NEW Tour v251
NOC
NORTHROP GRUMMAN COR
$518.48 +1.80%
7/1 15:06

Option Volume

Detail
Current (07/01 3:05pm) 737
Calls: 427 (58%)
Puts: 310 (42%)
Prior (06/30) 2,029
Calls: 786 (39%)
Puts: 1,243 (61%)
Current vs Prior -63.68%
Calls: -45.67% (Calls)
Puts: -75.06% (Puts)
Prior 7-Day Total 5,198
Calls: 2,916 (56%)
Puts: 2,282 (44%)
Prior 7-Day Average 742
Calls: 416 (56%)
Puts: 326 (44%)
Current vs Prior 7-Day Avg -0.75%
Calls: +2.50%
Puts: -4.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01 3:05pm) $1.37M
Calls: $873.9K (64%)
Puts: $498.4K (36%)
Prior (06/30) $8.80M
Calls: $4.83M (55%)
Puts: $3.97M (45%)
Current vs Prior -84.40%
Calls: -81.90%
Puts: -87.44%
Prior 7-Day Total $8.56M
Calls: $4.15M (49%)
Puts: $4.41M (51%)
Prior 7-Day Average $1.22M
Calls: $593.6K (49%)
Puts: $629.9K (51%)
Current vs Prior 7-Day Avg +12.16%
Calls: +47.23%
Puts: -20.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01 3:05pm) 0.73
Prior (06/30) 1.58
Current vs Prior -54.09%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -5.94%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/01 3:05pm) 21,994
Calls: 11,217 (51%)
Puts: 10,777 (49%)
Prior (06/30) 21,301
Calls: 10,850 (51%)
Puts: 10,451 (49%)
Current vs Prior +3.25%
Prior 7-Day Total 150,493
Calls: 76,125 (51%)
Puts: 74,368 (49%)
Prior 7-Day Average 21,499
Calls: 10,875 (51%)
Puts: 10,624 (49%)
Current vs Prior 7-Day Avg +2.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 5.60% | 10.44%
Prior 5.76% | 10.50%
Current vs Prior -2.67% | -0.57%
Prior 7-Day Avg 5.81% | 10.13%
Current vs 7-Day Avg -3.55% | +3.12%
Prior 7-Day Eod 5.76% | 10.50%
Current vs 7-Day Eod -2.67% | -0.57%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 18.56% | 16.99%
Calls: 10.60% | 18.54%
Puts: 26.52% | 15.45%
Prior 34.13% | 22.12%
Calls: 41.36% | 19.61%
Puts: 26.91% | 24.63%
Current vs Prior -45.62% | -23.19%
Prior 7-Day Avg 42.79% | 17.92%
Calls: 32.38% | 17.14%
Puts: 53.21% | 18.70%
Current vs 7-Day Avg -56.63% | -5.19%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($873.9K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 64% vs prior. P/C ratio dropping 54% - 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 BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.9%, best 9.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1744.1048.70$46.409.9%--0.9421
PUTS (0)
No puts meet the criteria

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. 14 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1744.1048.70$46.409.9%--0.9421
$490.00Jul 1730.9035.50$33.2013.9%--0.8310
$500.00Jul 1723.8027.60$25.7014.8%30.7481
$505.00Jul 1719.9024.30$22.1019.9%40.6935
$510.00Jul 1717.1021.40$19.2522.3%20.6230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 1733.9040.50$37.2017.7%--0.8627
$550.00Jul 1729.0035.40$32.2019.9%10.8048
$545.00Jul 1725.1031.90$28.5023.9%--0.7824
$540.00Jul 1722.0027.90$24.9523.6%40.7350
$535.00Jul 1720.0024.00$22.0018.2%--0.6943

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 175, top 26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Jul 1711.7015.80$13.7529.8%230.50110
$550.00Jul 172.605.30$3.9568.4%210.21131
$525.00Jul 179.6012.70$11.1527.8%110.4524
$555.00Jul 172.052.65$2.3525.5%90.15120
$530.00Jul 177.808.80$8.3012.0%60.3816
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 174.505.70$5.1023.5%260.26118
$520.00Jul 1712.1015.80$13.9526.5%100.5053
$525.00Jul 1715.0017.50$16.2515.4%100.5659
$505.00Jul 176.107.10$6.6015.2%80.3229
$495.00Jul 173.404.30$3.8523.4%50.2136

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. 26 found (best R:R 24.00, avg 5.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$555.00$560.00Jul 17$0.20$4.80$0.2024.00$555.20
$600.00$605.00Jul 17$0.28$4.72$0.2816.86$600.28
$570.00$575.00Jul 17$0.35$4.65$0.3513.29$570.35
$560.00$565.00Jul 17$0.55$4.45$0.558.09$560.55
$565.00$570.00Jul 17$0.55$4.45$0.558.09$565.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$485.00$480.00Jul 17$0.23$4.77$0.2320.74$484.77
$470.00$465.00Jul 17$0.33$4.67$0.3314.15$469.67
$480.00$475.00Jul 17$0.67$4.33$0.676.46$479.33
$495.00$490.00Jul 17$0.80$4.20$0.805.25$494.20
$515.00$510.00Jul 17$0.90$4.10$0.904.56$514.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 7.33, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$490.00Jul 17$13.20$13.20$1.807.33$488.20
$510.00$515.00Jul 17$4.15$4.15$0.854.88$514.15
$490.00$500.00Jul 17$7.50$7.50$2.503.00$497.50
$500.00$505.00Jul 17$3.60$3.60$1.402.57$503.60
$505.00$510.00Jul 17$2.85$2.85$2.151.33$507.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$550.00$545.00Jul 17$3.70$3.70$1.302.85$546.30
$545.00$540.00Jul 17$3.55$3.55$1.452.45$541.45
$530.00$525.00Jul 17$3.45$3.45$1.552.23$526.55
$520.00$515.00Jul 17$3.40$3.40$1.602.12$516.60
$510.00$505.00Jul 17$3.05$3.05$1.951.56$506.95

