Tour v334
NOC
NORTHROP GRUMMAN COR
$528.67 -2.43%
$532.90 (+0.80%)🌙
as of 07/14 06:08 PM
7/14 18:08

Option Volume

Detail
Current (07/14) 825
Calls: 198 (24%)
Puts: 627 (76%)
Prior (07/13) 607
Calls: 201 (33%)
Puts: 406 (67%)
Current vs Prior +35.91%
Calls: -1.49% (Calls)
Puts: +54.43% (Puts)
Prior 7-Day Total 7,583
Calls: 3,904 (51%)
Puts: 3,679 (49%)
Prior 7-Day Average 1,083
Calls: 557 (51%)
Puts: 525 (49%)
Current vs Prior 7-Day Avg -23.84%
Calls: -64.50%
Puts: +19.30%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $1.05M
Calls: $350.3K (33%)
Puts: $701.2K (67%)
Prior (07/13) $537.0K
Calls: $268.8K (50%)
Puts: $268.2K (50%)
Current vs Prior +95.80%
Calls: +30.31%
Puts: +161.44%
Prior 7-Day Total $20.43M
Calls: $13.43M (66%)
Puts: $7.00M (34%)
Prior 7-Day Average $2.92M
Calls: $1.92M (66%)
Puts: $1000.0K (34%)
Current vs Prior 7-Day Avg -63.98%
Calls: -81.75%
Puts: -29.88%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/14) 3.17
Prior (07/13) 2.02
Current vs Prior +56.77%
Prior 7-Day Average 1.23
Current vs Prior 7-Day Avg +157.20%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 24,439
Calls: 12,480 (51%)
Puts: 11,959 (49%)
Prior (07/13) 24,281
Calls: 12,386 (51%)
Puts: 11,895 (49%)
Current vs Prior +0.65%
Prior 7-Day Total 163,562
Calls: 83,505 (51%)
Puts: 80,057 (49%)
Prior 7-Day Average 23,366
Calls: 11,929 (51%)
Puts: 11,436 (49%)
Current vs Prior 7-Day Avg +4.59%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.90% | 9.20%2.90% | 9.20%
Prior 3.18% | 9.55%3.18% | 9.55%
Current vs Prior -8.80% | -3.65%-8.80% | -3.65%
Prior 7-Day Avg 4.31% | 9.80%4.09% | 9.66%
Current vs 7-Day Avg -32.67% | -6.13%-29.01% | -4.75%
Prior 7-Day Eod 3.18% | 9.55%3.18% | 9.55%
Current vs 7-Day Eod -8.80% | -3.65%-8.80% | -3.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 82.10% | 22.54%
Calls: 62.35% | 19.46%
Puts: 101.85% | 25.62%
Prior 48.62% | 17.17%
Calls: 48.13% | 18.83%
Puts: 49.10% | 15.51%
Current vs Prior +68.86% | +31.28%
Prior 7-Day Avg 33.77% | 14.55%
Calls: 27.81% | 15.04%
Puts: 39.72% | 14.07%
Current vs 7-Day Avg +143.15% | +54.91%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($701.2K). Elevated premium activity with dollar volume up 96% vs prior. Extreme bearish P/C ratio of 3.17 - heavy put buying. P/C ratio rising 57% - increased hedging/bearish 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 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 4 of results (avg 9.6%, best 9.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1752.9058.00$55.459.2%--0.9920
$450.00Aug 2179.9088.00$83.959.6%--0.9324
$550.00Aug 2114.5016.00$15.259.8%250.40112
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2170.0077.00$73.509.5%--0.85114

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 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1752.9058.00$55.459.2%--0.9920
$450.00Aug 2179.9088.00$83.959.6%--0.9324
$500.00Jul 1727.6032.00$29.8014.8%100.9383
$505.00Jul 1721.8028.60$25.2027.0%--0.9231
$510.00Jul 1717.3024.00$20.6532.4%--0.9026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 1727.5033.00$30.2518.2%--1.0015
$555.00Jul 1723.0029.60$26.3025.1%--0.9425
$545.00Jul 1715.4020.20$17.8027.0%100.8925
$550.00Jul 1718.0024.80$21.4031.8%10.8539
$600.00Aug 2170.0077.00$73.509.5%--0.85114

