Tour v325
NOC
NORTHROP GRUMMAN COR
$538.00 -0.30%
7/13 15:07

Option Volume

Detail
Current (07/13 3:05pm) 455
Calls: 176 (39%)
Puts: 279 (61%)
Prior (07/10) 427
Calls: 150 (35%)
Puts: 277 (65%)
Current vs Prior +6.56%
Calls: +17.33% (Calls)
Puts: +0.72% (Puts)
Prior 7-Day Total 8,692
Calls: 4,440 (51%)
Puts: 4,252 (49%)
Prior 7-Day Average 1,241
Calls: 634 (51%)
Puts: 607 (49%)
Current vs Prior 7-Day Avg -63.36%
Calls: -72.25%
Puts: -54.07%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13 3:05pm) $451.0K
Calls: $216.8K (48%)
Puts: $234.2K (52%)
Prior (07/10) $682.1K
Calls: $333.7K (49%)
Puts: $348.4K (51%)
Current vs Prior -33.88%
Calls: -35.03%
Puts: -32.79%
Prior 7-Day Total $27.61M
Calls: $17.42M (63%)
Puts: $10.19M (37%)
Prior 7-Day Average $3.94M
Calls: $2.49M (63%)
Puts: $1.46M (37%)
Current vs Prior 7-Day Avg -88.57%
Calls: -91.29%
Puts: -83.92%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/13 3:05pm) 1.59
Prior (07/10) 1.85
Current vs Prior -14.16%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg +53.31%
Sentiment BEARISH

Open Interest

Detail
Current (07/13 3:05pm) 24,281
Calls: 12,386 (51%)
Puts: 11,895 (49%)
Prior (07/10) 24,153
Calls: 12,334 (51%)
Puts: 11,819 (49%)
Current vs Prior +0.53%
Prior 7-Day Total 155,393
Calls: 79,279 (51%)
Puts: 76,114 (49%)
Prior 7-Day Average 22,199
Calls: 11,325 (51%)
Puts: 10,873 (49%)
Current vs Prior 7-Day Avg +9.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.29% | 9.67%3.29% | 9.67%
Prior 4.06% | 9.62%4.06% | 9.62%
Current vs Prior -19.04% | +0.47%-19.04% | +0.47%
Prior 7-Day Avg 5.26% | 10.22%4.41% | 9.79%
Current vs 7-Day Avg -37.51% | -5.44%-25.48% | -1.28%
Prior 7-Day Eod 4.06% | 9.62%3.62% | 9.46%
Current vs 7-Day Eod -19.04% | +0.47%-9.19% | +2.17%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 48.62% | 17.17%
Calls: 48.13% | 18.83%
Puts: 49.10% | 15.51%
Prior 24.48% | 17.12%
Calls: 17.09% | 19.24%
Puts: 31.88% | 15.01%
Current vs Prior +98.61% | +0.29%
Prior 7-Day Avg 25.60% | 14.84%
Calls: 21.50% | 14.50%
Puts: 29.70% | 15.17%
Current vs 7-Day Avg +89.92% | +15.71%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Extreme bearish P/C ratio of 1.59 - heavy put buying.

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

📈 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 3 of results (avg 8.5%, best 7.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2188.7096.00$92.357.9%--0.9224
$475.00Jul 1760.3065.40$62.858.1%--0.9920
$470.00Aug 2171.0078.00$74.509.4%--0.8944
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. 36 found (avg delta 0.73, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1760.3065.40$62.858.1%--0.9920
$495.00Jul 1741.2045.70$43.4510.4%10.963
$505.00Jul 1732.2035.90$34.0510.9%20.9531
$510.00Jul 1727.2032.40$29.8017.4%--0.9426
$500.00Jul 1736.3042.80$39.5516.4%--0.9383
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Jul 1729.0034.30$31.6516.7%10.90--
$560.00Jul 1720.0025.80$22.9025.3%10.8716
$555.00Jul 1715.2020.70$17.9530.6%10.8326
$600.00Aug 2162.0069.00$65.5010.7%--0.80114
$590.00Aug 2154.0061.00$57.5012.2%--0.7720

