Tour v309
NOC
NORTHROP GRUMMAN COR
$539.63 +1.39%
$537.67 (-0.36%)🌙
as of 07/10 06:03 PM
7/10 18:03

Option Volume

Detail
Current (07/10) 465
Calls: 180 (39%)
Puts: 285 (61%)
Prior (07/09) 856
Calls: 451 (53%)
Puts: 405 (47%)
Current vs Prior -45.68%
Calls: -60.09% (Calls)
Puts: -29.63% (Puts)
Prior 7-Day Total 9,489
Calls: 4,897 (52%)
Puts: 4,592 (48%)
Prior 7-Day Average 1,355
Calls: 699 (52%)
Puts: 656 (48%)
Current vs Prior 7-Day Avg -65.70%
Calls: -74.27%
Puts: -56.55%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10) $794.1K
Calls: $435.5K (55%)
Puts: $358.6K (45%)
Prior (07/09) $1.50M
Calls: $592.3K (39%)
Puts: $912.7K (61%)
Current vs Prior -47.23%
Calls: -26.46%
Puts: -60.71%
Prior 7-Day Total $29.60M
Calls: $18.85M (64%)
Puts: $10.75M (36%)
Prior 7-Day Average $4.23M
Calls: $2.69M (64%)
Puts: $1.54M (36%)
Current vs Prior 7-Day Avg -81.22%
Calls: -83.83%
Puts: -76.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 1.58
Prior (07/09) 0.90
Current vs Prior +76.32%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +54.94%
Sentiment BEARISH

Open Interest

Detail
Current (07/10) 24,153
Calls: 12,334 (51%)
Puts: 11,819 (49%)
Prior (07/09) 23,899
Calls: 12,205 (51%)
Puts: 11,694 (49%)
Current vs Prior +1.06%
Prior 7-Day Total 158,423
Calls: 80,852 (51%)
Puts: 77,571 (49%)
Prior 7-Day Average 22,631
Calls: 11,550 (51%)
Puts: 11,081 (49%)
Current vs Prior 7-Day Avg +6.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.62% | 9.46%3.62% | 9.46%
Prior 3.75% | 9.67%3.75% | 9.67%
Current vs Prior -3.35% | -2.14%-3.35% | -2.14%
Prior 7-Day Avg 4.95% | 10.00%4.43% | 9.74%
Current vs 7-Day Avg -26.83% | -5.40%-18.28% | -2.86%
Prior 7-Day Eod 3.75% | 9.67%-- | --
Current vs 7-Day Eod -3.35% | -2.14%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 45.70% | 16.92%
Calls: 39.56% | 17.14%
Puts: 51.85% | 16.70%
Prior 24.48% | 17.12%
Calls: 17.09% | 19.24%
Puts: 31.88% | 15.01%
Current vs Prior +86.68% | -1.17%
Prior 7-Day Avg 24.22% | 14.12%
Calls: 18.03% | 14.45%
Puts: 30.41% | 13.80%
Current vs 7-Day Avg +88.68% | +19.79%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Below-average activity with volume down 46% vs prior. Extreme bearish P/C ratio of 1.58 - heavy put buying. P/C ratio rising 76% - increased hedging/bearish positioning.

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

📈 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 8.5%, best 7.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2190.0096.90$93.457.4%--0.9324
$470.00Aug 2172.0078.80$75.409.0%--0.8844
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Aug 2155.1060.00$57.558.5%--0.7720
$585.00Aug 2151.2056.00$53.609.0%10.74155

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. 35 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1760.8069.80$65.3013.8%--1.0020
$450.00Aug 2190.0096.90$93.457.4%--0.9324
$500.00Jul 1737.0043.90$40.4517.1%80.9383
$505.00Jul 1732.6039.00$35.8017.9%20.9231
$510.00Jul 1727.0034.20$30.6023.5%--0.9126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2160.5069.00$64.7513.1%--0.81114
$560.00Jul 1717.9025.60$21.7535.4%--0.7916
$590.00Aug 2155.1060.00$57.558.5%--0.7720
$585.00Aug 2151.2056.00$53.609.0%10.74155
$555.00Jul 1713.4022.00$17.7048.6%--0.7226

