Tour v325
NOC
NORTHROP GRUMMAN COR
$541.82 +0.41%
$542.00 (+0.03%)🌙
as of 07/13 06:03 PM
7/13 18:03

Option Volume

Detail
Current (07/13) 607
Calls: 201 (33%)
Puts: 406 (67%)
Prior (07/10) 465
Calls: 180 (39%)
Puts: 285 (61%)
Current vs Prior +30.54%
Calls: +11.67% (Calls)
Puts: +42.46% (Puts)
Prior 7-Day Total 7,810
Calls: 4,181 (54%)
Puts: 3,629 (46%)
Prior 7-Day Average 1,115
Calls: 597 (54%)
Puts: 518 (46%)
Current vs Prior 7-Day Avg -45.60%
Calls: -66.35%
Puts: -21.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13) $537.0K
Calls: $268.8K (50%)
Puts: $268.2K (50%)
Prior (07/10) $794.1K
Calls: $435.5K (55%)
Puts: $358.6K (45%)
Current vs Prior -32.37%
Calls: -38.27%
Puts: -25.21%
Prior 7-Day Total $21.41M
Calls: $14.14M (66%)
Puts: $7.28M (34%)
Prior 7-Day Average $3.06M
Calls: $2.02M (66%)
Puts: $1.04M (34%)
Current vs Prior 7-Day Avg -82.44%
Calls: -86.69%
Puts: -74.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 2.02
Prior (07/10) 1.58
Current vs Prior +27.57%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg +92.54%
Sentiment BEARISH

Open Interest

Detail
Current (07/13) 24,281
Calls: 12,386 (51%)
Puts: 11,895 (49%)
Prior (07/10) 24,153
Calls: 12,334 (51%)
Puts: 11,819 (49%)
Current vs Prior +0.53%
Prior 7-Day Total 161,275
Calls: 82,336 (51%)
Puts: 78,939 (49%)
Prior 7-Day Average 23,039
Calls: 11,762 (51%)
Puts: 11,277 (49%)
Current vs Prior 7-Day Avg +5.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.18% | 9.55%3.18% | 9.55%
Prior 3.62% | 9.46%3.62% | 9.46%
Current vs Prior -12.12% | +0.96%-12.12% | +0.96%
Prior 7-Day Avg 4.66% | 9.92%4.27% | 9.68%
Current vs 7-Day Avg -31.74% | -3.68%-25.46% | -1.37%
Prior 7-Day Eod 3.62% | 9.46%3.62% | 9.46%
Current vs 7-Day Eod -12.12% | +0.96%-12.12% | +0.96%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 48.62% | 17.17%
Calls: 48.13% | 18.83%
Puts: 49.10% | 15.51%
Prior 45.70% | 16.92%
Calls: 39.56% | 17.14%
Puts: 51.85% | 16.70%
Current vs Prior +6.39% | +1.48%
Prior 7-Day Avg 29.47% | 14.52%
Calls: 22.45% | 15.00%
Puts: 36.49% | 14.06%
Current vs 7-Day Avg +64.97% | +18.22%
Liquidity Expensive
+
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🤖 AI Insights

Extreme bearish P/C ratio of 2.02 - heavy put buying.

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 BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 5 of results (avg 8.5%, best 7.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 1741.3044.50$42.907.5%20.9583
$500.00Aug 2149.1053.00$51.057.6%10.7818
$475.00Jul 1763.7069.30$66.508.4%--1.0020
$450.00Aug 2191.20100.00$95.609.2%--0.9124
$505.00Jul 1735.5039.10$37.309.7%20.9731
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. 36 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1763.7069.30$66.508.4%--1.0020
$505.00Jul 1735.5039.10$37.309.7%20.9731
$495.00Jul 1743.0049.10$46.0513.2%10.973
$510.00Jul 1730.3034.60$32.4513.3%--0.9626
$500.00Jul 1741.3044.50$42.907.5%20.9583
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Jul 1726.9031.80$29.3516.7%10.88--
$560.00Jul 1718.2022.40$20.3020.7%10.8416
$600.00Aug 2160.3067.00$63.6510.5%--0.80114
$555.00Jul 1714.2020.00$17.1033.9%10.8026
$590.00Aug 2150.6059.00$54.8015.3%--0.7620

