Tour v340
NOC
NORTHROP GRUMMAN COR
$525.22 -0.65%
$528.88 (+0.70%)🌙
as of 07/15 06:12 PM
7/15 18:12

Option Volume

Detail
Current (07/15) 809
Calls: 152 (19%)
Puts: 657 (81%)
Prior (07/14) 825
Calls: 198 (24%)
Puts: 627 (76%)
Current vs Prior -1.94%
Calls: -23.23% (Calls)
Puts: +4.78% (Puts)
Prior 7-Day Total 6,051
Calls: 2,515 (42%)
Puts: 3,536 (58%)
Prior 7-Day Average 864
Calls: 359 (42%)
Puts: 505 (58%)
Current vs Prior 7-Day Avg -6.41%
Calls: -57.69%
Puts: +30.06%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $1.40M
Calls: $372.0K (27%)
Puts: $1.02M (73%)
Prior (07/14) $1.05M
Calls: $350.3K (33%)
Puts: $701.2K (67%)
Current vs Prior +32.78%
Calls: +6.18%
Puts: +46.07%
Prior 7-Day Total $12.99M
Calls: $7.30M (56%)
Puts: $5.69M (44%)
Prior 7-Day Average $1.86M
Calls: $1.04M (56%)
Puts: $813.1K (44%)
Current vs Prior 7-Day Avg -24.75%
Calls: -64.32%
Puts: +25.97%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 4.32
Prior (07/14) 3.17
Current vs Prior +36.50%
Prior 7-Day Average 1.61
Current vs Prior 7-Day Avg +167.75%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 3,894
Calls: 1,984 (51%)
Puts: 1,910 (49%)
Prior (07/14) 24,439
Calls: 12,480 (51%)
Puts: 11,959 (49%)
Current vs Prior -84.07%
Prior 7-Day Total 165,809
Calls: 84,675 (51%)
Puts: 81,134 (49%)
Prior 7-Day Average 23,687
Calls: 12,096 (51%)
Puts: 11,590 (49%)
Current vs Prior 7-Day Avg -83.56%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.37% | 9.33%2.37% | 9.33%
Prior 2.90% | 9.20%2.90% | 9.20%
Current vs Prior -18.36% | +1.38%-18.36% | +1.38%
Prior 7-Day Avg 3.92% | 9.60%3.92% | 9.60%
Current vs 7-Day Avg -39.54% | -2.78%-39.54% | -2.78%
Prior 7-Day Eod 2.90% | 9.20%2.90% | 9.20%
Current vs 7-Day Eod -18.36% | +1.38%-18.36% | +1.38%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 82.34% | 15.48%
Calls: 30.46% | 16.07%
Puts: 134.23% | 14.90%
Prior 82.10% | 22.54%
Calls: 62.35% | 19.46%
Puts: 101.85% | 25.62%
Current vs Prior +0.29% | -31.32%
Prior 7-Day Avg 41.84% | 16.27%
Calls: 34.25% | 16.77%
Puts: 49.42% | 15.78%
Current vs 7-Day Avg +96.82% | -4.86%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($1.02M). Extreme bearish P/C ratio of 4.32 - heavy put buying. P/C ratio rising 36% - increased hedging/bearish positioning. Declining open interest (down 84%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
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 1 of results (avg 6.5%, best 6.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 2149.0052.30$50.656.5%10.75--

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. 16 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 1724.7029.70$27.2018.4%100.9589
$520.00Jul 177.0012.00$9.5052.6%80.62107
$515.00Aug 2128.2033.90$31.0518.4%10.609
$520.00Aug 2124.0028.50$26.2517.1%10.56--
$525.00Aug 2120.2028.90$24.5535.4%10.5318
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 1725.3031.40$28.3521.5%100.96--
$550.00Jul 1721.1026.60$23.8523.1%10.90--
$545.00Jul 1717.3022.80$20.0527.4%40.8125
$575.00Aug 2150.3057.30$53.8013.0%20.7929
$540.00Jul 1712.1017.30$14.7035.4%40.7535

