Tour v303
NOC
NORTHROP GRUMMAN COR
$545.11 -0.72%
$545.20 (+0.02%)πŸŒ™
as of 07/08 06:03 PM
7/8 18:03

Option Volume

Detail
β„Ή
Current (07/08) 1,338
Calls: 556 (42%)
Puts: 782 (58%)
Prior (07/07) 805
Calls: 378 (47%)
Puts: 427 (53%)
Current vs Prior +66.21%
Calls: +47.09% (Calls)
Puts: +83.14% (Puts)
Prior 7-Day Total 8,974
Calls: 4,743 (53%)
Puts: 4,231 (47%)
Prior 7-Day Average 1,282
Calls: 677 (53%)
Puts: 604 (47%)
Current vs Prior 7-Day Avg +4.37%
Calls: -17.94%
Puts: +29.38%
Sentiment BEARISH

Dollar Volume

Detail
β„Ή
Current (07/08) $2.37M
Calls: $818.9K (35%)
Puts: $1.55M (65%)
Prior (07/07) $2.55M
Calls: $1.96M (77%)
Puts: $592.7K (23%)
Current vs Prior -7.38%
Calls: -58.26%
Puts: +161.07%
Prior 7-Day Total $32.94M
Calls: $18.54M (56%)
Puts: $14.40M (44%)
Prior 7-Day Average $4.71M
Calls: $2.65M (56%)
Puts: $2.06M (44%)
Current vs Prior 7-Day Avg -49.71%
Calls: -69.08%
Puts: -24.76%
Sentiment BEARISH

Put/Call Ratio

Detail
β„Ή
Current (07/08) 1.41
Prior (07/07) 1.13
Current vs Prior +24.51%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg +41.33%
Sentiment BEARISH

Open Interest

Detail
β„Ή
Current (07/08) 23,221
Calls: 11,813 (51%)
Puts: 11,408 (49%)
Prior (07/07) 23,082
Calls: 11,821 (51%)
Puts: 11,261 (49%)
Current vs Prior +0.60%
Prior 7-Day Total 152,802
Calls: 77,986 (51%)
Puts: 74,816 (49%)
Prior 7-Day Average 21,828
Calls: 11,140 (51%)
Puts: 10,688 (49%)
Current vs Prior 7-Day Avg +6.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.22% | 9.76%4.22% | 9.76%
Prior 4.42% | 9.66%4.42% | 9.66%
Current vs Prior -4.47% | +1.01%-4.47% | +1.01%
Prior 7-Day Avg 5.49% | 10.26%4.88% | 9.76%
Current vs 7-Day Avg -23.12% | -4.92%-13.59% | -0.06%
Prior 7-Day Eod 4.42% | 9.66%-- | --
Current vs 7-Day Eod -4.47% | +1.01%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 24.48% | 17.12%
Calls: 17.09% | 19.24%
Puts: 31.88% | 15.01%
Prior 29.58% | 16.00%
Calls: 28.57% | 16.22%
Puts: 30.59% | 15.79%
Current vs Prior -17.24% | +7.00%
Prior 7-Day Avg 27.23% | 13.97%
Calls: 23.99% | 13.47%
Puts: 30.47% | 14.46%
Current vs 7-Day Avg -10.11% | +22.59%
Liquidity Expensive
+
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πŸ€– AI Insights

Moderately bearish flow with 65% put dollar volume ($1.55M). Above-average activity with volume up 66% vs prior. Bearish P/C ratio of 1.41 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
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

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 3 of results (avg 8.4%, best 7.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2176.0082.10$79.057.7%--0.9044
$475.00Jul 1766.0072.00$69.008.7%--1.0020
$450.00Aug 2194.00102.70$98.358.8%--0.9224
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. 33 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1766.0072.00$69.008.7%--1.0020
$505.00Jul 1737.5042.70$40.1013.0%10.9631
$500.00Jul 1742.2049.00$45.6014.9%--0.9479
$510.00Jul 1732.0038.00$35.0017.1%--0.9226
$450.00Aug 2194.00102.70$98.358.8%--0.9224
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2158.5065.00$61.7510.5%--0.77114
$560.00Jul 1719.0023.20$21.1019.9%--0.7516
$590.00Aug 2149.7055.50$52.6011.0%--0.7420
$585.00Aug 2145.9054.00$49.9516.2%--0.70155
$580.00Aug 2143.6048.60$46.1010.8%--0.6961

