Tour v381
NOC
NORTHROP GRUMMAN COR
$512.29 -2.23%
$513.00 (+0.14%)🌙
as of 07/21 06:01 PM
(7/21 15:06) ◀
|
Tuesday, July 21, 2026 (6:01pm)
January 2026
|
▶
◀ 7/21 18:01

Option Volume

Detail
ℹ
Current (07/21) 3,991
Calls: 1,598 (40%)
Puts: 2,393 (60%)
Prior (07/20) 2,370
Calls: 1,388 (59%)
Puts: 982 (41%)
Current vs Prior +68.40%
Calls: +15.13% (Calls)
Puts: +143.69% (Puts)
Prior 7-Day Total 7,598
Calls: 3,366 (44%)
Puts: 4,232 (56%)
Prior 7-Day Average 1,085
Calls: 480 (44%)
Puts: 604 (56%)
Current vs Prior 7-Day Avg +267.69%
Calls: +232.32%
Puts: +295.82%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/21) $4.60M
Calls: $2.19M (48%)
Puts: $2.41M (52%)
Prior (07/20) $2.88M
Calls: $1.50M (52%)
Puts: $1.38M (48%)
Current vs Prior +59.89%
Calls: +46.37%
Puts: +74.51%
Prior 7-Day Total $10.44M
Calls: $4.03M (39%)
Puts: $6.41M (61%)
Prior 7-Day Average $1.49M
Calls: $575.9K (39%)
Puts: $915.3K (61%)
Current vs Prior 7-Day Avg +208.69%
Calls: +280.24%
Puts: +163.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/21) 1.50
Prior (07/20) 0.71
Current vs Prior +111.66%
Prior 7-Day Average 1.98
Current vs Prior 7-Day Avg -24.45%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/21) 23,685
Calls: 11,542 (49%)
Puts: 12,143 (51%)
Prior (07/20) 22,334
Calls: 10,847 (49%)
Puts: 11,487 (51%)
Current vs Prior +6.05%
Prior 7-Day Total 149,336
Calls: 75,377 (50%)
Puts: 73,959 (50%)
Prior 7-Day Average 21,333
Calls: 10,768 (50%)
Puts: 10,565 (50%)
Current vs Prior 7-Day Avg +11.02%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 7.92% | 10.42%
Prior 9.09% | 11.32%
Current vs Prior -12.96% | -7.90%
Prior 7-Day Avg 4.68% | 9.89%
Current vs 7-Day Avg +69.14% | +5.36%
Prior 7-Day Eod 9.09% | 11.32%
Current vs 7-Day Eod -12.96% | -7.90%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 19.43% | 17.62%
Calls: 17.01% | 15.28%
Puts: 21.84% | 19.96%
Prior 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Current vs Prior -1.87% | -15.21%
Prior 7-Day Avg 67.89% | 18.95%
Calls: 40.77% | 19.35%
Puts: 83.36% | 18.56%
Current vs 7-Day Avg -71.38% | -7.03%
Liquidity Expensive
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🤖 AI Insights

Elevated premium activity with dollar volume up 60% vs prior. Dollar volume significantly above 7-day average (209% higher). Above-average activity with volume up 68% vs prior. Volume explosion - 268% above 7-day average (3,991 vs avg 1,085).

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 BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 9 of results (avg 7.2%, best 5.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2160.5066.10$63.308.8%--0.9525
$470.00Aug 2144.7049.40$47.0510.0%80.8444
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2188.2092.70$90.455.0%--0.94114
$595.00Aug 2183.3087.80$85.555.3%30.927
$590.00Aug 2178.6083.20$80.905.7%160.9420
$585.00Aug 2173.5078.80$76.157.0%--0.91154
$575.00Aug 2164.1069.00$66.557.4%--0.8829