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. 14 found (cheapest 4.95% of stock, avg 6.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Jul 17$15.10$10.55$25.65$489.35$540.654.95%
$525.00Jul 17$11.15$16.25$27.40$497.60$552.405.28%
$520.00Jul 17$13.75$13.95$27.70$492.30$547.705.34%
$530.00Jul 17$8.30$19.70$28.00$502.00$558.005.40%
$535.00Jul 17$6.10$22.00$28.10$506.90$563.105.42%
$505.00Jul 17$22.10$6.60$28.70$476.30$533.705.54%
$510.00Jul 17$19.25$9.65$28.90$481.10$538.905.57%
$540.00Jul 17$5.15$24.95$30.10$509.90$570.105.81%
$500.00Jul 17$25.70$5.10$30.80$469.20$530.805.94%
$545.00Jul 17$3.95$28.50$32.45$512.55$577.456.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.75% of stock, avg 3.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$500.00Jul 17$3.95$5.10$9.05$490.95$554.05
$540.00$500.00Jul 17$5.15$5.10$10.25$489.75$550.25
$545.00$505.00Jul 17$3.95$6.60$10.55$494.45$555.55
$535.00$500.00Jul 17$6.10$5.10$11.20$488.80$546.20
$540.00$505.00Jul 17$5.15$6.60$11.75$493.25$551.75
$535.00$505.00Jul 17$6.10$6.60$12.70$492.30$547.70
$530.00$500.00Jul 17$8.30$5.10$13.40$486.60$543.40
$545.00$510.00Jul 17$3.95$9.65$13.60$496.40$558.60
$545.00$515.00Jul 17$3.95$10.55$14.50$500.50$559.50
$540.00$510.00Jul 17$5.15$9.65$14.80$495.20$554.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 26.78, avg credit $3.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
475/480510/515Jul 17$4.82$0.1826.78$475.18$514.82
465/470475/490Jul 17$13.53$1.479.20$456.47$488.53
465/470510/515Jul 17$4.48$0.528.62$465.52$514.48
490/495500/505Jul 17$4.40$0.607.33$490.60$504.40
505/510515/520Jul 17$4.40$0.607.33$505.60$519.40
480/485510/515Jul 17$4.38$0.627.06$480.62$514.38
500/505525/530Jul 17$4.35$0.656.69$500.65$529.35
515/520535/540Jul 17$4.35$0.656.69$515.65$539.35
475/480500/505Jul 17$4.27$0.735.85$475.73$504.27
485/490505/510Jul 17$4.27$0.735.85$485.73$509.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$565.00$570.00$575.00Jul 17$0.20$4.8024.00
$570.00$575.00$580.00Jul 17$0.35$4.6513.29
$575.00$580.00$585.00Jul 17$0.38$4.6212.16
$580.00$585.00$590.00Jul 17$0.52$4.488.62
$525.00$530.00$535.00Jul 17$0.65$4.356.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$545.00$550.00Jul 17$0.15$4.8532.33
$495.00$500.00$505.00Jul 17$0.25$4.7519.00
$460.00$465.00$470.00Jul 17$0.28$4.7216.86
$490.00$495.00$500.00Jul 17$0.45$4.5510.11
$535.00$540.00$545.00Jul 17$0.60$4.407.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.45, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$600.001:2Jul 17-$3.38$6.62
$570.00$575.001:2Jul 17-$0.35$4.65
$565.00$570.001:2Jul 17-$0.50$4.50
$605.00$610.001:2Jul 17-$0.60$4.40
$575.00$580.001:2Jul 17-$0.70$4.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$0.45$9.55
$480.00$475.001:2Jul 17-$0.06$4.94
$470.00$465.001:2Jul 17-$0.07$4.93
$490.00$485.001:2Jul 17-$0.21$4.79
$465.00$460.001:2Jul 17-$0.30$4.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.26%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Jul 17$11.700.500.3%2.26%2.55%23110
$525.00Jul 17$9.600.451.3%1.85%3.11%1124
$530.00Jul 17$7.800.382.2%1.50%3.73%616
$535.00Jul 17$5.200.323.2%1.00%4.19%322
$540.00Jul 17$4.700.274.2%0.91%5.06%692
$545.00Jul 17$3.600.225.1%0.69%5.81%192
$550.00Jul 17$2.600.216.1%0.50%6.58%21131
$555.00Jul 17$2.050.157.0%0.40%7.44%9120
$560.00Jul 17$1.500.138.0%0.29%8.30%466
$565.00Jul 17$0.950.109.0%0.18%9.16%254

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 427
Total Puts 310
Put/Call Ratio 0.73
Net Difference 117

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,916
Total Puts 2,282
Average Put/Call Ratio 0.77
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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