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 203, top 21)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 213.005.00$4.0050.0%210.14--
$500.00Jul 1724.7029.70$27.2018.4%100.9589
$535.00Aug 2119.0023.20$21.1019.9%90.47150
$520.00Jul 177.0012.00$9.5052.6%80.62107
$590.00Jul 170.050.85$0.45177.8%80.04--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 170.000.05$0.03166.7%150.0017
$520.00Jul 170.059.10$4.58197.6%150.3970
$525.00Jul 171.0510.00$5.53161.8%130.5175
$505.00Aug 2110.8013.60$12.2023.0%130.3313
$555.00Jul 1725.3031.40$28.3521.5%100.96--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 65.2%, max 139.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 17Aug 2186.4%36.0%139.9%2258
$545.00Jul 17Aug 2159.2%35.3%67.6%4--
$535.00Jul 17Aug 2162.6%37.6%66.4%10179
$540.00Jul 17Aug 2158.1%36.5%59.1%7163
$550.00Jul 17Aug 2150.4%34.5%45.8%9289
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Jul 17Aug 2173.4%33.0%122.4%3158
$490.00Jul 17Aug 2162.2%33.4%86.3%474
$545.00Jul 17Aug 2159.2%35.3%67.6%525
$535.00Jul 17Aug 2162.6%37.6%66.4%446
$540.00Jul 17Aug 2158.1%36.5%59.1%587

