Tour v297
NOC
NORTHROP GRUMMAN COR
$546.88 -0.16%
7/7 15:06

Option Volume

Detail
β„Ή
Current (07/07 3:05pm) 678
Calls: 336 (50%)
Puts: 342 (50%)
Prior (07/06) 1,016
Calls: 462 (45%)
Puts: 554 (55%)
Current vs Prior -33.27%
Calls: -27.27% (Calls)
Puts: -38.27% (Puts)
Prior 7-Day Total 7,324
Calls: 4,088 (56%)
Puts: 3,236 (44%)
Prior 7-Day Average 1,046
Calls: 584 (56%)
Puts: 462 (44%)
Current vs Prior 7-Day Avg -35.20%
Calls: -42.47%
Puts: -26.02%
Sentiment BEARISH

Dollar Volume

Detail
β„Ή
Current (07/07 3:05pm) $2.29M
Calls: $1.88M (82%)
Puts: $409.5K (18%)
Prior (07/06) $3.81M
Calls: $2.56M (67%)
Puts: $1.25M (33%)
Current vs Prior -40.01%
Calls: -26.75%
Puts: -67.21%
Prior 7-Day Total $22.01M
Calls: $13.73M (62%)
Puts: $8.28M (38%)
Prior 7-Day Average $3.14M
Calls: $1.96M (62%)
Puts: $1.18M (38%)
Current vs Prior 7-Day Avg -27.28%
Calls: -4.30%
Puts: -65.38%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/07 3:05pm) 1.02
Prior (07/06) 1.20
Current vs Prior -15.12%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +27.02%
Sentiment BEARISH

Open Interest

Detail
β„Ή
Current (07/07 3:05pm) 23,082
Calls: 11,821 (51%)
Puts: 11,261 (49%)
Prior (07/06) 22,734
Calls: 11,636 (51%)
Puts: 11,098 (49%)
Current vs Prior +1.53%
Prior 7-Day Total 147,386
Calls: 74,830 (51%)
Puts: 72,556 (49%)
Prior 7-Day Average 21,055
Calls: 10,690 (51%)
Puts: 10,365 (49%)
Current vs Prior 7-Day Avg +9.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.64% | 9.94%4.64% | 9.94%
Prior 5.79% | 10.63%5.27% | 10.17%
Current vs Prior -19.89% | -6.49%-11.97% | -2.31%
Prior 7-Day Avg 6.02% | 10.55%5.27% | 10.17%
Current vs 7-Day Avg -23.06% | -5.82%-11.97% | -2.31%
Prior 7-Day Eod 5.79% | 10.63%-- | --
Current vs 7-Day Eod -19.89% | -6.49%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 29.58% | 16.00%
Calls: 28.57% | 16.22%
Puts: 30.59% | 15.79%
Prior 25.61% | 10.49%
Calls: 17.30% | 7.33%
Puts: 33.92% | 13.65%
Current vs Prior +15.50% | +52.53%
Prior 7-Day Avg 22.71% | 15.93%
Calls: 24.37% | 14.88%
Puts: 21.06% | 16.97%
Current vs 7-Day Avg +30.24% | +0.47%
Liquidity Expensive
+
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πŸ€– AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($1.88M) vs puts ($409.5K). Slightly bearish P/C ratio of 1.02.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 5 of results (avg 7.5%, best 5.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2179.6083.70$81.655.0%--0.9044
$450.00Aug 2198.30103.70$101.005.3%--0.9424
$500.00Aug 2153.0057.80$55.408.7%--0.8018
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$585.00Aug 2146.3050.60$48.458.9%--0.69155
$580.00Aug 2142.6046.90$44.759.6%20.6661

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. 34 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1768.5076.20$72.3510.6%--0.9920
$505.00Jul 1739.0045.90$42.4516.3%20.9632
$500.00Jul 1744.0050.00$47.0012.8%30.9582
$450.00Aug 2198.30103.70$101.005.3%--0.9424
$510.00Jul 1734.9042.10$38.5018.7%20.9226
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2157.0063.50$60.2510.8%--0.76114
$590.00Aug 2149.0056.00$52.5013.3%--0.7020
$585.00Aug 2146.3050.60$48.458.9%--0.69155
$560.00Jul 1716.8022.60$19.7029.4%20.6616
$580.00Aug 2142.6046.90$44.759.6%20.6661

