NEW Tour v253
NOC
NORTHROP GRUMMAN COR
$545.24 +4.86%
7/2 15:06

Option Volume

Detail
Current (07/02 3:05pm) 2,147
Calls: 1,456 (68%)
Puts: 691 (32%)
Prior (07/01) 737
Calls: 427 (58%)
Puts: 310 (42%)
Current vs Prior +191.32%
Calls: +240.98% (Calls)
Puts: +122.90% (Puts)
Prior 7-Day Total 6,444
Calls: 3,220 (50%)
Puts: 3,224 (50%)
Prior 7-Day Average 920
Calls: 460 (50%)
Puts: 460 (50%)
Current vs Prior 7-Day Avg +133.22%
Calls: +216.52%
Puts: +50.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02 3:05pm) $7.85M
Calls: $5.99M (76%)
Puts: $1.87M (24%)
Prior (07/01) $1.37M
Calls: $873.9K (64%)
Puts: $498.4K (36%)
Current vs Prior +472.28%
Calls: +585.02%
Puts: +274.60%
Prior 7-Day Total $16.13M
Calls: $8.18M (51%)
Puts: $7.95M (49%)
Prior 7-Day Average $2.30M
Calls: $1.17M (51%)
Puts: $1.14M (49%)
Current vs Prior 7-Day Avg +240.85%
Calls: +412.28%
Puts: +64.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02 3:05pm) 0.47
Prior (07/01) 0.73
Current vs Prior -34.63%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -47.76%
Sentiment BULLISH

Open Interest

Detail
Current (07/02 3:05pm) 22,192
Calls: 11,310 (51%)
Puts: 10,882 (49%)
Prior (07/01) 21,994
Calls: 11,217 (51%)
Puts: 10,777 (49%)
Current vs Prior +0.90%
Prior 7-Day Total 142,273
Calls: 71,455 (50%)
Puts: 70,818 (50%)
Prior 7-Day Average 20,324
Calls: 10,207 (50%)
Puts: 10,116 (50%)
Current vs Prior 7-Day Avg +9.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 5.79% | 10.63%
Prior 5.74% | 10.24%
Current vs Prior +0.79% | +3.74%
Prior 7-Day Avg 6.32% | 10.68%
Current vs 7-Day Avg -8.46% | -0.52%
Prior 7-Day Eod 5.74% | 10.24%
Current vs 7-Day Eod +0.79% | +3.74%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 25.61% | 10.49%
Calls: 17.30% | 7.33%
Puts: 33.92% | 13.65%
Prior 8.95% | 14.12%
Calls: 8.63% | 13.33%
Puts: 9.27% | 14.90%
Current vs Prior +186.15% | -25.71%
Prior 7-Day Avg 20.35% | 16.56%
Calls: 24.71% | 15.52%
Puts: 15.99% | 17.60%
Current vs 7-Day Avg +25.86% | -36.65%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($5.99M) vs puts ($1.87M). Massive premium surge with dollar volume up 472% vs prior. Dollar volume significantly above 7-day average (241% higher). Unusually high activity with volume up 191% vs prior - elevated interest.

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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 7.3%, best 5.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Jul 1797.00102.40$99.705.4%60.93--
$470.00Jul 1772.3078.10$75.207.7%10.943
$475.00Jul 1767.4073.10$70.258.1%10.9321
$490.00Jul 1753.3057.90$55.608.3%100.8810
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Jul 1778.1083.70$80.906.9%10.90--

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. 17 found (avg delta 0.77, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 1772.3078.10$75.207.7%10.943
$475.00Jul 1767.4073.10$70.258.1%10.9321
$445.00Jul 1797.00102.40$99.705.4%60.93--
$500.00Jul 1744.3049.00$46.6510.1%10.9181
$505.00Jul 1739.3044.30$41.8012.0%10.8932
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Jul 1778.1083.70$80.906.9%10.90--
$555.00Jul 1717.1023.00$20.0529.4%--0.6027
$550.00Jul 1714.2020.00$17.1033.9%10.5548

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 454, top 121)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 1715.9017.60$16.7510.1%1210.5691
$600.00Jul 170.651.70$1.1889.0%290.0742
$570.00Jul 173.705.50$4.6039.1%260.2431
$560.00Jul 176.7010.00$8.3539.5%190.3564
$580.00Jul 172.003.70$2.8559.6%190.16127
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 170.351.15$0.75106.7%450.0452
$520.00Jul 173.606.90$5.2562.9%330.2443
$500.00Jul 171.052.20$1.6370.6%150.09116
$535.00Jul 177.9011.20$9.5534.6%110.3843
$505.00Jul 171.302.90$2.1076.2%100.1237

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. 30 found (best R:R 44.45, avg 7.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$590.00$600.00Jul 17$0.22$9.78$0.2244.45$590.22
$610.00$650.00Jul 17$1.03$38.97$1.0337.83$611.03
$570.00$575.00Jul 17$0.15$4.85$0.1532.33$570.15
$565.00$570.00Jul 17$1.00$4.00$1.004.00$566.00
$555.00$560.00Jul 17$1.10$3.90$1.103.55$556.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$445.00Jul 17$0.30$4.70$0.3015.67$449.70
$500.00$495.00Jul 17$0.33$4.67$0.3314.15$499.67
$525.00$520.00Jul 17$0.40$4.60$0.4011.50$524.60
$510.00$505.00Jul 17$0.43$4.57$0.4310.63$509.57
$505.00$500.00Jul 17$0.47$4.53$0.479.64$504.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 49.00, avg 4.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$445.00$470.00Jul 17$24.50$24.50$0.5049.00$469.50
$475.00$490.00Jul 17$14.65$14.65$0.3541.86$489.65
$500.00$505.00Jul 17$4.85$4.85$0.1532.33$504.85
$510.00$515.00Jul 17$4.70$4.70$0.3015.67$514.70
$490.00$500.00Jul 17$8.95$8.95$1.058.52$498.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$625.00$555.00Jul 17$60.85$60.85$9.156.65$564.15
$550.00$545.00Jul 17$3.20$3.20$1.801.78$546.80
$555.00$550.00Jul 17$2.95$2.95$2.051.44$552.05
$530.00$525.00Jul 17$2.45$2.45$2.550.96$527.55
$545.00$540.00Jul 17$2.40$2.40$2.600.92$542.60

