NEW Tour v246
NOC
NORTHROP GRUMMAN COR
$505.14 +1.84%
6/30 15:06

Option Volume

Detail
Current (06/30 3:05pm) 2,029
Calls: 786 (39%)
Puts: 1,243 (61%)
Prior (06/29) 825
Calls: 440 (53%)
Puts: 385 (47%)
Current vs Prior +145.94%
Calls: +78.64% (Calls)
Puts: +222.86% (Puts)
Prior 7-Day Total 5,846
Calls: 3,153 (54%)
Puts: 2,693 (46%)
Prior 7-Day Average 835
Calls: 450 (54%)
Puts: 384 (46%)
Current vs Prior 7-Day Avg +142.95%
Calls: +74.50%
Puts: +223.10%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30 3:05pm) $8.80M
Calls: $4.83M (55%)
Puts: $3.97M (45%)
Prior (06/29) $1.26M
Calls: $544.5K (43%)
Puts: $719.9K (57%)
Current vs Prior +595.73%
Calls: +786.83%
Puts: +451.17%
Prior 7-Day Total $9.44M
Calls: $5.06M (54%)
Puts: $4.38M (46%)
Prior 7-Day Average $1.35M
Calls: $723.3K (54%)
Puts: $625.1K (46%)
Current vs Prior 7-Day Avg +552.43%
Calls: +567.70%
Puts: +534.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30 3:05pm) 1.58
Prior (06/29) 0.88
Current vs Prior +80.73%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg +94.07%
Sentiment BEARISH

Open Interest

Detail
Current (06/30 3:05pm) 21,301
Calls: 10,850 (51%)
Puts: 10,451 (49%)
Prior (06/29) 20,869
Calls: 10,632 (51%)
Puts: 10,237 (49%)
Current vs Prior +2.07%
Prior 7-Day Total 158,561
Calls: 80,590 (51%)
Puts: 77,971 (49%)
Prior 7-Day Average 22,651
Calls: 11,512 (51%)
Puts: 11,138 (49%)
Current vs Prior 7-Day Avg -5.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 5.74% | 10.24%
Prior 6.08% | 10.50%
Current vs Prior -5.51% | -2.43%
Prior 7-Day Avg 5.39% | 9.60%
Current vs 7-Day Avg +6.53% | +6.76%
Prior 7-Day Eod 6.08% | 10.50%
Current vs 7-Day Eod -5.51% | -2.43%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 8.95% | 14.12%
Calls: 8.63% | 13.33%
Puts: 9.27% | 14.90%
Prior 22.18% | 17.82%
Calls: 29.21% | 14.83%
Puts: 15.14% | 20.81%
Current vs Prior -59.65% | -20.76%
Prior 7-Day Avg 43.58% | 16.88%
Calls: 31.41% | 16.03%
Puts: 55.76% | 17.73%
Current vs 7-Day Avg -79.46% | -16.36%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Massive premium surge with dollar volume up 596% vs prior. Dollar volume significantly above 7-day average (552% higher). Unusually high activity with volume up 146% vs prior - elevated interest. Volume explosion - 143% above 7-day average (2,029 vs avg 835).

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
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 6 of results (avg 8.6%, best 6.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 1715.9017.00$16.456.7%200.5912
$505.00Jul 1713.3014.50$13.908.6%50.5232
$510.00Jul 1710.9012.00$11.459.6%160.4619
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Jul 1717.2018.70$17.958.4%--0.60195
$525.00Jul 1723.0025.20$24.109.1%100.7062
$510.00Jul 1714.4015.80$15.109.3%1310.54177

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 0.75, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1731.2037.70$34.4518.9%--0.8521
$480.00Jul 1729.0032.70$30.8512.0%230.802
$490.00Jul 1720.9023.20$22.0510.4%--0.7010
$500.00Jul 1715.9017.00$16.456.7%200.5912
$505.00Jul 1713.3014.50$13.908.6%50.5232
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 1747.0053.00$50.0012.0%--0.9227
$550.00Jul 1743.0048.10$45.5511.2%20.9048
$560.00Jul 1751.5058.00$54.7511.9%20.885
$545.00Jul 1738.4043.70$41.0512.9%140.8738
$540.00Jul 1734.1039.10$36.6013.7%--0.8450

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 493, top 131)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Jul 171.602.60$2.1047.6%1000.13129
$540.00Jul 172.203.20$2.7037.0%510.1654
$480.00Jul 1729.0032.70$30.8512.0%230.802
$550.00Jul 171.251.85$1.5538.7%220.10135
$500.00Jul 1715.9017.00$16.456.7%200.5912
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Jul 1714.4015.80$15.109.3%1310.54177
$545.00Jul 1738.4043.70$41.0512.9%140.8738
$500.00Jul 179.0010.80$9.9018.2%130.41127
$485.00Jul 174.305.60$4.9526.3%100.2542
$525.00Jul 1723.0025.20$24.109.1%100.7062

