Tour v345
NOC
NORTHROP GRUMMAN COR
$526.75 +1.56%
7/17 15:09

Option Volume

Detail
Current (07/17 3:05pm) 946
Calls: 484 (51%)
Puts: 462 (49%)
Prior (07/16) 1,151
Calls: 616 (54%)
Puts: 535 (46%)
Current vs Prior -17.81%
Calls: -21.43% (Calls)
Puts: -13.64% (Puts)
Prior 7-Day Total 5,203
Calls: 1,961 (38%)
Puts: 3,242 (62%)
Prior 7-Day Average 743
Calls: 280 (38%)
Puts: 463 (62%)
Current vs Prior 7-Day Avg +27.27%
Calls: +72.77%
Puts: -0.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 3:05pm) $1.54M
Calls: $576.8K (37%)
Puts: $963.0K (63%)
Prior (07/16) $1.22M
Calls: $413.7K (34%)
Puts: $805.2K (66%)
Current vs Prior +26.33%
Calls: +39.44%
Puts: +19.59%
Prior 7-Day Total $11.43M
Calls: $6.40M (56%)
Puts: $5.03M (44%)
Prior 7-Day Average $1.63M
Calls: $914.2K (56%)
Puts: $718.4K (44%)
Current vs Prior 7-Day Avg -5.68%
Calls: -36.90%
Puts: +34.06%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17 3:05pm) 0.95
Prior (07/16) 0.87
Current vs Prior +9.91%
Prior 7-Day Average 2.03
Current vs Prior 7-Day Avg -52.96%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17 3:05pm) 25,227
Calls: 12,752 (51%)
Puts: 12,475 (49%)
Prior (07/16) 25,008
Calls: 12,594 (50%)
Puts: 12,414 (50%)
Current vs Prior +0.88%
Prior 7-Day Total 166,725
Calls: 85,028 (51%)
Puts: 81,697 (49%)
Prior 7-Day Average 23,817
Calls: 12,146 (51%)
Puts: 11,671 (49%)
Current vs Prior 7-Day Avg +5.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 1.01% | 9.24%1.01% | 9.24%
Prior 2.68% | 9.27%2.68% | 9.27%
Current vs Prior -62.50% | -0.39%-62.50% | -0.39%
Prior 7-Day Avg 3.79% | 9.58%3.79% | 9.58%
Current vs 7-Day Avg -73.44% | -3.63%-73.44% | -3.63%
Prior 7-Day Eod 2.68% | 9.27%2.21% | 8.89%
Current vs 7-Day Eod -62.50% | -0.39%-54.42% | +3.91%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 122.22% | 25.69%
Calls: -- | --
Puts: 122.22% | 21.40%
Prior 82.34% | 15.48%
Calls: 30.46% | 16.07%
Puts: 134.23% | 14.90%
Current vs Prior +48.43% | +65.96%
Prior 7-Day Avg 50.10% | 16.04%
Calls: 36.16% | 16.32%
Puts: 64.05% | 15.76%
Current vs 7-Day Avg +143.95% | +60.19%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($963.0K).

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
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

📈 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 8.4%, best 7.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2160.4066.70$63.559.9%--0.8544
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Aug 2164.2068.90$66.557.1%--0.8520
$600.00Aug 2172.0078.20$75.108.3%--0.87114

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. 32 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1748.1055.00$51.5513.4%--1.0020
$495.00Jul 1729.2034.20$31.7015.8%20.993
$520.00Jul 174.9010.00$7.4568.5%200.96107
$450.00Aug 2177.0085.20$81.1010.1%--0.8724
$500.00Jul 1724.8030.00$27.4019.0%30.8685
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Jul 174.4010.10$7.2578.6%--1.0043
$545.00Jul 1715.2020.60$17.9030.2%11.008
$600.00Aug 2172.0078.20$75.108.3%--0.87114
$590.00Aug 2164.2068.90$66.557.1%--0.8520
$540.00Jul 1710.0015.50$12.7543.1%10.8417

