Tour v366
NOC
NORTHROP GRUMMAN COR
$523.96 +0.46%
$525.49 (+0.29%)🌙
as of 07/20 06:00 PM
7/20 18:00

Option Volume

Detail
Current (07/20) 2,370
Calls: 1,388 (59%)
Puts: 982 (41%)
Prior (07/17) 1,148
Calls: 535 (47%)
Puts: 613 (53%)
Current vs Prior +106.45%
Calls: +159.44% (Calls)
Puts: +60.20% (Puts)
Prior 7-Day Total 6,084
Calls: 2,429 (40%)
Puts: 3,655 (60%)
Prior 7-Day Average 869
Calls: 347 (40%)
Puts: 522 (60%)
Current vs Prior 7-Day Avg +172.68%
Calls: +300.00%
Puts: +88.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $2.88M
Calls: $1.50M (52%)
Puts: $1.38M (48%)
Prior (07/17) $2.05M
Calls: $573.4K (28%)
Puts: $1.48M (72%)
Current vs Prior +40.26%
Calls: +160.92%
Puts: -6.51%
Prior 7-Day Total $9.06M
Calls: $3.13M (35%)
Puts: $5.94M (65%)
Prior 7-Day Average $1.29M
Calls: $446.8K (35%)
Puts: $848.1K (65%)
Current vs Prior 7-Day Avg +122.34%
Calls: +234.87%
Puts: +63.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.71
Prior (07/17) 1.15
Current vs Prior -38.25%
Prior 7-Day Average 2.01
Current vs Prior 7-Day Avg -64.79%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 22,334
Calls: 10,847 (49%)
Puts: 11,487 (51%)
Prior (07/17) 25,227
Calls: 12,752 (51%)
Puts: 12,475 (49%)
Current vs Prior -11.47%
Prior 7-Day Total 150,901
Calls: 76,735 (51%)
Puts: 74,166 (49%)
Prior 7-Day Average 21,557
Calls: 10,962 (51%)
Puts: 10,595 (49%)
Current vs Prior 7-Day Avg +3.60%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 9.09% | 11.32%
Prior 9.38% | 11.50%
Current vs Prior -3.00% | -1.62%
Prior 7-Day Avg 3.92% | 9.66%
Current vs 7-Day Avg +132.23% | +17.19%
Prior 7-Day Eod 9.38% | 11.50%
Current vs 7-Day Eod -3.00% | -1.62%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Prior 122.22% | 25.69%
Calls: -- | --
Puts: 122.22% | 21.40%
Current vs Prior -83.80% | -19.11%
Prior 7-Day Avg 68.55% | 18.43%
Calls: 40.31% | 19.17%
Puts: 85.10% | 17.69%
Current vs 7-Day Avg -71.12% | +12.75%
Liquidity Expensive
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (122% higher). Unusually high activity with volume up 106% vs prior - elevated interest. Volume explosion - 173% above 7-day average (2,370 vs avg 869). P/C ratio dropping 38% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 8.5%, best 7.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2176.2081.80$79.007.1%10.9124
$470.00Aug 2159.1065.00$62.059.5%--0.8744
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2173.1078.70$75.907.4%--0.92114
$590.00Aug 2164.0069.80$66.908.7%--0.8720
$575.00Aug 2151.0056.20$53.609.7%--0.8329

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. 22 found (avg delta 0.72, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2176.2081.80$79.007.1%10.9124
$470.00Aug 2159.1065.00$62.059.5%--0.8744
$475.00Aug 2154.0059.90$56.9510.4%10.85--
$500.00Aug 2136.1041.00$38.5512.7%190.7131
$510.00Aug 2129.0035.00$32.0018.8%--0.6410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2173.1078.70$75.907.4%--0.92114
$585.00Aug 2159.5066.00$62.7510.4%--0.87154
$590.00Aug 2164.0069.80$66.908.7%--0.8720
$580.00Aug 2155.2061.10$58.1510.1%--0.8661
$575.00Aug 2151.0056.20$53.609.7%--0.8329

Most actively traded options today. High liquidity = easy entry/exit. 53 active (total vol 1.8K, top 166)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 211.803.60$2.7066.7%1500.11127
$570.00Aug 214.009.20$6.6078.8%1320.23128
$620.00Aug 210.802.05$1.4288.0%1090.0663
$610.00Aug 211.552.80$2.1757.6%750.0930
$550.00Aug 2110.3013.60$11.9527.6%700.35162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 213.704.50$4.1019.5%1660.1420
$530.00Aug 2120.8024.60$22.7016.7%760.5141
$525.00Aug 2119.0022.70$20.8517.7%740.47104
$510.00Aug 2111.1017.90$14.5046.9%680.36117
$480.00Aug 215.406.60$6.0020.0%500.1886

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 24.00, avg 4.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$605.00$610.00Aug 21$0.23$4.77$0.2320.74$605.23
$580.00$585.00Aug 21$0.25$4.75$0.2519.00$580.25
$600.00$605.00Aug 21$0.30$4.70$0.3015.67$600.30
$550.00$555.00Aug 21$0.45$4.55$0.4510.11$550.45
$565.00$570.00Aug 21$0.65$4.35$0.656.69$565.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$485.00Aug 21$0.20$4.80$0.2024.00$489.80
$470.00$465.00Aug 21$0.27$4.73$0.2717.52$469.73
$445.00$440.00Aug 21$0.40$4.60$0.4011.50$444.60
$460.00$455.00Aug 21$0.53$4.47$0.538.43$459.47
$500.00$495.00Aug 21$0.60$4.40$0.607.33$499.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 11.50, avg 1.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$525.00$530.00Aug 21$4.45$4.45$0.558.09$529.45
$450.00$470.00Aug 21$16.95$16.95$3.055.56$466.95
$475.00$500.00Aug 21$18.40$18.40$6.602.79$493.40
$515.00$520.00Aug 21$3.30$3.30$1.701.94$518.30
$500.00$510.00Aug 21$6.55$6.55$3.451.90$506.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$585.00$580.00Aug 21$4.60$4.60$0.4011.50$580.40
$580.00$575.00Aug 21$4.55$4.55$0.4510.11$575.45
$570.00$565.00Aug 21$4.50$4.50$0.509.00$565.50
$600.00$590.00Aug 21$9.00$9.00$1.009.00$591.00
$520.00$515.00Aug 21$4.35$4.35$0.656.69$515.65

