Tour v291
NOC
NORTHROP GRUMMAN COR
$544.09 -0.90%
7/6 15:06

Option Volume

Detail
β„Ή
Current (07/06 3:05pm) 1,016
Calls: 462 (45%)
Puts: 554 (55%)
Prior (07/02) 2,147
Calls: 1,456 (68%)
Puts: 691 (32%)
Current vs Prior -52.68%
Calls: -68.27% (Calls)
Puts: -19.83% (Puts)
Prior 7-Day Total 6,258
Calls: 3,136 (50%)
Puts: 3,122 (50%)
Prior 7-Day Average 894
Calls: 448 (50%)
Puts: 446 (50%)
Current vs Prior 7-Day Avg +13.65%
Calls: +3.12%
Puts: +24.22%
Sentiment BEARISH

Dollar Volume

Detail
β„Ή
Current (07/06 3:05pm) $3.81M
Calls: $2.56M (67%)
Puts: $1.25M (33%)
Prior (07/02) $7.85M
Calls: $5.99M (76%)
Puts: $1.87M (24%)
Current vs Prior -51.48%
Calls: -57.21%
Puts: -33.11%
Prior 7-Day Total $15.57M
Calls: $8.28M (53%)
Puts: $7.29M (47%)
Prior 7-Day Average $2.22M
Calls: $1.18M (53%)
Puts: $1.04M (47%)
Current vs Prior 7-Day Avg +71.29%
Calls: +116.51%
Puts: +19.92%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/06 3:05pm) 1.20
Prior (07/02) 0.47
Current vs Prior +152.67%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg +33.66%
Sentiment BEARISH

Open Interest

Detail
β„Ή
Current (07/06 3:05pm) 22,734
Calls: 11,636 (51%)
Puts: 11,098 (49%)
Prior (07/02) 22,192
Calls: 11,310 (51%)
Puts: 10,882 (49%)
Current vs Prior +2.44%
Prior 7-Day Total 144,969
Calls: 73,247 (51%)
Puts: 71,722 (49%)
Prior 7-Day Average 20,709
Calls: 10,463 (51%)
Puts: 10,246 (49%)
Current vs Prior 7-Day Avg +9.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.27% | 10.17%5.27% | 10.17%
Prior 5.60% | 10.44%-- | --
Current vs Prior -6.02% | -2.60%-- | --
Prior 7-Day Avg 6.15% | 10.63%-- | --
Current vs 7-Day Avg -14.32% | -4.26%-- | --
Prior 7-Day Eod 5.60% | 10.44%-- | --
Current vs 7-Day Eod -6.02% | -2.60%-- | --
Sentiment BULLISH--

Relative Spread

Detail
β„Ή
Expiry | Next
Current 37.89% | 7.03%
Calls: 26.96% | 7.26%
Puts: 48.82% | 6.79%
Prior 18.56% | 16.99%
Calls: 10.60% | 18.54%
Puts: 26.52% | 15.45%
Current vs Prior +104.15% | -58.62%
Prior 7-Day Avg 21.24% | 16.49%
Calls: 23.99% | 15.32%
Puts: 18.50% | 17.66%
Current vs 7-Day Avg +78.37% | -57.37%
Liquidity Expensive
+
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πŸ€– AI Insights

Moderately bullish flow with 67% call dollar volume ($2.56M). Light premium activity with dollar volume down 51% vs prior. Dollar volume significantly above 7-day average (71% higher). Below-average activity with volume down 53% vs prior.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2 of results (avg 8.4%, best 7.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 1783.0089.60$86.307.6%20.92--
$475.00Jul 1768.4075.00$71.709.2%--0.9820
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. 15 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1768.4075.00$71.709.2%--0.9820
$500.00Jul 1744.0050.30$47.1513.4%--0.9482
$460.00Jul 1783.0089.60$86.307.6%20.92--
$505.00Jul 1739.0043.90$41.4511.8%--0.9232
$510.00Jul 1734.6040.40$37.5015.5%--0.8826
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 1717.7023.80$20.7529.4%--0.6816
$555.00Jul 1714.8020.10$17.4530.4%--0.6227
$550.00Jul 1712.0017.30$14.6536.2%10.5548

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 138, top 20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 175.807.00$6.4018.8%200.3381
$570.00Jul 173.304.20$3.7524.0%140.2250
$565.00Jul 174.505.50$5.0020.0%50.2763
$555.00Jul 177.508.90$8.2017.1%40.39126
$460.00Jul 1783.0089.60$86.307.6%20.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 179.1010.20$9.6511.4%200.4245
$525.00Jul 173.704.80$4.2525.9%140.2460
$520.00Jul 172.803.60$3.2025.0%90.1970
$530.00Jul 175.106.10$5.6017.9%80.2946
$475.00Jul 170.150.40$0.2889.3%70.0212

