Tour v339
NOC
NORTHROP GRUMMAN COR
$527.40 -0.24%
7/15 15:06

Option Volume

Detail
Current (07/15 3:05pm) 677
Calls: 129 (19%)
Puts: 548 (81%)
Prior (07/14) 690
Calls: 175 (25%)
Puts: 515 (75%)
Current vs Prior -1.88%
Calls: -26.29% (Calls)
Puts: +6.41% (Puts)
Prior 7-Day Total 6,720
Calls: 3,540 (53%)
Puts: 3,180 (47%)
Prior 7-Day Average 960
Calls: 505 (53%)
Puts: 454 (47%)
Current vs Prior 7-Day Avg -29.48%
Calls: -74.49%
Puts: +20.63%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15 3:05pm) $1.23M
Calls: $366.7K (30%)
Puts: $867.1K (70%)
Prior (07/14) $735.4K
Calls: $296.7K (40%)
Puts: $438.6K (60%)
Current vs Prior +67.78%
Calls: +23.59%
Puts: +97.68%
Prior 7-Day Total $18.68M
Calls: $12.60M (67%)
Puts: $6.09M (33%)
Prior 7-Day Average $2.67M
Calls: $1.80M (67%)
Puts: $869.7K (33%)
Current vs Prior 7-Day Avg -53.78%
Calls: -79.62%
Puts: -0.30%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15 3:05pm) 4.25
Prior (07/14) 2.94
Current vs Prior +44.35%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg +262.05%
Sentiment BEARISH

Open Interest

Detail
Current (07/15 3:05pm) 24,815
Calls: 12,558 (51%)
Puts: 12,257 (49%)
Prior (07/14) 24,439
Calls: 12,480 (51%)
Puts: 11,959 (49%)
Current vs Prior +1.54%
Prior 7-Day Total 161,657
Calls: 82,517 (51%)
Puts: 79,140 (49%)
Prior 7-Day Average 23,093
Calls: 11,788 (51%)
Puts: 11,305 (49%)
Current vs Prior 7-Day Avg +7.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 2.68% | 9.27%2.68% | 9.27%
Prior 3.29% | 9.67%3.29% | 9.67%
Current vs Prior -18.45% | -4.07%-18.45% | -4.07%
Prior 7-Day Avg 4.62% | 9.99%3.97% | 9.64%
Current vs 7-Day Avg -41.92% | -7.15%-32.46% | -3.78%
Prior 7-Day Eod 3.29% | 9.67%2.90% | 9.20%
Current vs 7-Day Eod -18.45% | -4.07%-7.59% | +0.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 82.34% | 15.48%
Calls: 30.46% | 16.07%
Puts: 134.23% | 14.90%
Prior 48.62% | 17.17%
Calls: 48.13% | 18.83%
Puts: 49.10% | 15.51%
Current vs Prior +69.35% | -9.84%
Prior 7-Day Avg 32.92% | 14.53%
Calls: 26.89% | 14.94%
Puts: 38.95% | 14.13%
Current vs 7-Day Avg +150.12% | +6.53%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($867.1K). Elevated premium activity with dollar volume up 68% vs prior. Extreme bearish P/C ratio of 4.25 - heavy put buying. P/C ratio rising 44% - 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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:10BEARISHBEARISHBEARISH
15:05BEARISHBEARISHBEARISH

📈 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 11 of results (avg 7.5%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1751.8055.30$53.556.5%--1.0020
$520.00Aug 2126.6028.90$27.758.3%10.6059
$450.00Aug 2179.8086.70$83.258.3%--0.9424
$500.00Aug 2139.5043.50$41.509.6%--0.7317
$470.00Aug 2162.1068.60$65.359.9%--0.8844
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 2149.0050.10$49.552.2%10.7551
$580.00Aug 2155.5058.60$57.055.4%--0.7961
$575.00Aug 2150.3054.20$52.257.5%20.7729
$600.00Aug 2170.3075.80$73.057.5%--0.90114
$585.00Aug 2157.8062.50$60.157.8%--0.82154

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 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1751.8055.30$53.556.5%--1.0020
$500.00Jul 1726.4032.50$29.4520.7%100.9589
$505.00Jul 1721.7025.70$23.7016.9%--0.9531
$450.00Aug 2179.8086.70$83.258.3%--0.9424
$470.00Aug 2162.1068.60$65.359.9%--0.8844
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 1719.2024.20$21.7023.0%11.0039
$555.00Jul 1723.0029.60$26.3025.1%101.0025
$560.00Jul 1728.5034.30$31.4018.5%--1.0015
$600.00Aug 2170.3075.80$73.057.5%--0.90114
$545.00Jul 1714.4019.60$17.0030.6%40.8725