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 283, top 71)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 176.5010.10$8.3043.4%710.53121
$550.00Jul 172.205.30$3.7582.7%320.32142
$640.00Aug 210.003.30$1.65200.0%60.0726
$590.00Jul 170.101.15$0.63166.7%50.0558
$520.00Jul 1720.6025.00$22.8019.3%40.90107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 170.000.50$0.25200.0%400.0290
$535.00Jul 172.807.40$5.1090.2%180.3742
$540.00Jul 174.709.60$7.1568.5%100.4745
$520.00Jul 170.202.00$1.10163.6%80.1274
$490.00Jul 170.000.85$0.43197.7%70.0445

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 60.0%, max 193.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$645.00Jul 17Aug 21117.7%42.6%176.3%--39
$605.00Jul 17Aug 2184.6%32.0%164.2%--41
$610.00Jul 17Aug 2179.2%34.7%128.3%265
$620.00Jul 17Aug 2175.6%33.8%123.8%--73
$650.00Jul 17Aug 2189.7%43.8%104.8%--346
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 21127.2%43.3%193.4%--58
$460.00Jul 17Aug 21115.3%39.9%189.0%--58
$465.00Jul 17Aug 21109.3%38.4%185.0%--142
$470.00Jul 17Aug 2173.8%37.3%98.0%661
$475.00Jul 17Aug 2170.9%36.8%92.5%128

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 75.92, avg 6.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$565.00Jul 17$0.13$4.87$0.1337.46$560.13
$625.00$630.00Aug 21$0.20$4.80$0.2024.00$625.20
$555.00$560.00Jul 17$0.30$4.70$0.3015.67$555.30
$610.00$620.00Jul 17$0.75$9.25$0.7512.33$610.75
$590.00$595.00Aug 21$0.60$4.40$0.607.33$590.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$440.00Aug 21$0.13$9.87$0.1375.92$449.87
$460.00$455.00Aug 21$0.13$4.87$0.1337.46$459.87
$465.00$460.00Aug 21$0.15$4.85$0.1532.33$464.85
$520.00$515.00Jul 17$0.22$4.78$0.2221.73$519.78
$500.00$495.00Jul 17$0.30$4.70$0.3015.67$499.70