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. 28 found (best R:R 40.67, avg 5.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$550.00$555.00Jul 17$0.20$4.80$0.2024.00$550.20
$545.00$550.00Jul 17$0.55$4.45$0.558.09$545.55
$540.00$545.00Jul 17$0.60$4.40$0.607.33$540.60
$560.00$565.00Jul 17$0.75$4.25$0.755.67$560.75
$535.00$540.00Jul 17$1.00$4.00$1.004.00$536.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$465.00$460.00Jul 17$0.12$4.88$0.1240.67$464.88
$460.00$450.00Jul 17$0.53$9.47$0.5317.87$459.47
$470.00$465.00Jul 17$1.10$3.90$1.103.55$468.90
$485.00$480.00Jul 17$1.10$3.90$1.103.55$483.90
$480.00$475.00Jul 17$1.30$3.70$1.302.85$478.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 19.00, avg 2.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$490.00Jul 17$8.80$8.80$1.207.33$488.80
$475.00$480.00Jul 17$3.60$3.60$1.402.57$478.60
$490.00$500.00Jul 17$5.60$5.60$4.401.27$495.60
$500.00$505.00Jul 17$2.55$2.55$2.451.04$502.55
$505.00$510.00Jul 17$2.45$2.45$2.550.96$507.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$560.00$555.00Jul 17$4.75$4.75$0.2519.00$555.25
$530.00$525.00Jul 17$4.50$4.50$0.509.00$525.50
$550.00$545.00Jul 17$4.50$4.50$0.509.00$545.50
$545.00$540.00Jul 17$4.45$4.45$0.558.09$540.55
$555.00$550.00Jul 17$4.45$4.45$0.558.09$550.55

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. 16 found (cheapest 5.20% of stock, avg 7.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$505.00Jul 17$13.90$12.35$26.25$478.75$531.255.20%
$500.00Jul 17$16.45$9.90$26.35$473.65$526.355.22%
$510.00Jul 17$11.45$15.10$26.55$483.45$536.555.26%
$515.00Jul 17$9.25$17.95$27.20$487.80$542.205.38%
$490.00Jul 17$22.05$6.30$28.35$461.65$518.355.61%
$520.00Jul 17$7.65$20.80$28.45$491.55$548.455.63%
$525.00Jul 17$6.15$24.10$30.25$494.75$555.255.99%
$530.00Jul 17$4.80$28.60$33.40$496.60$563.406.61%
$480.00Jul 17$30.85$3.85$34.70$445.30$514.706.87%
$535.00Jul 17$3.70$32.40$36.10$498.90$571.107.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.93% of stock, avg 3.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$485.00Jul 17$4.80$4.95$9.75$475.25$539.75
$525.00$485.00Jul 17$6.15$4.95$11.10$473.90$536.10
$530.00$490.00Jul 17$4.80$6.30$11.10$478.90$541.10
$525.00$490.00Jul 17$6.15$6.30$12.45$477.55$537.45
$520.00$485.00Jul 17$7.65$4.95$12.60$472.40$532.60
$530.00$495.00Jul 17$4.80$7.85$12.65$482.35$542.65
$520.00$490.00Jul 17$7.65$6.30$13.95$476.05$533.95
$525.00$495.00Jul 17$6.15$7.85$14.00$481.00$539.00
$515.00$485.00Jul 17$9.25$4.95$14.20$470.80$529.20
$530.00$500.00Jul 17$4.80$9.90$14.70$485.30$544.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 74 found (best R:R 15.67, avg credit $3.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470475/480Jul 17$4.70$0.3015.67$465.30$479.70
450/460480/490Jul 17$9.33$0.6713.93$450.67$489.33
500/505510/515Jul 17$4.65$0.3513.29$500.35$514.65
495/500505/510Jul 17$4.50$0.509.00$495.50$509.50
460/465480/490Jul 17$8.92$1.088.26$456.08$488.92
505/510515/520Jul 17$4.35$0.656.69$505.65$519.35
495/500510/515Jul 17$4.25$0.755.67$495.75$514.25
505/510520/525Jul 17$4.25$0.755.67$505.75$524.25
490/495500/505Jul 17$4.10$0.904.56$490.90$504.10
505/510525/530Jul 17$4.10$0.904.56$505.90$529.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$505.00$510.00Jul 17$0.10$4.9049.00
$515.00$520.00$525.00Jul 17$0.10$4.9049.00
$530.00$535.00$540.00Jul 17$0.10$4.9049.00
$520.00$525.00$530.00Jul 17$0.15$4.8532.33
$505.00$510.00$515.00Jul 17$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$545.00$550.00Jul 17$0.05$4.9599.00
$505.00$510.00$515.00Jul 17$0.10$4.9049.00
$485.00$490.00$495.00Jul 17$0.20$4.8024.00
$480.00$485.00$490.00Jul 17$0.25$4.7519.00
$535.00$540.00$545.00Jul 17$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. 25 found (best net $-0.37, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$600.001:2Jul 17-$0.42$9.58
$575.00$580.001:2Jul 17-$0.43$4.57
$570.00$575.001:2Jul 17-$0.57$4.43
$560.00$565.001:2Jul 17-$0.90$4.10
$545.00$550.001:2Jul 17-$1.00$4.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$0.37$9.63
$470.00$465.001:2Jul 17-$0.45$4.55
$480.00$475.001:2Jul 17-$1.25$3.75
$465.00$460.001:2Jul 17-$1.31$3.69
$450.00$445.001:2Jul 17-$2.56$2.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.16%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Jul 17$10.900.461.0%2.16%3.12%1619
$515.00Jul 17$8.600.401.9%1.70%3.65%392
$520.00Jul 17$7.100.352.9%1.41%4.35%13104
$525.00Jul 17$5.600.303.9%1.11%5.04%321
$530.00Jul 17$4.300.254.9%0.85%5.77%516
$535.00Jul 17$3.000.205.9%0.59%6.51%1416
$540.00Jul 17$2.200.166.9%0.44%7.34%5154
$545.00Jul 17$1.600.137.9%0.32%8.21%100129
$550.00Jul 17$1.250.108.9%0.25%9.13%22135
$555.00Jul 17$0.850.099.9%0.17%10.04%2120

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 786
Total Puts 1,243
Put/Call Ratio 1.58
Net Difference -457

Prior's Put/Call Breakdown

Total Calls 440
Total Puts 385
Put/Call Ratio 0.88
Net Difference 55

Prior 7-Day Put/Call Summary

Total Calls 3,153
Total Puts 2,693
Average Put/Call Ratio 0.81
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