug 21$9.80$0.2049.00$470.20$509.80
510/515520/525Jul 17$4.77$0.2320.74$510.23$524.77
510/515530/535Jul 17$4.77$0.2320.74$510.23$534.77
500/505510/515Aug 21$4.75$0.2519.00$500.25$514.75
480/485515/520Jul 17$4.70$0.3015.67$480.30$519.70
470/475515/520Jul 17$4.65$0.3513.29$470.35$519.65
490/495515/520Aug 21$4.65$0.3513.29$490.35$519.65
490/495500/510Aug 21$9.25$0.7512.33$485.75$509.25
480/485505/510Jul 17$4.60$0.4011.50$480.40$509.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$515.00$520.00$525.00Jul 17$0.10$4.9049.00
$540.00$545.00$550.00Aug 21$0.10$4.9049.00
$550.00$555.00$560.00Aug 21$0.10$4.9049.00
$590.00$595.00$600.00Aug 21$0.15$4.8532.33
$640.00$645.00$650.00Aug 21$0.21$4.7922.81
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$510.00$515.00$520.00Jul 17$0.14$4.8634.71
$450.00$455.00$460.00Aug 21$0.17$4.8328.41
$465.00$470.00$475.00Jul 17$0.20$4.8024.00
$475.00$480.00$485.00Jul 17$0.20$4.8024.00
$500.00$505.00$510.00Jul 17$0.22$4.7821.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-0.15, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$650.001:2Jul 17-$0.15$29.85
$610.00$620.001:2Jul 17-$0.20$9.80
$590.00$600.001:2Jul 17-$0.55$9.45
$630.00$640.001:2Aug 21-$4.36$5.64
$610.00$620.001:2Aug 21-$5.15$4.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Aug 21-$0.47$9.53
$460.00$450.001:2Jul 17-$2.40$7.60
$490.00$480.001:2Aug 21-$4.90$5.10
$475.00$470.001:2Jul 17-$0.08$4.92
$485.00$480.001:2Jul 17-$0.08$4.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 3.95%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Aug 21$21.700.510.2%3.95%4.13%1109
$555.00Aug 21$19.000.481.1%3.46%4.55%--153
$560.00Aug 21$17.100.452.0%3.11%5.11%120
$565.00Aug 21$15.000.422.9%2.73%5.64%--16
$570.00Aug 21$14.000.403.8%2.55%6.37%945
$575.00Aug 21$13.800.374.7%2.51%7.24%449
$580.00Aug 21$10.700.345.6%1.95%7.59%1240
$585.00Aug 21$9.500.326.5%1.73%8.28%--31
$600.00Aug 21$7.500.259.3%1.37%10.65%782
$595.00Aug 21$7.100.278.4%1.29%9.66%--15

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 378
Total Puts 427
Put/Call Ratio 1.13
Net Difference -49

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,828
Total Puts 4,286
Average Put/Call Ratio 0.98
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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