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 192, top 20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Jul 1710.8014.40$12.6028.6%150.55101
$550.00Jul 177.8011.60$9.7039.2%140.48132
$580.00Aug 2112.4017.10$14.7531.9%120.3440
$540.00Jul 1713.5015.80$14.6515.7%80.62111
$570.00Aug 2115.6019.40$17.5021.7%80.3945
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 177.008.30$7.6517.0%200.3864
$500.00Jul 170.600.75$0.6822.1%140.05122
$550.00Jul 1710.8014.70$12.7530.6%70.5347
$485.00Jul 170.000.45$0.23195.7%50.0239
$500.00Aug 216.608.60$7.6026.3%40.2073

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 32.3%, max 141.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$655.00Jul 17Aug 2161.2%34.6%76.7%--33
$650.00Jul 17Aug 2152.8%34.6%52.8%1231
$610.00Jul 17Aug 2145.5%34.9%30.3%--60
$620.00Jul 17Aug 2144.8%35.4%26.6%--72
$500.00Jul 17Aug 2134.1%32.6%4.6%3100
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 2183.4%34.6%141.0%257
$460.00Jul 17Aug 2174.4%34.3%117.0%--57
$465.00Jul 17Aug 2150.4%30.7%64.3%--142
$480.00Jul 17Aug 2139.5%32.7%20.8%3158
$490.00Jul 17Aug 2136.8%30.5%20.8%164