Most actively traded options today. High liquidity = easy entry/exit. 55 active (total vol 524, top 85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Aug 212.206.20$4.2095.2%850.1569
$570.00Aug 217.7010.60$9.1531.7%820.2669
$555.00Aug 2110.3017.00$13.6549.1%290.35154
$520.00Jul 174.9010.00$7.4568.5%200.96107
$550.00Jul 170.050.30$0.18138.9%160.04131
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Jul 170.705.10$2.90151.7%480.7949
$500.00Aug 216.0012.10$9.0567.4%210.2882
$520.00Jul 170.000.20$0.10200.0%190.0476
$525.00Jul 170.051.35$0.70185.7%160.2560
$460.00Aug 211.455.50$3.48116.4%140.1144

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 1091.3%, max 2629.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Jul 17Aug 21835.9%34.1%2350.8%366
$605.00Jul 17Aug 21895.1%42.4%2012.9%--39
$585.00Jul 17Aug 21729.2%35.5%1953.9%2194
$575.00Jul 17Aug 21638.6%37.6%1596.3%--175
$500.00Jul 17Aug 21516.3%30.8%1577.9%4115
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$465.00Jul 17Aug 21915.5%33.5%2629.6%--142
$460.00Jul 17Aug 21972.0%37.7%2480.9%1465
$470.00Jul 17Aug 21858.9%36.9%2226.5%--65
$450.00Jul 17Aug 211085.2%47.0%2211.0%--60
$480.00Jul 17Aug 21748.2%35.7%1997.3%5175