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 8.12% of stock, avg 10.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 21$19.85$22.70$42.55$487.45$572.558.12%
$525.00Aug 21$24.30$20.85$45.15$479.85$570.158.62%
$535.00Aug 21$19.90$25.80$45.70$489.30$580.708.72%
$515.00Aug 21$30.10$15.85$45.95$469.05$560.958.77%
$545.00Aug 21$14.20$31.85$46.05$498.95$591.058.79%
$540.00Aug 21$17.35$28.90$46.25$493.75$586.258.83%
$510.00Aug 21$32.00$14.50$46.50$463.50$556.508.87%
$520.00Aug 21$26.80$20.20$47.00$473.00$567.008.97%
$550.00Aug 21$11.95$35.10$47.05$502.95$597.058.98%
$500.00Aug 21$38.55$11.15$49.70$450.30$549.709.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.63% of stock, avg 6.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$505.00Aug 21$11.95$12.30$24.25$480.75$574.25
$550.00$510.00Aug 21$11.95$14.50$26.45$483.55$576.45
$545.00$505.00Aug 21$14.20$12.30$26.50$478.50$571.50
$550.00$515.00Aug 21$11.95$15.85$27.80$487.20$577.80
$545.00$510.00Aug 21$14.20$14.50$28.70$481.30$573.70
$540.00$505.00Aug 21$17.35$12.30$29.65$475.35$569.65
$545.00$515.00Aug 21$14.20$15.85$30.05$484.95$575.05
$540.00$510.00Aug 21$17.35$14.50$31.85$478.15$571.85
$530.00$505.00Aug 21$19.85$12.30$32.15$472.85$562.15
$550.00$520.00Aug 21$11.95$20.20$32.15$487.85$582.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 32.33, avg credit $5.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
440/445525/530Aug 21$4.85$0.1532.33$440.15$529.85
445/450540/545Aug 21$4.82$0.1826.78$445.18$544.82
465/470525/530Aug 21$4.72$0.2816.86$465.28$529.72
485/490525/530Aug 21$4.65$0.3513.29$485.35$529.65
480/485535/540Aug 21$4.55$0.4510.11$480.45$539.55
430/435450/470Aug 21$18.00$2.009.00$417.00$468.00
480/485520/525Aug 21$4.50$0.509.00$480.50$524.50
475/480515/520Aug 21$4.40$0.607.33$475.60$519.40
430/435515/520Aug 21$4.35$0.656.69$430.65$519.35
440/445450/470Aug 21$17.35$2.656.55$427.65$467.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$600.00$605.00$610.00Aug 21$0.07$4.9370.43
$570.00$575.00$580.00Aug 21$0.25$4.7519.00
$615.00$620.00$625.00Aug 21$0.31$4.6915.13
$580.00$585.00$590.00Aug 21$0.45$4.5510.11
$555.00$560.00$565.00Aug 21$0.55$4.458.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$475.00$480.00Aug 21$0.30$4.7015.67
$540.00$545.00$550.00Aug 21$0.30$4.7015.67
$455.00$460.00$465.00Aug 21$0.47$4.539.64
$465.00$470.00$475.00Aug 21$0.53$4.478.43
$495.00$500.00$505.00Aug 21$0.55$4.458.09

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 $-20.15, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$500.001:2Aug 21-$20.15$4.85
$610.00$615.001:2Aug 21-$0.43$4.57
$590.00$595.001:2Aug 21-$0.70$4.30
$615.00$620.001:2Aug 21-$1.54$3.46
$605.00$610.001:2Aug 21-$1.94$3.06
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$435.00$430.001:2Aug 21-$0.25$4.75
$445.00$440.001:2Aug 21-$0.78$4.22
$430.00$425.001:2Aug 21-$1.30$3.70
$460.00$455.001:2Aug 21-$1.77$3.23
$465.00$460.001:2Aug 21-$1.83$3.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 4.20%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$525.00Aug 21$22.000.540.2%4.20%4.40%3824
$535.00Aug 21$17.500.472.1%3.34%5.45%28157
$530.00Aug 21$17.300.501.1%3.30%4.45%597
$540.00Aug 21$15.100.433.1%2.88%5.94%22127
$545.00Aug 21$11.200.394.0%2.14%6.15%3519
$555.00Aug 21$10.500.335.9%2.00%7.93%27139
$550.00Aug 21$10.300.355.0%1.97%6.94%70162
$560.00Aug 21$6.900.296.9%1.32%8.20%4635
$565.00Aug 21$4.100.257.8%0.78%8.62%4628
$570.00Aug 21$4.000.238.8%0.76%9.55%132128

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 1,388
Total Puts 982
Put/Call Ratio 0.71
Net Difference 406

Prior's Put/Call Breakdown

Total Calls 535
Total Puts 613
Put/Call Ratio 1.15
Net Difference -78

Prior 7-Day Put/Call Summary

Total Calls 2,429
Total Puts 3,655
Average Put/Call Ratio 2.01
Ratio Trend Falling

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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