Tour v309
NOC
NORTHROP GRUMMAN COR
$538.71 +1.22%
7/10 15:06

Option Volume

Detail
β„Ή
Current (07/10 3:05pm) 427
Calls: 150 (35%)
Puts: 277 (65%)
Prior (07/08) 1,260
Calls: 533 (42%)
Puts: 727 (58%)
Current vs Prior -66.11%
Calls: -71.86% (Calls)
Puts: -61.90% (Puts)
Prior 7-Day Total 7,909
Calls: 4,175 (53%)
Puts: 3,734 (47%)
Prior 7-Day Average 1,129
Calls: 596 (53%)
Puts: 533 (47%)
Current vs Prior 7-Day Avg -62.21%
Calls: -74.85%
Puts: -48.07%
Sentiment BEARISH

Dollar Volume

Detail
β„Ή
Current (07/10 3:05pm) $682.1K
Calls: $333.7K (49%)
Puts: $348.4K (51%)
Prior (07/08) $2.23M
Calls: $747.6K (34%)
Puts: $1.48M (66%)
Current vs Prior -69.41%
Calls: -55.36%
Puts: -76.49%
Prior 7-Day Total $26.28M
Calls: $17.07M (65%)
Puts: $9.21M (35%)
Prior 7-Day Average $3.75M
Calls: $2.44M (65%)
Puts: $1.32M (35%)
Current vs Prior 7-Day Avg -81.83%
Calls: -86.32%
Puts: -73.51%
Sentiment BEARISH

Put/Call Ratio

Detail
β„Ή
Current (07/10 3:05pm) 1.85
Prior (07/08) 1.36
Current vs Prior +35.39%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg +94.28%
Sentiment BEARISH

Open Interest

Detail
β„Ή
Current (07/10 3:05pm) 24,153
Calls: 12,334 (51%)
Puts: 11,819 (49%)
Prior (07/08) 23,221
Calls: 11,813 (51%)
Puts: 11,408 (49%)
Current vs Prior +4.01%
Prior 7-Day Total 152,802
Calls: 77,986 (51%)
Puts: 74,816 (49%)
Prior 7-Day Average 21,828
Calls: 11,140 (51%)
Puts: 10,688 (49%)
Current vs Prior 7-Day Avg +10.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.69% | 9.43%3.69% | 9.43%
Prior 4.64% | 9.94%4.64% | 9.94%
Current vs Prior -20.31% | -5.11%-20.31% | -5.11%
Prior 7-Day Avg 5.55% | 10.35%4.66% | 9.91%
Current vs 7-Day Avg -33.47% | -8.87%-20.64% | -4.85%
Prior 7-Day Eod 4.64% | 9.94%-- | --
Current vs 7-Day Eod -20.31% | -5.11%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 45.70% | 16.92%
Calls: 39.56% | 17.14%
Puts: 51.85% | 16.70%
Prior 29.58% | 16.00%
Calls: 28.57% | 16.22%
Puts: 30.59% | 15.79%
Current vs Prior +54.50% | +5.75%
Prior 7-Day Avg 25.27% | 14.94%
Calls: 23.23% | 13.87%
Puts: 27.31% | 16.00%
Current vs 7-Day Avg +80.84% | +13.26%
Liquidity Expensive
+
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πŸ€– AI Insights

Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 66% vs prior. Extreme bearish P/C ratio of 1.85 - heavy put buying. P/C ratio rising 35% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 3 of results (avg 7.7%, best 7.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2171.2076.40$73.807.0%--0.8844
$450.00Aug 2188.2095.10$91.657.5%--0.9024
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2164.2070.00$67.108.6%--0.80114

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. 35 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1759.0066.50$62.7512.0%--1.0020
$505.00Jul 1730.0037.30$33.6521.7%20.9731
$500.00Jul 1735.0041.90$38.4517.9%80.9683
$510.00Jul 1725.8031.00$28.4018.3%--0.9526
$450.00Aug 2188.2095.10$91.657.5%--0.9024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 1721.7027.60$24.6523.9%--0.8416
$600.00Aug 2164.2070.00$67.108.6%--0.80114
$590.00Aug 2155.1062.00$58.5511.8%--0.7820
$555.00Jul 1716.9021.40$19.1523.5%--0.7626
$585.00Aug 2151.2058.00$54.6012.5%10.76155