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 5.18% of stock, avg 8.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Jul 17$16.75$11.50$28.25$511.75$568.255.18%
$545.00Jul 17$14.45$13.90$28.35$516.65$573.355.20%
$550.00Jul 17$12.00$17.10$29.10$520.90$579.105.34%
$535.00Jul 17$19.80$9.55$29.35$505.65$564.355.38%
$530.00Jul 17$21.40$8.10$29.50$500.50$559.505.41%
$555.00Jul 17$9.45$20.05$29.50$525.50$584.505.41%
$525.00Jul 17$25.70$5.65$31.35$493.65$556.355.75%
$520.00Jul 17$28.80$5.25$34.05$485.95$554.056.24%
$515.00Jul 17$33.20$4.55$37.75$477.25$552.756.92%
$510.00Jul 17$37.90$2.53$40.43$469.57$550.437.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.88% of stock, avg 3.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$525.00Jul 17$4.60$5.65$10.25$514.75$580.25
$565.00$525.00Jul 17$5.60$5.65$11.25$513.75$576.25
$570.00$530.00Jul 17$4.60$8.10$12.70$517.30$582.70
$565.00$530.00Jul 17$5.60$8.10$13.70$516.30$578.70
$560.00$525.00Jul 17$8.35$5.65$14.00$511.00$574.00
$570.00$535.00Jul 17$4.60$9.55$14.15$520.85$584.15
$555.00$525.00Jul 17$9.45$5.65$15.10$509.90$570.10
$565.00$535.00Jul 17$5.60$9.55$15.15$519.85$580.15
$570.00$540.00Jul 17$4.60$11.50$16.10$523.90$586.10
$560.00$530.00Jul 17$8.35$8.10$16.45$513.55$576.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 37.46, avg credit $4.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
500/505515/520Jul 17$4.87$0.1337.46$500.13$519.87
480/485525/530Jul 17$4.85$0.1532.33$480.15$529.85
505/510515/520Jul 17$4.83$0.1728.41$505.17$519.83
500/505525/530Jul 17$4.77$0.2320.74$500.23$529.77
480/485490/500Jul 17$9.50$0.5019.00$475.50$499.50
495/500515/520Jul 17$4.73$0.2717.52$495.27$519.73
505/510525/530Jul 17$4.73$0.2717.52$505.27$529.73
445/450515/520Jul 17$4.70$0.3015.67$445.30$519.70
495/500525/530Jul 17$4.63$0.3712.51$495.37$529.63
445/450490/500Jul 17$9.25$0.7512.33$440.75$499.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 34.71, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$510.00$515.00$520.00Jul 17$0.30$4.7015.67
$535.00$540.00$545.00Jul 17$0.75$4.255.67
$565.00$570.00$575.00Jul 17$0.85$4.154.88
$500.00$505.00$510.00Jul 17$0.95$4.054.26
$515.00$520.00$525.00Jul 17$1.30$3.702.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$495.00$500.00$505.00Jul 17$0.14$4.8634.71
$535.00$540.00$545.00Jul 17$0.45$4.5510.11
$530.00$535.00$540.00Jul 17$0.50$4.509.00
$540.00$545.00$550.00Jul 17$0.80$4.205.25
$475.00$480.00$485.00Jul 17$1.10$3.903.55

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 $-0.96, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$600.001:2Jul 17-$0.96$9.04
$605.00$610.001:2Jul 17-$0.23$4.77
$575.00$580.001:2Jul 17-$1.25$3.75
$585.00$590.001:2Jul 17-$1.63$3.37
$560.00$565.001:2Jul 17-$2.85$2.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$2.40$7.60
$485.00$480.001:2Jul 17-$0.20$4.80
$515.00$510.001:2Jul 17-$0.51$4.49
$500.00$495.001:2Jul 17-$0.97$4.03
$505.00$500.001:2Jul 17-$1.16$3.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.00%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Jul 17$10.900.450.9%2.00%2.87%11131
$555.00Jul 17$8.800.401.8%1.61%3.40%17117
$560.00Jul 17$6.700.352.7%1.23%3.94%1964
$565.00Jul 17$4.900.283.6%0.90%4.52%--56
$570.00Jul 17$3.700.244.5%0.68%5.22%2631
$575.00Jul 17$2.600.225.5%0.48%5.94%555
$580.00Jul 17$2.000.166.4%0.37%6.74%19127
$590.00Jul 17$0.900.098.2%0.17%8.37%350
$600.00Jul 17$0.650.0710.0%0.12%10.16%2942

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 1,456
Total Puts 691
Put/Call Ratio 0.47
Net Difference 765

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,220
Total Puts 3,224
Average Put/Call Ratio 0.91
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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