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 234, top 69)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 174.7010.30$7.5074.7%690.49121
$550.00Jul 172.206.20$4.2095.2%320.31142
$535.00Jul 177.1011.60$9.3548.1%40.5829
$545.00Jul 173.907.80$5.8566.7%40.4094
$560.00Jul 170.452.60$1.53140.5%30.1592
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 170.000.50$0.25200.0%400.0290
$535.00Jul 174.408.40$6.4062.5%80.4242
$490.00Jul 170.100.65$0.38144.7%70.0345
$470.00Jul 170.001.00$0.50200.0%60.0348
$520.00Jul 170.952.00$1.4870.9%60.1574

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 48.3%, max 187.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$605.00Jul 17Aug 2185.4%32.3%164.3%--41
$645.00Jul 17Aug 21117.8%46.2%155.1%--39
$610.00Jul 17Aug 2179.9%35.2%127.2%265
$620.00Jul 17Aug 2178.4%36.0%117.8%--73
$600.00Jul 17Aug 2170.3%37.6%87.0%--154
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 21123.4%42.9%187.4%--58
$460.00Jul 17Aug 21111.6%39.3%184.1%--58
$465.00Jul 17Aug 21105.8%37.7%180.6%--142
$470.00Jul 17Aug 2171.1%36.7%93.6%661
$490.00Jul 17Aug 2149.9%31.6%58.0%980

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 65.67, avg 8.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$565.00Jul 17$0.13$4.87$0.1337.46$560.13
$625.00$630.00Aug 21$0.15$4.85$0.1532.33$625.15
$555.00$560.00Jul 17$0.27$4.73$0.2717.52$555.27
$630.00$640.00Aug 21$0.57$9.43$0.5716.54$630.57
$610.00$620.00Jul 17$0.62$9.38$0.6215.13$610.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$440.00Aug 21$0.15$9.85$0.1565.67$449.85
$480.00$475.00Jul 17$0.10$4.90$0.1049.00$479.90
$495.00$490.00Jul 17$0.12$4.88$0.1240.67$494.88
$465.00$460.00Aug 21$0.13$4.87$0.1337.46$464.87
$515.00$510.00Jul 17$0.33$4.67$0.3314.15$514.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 81 found (best R:R 32.33, avg 1.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$495.00Jul 17$19.40$19.40$0.6032.33$494.40
$450.00$470.00Aug 21$17.85$17.85$2.158.30$467.85
$510.00$515.00Jul 17$4.40$4.40$0.607.33$514.40
$505.00$510.00Jul 17$4.25$4.25$0.755.67$509.25
$470.00$500.00Aug 21$24.70$24.70$5.304.66$494.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$590.00$585.00Aug 21$4.50$4.50$0.509.00$585.50
$570.00$560.00Jul 17$8.75$8.75$1.257.00$561.25
$560.00$555.00Aug 21$4.10$4.10$0.904.56$555.90
$555.00$550.00Jul 17$4.00$4.00$1.004.00$551.00
$600.00$590.00Aug 21$8.00$8.00$2.004.00$592.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $10.53, cheapest $0.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$605.00Jul 17Aug 21$1.8585.4%32.3%
$645.00Jul 17Aug 21$2.75117.8%46.2%
$620.00Jul 17Aug 21$3.0778.4%36.0%
$610.00Jul 17Aug 21$3.3079.9%35.2%
$600.00Jul 17Aug 21$6.0770.3%37.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 17Aug 21$0.80123.4%42.9%
$460.00Jul 17Aug 21$0.90111.6%39.3%
$465.00Jul 17Aug 21$1.03105.8%37.7%
$470.00Jul 17Aug 21$3.2871.1%36.7%
$475.00Jul 17Aug 21$4.2055.0%36.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.93% of stock, avg 8.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$535.00Jul 17$9.35$6.40$15.75$519.25$550.752.93%
$540.00Jul 17$7.50$8.35$15.85$524.15$555.852.95%
$545.00Jul 17$5.85$10.40$16.25$528.75$561.253.02%
$530.00Jul 17$12.95$4.00$16.95$513.05$546.953.15%
$550.00Jul 17$4.20$13.95$18.15$531.85$568.153.37%
$525.00Jul 17$16.90$2.68$19.58$505.42$544.583.64%
$555.00Jul 17$1.80$17.95$19.75$535.25$574.753.67%
$520.00Jul 17$19.50$1.48$20.98$499.02$540.983.90%
$560.00Jul 17$1.53$22.90$24.43$535.57$584.434.54%
$515.00Jul 17$25.40$0.88$26.28$488.72$541.284.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.56% of stock, avg 4.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$520.00Jul 17$1.53$1.48$3.01$516.99$563.01
$555.00$520.00Jul 17$1.80$1.48$3.28$516.72$558.28
$560.00$485.00Jul 17$1.53$2.40$3.93$481.07$563.93
$555.00$485.00Jul 17$1.80$2.40$4.20$480.80$559.20
$560.00$525.00Jul 17$1.53$2.68$4.21$520.79$564.21
$555.00$525.00Jul 17$1.80$2.68$4.48$520.52$559.48
$560.00$530.00Jul 17$1.53$4.00$5.53$524.47$565.53
$550.00$520.00Jul 17$4.20$1.48$5.68$514.32$555.68
$555.00$530.00Jul 17$1.80$4.00$5.80$524.20$560.80
$550.00$485.00Jul 17$4.20$2.40$6.60$478.40$556.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 24.00, avg credit $4.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
520/525530/535Jul 17$4.80$0.2024.00$520.20$534.80
480/485520/525Jul 17$4.75$0.2519.00$480.25$524.75
495/500510/515Jul 17$4.75$0.2519.00$495.25$514.75
475/480500/510Aug 21$9.40$0.6015.67$470.60$509.40
490/495500/510Aug 21$9.40$0.6015.67$485.60$509.40
495/500505/510Jul 17$4.60$0.4011.50$495.40$509.60
505/510540/545Aug 21$4.60$0.4011.50$505.40$544.60
515/520525/530Jul 17$4.55$0.4510.11$515.45$529.55
505/510545/550Aug 21$4.55$0.4510.11$505.45$549.55
490/495510/515Jul 17$4.52$0.489.42$490.48$514.52