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 456, top 119)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Aug 211.252.45$1.8564.9%1190.07127
$575.00Aug 2110.3016.40$13.3545.7%740.3451
$530.00Jul 1716.5020.20$18.3520.2%710.7214
$645.00Jul 170.051.00$0.53179.2%200.033
$540.00Jul 1710.9013.50$12.2021.3%150.57116
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Jul 172.506.60$4.5590.1%140.2562
$500.00Jul 170.551.35$0.9584.2%110.07121
$510.00Jul 170.901.70$1.3061.5%100.10119
$505.00Jul 170.001.30$0.65200.0%90.0633
$530.00Jul 173.606.30$4.9554.5%60.2941

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 32.6%, max 154.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Jul 17Aug 2157.9%33.5%72.5%119231
$620.00Jul 17Aug 2154.8%33.5%63.7%172
$645.00Jul 17Aug 2156.2%36.8%53.0%2020
$610.00Jul 17Aug 2138.4%31.5%21.6%--61
$570.00Jul 17Aug 2137.4%33.8%10.8%1109
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 17Aug 2178.4%30.9%154.0%157
$450.00Jul 17Aug 2186.3%41.0%110.3%--57
$465.00Jul 17Aug 2174.5%37.0%101.5%--142
$470.00Jul 17Aug 2142.0%34.7%21.3%462
$490.00Jul 17Aug 2136.4%31.2%16.7%361