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 131, top 13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Jul 170.051.45$0.75186.7%100.0653
$550.00Jul 172.555.70$4.1376.3%90.30137
$500.00Jul 1737.0043.90$40.4517.1%80.9383
$540.00Jul 174.0011.10$7.5594.0%70.48119
$610.00Jul 170.001.65$0.83198.8%60.0539
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Jul 170.000.85$0.43197.7%130.0435
$490.00Aug 215.607.50$6.5529.0%30.1834
$510.00Aug 217.0013.40$10.2062.7%30.28113
$445.00Jul 170.000.05$0.03166.7%20.0025
$525.00Jul 170.907.40$4.15156.6%20.2873

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 43.6%, max 166.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 17Aug 2160.4%30.6%97.8%172
$645.00Jul 17Aug 2166.8%35.1%90.5%239
$610.00Jul 17Aug 2154.3%33.2%63.5%1161
$600.00Jul 17Aug 2153.1%34.3%54.8%--154
$605.00Jul 17Aug 2152.0%33.8%53.9%141
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 17Aug 2184.7%31.8%166.7%--58
$450.00Jul 17Aug 2193.7%36.2%158.6%--58
$470.00Jul 17Aug 2163.5%36.2%75.3%160
$480.00Jul 17Aug 2155.8%33.1%68.7%--159
$465.00Jul 17Aug 2163.0%39.0%61.4%--142