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
$560.00$565.00$570.00Jul 17$0.11$4.8944.45
$555.00$560.00$565.00Jul 17$0.14$4.8634.71
$570.00$575.00$580.00Aug 21$0.15$4.8532.33
$535.00$540.00$545.00Jul 17$0.20$4.8024.00
$525.00$530.00$535.00Jul 17$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$490.00$495.00$500.00Aug 21$0.05$4.9599.00
$535.00$540.00$545.00Jul 17$0.10$4.9049.00
$450.00$455.00$460.00Aug 21$0.10$4.9049.00
$570.00$575.00$580.00Aug 21$0.10$4.9049.00
$520.00$525.00$530.00Jul 17$0.12$4.8840.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-3.92, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$645.001:2Jul 17-$3.92$21.08
$610.00$620.001:2Jul 17-$0.26$9.74
$590.00$600.001:2Jul 17-$2.58$7.42
$630.00$640.001:2Aug 21-$2.71$7.29
$610.00$620.001:2Aug 21-$3.10$6.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$2.40$7.60
$450.00$440.001:2Aug 21-$2.90$7.10
$480.00$475.001:2Jul 17-$0.05$4.95
$500.00$495.001:2Jul 17-$0.15$4.85
$515.00$510.001:2Jul 17-$0.22$4.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 4.26%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Aug 21$22.900.520.4%4.26%4.63%2118
$545.00Aug 21$20.400.491.3%3.79%5.09%--18
$550.00Aug 21$18.200.462.2%3.38%5.61%--112
$555.00Aug 21$16.500.433.2%3.07%6.23%--154
$560.00Aug 21$14.700.404.1%2.73%6.82%--30
$565.00Aug 21$13.300.375.0%2.47%7.49%--14
$570.00Aug 21$11.500.356.0%2.14%8.09%--53
$575.00Aug 21$10.200.326.9%1.90%8.77%1119
$580.00Aug 21$8.700.297.8%1.62%9.42%--85
$585.00Aug 21$7.200.278.7%1.34%10.07%--32

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 176
Total Puts 279
Put/Call Ratio 1.59
Net Difference -103

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,440
Total Puts 4,252
Average Put/Call Ratio 1.03
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All