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 374, top 112)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 2114.5016.00$15.259.8%250.40112
$585.00Jul 170.000.65$0.33197.0%150.03162
$585.00Aug 213.0010.40$6.70110.4%150.2132
$500.00Jul 1727.6032.00$29.8014.8%100.9383
$540.00Jul 171.305.00$3.15117.5%70.30167
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 170.051.60$0.83186.7%1120.08149
$515.00Aug 2114.7017.90$16.3019.6%820.3728
$470.00Aug 212.905.10$4.0055.0%120.1313
$545.00Jul 1715.4020.20$17.8027.0%100.8925
$535.00Aug 2122.6026.40$24.5015.5%90.5146

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 61.1%, max 236.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Jul 17Aug 21103.1%38.1%170.3%--66
$605.00Jul 17Aug 2199.1%37.8%162.6%--41
$620.00Jul 17Aug 2197.6%39.4%147.8%--73
$590.00Jul 17Aug 2167.1%36.4%84.6%1111
$570.00Jul 17Aug 2162.8%34.3%83.0%3109
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 17Aug 21110.3%32.8%236.6%--58
$450.00Jul 17Aug 21123.5%38.0%224.8%--58
$465.00Jul 17Aug 21102.2%34.0%200.7%--142
$475.00Jul 17Aug 2156.5%34.4%64.3%329
$480.00Jul 17Aug 2154.4%33.8%60.9%1158