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 111, top 13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Jul 170.101.45$0.78173.1%100.0653
$550.00Jul 172.606.50$4.5585.7%90.30137
$500.00Jul 1735.0041.90$38.4517.9%80.9683
$610.00Jul 170.051.65$0.85188.2%60.0539
$540.00Jul 176.108.10$7.1028.2%50.44119
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Jul 170.250.85$0.55109.1%130.0535
$490.00Aug 216.107.50$6.8020.6%30.1934
$510.00Aug 2110.6013.40$12.0023.3%30.30113
$500.00Jul 170.202.95$1.58174.1%10.10151
$515.00Jul 171.004.40$2.70125.9%10.19196

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 46.0%, max 117.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 17Aug 2167.3%31.0%117.2%172
$645.00Jul 17Aug 2167.5%34.2%97.2%239
$605.00Jul 17Aug 2167.0%34.3%95.3%--41
$610.00Jul 17Aug 2155.5%33.4%66.2%1161
$580.00Jul 17Aug 2146.7%35.7%30.8%3220
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 2191.4%42.1%117.0%--58
$460.00Jul 17Aug 2182.4%40.9%101.6%--58
$470.00Jul 17Aug 2161.4%35.7%72.3%160
$480.00Jul 17Aug 2153.8%32.5%65.4%--159
$465.00Jul 17Aug 2159.5%38.5%54.7%--142

