Tour v308
NOC
NORTHROP GRUMMAN COR
$532.23 -2.36%
$531.99 (-0.05%)🌙
as of 07/09 06:03 PM
7/9 18:03

Option Volume

Detail
Current (07/09) 856
Calls: 451 (53%)
Puts: 405 (47%)
Prior (07/08) 1,338
Calls: 556 (42%)
Puts: 782 (58%)
Current vs Prior -36.02%
Calls: -18.88% (Calls)
Puts: -48.21% (Puts)
Prior 7-Day Total 9,606
Calls: 5,000 (52%)
Puts: 4,606 (48%)
Prior 7-Day Average 1,372
Calls: 714 (52%)
Puts: 658 (48%)
Current vs Prior 7-Day Avg -37.62%
Calls: -36.86%
Puts: -38.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $1.50M
Calls: $592.3K (39%)
Puts: $912.7K (61%)
Prior (07/08) $2.37M
Calls: $818.9K (35%)
Puts: $1.55M (65%)
Current vs Prior -36.40%
Calls: -27.68%
Puts: -41.01%
Prior 7-Day Total $29.52M
Calls: $18.91M (64%)
Puts: $10.62M (36%)
Prior 7-Day Average $4.22M
Calls: $2.70M (64%)
Puts: $1.52M (36%)
Current vs Prior 7-Day Avg -64.32%
Calls: -78.07%
Puts: -39.83%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/09) 0.90
Prior (07/08) 1.41
Current vs Prior -36.15%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -10.35%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/09) 23,899
Calls: 12,205 (51%)
Puts: 11,694 (49%)
Prior (07/08) 23,221
Calls: 11,813 (51%)
Puts: 11,408 (49%)
Current vs Prior +2.92%
Prior 7-Day Total 155,393
Calls: 79,279 (51%)
Puts: 76,114 (49%)
Prior 7-Day Average 22,199
Calls: 11,325 (51%)
Puts: 10,873 (49%)
Current vs Prior 7-Day Avg +7.66%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.75% | 9.67%3.75% | 9.67%
Prior 4.22% | 9.76%4.22% | 9.76%
Current vs Prior -11.16% | -0.95%-11.16% | -0.95%
Prior 7-Day Avg 5.23% | 10.13%4.66% | 9.76%
Current vs 7-Day Avg -28.34% | -4.58%-19.59% | -0.99%
Prior 7-Day Eod 4.22% | 9.76%-- | --
Current vs 7-Day Eod -11.16% | -0.95%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.48% | 17.12%
Calls: 17.09% | 19.24%
Puts: 31.88% | 15.01%
Prior 24.48% | 17.12%
Calls: 17.09% | 19.24%
Puts: 31.88% | 15.01%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.60% | 14.84%
Calls: 21.50% | 14.50%
Puts: 29.70% | 15.17%
Current vs 7-Day Avg -4.37% | +15.37%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($912.7K). P/C ratio dropping 36% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
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 7 of results (avg 7.6%, best 5.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2183.7088.00$85.855.0%--0.9324
$470.00Aug 2165.0070.20$67.607.7%--0.8844
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2170.1074.60$72.356.2%--0.83114
$575.00Aug 2150.1053.70$51.906.9%--0.7229
$590.00Aug 2161.0066.00$63.507.9%--0.8020
$580.00Aug 2153.0058.50$55.759.9%--0.7561
$585.00Aug 2156.6062.50$59.559.9%--0.77155

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 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1753.1060.00$56.5512.2%--1.0020
$450.00Aug 2183.7088.00$85.855.0%--0.9324
$500.00Jul 1730.3034.40$32.3512.7%120.9179
$505.00Jul 1726.2030.80$28.5016.1%--0.8831
$470.00Aug 2165.0070.20$67.607.7%--0.8844
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 1727.3031.70$29.5014.9%--0.8616
$600.00Aug 2170.1074.60$72.356.2%--0.83114
$590.00Aug 2161.0066.00$63.507.9%--0.8020
$555.00Jul 1721.0027.40$24.2026.4%10.7927
$585.00Aug 2156.6062.50$59.559.9%--0.77155