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 84.71, avg 6.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$650.00Jul 17$0.35$29.65$0.3584.71$620.35
$600.00$605.00Jul 17$0.20$4.80$0.2024.00$600.20
$585.00$590.00Jul 17$0.25$4.75$0.2519.00$585.25
$590.00$600.00Jul 17$0.50$9.50$0.5019.00$590.50
$620.00$625.00Aug 21$0.27$4.73$0.2717.52$620.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$485.00Jul 17$0.20$4.80$0.2024.00$489.80
$500.00$495.00Jul 17$0.28$4.72$0.2816.86$499.72
$480.00$475.00Aug 21$0.30$4.70$0.3015.67$479.70
$450.00$440.00Aug 21$0.62$9.38$0.6215.13$449.38
$490.00$480.00Aug 21$0.65$9.35$0.6514.38$489.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 29.77, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$19.35$19.35$0.6529.77$469.35
$500.00$505.00Jul 17$4.55$4.55$0.4510.11$504.55
$470.00$500.00Aug 21$26.25$26.25$3.757.00$496.25
$525.00$530.00Jul 17$4.05$4.05$0.954.26$529.05
$505.00$510.00Jul 17$3.95$3.95$1.053.76$508.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$570.00$565.00Aug 21$4.25$4.25$0.755.67$565.75
$555.00$550.00Jul 17$4.10$4.10$0.904.56$550.90
$590.00$585.00Aug 21$4.05$4.05$0.954.26$585.95
$600.00$590.00Aug 21$7.75$7.75$2.253.44$592.25
$585.00$580.00Aug 21$3.70$3.70$1.302.85$581.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $10.08, cheapest $1.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$655.00Jul 17Aug 21$1.2061.2%34.6%
$650.00Jul 17Aug 21$1.9552.8%34.6%
$620.00Jul 17Aug 21$4.9044.8%35.4%
$610.00Jul 17Aug 21$5.5545.5%34.9%
$605.00Jul 17Aug 21$7.3036.2%35.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Jul 17Aug 21$1.1850.4%30.7%
$470.00Jul 17Aug 21$2.9341.1%34.2%
$475.00Jul 17Aug 21$3.3540.2%33.7%
$480.00Jul 17Aug 21$3.5739.5%32.7%
$490.00Jul 17Aug 21$4.0736.8%30.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 4.00% of stock, avg 8.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Jul 17$12.60$9.30$21.90$523.10$566.904.00%
$540.00Jul 17$14.65$7.65$22.30$517.70$562.304.08%
$550.00Jul 17$9.70$12.75$22.45$527.55$572.454.11%
$535.00Jul 17$17.60$5.40$23.00$512.00$558.004.21%
$555.00Jul 17$7.55$16.85$24.40$530.60$579.404.46%
$530.00Jul 17$20.90$4.10$25.00$505.00$555.004.57%
$560.00Jul 17$6.35$19.70$26.05$533.95$586.054.76%
$525.00Jul 17$24.95$3.03$27.98$497.02$552.985.12%
$520.00Jul 17$28.25$2.10$30.35$489.65$550.355.55%
$515.00Jul 17$33.30$1.45$34.75$480.25$549.756.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.22% of stock, avg 4.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$525.00Jul 17$3.65$3.03$6.68$518.32$576.68
$570.00$530.00Jul 17$3.65$4.10$7.75$522.25$577.75
$570.00$535.00Jul 17$3.65$5.40$9.05$525.95$579.05
$565.00$525.00Jul 17$6.25$3.03$9.28$515.72$574.28
$560.00$525.00Jul 17$6.35$3.03$9.38$515.62$569.38
$565.00$530.00Jul 17$6.25$4.10$10.35$519.65$575.35
$560.00$530.00Jul 17$6.35$4.10$10.45$519.55$570.45
$555.00$525.00Jul 17$7.55$3.03$10.58$514.42$565.58
$570.00$540.00Jul 17$3.65$7.65$11.30$528.70$581.30
$555.00$530.00Jul 17$7.55$4.10$11.65$518.35$566.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 32.33, avg credit $4.76)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470520/525Aug 21$4.85$0.1532.33$465.15$524.85
465/470515/520Aug 21$4.80$0.2024.00$465.20$519.80
485/490500/505Jul 17$4.75$0.2519.00$485.25$504.75
490/495525/535Aug 21$9.50$0.5019.00$485.50$534.50
450/455470/500Aug 21$28.31$1.6916.75$426.69$498.31
515/520525/530Jul 17$4.70$0.3015.67$515.30$529.70
450/455525/535Aug 21$9.36$0.6414.62$445.64$534.36
505/510525/530Jul 17$4.65$0.3513.29$505.35$529.65
465/470510/515Aug 21$4.65$0.3513.29$465.35$514.65
490/495545/550Aug 21$4.55$0.4510.11$490.45$549.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$595.00$600.00$605.00Aug 21$0.05$4.9599.00
$580.00$585.00$590.00Jul 17$0.08$4.9261.50
$510.00$515.00$520.00Jul 17$0.15$4.8532.33
$570.00$575.00$580.00Jul 17$0.17$4.8328.41
$530.00$535.00$540.00Jul 17$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$555.00$560.00$565.00Aug 21$0.05$4.9599.00
$520.00$525.00$530.00Jul 17$0.14$4.8634.71
$545.00$550.00$555.00Aug 21$0.15$4.8532.33
$520.00$525.00$530.00Aug 21$0.20$4.8024.00
$525.00$530.00$535.00Jul 17$0.23$4.7720.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.15, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$650.001:2Jul 17-$0.15$29.85
$610.00$620.001:2Jul 17-$0.20$9.80
$590.00$600.001:2Jul 17-$0.40$9.60
$610.00$620.001:2Aug 21-$4.45$5.55
$630.00$640.001:2Aug 21-$5.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Aug 21-$0.18$9.82
$460.00$450.001:2Jul 17-$2.60$7.40
$490.00$480.001:2Aug 21-$3.20$6.80
$490.00$485.001:2Jul 17-$0.03$4.97
$475.00$470.001:2Jul 17-$0.10$4.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 4.28%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Aug 21$23.400.500.6%4.28%4.85%1109
$555.00Aug 21$20.600.471.5%3.77%5.25%--153
$560.00Aug 21$18.600.452.4%3.40%5.80%120
$565.00Aug 21$16.500.413.3%3.02%6.33%--16
$570.00Aug 21$15.600.394.2%2.85%7.08%845
$575.00Aug 21$13.800.365.1%2.52%7.67%449
$580.00Aug 21$12.400.346.1%2.27%8.32%1240
$585.00Aug 21$10.900.317.0%1.99%8.96%--31
$590.00Aug 21$9.800.307.9%1.79%9.68%240
$595.00Aug 21$8.600.258.8%1.57%10.37%--15

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 336
Total Puts 342
Put/Call Ratio 1.02
Net Difference -6

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,088
Total Puts 3,236
Average Put/Call Ratio 0.80
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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