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 175, top 15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 213.004.80$3.9046.2%130.14102
$500.00Jul 1726.4032.50$29.4520.7%100.9589
$535.00Aug 2119.9023.00$21.4514.5%90.50150
$520.00Jul 178.0014.30$11.1556.5%60.79107
$580.00Aug 215.909.50$7.7046.8%60.2385
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 170.000.05$0.03166.7%150.0017
$520.00Jul 170.602.95$1.78132.0%150.2370
$525.00Jul 171.055.20$3.13132.6%130.3675
$505.00Aug 219.4012.50$10.9528.3%120.3013
$555.00Jul 1723.0029.60$26.3025.1%101.0025

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 102.7%, max 466.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$605.00Jul 17Aug 21132.3%34.3%285.6%--41
$610.00Jul 17Aug 21123.5%40.0%209.1%--66
$620.00Jul 17Aug 21117.0%38.0%208.0%173
$585.00Jul 17Aug 21107.2%35.1%204.9%--194
$575.00Jul 17Aug 2193.7%34.3%172.8%1176
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 21199.6%35.2%466.9%--58
$460.00Jul 17Aug 21145.4%34.9%316.7%--58
$465.00Jul 17Aug 21137.0%35.4%287.0%--142
$470.00Jul 17Aug 21130.8%35.1%272.8%--65
$485.00Jul 17Aug 21103.3%33.1%212.1%246

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 57.82, avg 6.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$565.00Aug 21$0.15$4.85$0.1532.33$560.15
$590.00$595.00Aug 21$0.15$4.85$0.1532.33$590.15
$610.00$620.00Jul 17$0.75$9.25$0.7512.33$610.75
$600.00$605.00Aug 21$0.40$4.60$0.4011.50$600.40
$575.00$580.00Jul 17$0.45$4.55$0.4510.11$575.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$440.00Aug 21$0.17$9.83$0.1757.82$449.83
$470.00$465.00Jul 17$0.15$4.85$0.1532.33$469.85
$500.00$495.00Jul 17$0.17$4.83$0.1728.41$499.83
$515.00$510.00Jul 17$0.27$4.73$0.2717.52$514.73
$520.00$515.00Jul 17$0.28$4.72$0.2816.86$519.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 26.78, avg 2.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$500.00Jul 17$24.10$24.10$0.9026.78$499.10
$450.00$470.00Aug 21$17.90$17.90$2.108.52$467.90
$510.00$515.00Jul 17$4.40$4.40$0.607.33$514.40
$505.00$510.00Jul 17$4.30$4.30$0.706.14$509.30
$515.00$520.00Aug 21$4.20$4.20$0.805.25$519.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$570.00$565.00Aug 21$4.80$4.80$0.2024.00$565.20
$580.00$575.00Aug 21$4.80$4.80$0.2024.00$575.20
$550.00$545.00Jul 17$4.70$4.70$0.3015.67$545.30
$555.00$550.00Jul 17$4.60$4.60$0.4011.50$550.40
$590.00$585.00Aug 21$4.35$4.35$0.656.69$585.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $9.89, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$605.00Jul 17Aug 21$1.10132.3%34.3%
$620.00Jul 17Aug 21$2.53117.0%38.0%
$610.00Jul 17Aug 21$3.55123.5%40.0%
$600.00Jul 17Aug 21$3.7077.6%33.9%
$585.00Jul 17Aug 21$4.25107.2%35.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 17Aug 21$0.15145.4%34.9%
$465.00Jul 17Aug 21$0.90137.0%35.4%
$470.00Jul 17Aug 21$1.35130.8%35.1%
$485.00Jul 17Aug 21$3.40103.3%33.1%
$480.00Jul 17Aug 21$4.8278.0%34.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 1.96% of stock, avg 8.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Jul 17$4.85$5.50$10.35$519.65$540.351.96%
$525.00Jul 17$8.65$3.13$11.78$513.22$536.782.23%
$535.00Jul 17$3.10$8.75$11.85$523.15$546.852.25%
$520.00Jul 17$11.15$1.78$12.93$507.07$532.932.45%
$540.00Jul 17$3.33$12.85$16.18$523.82$556.183.07%
$515.00Jul 17$15.00$1.50$16.50$498.50$531.503.13%
$545.00Jul 17$2.42$17.00$19.42$525.58$564.423.68%
$510.00Jul 17$19.40$1.23$20.63$489.37$530.633.91%
$550.00Jul 17$1.02$21.70$22.72$527.28$572.724.31%
$505.00Jul 17$23.70$0.43$24.13$480.87$529.134.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.69% of stock, avg 3.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$510.00Jul 17$2.42$1.23$3.65$506.35$548.65
$570.00$510.00Jul 17$2.40$1.23$3.63$506.37$573.63
$575.00$510.00Jul 17$2.40$1.23$3.63$506.37$578.63
$545.00$515.00Jul 17$2.42$1.50$3.92$511.08$548.92
$570.00$515.00Jul 17$2.40$1.50$3.90$511.10$573.90
$575.00$515.00Jul 17$2.40$1.50$3.90$511.10$578.90
$570.00$520.00Jul 17$2.40$1.78$4.18$515.82$574.18
$575.00$520.00Jul 17$2.40$1.78$4.18$515.82$579.18
$545.00$520.00Jul 17$2.42$1.78$4.20$515.80$549.20
$535.00$510.00Jul 17$3.10$1.23$4.33$505.67$539.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 129 found (best R:R 49.00, avg credit $4.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
475/480510/515Jul 17$4.90$0.1049.00$475.10$514.90
485/490515/520Aug 21$4.90$0.1049.00$485.10$519.90
465/470475/500Jul 17$24.25$0.7532.33$445.75$499.25
475/480505/510Jul 17$4.80$0.2024.00$475.20$509.80
465/470515/520Aug 21$4.80$0.2024.00$465.20$519.80
430/440450/470Aug 21$18.68$1.3214.15$421.32$468.68
505/510515/520Jul 17$4.65$0.3513.29$505.35$519.65
475/480515/520Aug 21$4.65$0.3513.29$475.35$519.65
480/485515/520Aug 21$4.65$0.3513.29$480.35$519.65
505/510525/530Jul 17$4.60$0.4011.50$505.40$529.60