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 49.00, avg 6.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$545.00$550.00Jul 17$0.10$4.90$0.1049.00$545.10
$550.00$555.00Jul 17$0.13$4.87$0.1337.46$550.13
$525.00$530.00Jul 17$0.15$4.85$0.1532.33$525.15
$590.00$595.00Aug 21$0.27$4.73$0.2717.52$590.27
$610.00$620.00Aug 21$0.63$9.37$0.6314.87$610.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$485.00Aug 21$0.15$4.85$0.1532.33$489.85
$485.00$480.00Aug 21$0.40$4.60$0.4011.50$484.60
$525.00$520.00Jul 17$0.60$4.40$0.607.33$524.40
$460.00$455.00Aug 21$0.75$4.25$0.755.67$459.25
$525.00$520.00Aug 21$1.35$3.65$1.352.70$523.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 132.33, avg 3.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$495.00Jul 17$19.85$19.85$0.15132.33$494.85
$450.00$470.00Aug 21$17.55$17.55$2.457.16$467.55
$495.00$500.00Jul 17$4.30$4.30$0.706.14$499.30
$515.00$520.00Jul 17$4.10$4.10$0.904.56$519.10
$470.00$500.00Aug 21$23.25$23.25$6.753.44$493.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$555.00$550.00Aug 21$4.75$4.75$0.2519.00$550.25
$585.00$580.00Aug 21$4.60$4.60$0.4011.50$580.40
$535.00$530.00Jul 17$4.35$4.35$0.656.69$530.65
$575.00$570.00Aug 21$4.35$4.35$0.656.69$570.65
$600.00$590.00Aug 21$8.55$8.55$1.455.90$591.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $10.82, cheapest $0.48)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$610.00Jul 17Aug 21$0.73835.9%34.1%
$585.00Jul 17Aug 21$3.10729.2%35.5%
$605.00Jul 17Aug 21$3.10895.1%42.4%
$600.00Jul 17Aug 21$3.44409.6%35.3%
$590.00Jul 17Aug 21$4.15387.8%34.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Jul 17Aug 21$0.48915.5%33.5%
$460.00Jul 17Aug 21$1.08972.0%37.7%
$470.00Jul 17Aug 21$2.40858.9%36.9%
$450.00Jul 17Aug 21$2.651085.2%47.0%
$480.00Jul 17Aug 21$3.85748.2%35.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 0.59% of stock, avg 8.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Jul 17$2.40$0.70$3.10$521.90$528.100.59%
$530.00Jul 17$2.25$2.90$5.15$524.85$535.150.98%
$520.00Jul 17$7.45$0.10$7.55$512.45$527.551.43%
$535.00Jul 17$1.00$7.25$8.25$526.75$543.251.57%
$515.00Jul 17$11.55$2.40$13.95$501.05$528.952.65%
$540.00Jul 17$2.42$12.75$15.17$524.83$555.172.88%
$545.00Jul 17$0.28$17.90$18.18$526.82$563.183.45%
$510.00Jul 17$16.50$2.40$18.90$491.10$528.903.59%
$505.00Jul 17$21.55$2.40$23.95$481.05$528.954.55%
$500.00Jul 17$27.40$2.40$29.80$470.20$529.805.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.32% of stock, avg 3.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$525.00Jul 17$1.00$0.70$1.70$523.30$536.70
$530.00$525.00Jul 17$2.25$0.70$2.95$522.05$532.95
$540.00$525.00Jul 17$2.42$0.70$3.12$521.88$543.12
$565.00$525.00Jul 17$2.40$0.70$3.10$521.90$568.10
$570.00$525.00Jul 17$2.40$0.70$3.10$521.90$573.10
$535.00$515.00Jul 17$1.00$2.40$3.40$511.60$538.40
$535.00$510.00Jul 17$1.00$2.40$3.40$506.60$538.40
$535.00$505.00Jul 17$1.00$2.40$3.40$501.60$538.40
$535.00$500.00Jul 17$1.00$2.40$3.40$496.60$538.40
$530.00$515.00Jul 17$2.25$2.40$4.65$510.35$534.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 69 found (best R:R 15.67, avg credit $4.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
510/515520/525Aug 21$4.70$0.3015.67$510.30$524.70
465/470500/510Aug 21$9.37$0.6314.87$460.63$509.37
510/515535/540Aug 21$4.65$0.3513.29$510.35$539.65
475/480530/535Aug 21$4.60$0.4011.50$475.40$534.60
505/510530/535Aug 21$4.60$0.4011.50$505.40$534.60
455/460515/520Aug 21$4.55$0.4510.11$455.45$519.55
475/480500/510Aug 21$9.05$0.959.53$470.95$509.05
475/480540/545Jul 17$4.51$0.499.20$475.49$544.51
430/440470/500Aug 21$27.03$2.979.10$412.97$497.03
500/505540/545Aug 21$4.50$0.509.00$500.50$544.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$565.00$570.00$575.00Aug 21$0.05$4.9599.00
$505.00$510.00$515.00Jul 17$0.10$4.9049.00
$570.00$575.00$580.00Aug 21$0.25$4.7519.00
$520.00$525.00$530.00Aug 21$0.30$4.7015.67
$550.00$555.00$560.00Jul 17$0.65$4.356.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$535.00$540.00$545.00Aug 21$0.10$4.9049.00
$510.00$515.00$520.00Aug 21$0.15$4.8532.33
$565.00$570.00$575.00Aug 21$0.65$4.356.69
$575.00$580.00$585.00Aug 21$0.75$4.255.67
$505.00$510.00$515.00Aug 21$0.90$4.104.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-17.05, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$500.001:2Aug 21-$17.05$12.95
$590.00$600.001:2Jul 17-$0.01$9.99
$610.00$620.001:2Aug 21-$0.97$9.03
$475.00$495.001:2Jul 17-$11.85$8.15
$545.00$550.001:2Jul 17-$0.08$4.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$2.40$7.60
$450.00$440.001:2Aug 21-$5.11$4.89
$470.00$465.001:2Aug 21-$0.96$4.04
$540.00$535.001:2Jul 17-$1.75$3.25
$460.00$455.001:2Aug 21-$1.98$3.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 3.99%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Aug 21$21.000.500.6%3.99%4.60%67
$535.00Aug 21$17.200.461.6%3.27%4.83%6154
$540.00Aug 21$14.900.432.5%2.83%5.34%--125
$545.00Aug 21$13.300.413.5%2.52%5.99%218
$550.00Aug 21$13.000.384.4%2.47%6.88%8162
$560.00Aug 21$10.500.326.3%1.99%8.31%430
$555.00Aug 21$10.300.355.4%1.96%7.32%29154
$565.00Aug 21$8.900.287.3%1.69%8.95%524
$570.00Aug 21$7.700.268.2%1.46%9.67%8269
$575.00Aug 21$6.500.249.2%1.23%10.39%--119

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 484
Total Puts 462
Put/Call Ratio 0.95
Net Difference 22

Prior's Put/Call Breakdown

Total Calls 616
Total Puts 535
Put/Call Ratio 0.87
Net Difference 81

Prior 7-Day Put/Call Summary

Total Calls 1,961
Total Puts 3,242
Average Put/Call Ratio 2.03
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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