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 439, top 81)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Aug 217.709.90$8.8025.0%610.2535
$540.00Jul 173.507.10$5.3067.9%270.36118
$545.00Jul 173.406.80$5.1066.7%200.3294
$550.00Jul 172.503.90$3.2043.7%180.23138
$600.00Aug 214.106.20$5.1540.8%140.1791
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 170.551.70$1.13101.8%810.09119
$540.00Jul 1711.5017.90$14.7043.5%270.6464
$490.00Aug 217.108.90$8.0022.5%270.2216
$510.00Aug 2112.7014.50$13.6013.2%90.33109
$520.00Jul 170.605.60$3.10161.3%60.2675

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 44.7%, max 150.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 17Aug 2166.0%34.0%94.0%--72
$610.00Jul 17Aug 2161.7%35.6%73.3%--61
$585.00Jul 17Aug 2153.2%35.2%51.2%--193
$605.00Jul 17Aug 2146.8%34.3%36.4%--41
$590.00Jul 17Aug 2140.0%34.0%17.5%995
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 2183.5%33.4%150.3%257
$460.00Jul 17Aug 2170.7%33.4%111.7%356
$465.00Jul 17Aug 2165.7%32.1%104.9%--142
$470.00Jul 17Aug 2159.9%32.5%84.2%360
$485.00Jul 17Aug 2153.7%31.5%70.7%146

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 82.33, avg 7.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$610.00$620.00Jul 17$0.12$9.88$0.1282.33$610.12
$590.00$595.00Aug 21$0.15$4.85$0.1532.33$590.15
$590.00$600.00Jul 17$0.33$9.67$0.3329.30$590.33
$540.00$545.00Jul 17$0.20$4.80$0.2024.00$540.20
$565.00$570.00Jul 17$0.25$4.75$0.2519.00$565.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$455.00$450.00Aug 21$0.13$4.87$0.1337.46$454.87
$465.00$460.00Aug 21$0.17$4.83$0.1728.41$464.83
$505.00$500.00Jul 17$0.27$4.73$0.2717.52$504.73
$440.00$435.00Aug 21$0.32$4.68$0.3214.62$439.68
$500.00$495.00Jul 17$0.43$4.57$0.4310.63$499.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 81 found (best R:R 32.33, avg 2.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$500.00Jul 17$24.20$24.20$0.8030.25$499.20
$515.00$520.00Jul 17$4.75$4.75$0.2519.00$519.75
$450.00$470.00Aug 21$18.25$18.25$1.7510.43$468.25
$470.00$500.00Aug 21$24.25$24.25$5.754.22$494.25
$500.00$505.00Jul 17$3.85$3.85$1.153.35$503.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$550.00$545.00Aug 21$4.85$4.85$0.1532.33$545.15
$575.00$570.00Aug 21$4.45$4.45$0.558.09$570.55
$600.00$590.00Aug 21$8.85$8.85$1.157.70$591.15
$540.00$535.00Jul 17$4.20$4.20$0.805.25$535.80
$555.00$550.00Jul 17$4.00$4.00$1.004.00$551.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $10.10, cheapest $0.88)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Jul 17Aug 21$1.5566.0%34.0%
$610.00Jul 17Aug 21$3.0361.7%35.6%
$605.00Jul 17Aug 21$4.1246.8%34.3%
$600.00Jul 17Aug 21$4.9538.6%34.1%
$585.00Jul 17Aug 21$5.8053.2%35.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 17Aug 21$0.8870.7%33.4%
$465.00Jul 17Aug 21$1.1565.7%32.1%
$470.00Jul 17Aug 21$2.1859.9%32.5%
$485.00Jul 17Aug 21$3.6053.7%31.5%
$475.00Jul 17Aug 21$4.4238.1%32.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 3.09% of stock, avg 8.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Jul 17$9.45$7.00$16.45$513.55$546.453.09%
$520.00Jul 17$15.45$3.10$18.55$501.45$538.553.49%
$535.00Jul 17$8.05$10.50$18.55$516.45$553.553.49%
$525.00Jul 17$12.55$6.23$18.78$506.22$543.783.53%
$540.00Jul 17$5.30$14.70$20.00$520.00$560.003.76%
$515.00Jul 17$20.20$2.28$22.48$492.52$537.484.22%
$550.00Jul 17$3.20$20.20$23.40$526.60$573.404.40%
$545.00Jul 17$5.10$18.50$23.60$521.40$568.604.43%
$510.00Jul 17$23.35$1.45$24.80$485.20$534.804.66%
$555.00Jul 17$3.30$24.20$27.50$527.50$582.505.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.87% of stock, avg 4.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$510.00Jul 17$3.20$1.45$4.65$505.35$554.65
$555.00$510.00Jul 17$3.30$1.45$4.75$505.25$559.75
$550.00$515.00Jul 17$3.20$2.28$5.48$509.52$555.48
$555.00$515.00Jul 17$3.30$2.28$5.58$509.42$560.58
$550.00$520.00Jul 17$3.20$3.10$6.30$513.70$556.30
$555.00$520.00Jul 17$3.30$3.10$6.40$513.60$561.40
$545.00$510.00Jul 17$5.10$1.45$6.55$503.45$551.55
$540.00$510.00Jul 17$5.30$1.45$6.75$503.25$546.75
$545.00$515.00Jul 17$5.10$2.28$7.38$507.62$552.38
$540.00$515.00Jul 17$5.30$2.28$7.58$507.42$547.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 12.99, avg credit $4.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
435/440450/470Aug 21$18.57$1.4312.99$421.43$468.57
485/490535/540Aug 21$4.55$0.4510.11$485.45$539.55
485/490545/550Aug 21$4.55$0.4510.11$485.45$549.55
520/525530/535Jul 17$4.53$0.479.64$520.47$534.53
480/485520/525Aug 21$4.35$0.656.69$480.65$524.35
490/495520/525Aug 21$4.35$0.656.69$490.65$524.35
470/475520/525Aug 21$4.32$0.686.35$470.68$524.32
455/460520/525Aug 21$4.30$0.706.14$455.70$524.30
465/470520/525Aug 21$4.28$0.725.94$465.72$524.28
455/460470/500Aug 21$25.10$4.905.12$434.90$495.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$555.00$560.00$565.00Aug 21$0.10$4.9049.00
$545.00$550.00$555.00Aug 21$0.15$4.8532.33
$570.00$575.00$580.00Aug 21$0.25$4.7519.00
$600.00$605.00$610.00Aug 21$0.48$4.529.42
$535.00$540.00$545.00Aug 21$0.65$4.356.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$580.00$585.00$590.00Aug 21$0.15$4.8532.33
$550.00$555.00$560.00Aug 21$0.35$4.6513.29
$475.00$480.00$485.00Aug 21$0.45$4.5510.11
$500.00$505.00$510.00Aug 21$0.45$4.5510.11
$460.00$465.00$470.00Aug 21$0.66$4.346.58