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 64.79, avg 5.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$645.00Jul 17$0.38$24.62$0.3864.79$620.38
$580.00$585.00Jul 17$0.20$4.80$0.2024.00$580.20
$555.00$560.00Aug 21$0.20$4.80$0.2024.00$555.20
$575.00$580.00Jul 17$0.22$4.78$0.2221.73$575.22
$600.00$605.00Jul 17$0.37$4.63$0.3712.51$600.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$510.00$505.00Jul 17$0.15$4.85$0.1532.33$509.85
$470.00$465.00Jul 17$0.32$4.68$0.3214.63$469.68
$530.00$525.00Jul 17$0.45$4.55$0.4510.11$529.55
$455.00$450.00Aug 21$0.48$4.52$0.489.42$454.52
$475.00$470.00Aug 21$0.48$4.52$0.489.42$474.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 81 found (best R:R 165.67, avg 3.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$500.00Jul 17$24.85$24.85$0.15165.67$499.85
$500.00$505.00Jul 17$4.65$4.65$0.3513.29$504.65
$510.00$515.00Jul 17$4.65$4.65$0.3513.29$514.65
$450.00$470.00Aug 21$18.05$18.05$1.959.26$468.05
$515.00$520.00Jul 17$4.30$4.30$0.706.14$519.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$585.00$580.00Aug 21$4.45$4.45$0.558.09$580.55
$560.00$555.00Jul 17$4.05$4.05$0.954.26$555.95
$590.00$585.00Aug 21$3.95$3.95$1.053.76$586.05
$570.00$565.00Aug 21$3.75$3.75$1.253.00$566.25
$575.00$570.00Aug 21$3.70$3.70$1.302.85$571.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $10.50, cheapest $1.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$645.00Jul 17Aug 21$1.5066.8%35.1%
$620.00Jul 17Aug 21$1.5460.4%30.6%
$610.00Jul 17Aug 21$3.5754.3%33.2%
$605.00Jul 17Aug 21$4.4752.0%33.8%
$600.00Jul 17Aug 21$5.1053.1%34.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$470.00Jul 17Aug 21$2.9563.5%36.2%
$480.00Jul 17Aug 21$3.2755.8%33.1%
$465.00Jul 17Aug 21$3.5763.0%39.0%
$475.00Jul 17Aug 21$4.0550.8%35.4%
$490.00Jul 17Aug 21$5.3548.0%33.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 3.02% of stock, avg 8.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$535.00Jul 17$10.50$5.80$16.30$518.70$551.303.02%
$540.00Jul 17$7.55$9.05$16.60$523.40$556.603.08%
$545.00Jul 17$6.20$11.50$17.70$527.30$562.703.28%
$550.00Jul 17$4.13$14.70$18.83$531.17$568.833.49%
$530.00Jul 17$15.80$4.60$20.40$509.60$550.403.78%
$525.00Jul 17$17.45$4.15$21.60$503.40$546.604.00%
$555.00Jul 17$4.35$17.70$22.05$532.95$577.054.09%
$520.00Jul 17$21.65$2.13$23.78$496.22$543.784.41%
$560.00Jul 17$2.95$21.75$24.70$535.30$584.704.58%
$515.00Jul 17$25.95$2.20$28.15$486.85$543.155.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.94% of stock, avg 4.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$520.00Jul 17$2.95$2.13$5.08$514.92$565.08
$560.00$515.00Jul 17$2.95$2.20$5.15$509.85$565.15
$550.00$520.00Jul 17$4.13$2.13$6.26$513.74$556.26
$550.00$515.00Jul 17$4.13$2.20$6.33$508.67$556.33
$555.00$520.00Jul 17$4.35$2.13$6.48$513.52$561.48
$555.00$515.00Jul 17$4.35$2.20$6.55$508.45$561.55
$560.00$525.00Jul 17$2.95$4.15$7.10$517.90$567.10
$560.00$530.00Jul 17$2.95$4.60$7.55$522.45$567.55
$550.00$525.00Jul 17$4.13$4.15$8.28$516.72$558.28
$545.00$520.00Jul 17$6.20$2.13$8.33$511.67$553.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 78 found (best R:R 54.56, avg credit $4.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
460/465500/510Aug 21$9.82$0.1854.56$455.18$509.82
475/480520/525Jul 17$4.85$0.1532.33$475.15$524.85
490/495510/515Aug 21$4.83$0.1728.41$490.17$514.83
510/515520/525Jul 17$4.82$0.1826.78$510.18$524.82
505/510520/525Aug 21$4.80$0.2024.00$505.20$524.80
510/515525/530Aug 21$4.80$0.2024.00$510.20$529.80
500/505520/525Aug 21$4.70$0.3015.67$500.30$524.70
460/465470/500Aug 21$27.92$2.0813.42$437.08$497.92
465/470515/520Jul 17$4.62$0.3812.16$465.38$519.62
480/490500/510Aug 21$9.20$0.8011.50$480.80$509.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$600.00$605.00$610.00Aug 21$0.05$4.9599.00
$515.00$520.00$525.00Jul 17$0.10$4.9049.00
$600.00$605.00$610.00Jul 17$0.32$4.6814.62
$510.00$515.00$520.00Jul 17$0.35$4.6513.29
$545.00$550.00$555.00Aug 21$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$505.00$510.00Aug 21$0.10$4.9049.00
$500.00$505.00$510.00Jul 17$0.22$4.7821.73
$540.00$545.00$550.00Aug 21$0.30$4.7015.67
$510.00$515.00$520.00Aug 21$0.40$4.6011.50
$485.00$490.00$495.00Jul 17$0.43$4.5710.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.12, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$645.001:2Jul 17-$0.12$24.88
$610.00$620.001:2Aug 21-$0.44$9.56
$475.00$500.001:2Jul 17-$15.60$9.40
$610.00$620.001:2Jul 17-$0.93$9.07
$590.00$600.001:2Jul 17-$1.75$8.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Aug 21-$1.80$8.20
$490.00$480.001:2Aug 21-$2.35$7.65
$460.00$450.001:2Jul 17-$2.40$7.60
$525.00$520.001:2Jul 17-$0.11$4.89
$470.00$465.001:2Jul 17-$0.51$4.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 4.39%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Aug 21$23.700.520.1%4.39%4.46%5115
$545.00Aug 21$19.000.481.0%3.52%4.52%--18
$550.00Aug 21$18.000.451.9%3.34%5.26%2111
$555.00Aug 21$17.100.422.9%3.17%6.02%--154
$560.00Aug 21$16.000.413.8%2.96%6.74%--30
$570.00Aug 21$12.800.345.6%2.37%8.00%--53
$565.00Aug 21$12.700.374.7%2.35%7.05%416
$575.00Aug 21$9.500.306.5%1.76%8.31%3118
$580.00Aug 21$8.200.297.5%1.52%9.00%385
$590.00Aug 21$6.000.239.3%1.11%10.45%544

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 180
Total Puts 285
Put/Call Ratio 1.58
Net Difference -105

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,897
Total Puts 4,592
Average Put/Call Ratio 1.02
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All