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 40.67, avg 6.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$590.00$600.00Jul 17$0.33$9.67$0.3329.30$590.33
$575.00$580.00Jul 17$0.25$4.75$0.2519.00$575.25
$560.00$565.00Aug 21$0.30$4.70$0.3015.67$560.30
$595.00$600.00Aug 21$0.30$4.70$0.3015.67$595.30
$610.00$620.00Aug 21$0.62$9.38$0.6215.13$610.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$510.00$505.00Jul 17$0.12$4.88$0.1240.67$509.88
$495.00$490.00Jul 17$0.13$4.87$0.1337.46$494.87
$485.00$480.00Jul 17$0.17$4.83$0.1728.41$484.83
$520.00$515.00Aug 21$0.25$4.75$0.2519.00$519.75
$500.00$495.00Jul 17$0.50$4.50$0.509.00$499.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 24.00, avg 2.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$500.00$505.00Jul 17$4.60$4.60$0.4011.50$504.60
$505.00$510.00Jul 17$4.55$4.55$0.4510.11$509.55
$450.00$470.00Aug 21$18.20$18.20$1.8010.11$468.20
$515.00$520.00Jul 17$4.45$4.45$0.558.09$519.45
$470.00$500.00Aug 21$23.25$23.25$6.753.44$493.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$585.00$580.00Aug 21$4.80$4.80$0.2024.00$580.20
$600.00$590.00Aug 21$9.20$9.20$0.8011.50$590.80
$550.00$545.00Aug 21$4.55$4.55$0.4510.11$545.45
$575.00$570.00Aug 21$4.30$4.30$0.706.14$570.70
$570.00$565.00Aug 21$4.10$4.10$0.904.56$565.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $9.86, cheapest $0.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$610.00Jul 17Aug 21$3.10103.1%38.1%
$620.00Jul 17Aug 21$3.2397.6%39.4%
$605.00Jul 17Aug 21$3.5399.1%37.8%
$600.00Jul 17Aug 21$5.4064.7%37.4%
$590.00Jul 17Aug 21$6.1767.1%36.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 17Aug 21$0.45110.3%32.8%
$450.00Jul 17Aug 21$0.80123.5%38.0%
$465.00Jul 17Aug 21$1.43102.2%34.0%
$470.00Jul 17Aug 21$3.9554.6%35.2%
$475.00Jul 17Aug 21$4.3756.5%34.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 2.35% of stock, avg 8.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Jul 17$6.65$5.75$12.40$517.60$542.402.35%
$525.00Jul 17$9.60$4.98$14.58$510.42$539.582.76%
$535.00Jul 17$5.63$9.05$14.68$520.32$549.682.78%
$520.00Jul 17$12.85$2.20$15.05$504.95$535.052.85%
$540.00Jul 17$3.15$12.30$15.45$524.55$555.452.92%
$545.00Jul 17$1.60$17.80$19.40$525.60$564.403.67%
$515.00Jul 17$17.30$2.40$19.70$495.30$534.703.73%
$510.00Jul 17$20.65$0.90$21.55$488.45$531.554.08%
$550.00Jul 17$2.32$21.40$23.72$526.28$573.724.49%
$505.00Jul 17$25.20$0.78$25.98$479.02$530.984.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.47% of stock, avg 3.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$510.00Jul 17$1.60$0.90$2.50$507.50$547.50
$565.00$510.00Jul 17$1.90$0.90$2.80$507.20$567.80
$550.00$510.00Jul 17$2.32$0.90$3.22$506.78$553.22
$545.00$520.00Jul 17$1.60$2.20$3.80$516.20$548.80
$545.00$515.00Jul 17$1.60$2.40$4.00$511.00$549.00
$540.00$510.00Jul 17$3.15$0.90$4.05$505.95$544.05
$565.00$520.00Jul 17$1.90$2.20$4.10$515.90$569.10
$565.00$515.00Jul 17$1.90$2.40$4.30$510.70$569.30
$550.00$520.00Jul 17$2.32$2.20$4.52$515.48$554.52
$550.00$515.00Jul 17$2.32$2.40$4.72$510.28$554.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 49.00, avg credit $4.79)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
430/440500/510Aug 21$9.80$0.2049.00$430.20$509.80
530/535540/545Jul 17$4.85$0.1532.33$530.15$544.85
505/510520/525Aug 21$4.80$0.2024.00$505.20$524.80
480/485500/505Jul 17$4.77$0.2320.74$480.23$504.77
510/515520/525Jul 17$4.75$0.2519.00$510.25$524.75
490/495500/505Jul 17$4.73$0.2717.52$490.27$504.73
480/485505/510Jul 17$4.72$0.2816.86$480.28$509.72
490/495505/510Jul 17$4.68$0.3214.63$490.32$509.68
480/485515/520Jul 17$4.62$0.3812.16$480.38$519.62
490/495515/520Jul 17$4.58$0.4210.90$490.42$519.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$505.00$510.00Jul 17$0.05$4.9599.00
$575.00$580.00$585.00Jul 17$0.18$4.8226.78
$580.00$585.00$590.00Jul 17$0.27$4.7317.52
$520.00$525.00$530.00Jul 17$0.30$4.7015.67
$550.00$555.00$560.00Jul 17$0.47$4.539.64
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$475.00$480.00$485.00Jul 17$0.12$4.8840.67
$535.00$540.00$545.00Aug 21$0.15$4.8532.33
$500.00$505.00$510.00Jul 17$0.17$4.8328.41
$470.00$475.00$480.00Aug 21$0.18$4.8226.78
$460.00$465.00$470.00Aug 21$0.19$4.8125.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-4.15, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$500.001:2Jul 17-$4.15$20.85
$470.00$500.001:2Aug 21-$19.25$10.75
$610.00$620.001:2Jul 17$0.00$10.00
$610.00$620.001:2Aug 21-$3.36$6.64
$540.00$545.001:2Jul 17-$0.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$1.60$8.40
$490.00$480.001:2Aug 21-$4.11$5.89
$485.00$480.001:2Jul 17-$0.01$4.99
$495.00$490.001:2Jul 17-$0.07$4.93
$480.00$475.001:2Jul 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. 21 found (best yield 3.69%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Aug 21$19.500.501.2%3.69%4.89%--150
$540.00Aug 21$18.000.472.1%3.40%5.55%2119
$545.00Aug 21$15.700.443.1%2.97%6.06%--18
$550.00Aug 21$14.500.404.0%2.74%6.78%25112
$555.00Aug 21$10.700.365.0%2.02%7.00%1153
$565.00Aug 21$9.600.326.9%1.82%8.69%--14
$560.00Aug 21$9.000.335.9%1.70%7.63%230
$570.00Aug 21$8.400.287.8%1.59%9.41%353
$575.00Aug 21$6.700.268.8%1.27%10.03%1120
$580.00Aug 21$6.700.259.7%1.27%10.98%--85

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 198
Total Puts 627
Put/Call Ratio 3.17
Net Difference -429

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,904
Total Puts 3,679
Average Put/Call Ratio 1.23
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