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 34.71, avg 4.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$590.00$600.00Jul 17$0.28$9.72$0.2834.71$590.28
$620.00$645.00Jul 17$0.88$24.12$0.8827.41$620.88
$555.00$560.00Aug 21$0.25$4.75$0.2519.00$555.25
$575.00$580.00Aug 21$0.30$4.70$0.3015.67$575.30
$585.00$590.00Aug 21$0.50$4.50$0.509.00$585.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$510.00$505.00Jul 17$0.15$4.85$0.1532.33$509.85
$470.00$465.00Jul 17$0.42$4.58$0.4210.90$469.58
$475.00$470.00Aug 21$0.48$4.52$0.489.42$474.52
$500.00$495.00Aug 21$0.50$4.50$0.509.00$499.50
$525.00$520.00Jul 17$0.83$4.17$0.835.02$524.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 79 found (best R:R 34.71, avg 2.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$500.00Jul 17$24.30$24.30$0.7034.71$499.30
$530.00$535.00Jul 17$4.85$4.85$0.1532.33$534.85
$500.00$505.00Jul 17$4.80$4.80$0.2024.00$504.80
$450.00$470.00Aug 21$17.85$17.85$2.158.30$467.85
$470.00$500.00Aug 21$25.55$25.55$4.455.74$495.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$540.00$535.00Jul 17$4.45$4.45$0.558.09$535.55
$600.00$590.00Aug 21$8.55$8.55$1.455.90$591.45
$550.00$545.00Aug 21$4.25$4.25$0.755.67$545.75
$590.00$585.00Aug 21$3.95$3.95$1.053.76$586.05
$575.00$570.00Aug 21$3.75$3.75$1.253.00$571.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $10.26, cheapest $1.04)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Jul 17Aug 21$1.0467.3%31.0%
$645.00Jul 17Aug 21$1.2067.5%34.2%
$605.00Jul 17Aug 21$2.9567.0%34.3%
$610.00Jul 17Aug 21$3.4555.5%33.4%
$600.00Jul 17Aug 21$6.0545.0%35.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 17Aug 21$1.2091.4%42.1%
$460.00Jul 17Aug 21$2.1382.4%40.9%
$470.00Jul 17Aug 21$2.9561.4%35.7%
$480.00Jul 17Aug 21$3.2753.8%32.5%
$465.00Jul 17Aug 21$3.6759.5%38.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 2.87% of stock, avg 8.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$535.00Jul 17$9.10$6.35$15.45$519.55$550.452.87%
$545.00Jul 17$3.93$13.55$17.48$527.52$562.483.24%
$540.00Jul 17$7.10$10.80$17.90$522.10$557.903.32%
$525.00Jul 17$16.00$3.23$19.23$505.77$544.233.57%
$530.00Jul 17$13.95$5.40$19.35$510.65$549.353.59%
$550.00Jul 17$4.55$15.55$20.10$529.90$570.103.73%
$520.00Jul 17$19.10$2.40$21.50$498.50$541.503.99%
$555.00Jul 17$3.38$19.15$22.53$532.47$577.534.18%
$560.00Jul 17$1.90$24.65$26.55$533.45$586.554.93%
$515.00Jul 17$24.65$2.70$27.35$487.65$542.355.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.80% of stock, avg 4.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$520.00Jul 17$1.90$2.40$4.30$515.70$564.30
$560.00$515.00Jul 17$1.90$2.70$4.60$510.40$564.60
$560.00$525.00Jul 17$1.90$3.23$5.13$519.87$565.13
$555.00$520.00Jul 17$3.38$2.40$5.78$514.22$560.78
$555.00$515.00Jul 17$3.38$2.70$6.08$508.92$561.08
$545.00$520.00Jul 17$3.93$2.40$6.33$513.67$551.33
$545.00$515.00Jul 17$3.93$2.70$6.63$508.37$551.63
$555.00$525.00Jul 17$3.38$3.23$6.61$518.39$561.61
$550.00$520.00Jul 17$4.55$2.40$6.95$513.05$556.95
$545.00$525.00Jul 17$3.93$3.23$7.16$517.84$552.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 92 found (best R:R 88.29, avg credit $4.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470475/500Jul 17$24.72$0.2888.29$445.28$499.72
490/495510/515Aug 21$4.85$0.1532.33$490.15$514.85
490/495515/520Aug 21$4.80$0.2024.00$490.20$519.80
495/500510/515Jul 17$4.78$0.2221.73$495.22$514.78
475/480510/515Jul 17$4.75$0.2519.00$475.25$514.75
480/490500/510Aug 21$9.45$0.5517.18$480.55$509.45
505/510520/525Aug 21$4.70$0.3015.67$505.30$524.70
505/510540/545Aug 21$4.65$0.3513.29$505.35$544.65
455/460470/500Aug 21$27.66$2.3411.82$432.34$497.66
455/460500/510Aug 21$9.21$0.7911.66$450.79$509.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$600.00$605.00$610.00Aug 21$0.15$4.8532.33
$515.00$520.00$525.00Aug 21$0.30$4.7015.67
$530.00$535.00$540.00Aug 21$0.40$4.6011.50
$525.00$530.00$535.00Aug 21$0.90$4.104.56
$520.00$525.00$530.00Jul 17$1.05$3.953.76
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$475.00$480.00$485.00Jul 17$0.22$4.7821.73
$500.00$505.00$510.00Jul 17$0.30$4.7015.67
$550.00$555.00$560.00Aug 21$0.40$4.6011.50
$510.00$515.00$520.00Aug 21$0.45$4.5510.11
$580.00$585.00$590.00Aug 21$0.45$4.5510.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-14.15, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$500.001:2Jul 17-$14.15$10.85
$590.00$600.001:2Jul 17-$0.22$9.78
$610.00$620.001:2Aug 21-$0.54$9.46
$610.00$620.001:2Jul 17-$1.91$8.09
$470.00$500.001:2Aug 21-$22.70$7.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$480.001:2Aug 21-$2.10$7.90
$460.00$450.001:2Jul 17-$2.40$7.60
$470.00$465.001:2Jul 17-$0.31$4.69
$460.00$455.001:2Aug 21-$0.31$4.69
$515.00$510.001:2Jul 17-$0.46$4.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.12%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Aug 21$22.200.510.2%4.12%4.36%1115
$545.00Aug 21$19.100.471.2%3.55%4.71%--18
$550.00Aug 21$18.000.452.1%3.34%5.44%2111
$560.00Aug 21$16.100.394.0%2.99%6.94%--30
$555.00Aug 21$15.500.413.0%2.88%5.90%--154
$565.00Aug 21$12.700.364.9%2.36%7.24%416
$570.00Aug 21$12.700.345.8%2.36%8.17%--53
$575.00Aug 21$9.500.306.7%1.76%8.50%3118
$580.00Aug 21$8.200.287.7%1.52%9.19%385
$540.00Jul 17$6.100.440.2%1.13%1.37%5119

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 150
Total Puts 277
Put/Call Ratio 1.85
Net Difference -127

Prior's Put/Call Breakdown

Total Calls 533
Total Puts 727
Put/Call Ratio 1.36
Net Difference -194

Prior 7-Day Put/Call Summary

Total Calls 4,175
Total Puts 3,734
Average Put/Call Ratio 0.95
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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