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 82.33, avg 11.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$590.00Jul 17$0.43$29.57$0.4368.77$560.43
$575.00$580.00Aug 21$0.10$4.90$0.1049.00$575.10
$590.00$600.00Jul 17$0.25$9.75$0.2539.00$590.25
$600.00$620.00Aug 21$0.72$19.28$0.7226.78$600.72
$580.00$600.00Aug 21$2.05$17.95$2.058.76$582.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$480.00Jul 17$0.12$9.88$0.1282.33$489.88
$455.00$440.00Aug 21$0.92$14.08$0.9215.30$454.08
$480.00$475.00Jul 17$0.50$4.50$0.509.00$479.50
$480.00$455.00Aug 21$2.50$22.50$2.509.00$477.50
$525.00$520.00Jul 17$0.95$4.05$0.954.26$524.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 24.00, avg 1.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$515.00$520.00Aug 21$4.80$4.80$0.2024.00$519.80
$500.00$520.00Jul 17$17.70$17.70$2.307.70$517.70
$535.00$540.00Aug 21$2.75$2.75$2.251.22$537.75
$540.00$545.00Aug 21$2.65$2.65$2.351.13$542.65
$570.00$575.00Aug 21$2.45$2.45$2.550.96$572.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$555.00$550.00Jul 17$4.50$4.50$0.509.00$550.50
$540.00$535.00Jul 17$4.15$4.15$0.854.88$535.85
$550.00$545.00Jul 17$3.80$3.80$1.203.17$546.20
$570.00$545.00Aug 21$17.65$17.65$7.352.40$552.35
$545.00$540.00Aug 21$3.40$3.40$1.602.12$541.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $12.37, cheapest $3.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 17Aug 21$3.8086.4%36.0%
$550.00Jul 17Aug 21$12.6050.4%34.5%
$545.00Jul 17Aug 21$13.3559.2%35.3%
$540.00Jul 17Aug 21$15.0758.1%36.5%
$535.00Jul 17Aug 21$15.8262.6%37.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$480.00Jul 17Aug 21$5.0273.4%33.0%
$490.00Jul 17Aug 21$7.4562.2%33.4%
$505.00Jul 17Aug 21$11.7735.8%32.2%
$545.00Jul 17Aug 21$12.9559.2%35.3%
$540.00Jul 17Aug 21$14.9058.1%36.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 2.68% of stock, avg 7.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Jul 17$9.50$4.58$14.08$505.92$534.082.68%
$535.00Jul 17$5.28$10.55$15.83$519.17$550.833.01%
$540.00Jul 17$3.28$14.70$17.98$522.02$557.983.42%
$545.00Jul 17$2.35$20.05$22.40$522.60$567.404.26%
$550.00Jul 17$0.90$23.85$24.75$525.25$574.754.71%
$520.00Aug 21$26.25$19.80$46.05$473.95$566.058.77%
$535.00Aug 21$21.10$26.60$47.70$487.30$582.709.08%
$540.00Aug 21$18.35$29.60$47.95$492.05$587.959.13%
$545.00Aug 21$15.70$33.00$48.70$496.30$593.709.27%
$570.00Aug 21$8.60$50.65$59.25$510.75$629.2511.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.25% of stock, avg 3.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$505.00Jul 17$0.90$0.43$1.33$503.67$551.33
$550.00$490.00Jul 17$0.90$0.65$1.55$488.45$551.55
$545.00$505.00Jul 17$2.35$0.43$2.78$502.22$547.78
$545.00$490.00Jul 17$2.35$0.65$3.00$487.00$548.00
$540.00$505.00Jul 17$3.28$0.43$3.71$501.29$543.71
$540.00$490.00Jul 17$3.28$0.65$3.93$486.07$543.93
$530.00$505.00Jul 17$4.98$0.43$5.41$499.59$535.41
$550.00$520.00Jul 17$0.90$4.58$5.48$514.52$555.48
$530.00$490.00Jul 17$4.98$0.65$5.63$484.37$535.63
$535.00$505.00Jul 17$5.28$0.43$5.71$499.29$540.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 113 found (best R:R 32.33, avg credit $4.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
540/545550/555Aug 21$4.85$0.1532.33$540.15$554.85
475/480500/520Jul 17$18.20$1.8010.11$461.80$518.20
480/490500/520Jul 17$17.82$2.188.17$472.18$517.82
535/540550/555Aug 21$4.45$0.558.09$535.55$554.45
500/505535/540Aug 21$4.30$0.706.14$500.70$539.30
485/490535/540Aug 21$4.20$0.805.25$485.80$539.20
500/505540/545Aug 21$4.20$0.805.25$500.80$544.20
485/490540/545Aug 21$4.10$0.904.56$485.90$544.10
500/505570/575Aug 21$4.00$1.004.00$501.00$574.00
485/490570/575Aug 21$3.90$1.103.55$486.10$573.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$535.00$540.00$545.00Aug 21$0.10$4.9049.00
$580.00$600.00$620.00Aug 21$1.33$18.6714.04
$540.00$545.00$550.00Aug 21$0.45$4.5510.11
$545.00$550.00$555.00Aug 21$0.75$4.255.67
$535.00$540.00$545.00Jul 17$1.07$3.933.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$485.00$490.00Aug 21$0.35$4.6513.29
$535.00$540.00$545.00Aug 21$0.40$4.6011.50
$545.00$550.00$555.00Jul 17$0.70$4.306.14
$535.00$540.00$545.00Jul 17$1.20$3.803.17
$490.00$505.00$520.00Jul 17$4.37$10.632.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.02, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$590.001:2Jul 17-$0.02$29.98
$580.00$600.001:2Aug 21-$1.95$18.05
$600.00$620.001:2Aug 21-$2.56$17.44
$555.00$570.001:2Aug 21-$5.15$9.85
$520.00$530.001:2Jul 17-$0.46$9.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$455.001:2Aug 21-$0.55$24.45
$505.00$490.001:2Jul 17-$0.87$14.13
$455.00$440.001:2Aug 21-$1.21$13.79
$520.00$505.001:2Aug 21-$4.60$10.40
$570.00$545.001:2Aug 21-$15.35$9.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 3.62%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Aug 21$19.000.471.9%3.62%5.48%9150
$540.00Aug 21$16.300.432.8%3.10%5.92%4--
$550.00Aug 21$11.600.364.7%2.21%6.93%4128
$545.00Aug 21$11.400.403.8%2.17%5.94%3--
$555.00Aug 21$8.700.335.7%1.66%7.33%1--
$570.00Aug 21$7.100.268.5%1.35%9.88%554
$575.00Aug 21$3.000.219.5%0.57%10.05%1120
$600.00Aug 21$3.000.1414.2%0.57%14.81%21--
$580.00Aug 21$2.600.2010.4%0.50%10.92%685
$535.00Jul 17$2.250.341.9%0.43%2.29%129

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 152
Total Puts 657
Put/Call Ratio 4.32
Net Difference -505

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,515
Total Puts 3,536
Average Put/Call Ratio 1.61
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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