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. 27 found (avg delta 0.75, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2160.5066.10$63.308.8%--0.9525
$470.00Aug 2144.7049.40$47.0510.0%80.8444
$480.00Aug 2136.4041.50$38.9513.1%110.784
$485.00Aug 2132.5036.80$34.6512.4%130.731
$490.00Aug 2128.9034.00$31.4516.2%70.698
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2188.2092.70$90.455.0%--0.94114
$590.00Aug 2178.6083.20$80.905.7%160.9420
$595.00Aug 2183.3087.80$85.555.3%30.927
$585.00Aug 2173.5078.80$76.157.0%--0.91154
$580.00Aug 2167.9073.50$70.707.9%--0.9061

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 2.6K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 215.107.10$6.1032.8%1890.23187
$570.00Aug 212.454.30$3.3854.7%1340.14209
$600.00Aug 210.601.55$1.0888.0%750.05222
$590.00Aug 210.052.00$1.02191.2%700.05133
$510.00Aug 2117.1021.20$19.1521.4%500.5110
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 211.002.80$1.9094.7%1.2K0.0843
$470.00Aug 214.005.70$4.8535.1%1620.18160
$440.00Aug 210.501.65$1.08106.5%570.0522
$490.00Aug 218.5011.70$10.1031.7%340.3267
$460.00Aug 210.804.10$2.45134.7%300.1187

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. 38 found (best R:R 32.33, avg 5.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$565.00Aug 21$0.15$4.85$0.1532.33$560.15
$580.00$585.00Aug 21$0.15$4.85$0.1532.33$580.15
$605.00$610.00Aug 21$0.48$4.52$0.489.42$605.48
$575.00$580.00Aug 21$0.62$4.38$0.627.06$575.62
$570.00$575.00Aug 21$0.63$4.37$0.636.94$570.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$435.00$430.00Aug 21$0.15$4.85$0.1532.33$434.85
$440.00$435.00Aug 21$0.23$4.77$0.2320.74$439.77
$455.00$450.00Aug 21$0.68$4.32$0.686.35$454.32
$470.00$465.00Aug 21$0.70$4.30$0.706.14$469.30
$425.00$420.00Aug 21$0.75$4.25$0.755.67$424.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 19.00, avg 2.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$485.00Aug 21$4.30$4.30$0.706.14$484.30
$450.00$470.00Aug 21$16.25$16.25$3.754.33$466.25
$470.00$480.00Aug 21$8.10$8.10$1.904.26$478.10
$495.00$500.00Aug 21$3.40$3.40$1.602.12$498.40
$500.00$505.00Aug 21$3.30$3.30$1.701.94$503.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$590.00$585.00Aug 21$4.75$4.75$0.2519.00$585.25
$535.00$530.00Aug 21$4.70$4.70$0.3015.67$530.30
$560.00$555.00Aug 21$4.70$4.70$0.3015.67$555.30
$595.00$590.00Aug 21$4.65$4.65$0.3513.29$590.35
$555.00$550.00Aug 21$4.35$4.35$0.656.69$550.65