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 $-8.15, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$500.001:2Jul 17-$8.15$16.85
$470.00$500.001:2Aug 21-$19.10$10.90
$610.00$620.001:2Jul 17-$1.26$8.74
$610.00$620.001:2Aug 21-$1.33$8.67
$555.00$560.001:2Jul 17-$0.04$4.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$2.90$7.10
$450.00$440.001:2Aug 21-$2.90$7.10
$480.00$475.001:2Jul 17-$0.26$4.74
$500.00$495.001:2Jul 17-$0.27$4.73
$515.00$510.001:2Jul 17-$0.62$4.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 4.02%, avg 1.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Aug 21$21.400.500.5%4.02%4.54%1144
$540.00Aug 21$18.300.471.5%3.44%4.90%3113
$545.00Aug 21$16.500.442.4%3.10%5.50%119
$550.00Aug 21$13.400.413.3%2.52%5.86%3111
$555.00Aug 21$11.600.384.3%2.18%6.46%12153
$560.00Aug 21$9.700.355.2%1.82%7.04%--30
$570.00Aug 21$9.100.317.1%1.71%8.81%152
$575.00Aug 21$8.800.288.0%1.65%9.69%1118
$565.00Aug 21$8.000.326.2%1.50%7.66%--16
$580.00Aug 21$7.700.259.0%1.45%10.42%6135

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 451
Total Puts 405
Put/Call Ratio 0.90
Net Difference 46

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,000
Total Puts 4,606
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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