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 40.67, avg 6.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$645.00Jul 17$0.90$24.10$0.9026.78$620.90
$610.00$620.00Jul 17$0.37$9.63$0.3726.03$610.37
$575.00$580.00Jul 17$0.38$4.62$0.3812.16$575.38
$580.00$585.00Jul 17$0.42$4.58$0.4210.90$580.42
$585.00$590.00Jul 17$0.73$4.27$0.735.85$585.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$485.00Jul 17$0.12$4.88$0.1240.67$489.88
$500.00$495.00Jul 17$0.33$4.67$0.3314.15$499.67
$505.00$500.00Jul 17$0.35$4.65$0.3513.29$504.65
$480.00$475.00Jul 17$0.47$4.53$0.479.64$479.53
$460.00$450.00Jul 17$1.00$9.00$1.009.00$459.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 54.56, avg 3.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$500.00Jul 17$24.55$24.55$0.4554.56$499.55
$460.00$475.00Jul 17$14.60$14.60$0.4036.50$474.60
$510.00$515.00Jul 17$4.15$4.15$0.854.88$514.15
$505.00$510.00Jul 17$3.95$3.95$1.053.76$508.95
$515.00$520.00Jul 17$3.90$3.90$1.103.55$518.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$515.00$510.00Jul 17$3.57$3.57$1.432.50$511.43
$560.00$555.00Jul 17$3.30$3.30$1.701.94$556.70
$545.00$540.00Jul 17$3.05$3.05$1.951.56$541.95
$555.00$550.00Jul 17$2.80$2.80$2.201.27$552.20
$540.00$535.00Jul 17$2.05$2.05$2.950.69$537.95

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. 15 found (cheapest 4.71% of stock, avg 7.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Jul 17$15.95$9.65$25.60$514.40$565.604.71%
$550.00Jul 17$10.95$14.65$25.60$524.40$575.604.71%
$555.00Jul 17$8.20$17.45$25.65$529.35$580.654.71%
$545.00Jul 17$13.45$12.70$26.15$518.85$571.154.81%
$535.00Jul 17$19.25$7.60$26.85$508.15$561.854.93%
$560.00Jul 17$6.40$20.75$27.15$532.85$587.154.99%
$530.00Jul 17$22.45$5.60$28.05$501.95$558.055.16%
$525.00Jul 17$25.75$4.25$30.00$495.00$555.005.51%
$520.00Jul 17$29.45$3.20$32.65$487.35$552.656.00%
$515.00Jul 17$33.35$5.65$39.00$476.00$554.007.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.47% of stock, avg 2.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$525.00Jul 17$3.75$4.25$8.00$517.00$578.00
$565.00$525.00Jul 17$5.00$4.25$9.25$515.75$574.25
$570.00$530.00Jul 17$3.75$5.60$9.35$520.65$579.35
$565.00$530.00Jul 17$5.00$5.60$10.60$519.40$575.60
$560.00$525.00Jul 17$6.40$4.25$10.65$514.35$570.65
$570.00$535.00Jul 17$3.75$7.60$11.35$523.65$581.35
$560.00$530.00Jul 17$6.40$5.60$12.00$518.00$572.00
$555.00$525.00Jul 17$8.20$4.25$12.45$512.55$567.45
$565.00$535.00Jul 17$5.00$7.60$12.60$522.40$577.60
$570.00$540.00Jul 17$3.75$9.65$13.40$526.60$583.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 43 found (best R:R 17.52, avg credit $4.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
505/510515/520Jul 17$4.73$0.2717.52$505.27$519.73
525/530535/540Jul 17$4.65$0.3513.29$525.35$539.65
475/480510/515Jul 17$4.62$0.3812.16$475.38$514.62
505/510520/525Jul 17$4.53$0.479.64$505.47$524.53
500/505510/515Jul 17$4.50$0.509.00$500.50$514.50
495/500510/515Jul 17$4.48$0.528.62$495.52$514.48
475/480505/510Jul 17$4.42$0.587.62$475.58$509.42
475/480515/520Jul 17$4.37$0.636.94$475.63$519.37
520/525535/540Jul 17$4.35$0.656.69$520.65$539.35
495/500505/510Jul 17$4.28$0.725.94$495.72$509.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Jul 17$0.10$4.9049.00
$560.00$565.00$570.00Jul 17$0.15$4.8532.33
$515.00$520.00$525.00Jul 17$0.20$4.8024.00
$510.00$515.00$520.00Jul 17$0.25$4.7519.00
$565.00$570.00$575.00Jul 17$0.30$4.7015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$535.00$540.00Jul 17$0.05$4.9599.00
$490.00$495.00$500.00Jul 17$0.26$4.7418.23
$520.00$525.00$530.00Jul 17$0.30$4.7015.67
$500.00$505.00$510.00Jul 17$0.48$4.529.42
$480.00$485.00$490.00Jul 17$0.49$4.519.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.50, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Jul 17-$0.76$9.24
$590.00$600.001:2Jul 17-$1.49$8.51
$645.00$650.001:2Jul 17-$0.17$4.83
$585.00$590.001:2Jul 17-$0.54$4.46
$605.00$610.001:2Jul 17-$0.60$4.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$0.50$9.50
$500.00$495.001:2Jul 17-$0.24$4.76
$490.00$485.001:2Jul 17-$0.26$4.74
$475.00$470.001:2Jul 17-$0.38$4.62
$510.00$505.001:2Jul 17-$0.42$4.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.13%, avg 0.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$545.00Jul 17$11.600.520.2%2.13%2.30%292
$550.00Jul 17$9.100.461.1%1.67%2.76%--132
$555.00Jul 17$7.500.392.0%1.38%3.38%4126
$560.00Jul 17$5.800.332.9%1.07%3.99%2081
$565.00Jul 17$4.500.273.8%0.83%4.67%563
$570.00Jul 17$3.300.224.8%0.61%5.37%1450
$575.00Jul 17$2.400.185.7%0.44%6.12%155
$580.00Jul 17$1.650.156.6%0.30%6.90%1129
$590.00Jul 17$0.950.098.4%0.17%8.61%153
$585.00Jul 17$0.100.137.5%0.02%7.54%1159

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 462
Total Puts 554
Put/Call Ratio 1.20
Net Difference -92

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,136
Total Puts 3,122
Average Put/Call Ratio 0.90
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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