Tour v365
NOC
NORTHROP GRUMMAN COR
$532.18 +2.04%
7/20 14:05

Option Volume

Detail
Current (07/20 2:05pm) 1,153
Calls: 692 (60%)
Puts: 461 (40%)
Prior (04/21) 2,640
Calls: 1,484 (56%)
Puts: 1,156 (44%)
Current vs Prior -56.33%
Calls: -53.37% (Calls)
Puts: -60.12% (Puts)
Prior 7-Day Total 5,338
Calls: 2,115 (40%)
Puts: 3,223 (60%)
Prior 7-Day Average 762
Calls: 302 (40%)
Puts: 460 (60%)
Current vs Prior 7-Day Avg +51.20%
Calls: +129.03%
Puts: +0.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20 2:05pm) $1.92M
Calls: $1.14M (59%)
Puts: $781.3K (41%)
Prior (04/21) $5.64M
Calls: $2.46M (44%)
Puts: $3.18M (56%)
Current vs Prior -65.91%
Calls: -53.58%
Puts: -75.44%
Prior 7-Day Total $8.84M
Calls: $4.25M (48%)
Puts: $4.58M (52%)
Prior 7-Day Average $1.26M
Calls: $607.4K (48%)
Puts: $655.0K (52%)
Current vs Prior 7-Day Avg +52.30%
Calls: +87.91%
Puts: +19.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20 2:05pm) 0.67
Prior (04/21) 0.78
Current vs Prior -14.48%
Prior 7-Day Average 1.98
Current vs Prior 7-Day Avg -66.39%
Sentiment BULLISH

Open Interest

Detail
Current (07/20 2:05pm) 22,334
Calls: 10,847 (49%)
Puts: 11,487 (51%)
Prior (04/21) 20,707
Calls: 10,361 (50%)
Puts: 10,346 (50%)
Current vs Prior +7.86%
Prior 7-Day Total 168,999
Calls: 85,986 (51%)
Puts: 83,013 (49%)
Prior 7-Day Average 24,142
Calls: 12,283 (51%)
Puts: 11,859 (49%)
Current vs Prior 7-Day Avg -7.49%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.86% | 11.01%
Prior 2.06% | 9.02%
Current vs Prior +329.67% | +22.14%
Prior 7-Day Avg 3.33% | 9.42%
Current vs 7-Day Avg +166.01% | +16.91%
Prior 7-Day Eod 2.06% | 9.02%
Current vs 7-Day Eod +329.67% | +22.14%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 17.16% | 15.04%
Calls: 17.73% | 17.24%
Puts: 16.59% | 12.84%
Prior 74.42% | 14.09%
Calls: 44.29% | 13.49%
Puts: 104.55% | 14.68%
Current vs Prior -76.94% | +6.74%
Prior 7-Day Avg 55.32% | 17.05%
Calls: 38.64% | 17.21%
Puts: 72.01% | 16.89%
Current vs 7-Day Avg -68.98% | -11.77%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 66% vs prior. Dollar volume significantly above 7-day average (52% higher). Below-average activity with volume down 56% vs prior. Bullish P/C ratio of 0.67.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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
15:05BEARISHNEUTRALMIXED
14:05BULLISHBULLISHBULLISH

📈 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 10 of results (avg 8.2%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 2142.0044.60$43.306.0%120.7431
$450.00Aug 2182.3087.60$84.956.2%--0.9524
$470.00Aug 2163.7068.90$66.307.8%--0.8944
$560.00Aug 2111.0012.10$11.559.5%430.3335
$535.00Aug 2121.1023.30$22.209.9%230.49157
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2169.2073.70$71.456.3%--0.87114
$575.00Aug 2148.2051.90$50.057.4%--0.7629
$580.00Aug 2152.0056.80$54.408.8%--0.8061
$590.00Aug 2159.4065.50$62.459.8%--0.8220
$585.00Aug 2155.3061.00$58.159.8%--0.81154

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. 21 found (avg delta 0.70, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2182.3087.60$84.956.2%--0.9524
$470.00Aug 2163.7068.90$66.307.8%--0.8944
$500.00Aug 2142.0044.60$43.306.0%120.7431
$510.00Aug 2133.5037.20$35.3510.5%--0.6710
$515.00Aug 2129.8034.50$32.1514.6%10.6310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2169.2073.70$71.456.3%--0.87114
$590.00Aug 2159.4065.50$62.459.8%--0.8220
$585.00Aug 2155.3061.00$58.159.8%--0.81154
$580.00Aug 2152.0056.80$54.408.8%--0.8061
$575.00Aug 2148.2051.90$50.057.4%--0.7629

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 773, top 57)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 212.903.70$3.3024.2%570.13127
$580.00Aug 213.607.20$5.4066.7%530.20105
$550.00Aug 2114.9016.80$15.8512.0%520.40162
$625.00Aug 211.402.15$1.7842.1%520.0736
$530.00Aug 2122.1026.40$24.2517.7%430.537
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2115.1017.30$16.2013.6%430.4048
$530.00Aug 2120.2024.00$22.1017.2%340.4741
$480.00Aug 214.505.70$5.1023.5%270.1686
$430.00Aug 210.301.55$0.93134.4%200.0413
$510.00Aug 2111.7013.50$12.6014.3%190.33117