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 2.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$505.00$510.00Jul 17$4.85$4.85$0.1532.33$509.85
$520.00$525.00Jul 17$4.85$4.85$0.1532.33$524.85
$450.00$470.00Aug 21$18.80$18.80$1.2015.67$468.80
$510.00$515.00Jul 17$4.50$4.50$0.509.00$514.50
$470.00$500.00Aug 21$25.75$25.75$4.256.06$495.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$570.00$560.00Jul 17$9.05$9.05$0.959.53$560.95
$600.00$590.00Aug 21$8.85$8.85$1.157.70$591.15
$550.00$545.00Jul 17$4.30$4.30$0.706.14$545.70
$565.00$560.00Aug 21$3.90$3.90$1.103.55$561.10
$555.00$550.00Jul 17$3.85$3.85$1.153.35$551.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $10.16, cheapest $0.78)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$645.00Jul 17Aug 21$1.60117.7%42.6%
$605.00Jul 17Aug 21$1.9384.6%32.0%
$620.00Jul 17Aug 21$2.5575.6%33.8%
$610.00Jul 17Aug 21$3.3079.2%34.7%
$650.00Jul 17Aug 21$3.4889.7%43.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 17Aug 21$0.78127.2%43.3%
$460.00Jul 17Aug 21$0.93115.3%39.9%
$465.00Jul 17Aug 21$1.08109.3%38.4%
$470.00Jul 17Aug 21$3.2873.8%37.3%
$475.00Jul 17Aug 21$3.7770.9%36.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.56% of stock, avg 8.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Jul 17$4.90$8.95$13.85$531.15$558.852.56%
$540.00Jul 17$8.30$7.15$15.45$524.55$555.452.85%
$535.00Jul 17$11.40$5.10$16.50$518.50$551.503.05%
$550.00Jul 17$3.75$13.25$17.00$533.00$567.003.14%
$530.00Jul 17$14.55$3.55$18.10$511.90$548.103.34%
$555.00Jul 17$1.83$17.10$18.93$536.07$573.933.49%
$525.00Jul 17$17.95$2.17$20.12$504.88$545.123.71%
$560.00Jul 17$1.53$20.30$21.83$538.17$581.834.03%
$520.00Jul 17$22.80$1.10$23.90$496.10$543.904.41%
$515.00Jul 17$27.95$0.88$28.83$486.17$543.835.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.49% of stock, avg 4.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$520.00Jul 17$1.53$1.10$2.63$517.37$562.63
$555.00$520.00Jul 17$1.83$1.10$2.93$517.07$557.93
$575.00$520.00Jul 17$2.40$1.10$3.50$516.50$578.50
$560.00$525.00Jul 17$1.53$2.17$3.70$521.30$563.70
$555.00$525.00Jul 17$1.83$2.17$4.00$521.00$559.00
$575.00$525.00Jul 17$2.40$2.17$4.57$520.43$579.57
$550.00$520.00Jul 17$3.75$1.10$4.85$515.15$554.85
$560.00$530.00Jul 17$1.53$3.55$5.08$524.92$565.08
$555.00$530.00Jul 17$1.83$3.55$5.38$524.62$560.38
$550.00$525.00Jul 17$3.75$2.17$5.92$519.08$555.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 95 found (best R:R 24.00, avg credit $4.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
495/500510/515Jul 17$4.80$0.2024.00$495.20$514.80
490/495500/510Aug 21$9.50$0.5019.00$485.50$509.50
445/450495/500Jul 17$4.72$0.2816.86$445.28$499.72
445/450530/535Jul 17$4.72$0.2816.86$445.28$534.72
445/450535/540Jul 17$4.67$0.3314.15$445.33$539.67
490/495520/525Aug 21$4.55$0.4510.11$490.45$524.55
490/495525/530Aug 21$4.55$0.4510.11$490.45$529.55
475/480500/510Aug 21$9.05$0.959.53$470.95$509.05
525/530535/540Jul 17$4.48$0.528.62$525.52$539.48
495/500520/525Aug 21$4.35$0.656.69$495.65$524.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$535.00$540.00Jul 17$0.05$4.9599.00
$560.00$565.00$570.00Jul 17$0.11$4.8944.45
$570.00$575.00$580.00Aug 21$0.15$4.8532.33
$580.00$585.00$590.00Jul 17$0.16$4.8430.25
$555.00$560.00$565.00Jul 17$0.17$4.8328.41
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$550.00$555.00$560.00Aug 21$0.05$4.9599.00
$570.00$575.00$580.00Aug 21$0.10$4.9049.00
$450.00$455.00$460.00Aug 21$0.11$4.8944.45
$460.00$465.00$470.00Aug 21$0.15$4.8532.33
$525.00$530.00$535.00Jul 17$0.17$4.8328.41

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 $-4.05, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$645.001:2Jul 17-$4.05$20.95
$610.00$620.001:2Jul 17$0.00$10.00
$610.00$620.001:2Aug 21-$1.80$8.20
$590.00$600.001:2Jul 17-$2.13$7.87
$470.00$500.001:2Aug 21-$25.30$4.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$2.40$7.60
$450.00$440.001:2Aug 21-$2.92$7.08
$525.00$520.001:2Jul 17-$0.03$4.97
$500.00$495.001:2Jul 17-$0.20$4.80
$515.00$510.001:2Jul 17-$0.22$4.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 4.06%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$545.00Aug 21$22.000.500.6%4.06%4.65%118
$550.00Aug 21$18.500.471.5%3.41%4.92%--112
$555.00Aug 21$17.400.442.4%3.21%5.64%1154
$560.00Aug 21$13.400.413.4%2.47%5.83%--30
$565.00Aug 21$13.300.374.3%2.45%6.73%--14
$570.00Aug 21$11.500.355.2%2.12%7.32%--53
$575.00Aug 21$10.200.326.1%1.88%8.01%1119
$580.00Aug 21$8.700.297.0%1.61%8.65%--85
$585.00Aug 21$7.200.278.0%1.33%9.30%--32
$600.00Aug 21$5.300.2010.7%0.98%11.72%196

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 201
Total Puts 406
Put/Call Ratio 2.02
Net Difference -205

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,181
Total Puts 3,629
Average Put/Call Ratio 1.05
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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