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