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 34.71, avg 5.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$630.00$640.00Aug 21$0.28$9.72$0.2834.71$630.28
$620.00$645.00Jul 17$0.85$24.15$0.8528.41$620.85
$610.00$620.00Aug 21$0.40$9.60$0.4024.00$610.40
$600.00$605.00Jul 17$0.25$4.75$0.2519.00$600.25
$585.00$590.00Jul 17$0.30$4.70$0.3015.67$585.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$495.00$490.00Jul 17$0.15$4.85$0.1532.33$494.85
$490.00$480.00Aug 21$0.53$9.47$0.5317.87$489.47
$475.00$470.00Jul 17$0.38$4.62$0.3812.16$474.62
$530.00$525.00Jul 17$0.40$4.60$0.4011.50$529.60
$500.00$495.00Jul 17$0.42$4.58$0.4210.90$499.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 79 found (best R:R 27.57, avg 1.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$19.30$19.30$0.7027.57$469.30
$475.00$500.00Jul 17$23.40$23.40$1.6014.62$498.40
$515.00$520.00Jul 17$4.45$4.45$0.558.09$519.45
$510.00$515.00Jul 17$4.30$4.30$0.706.14$514.30
$525.00$530.00Jul 17$4.25$4.25$0.755.67$529.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$590.00Aug 21$9.15$9.15$0.8510.76$590.85
$560.00$555.00Jul 17$4.10$4.10$0.904.56$555.90
$560.00$555.00Aug 21$3.85$3.85$1.153.35$556.15
$585.00$580.00Aug 21$3.85$3.85$1.153.35$581.15
$575.00$570.00Aug 21$3.75$3.75$1.253.00$571.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $9.82, cheapest $0.63)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Jul 17Aug 21$1.3557.9%33.5%
$645.00Jul 17Aug 21$2.6056.2%36.8%
$620.00Jul 17Aug 21$2.9254.8%33.5%
$610.00Jul 17Aug 21$4.3238.4%31.5%
$605.00Jul 17Aug 21$5.5736.1%32.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 17Aug 21$0.6386.3%41.0%
$465.00Jul 17Aug 21$1.1074.5%37.0%
$470.00Jul 17Aug 21$3.2042.0%34.7%
$480.00Jul 17Aug 21$4.2539.6%33.9%
$490.00Jul 17Aug 21$4.6536.4%31.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 3.61% of stock, avg 8.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Jul 17$9.65$10.05$19.70$525.30$564.703.61%
$540.00Jul 17$12.20$9.00$21.20$518.80$561.203.89%
$550.00Jul 17$8.45$13.35$21.80$528.20$571.804.00%
$535.00Jul 17$15.40$6.85$22.25$512.75$557.254.08%
$555.00Jul 17$5.53$17.00$22.53$532.47$577.534.13%
$530.00Jul 17$18.35$4.95$23.30$506.70$553.304.27%
$560.00Jul 17$3.20$21.10$24.30$535.70$584.304.46%
$525.00Jul 17$22.60$4.55$27.15$497.85$552.154.98%
$520.00Jul 17$26.25$2.53$28.78$491.22$548.785.28%
$515.00Jul 17$30.70$2.48$33.18$481.82$548.186.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.05% of stock, avg 4.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$520.00Jul 17$3.20$2.53$5.73$514.27$565.73
$565.00$520.00Jul 17$3.93$2.53$6.46$513.54$571.46
$560.00$525.00Jul 17$3.20$4.55$7.75$517.25$567.75
$555.00$520.00Jul 17$5.53$2.53$8.06$511.94$563.06
$560.00$530.00Jul 17$3.20$4.95$8.15$521.85$568.15
$565.00$525.00Jul 17$3.93$4.55$8.48$516.52$573.48
$565.00$530.00Jul 17$3.93$4.95$8.88$521.12$573.88
$560.00$535.00Jul 17$3.20$6.85$10.05$524.95$570.05
$555.00$525.00Jul 17$5.53$4.55$10.08$514.92$565.08
$555.00$530.00Jul 17$5.53$4.95$10.48$519.52$565.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 54.56, avg credit $5.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
495/500510/520Aug 21$9.82$0.1854.56$490.18$519.82
495/500515/520Jul 17$4.87$0.1337.46$495.13$519.87
470/475515/520Jul 17$4.83$0.1728.41$470.17$519.83
510/515520/525Jul 17$4.83$0.1728.41$510.17$524.83
495/500510/515Jul 17$4.72$0.2816.86$495.28$514.72
460/465500/510Aug 21$9.42$0.5816.24$455.58$509.42
470/475510/515Jul 17$4.68$0.3214.63$470.32$514.68
495/500525/530Jul 17$4.67$0.3314.15$495.33$529.67
470/475525/530Jul 17$4.63$0.3712.51$470.37$529.63
460/465510/520Aug 21$9.22$0.7811.82$455.78$519.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$560.00$565.00$570.00Aug 21$0.05$4.9599.00
$500.00$510.00$520.00Aug 21$0.20$9.8049.00
$600.00$605.00$610.00Jul 17$0.25$4.7519.00
$550.00$555.00$560.00Aug 21$0.25$4.7519.00
$565.00$570.00$575.00Aug 21$0.30$4.7015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$535.00$540.00Jul 17$0.25$4.7519.00
$560.00$565.00$570.00Aug 21$0.25$4.7519.00
$490.00$495.00$500.00Jul 17$0.27$4.7317.52
$545.00$550.00$555.00Jul 17$0.35$4.6513.29
$520.00$525.00$530.00Aug 21$0.40$4.6011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.63, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$600.001:2Jul 17-$0.63$9.37
$610.00$620.001:2Jul 17-$2.38$7.62
$630.00$640.001:2Aug 21-$2.57$7.43
$610.00$620.001:2Aug 21-$3.90$6.10
$580.00$585.001:2Jul 17-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Aug 21-$0.77$9.23
$480.00$470.001:2Aug 21-$2.20$7.80
$460.00$450.001:2Jul 17-$2.40$7.60
$490.00$480.001:2Aug 21-$3.97$6.03
$510.00$505.001:2Jul 17$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 4.11%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Aug 21$22.400.490.9%4.11%5.01%2109
$555.00Aug 21$19.400.461.8%3.56%5.37%--153
$560.00Aug 21$15.800.422.7%2.90%5.63%1121
$565.00Aug 21$14.700.393.6%2.70%6.35%--16
$570.00Aug 21$13.000.364.6%2.38%6.95%--52
$575.00Aug 21$10.300.345.5%1.89%7.37%7451
$580.00Aug 21$8.200.316.4%1.50%7.90%--35
$585.00Aug 21$7.300.297.3%1.34%8.66%--31
$590.00Aug 21$7.000.268.2%1.28%9.52%--42
$550.00Jul 17$6.900.430.9%1.27%2.16%15137

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 556
Total Puts 782
Put/Call Ratio 1.41
Net Difference -226

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,743
Total Puts 4,231
Average Put/Call Ratio 1.00
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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