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. 27 found (cheapest 7.34% of stock, avg 10.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$510.00Aug 21$19.15$18.45$37.60$472.40$547.607.34%
$520.00Aug 21$14.90$22.80$37.70$482.30$557.707.36%
$505.00Aug 21$21.75$16.10$37.85$467.15$542.857.39%
$495.00Aug 21$28.45$10.15$38.60$456.40$533.607.53%
$515.00Aug 21$17.30$21.40$38.70$476.30$553.707.55%
$500.00Aug 21$25.05$13.95$39.00$461.00$539.007.61%
$525.00Aug 21$13.25$27.00$40.25$484.75$565.257.86%
$530.00Aug 21$11.65$29.45$41.10$488.90$571.108.02%
$490.00Aug 21$31.45$10.10$41.55$448.45$531.558.11%
$485.00Aug 21$34.65$8.30$42.95$442.05$527.958.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.87% of stock, avg 5.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Aug 21$9.75$10.10$19.85$470.15$554.85
$535.00$495.00Aug 21$9.75$10.15$19.90$475.10$554.90
$530.00$490.00Aug 21$11.65$10.10$21.75$468.25$551.75
$530.00$495.00Aug 21$11.65$10.15$21.80$473.20$551.80
$525.00$490.00Aug 21$13.25$10.10$23.35$466.65$548.35
$525.00$495.00Aug 21$13.25$10.15$23.40$471.60$548.40
$535.00$500.00Aug 21$9.75$13.95$23.70$476.30$558.70
$520.00$490.00Aug 21$14.90$10.10$25.00$465.00$545.00
$520.00$495.00Aug 21$14.90$10.15$25.05$469.95$545.05
$530.00$500.00Aug 21$11.65$13.95$25.60$474.40$555.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 79 found (best R:R 49.00, avg credit $4.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
460/465470/480Aug 21$9.80$0.2049.00$455.20$479.80
460/465485/490Aug 21$4.90$0.1049.00$460.10$489.90
480/485495/500Aug 21$4.85$0.1532.33$480.15$499.85
480/485500/505Aug 21$4.75$0.2519.00$480.25$504.75
460/465490/495Aug 21$4.70$0.3015.67$460.30$494.70
440/445470/480Aug 21$9.10$0.9010.11$435.90$479.10
435/440480/485Aug 21$4.53$0.479.64$435.47$484.53
430/435480/485Aug 21$4.45$0.558.09$430.55$484.45
475/480495/500Aug 21$4.45$0.558.09$475.55$499.45
480/485490/495Aug 21$4.45$0.558.09$480.55$494.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$520.00$525.00$530.00Aug 21$0.05$4.9599.00
$565.00$570.00$575.00Aug 21$0.09$4.9154.56
$495.00$500.00$505.00Aug 21$0.10$4.9049.00
$485.00$490.00$495.00Aug 21$0.20$4.8024.00
$575.00$580.00$585.00Aug 21$0.47$4.539.64
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$430.00$435.00$440.00Aug 21$0.08$4.9261.50
$470.00$475.00$480.00Aug 21$0.10$4.9049.00
$500.00$505.00$510.00Aug 21$0.20$4.8024.00
$465.00$470.00$475.00Aug 21$0.25$4.7519.00
$590.00$595.00$600.00Aug 21$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.50, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$585.00$590.001:2Aug 21-$0.06$4.94
$605.00$610.001:2Aug 21-$0.22$4.78
$595.00$600.001:2Aug 21-$0.31$4.69
$600.00$605.001:2Aug 21-$1.28$3.72
$575.00$580.001:2Aug 21-$1.51$3.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$410.001:2Aug 21-$0.50$9.50
$445.00$440.001:2Aug 21-$0.08$4.92
$435.00$430.001:2Aug 21-$0.55$4.45
$440.00$435.001:2Aug 21-$0.62$4.38
$465.00$460.001:2Aug 21-$0.75$4.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 2.85%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$515.00Aug 21$14.600.470.5%2.85%3.38%311
$520.00Aug 21$12.300.431.5%2.40%3.91%2263
$525.00Aug 21$10.800.402.5%2.11%4.59%2443
$530.00Aug 21$9.500.363.5%1.85%5.31%2146
$535.00Aug 21$8.700.324.4%1.70%6.13%30167
$540.00Aug 21$7.000.305.4%1.37%6.78%20141
$545.00Aug 21$5.900.266.4%1.15%7.54%2340
$550.00Aug 21$5.100.237.4%1.00%8.36%189187
$560.00Aug 21$3.400.179.3%0.66%9.98%958
$565.00Aug 21$2.700.1610.3%0.53%10.82%2269

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 1,598
Total Puts 2,393
Put/Call Ratio 1.50
Net Difference -795

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,366
Total Puts 4,232
Average Put/Call Ratio 1.98
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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