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
$535.00$540.00$545.00Aug 21$0.10$4.9049.00
$580.00$585.00$590.00Aug 21$0.10$4.9049.00
$560.00$565.00$570.00Jul 17$0.18$4.8226.78
$620.00$625.00$630.00Aug 21$0.22$4.7821.73
$570.00$575.00$580.00Aug 21$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$535.00$540.00$545.00Jul 17$0.05$4.9599.00
$460.00$465.00$470.00Jul 17$0.15$4.8532.33
$550.00$555.00$560.00Aug 21$0.15$4.8532.33
$505.00$510.00$515.00Aug 21$0.20$4.8024.00
$480.00$485.00$490.00Aug 21$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-5.35, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$500.001:2Jul 17-$5.35$19.65
$470.00$500.001:2Aug 21-$17.65$12.35
$610.00$620.001:2Jul 17$0.00$10.00
$590.00$600.001:2Jul 17-$0.15$9.85
$610.00$620.001:2Aug 21-$1.51$8.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Aug 21-$1.36$8.64
$500.00$495.001:2Jul 17-$0.16$4.84
$455.00$450.001:2Aug 21-$0.25$4.75
$525.00$520.001:2Jul 17-$0.43$4.57
$505.00$500.001:2Jul 17-$0.57$4.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.77%, avg 1.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Aug 21$19.900.501.4%3.77%5.21%9150
$540.00Aug 21$17.300.472.4%3.28%5.67%4120
$545.00Aug 21$15.300.433.3%2.90%6.24%318
$550.00Aug 21$13.900.404.3%2.64%6.92%3128
$555.00Aug 21$12.100.375.2%2.29%7.53%1153
$560.00Aug 21$10.500.336.2%1.99%8.17%--31
$565.00Aug 21$8.800.327.1%1.67%8.80%--14
$570.00Aug 21$7.800.278.1%1.48%9.56%554
$575.00Aug 21$7.200.259.0%1.37%10.39%1120
$580.00Aug 21$5.900.2310.0%1.12%11.09%685

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 129
Total Puts 548
Put/Call Ratio 4.25
Net Difference -419

Prior's Put/Call Breakdown

Total Calls 175
Total Puts 515
Put/Call Ratio 2.94
Net Difference -340

Prior 7-Day Put/Call Summary

Total Calls 3,540
Total Puts 3,180
Average Put/Call Ratio 1.17
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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