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 49.00, avg 7.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$580.00$585.00Aug 21$0.10$4.90$0.1049.00$580.10
$620.00$625.00Aug 21$0.15$4.85$0.1532.33$620.15
$585.00$590.00Aug 21$0.20$4.80$0.2024.00$585.20
$600.00$605.00Aug 21$0.25$4.75$0.2519.00$600.25
$610.00$615.00Aug 21$0.40$4.60$0.4011.50$610.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$455.00$450.00Aug 21$0.17$4.83$0.1728.41$454.83
$510.00$505.00Aug 21$0.20$4.80$0.2024.00$509.80
$445.00$440.00Aug 21$0.23$4.77$0.2320.74$444.77
$450.00$445.00Aug 21$0.35$4.65$0.3513.29$449.65
$470.00$465.00Aug 21$0.42$4.58$0.4210.90$469.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 19.00, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$18.65$18.65$1.3513.81$468.65
$520.00$525.00Aug 21$4.00$4.00$1.004.00$524.00
$500.00$510.00Aug 21$7.95$7.95$2.053.88$507.95
$470.00$500.00Aug 21$23.00$23.00$7.003.29$493.00
$510.00$515.00Aug 21$3.20$3.20$1.801.78$513.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$570.00$565.00Aug 21$4.75$4.75$0.2519.00$565.25
$600.00$590.00Aug 21$9.00$9.00$1.009.00$591.00
$580.00$575.00Aug 21$4.35$4.35$0.656.69$575.65
$590.00$585.00Aug 21$4.30$4.30$0.706.14$585.70
$555.00$550.00Aug 21$3.85$3.85$1.153.35$551.15

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 8.38% of stock, avg 10.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Aug 21$25.70$18.90$44.60$480.40$569.608.38%
$535.00Aug 21$22.20$22.90$45.10$489.90$580.108.47%
$520.00Aug 21$29.70$16.20$45.90$474.10$565.908.62%
$540.00Aug 21$19.25$26.65$45.90$494.10$585.908.62%
$545.00Aug 21$16.95$29.35$46.30$498.70$591.308.70%
$530.00Aug 21$24.25$22.10$46.35$483.65$576.358.71%
$515.00Aug 21$32.15$15.30$47.45$467.55$562.458.92%
$550.00Aug 21$15.85$31.90$47.75$502.25$597.758.97%
$510.00Aug 21$35.35$12.60$47.95$462.05$557.959.01%
$555.00Aug 21$13.45$35.75$49.20$505.80$604.209.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.89% of stock, avg 6.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$510.00Aug 21$13.45$12.60$26.05$483.95$581.05
$550.00$510.00Aug 21$15.85$12.60$28.45$481.55$578.45
$555.00$515.00Aug 21$13.45$15.30$28.75$486.25$583.75
$545.00$510.00Aug 21$16.95$12.60$29.55$480.45$574.55
$555.00$520.00Aug 21$13.45$16.20$29.65$490.35$584.65
$550.00$515.00Aug 21$15.85$15.30$31.15$483.85$581.15
$540.00$510.00Aug 21$19.25$12.60$31.85$478.15$571.85
$550.00$520.00Aug 21$15.85$16.20$32.05$487.95$582.05
$545.00$515.00Aug 21$16.95$15.30$32.25$482.75$577.25
$555.00$525.00Aug 21$13.45$18.90$32.35$492.65$587.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 85 found (best R:R 32.33, avg credit $5.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
470/475520/525Aug 21$4.85$0.1532.33$470.15$524.85
480/485520/525Aug 21$4.80$0.2024.00$480.20$524.80
460/465520/525Aug 21$4.76$0.2419.83$460.24$524.76
440/445450/470Aug 21$18.88$1.1216.86$426.12$468.88
455/460520/525Aug 21$4.72$0.2816.86$455.28$524.72
475/480520/525Aug 21$4.65$0.3513.29$475.35$524.65
485/490500/510Aug 21$9.15$0.8510.76$480.85$509.15
465/470520/525Aug 21$4.42$0.587.62$465.58$524.42
470/475500/510Aug 21$8.80$1.207.33$466.20$508.80
485/490510/515Aug 21$4.40$0.607.33$485.60$514.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$590.00$595.00$600.00Aug 21$0.10$4.9049.00
$555.00$560.00$565.00Aug 21$0.25$4.7519.00
$605.00$610.00$615.00Aug 21$0.27$4.7317.52
$610.00$615.00$620.00Aug 21$0.35$4.6513.29
$560.00$565.00$570.00Aug 21$0.40$4.6011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$445.00$450.00Aug 21$0.12$4.8840.67
$475.00$480.00$485.00Aug 21$0.15$4.8532.33
$555.00$560.00$565.00Aug 21$0.35$4.6513.29
$480.00$485.00$490.00Aug 21$0.40$4.6011.50
$465.00$470.00$475.00Aug 21$0.43$4.5710.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-20.30, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$500.001:2Aug 21-$20.30$9.70
$625.00$630.001:2Aug 21-$0.88$4.12
$610.00$615.001:2Aug 21-$1.58$3.42
$620.00$625.001:2Aug 21-$1.63$3.37
$605.00$610.001:2Aug 21-$1.71$3.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$430.001:2Aug 21-$0.91$9.09
$445.00$440.001:2Aug 21-$0.72$4.28
$450.00$445.001:2Aug 21-$0.83$4.17
$460.00$455.001:2Aug 21-$0.98$4.02
$455.00$450.001:2Aug 21-$1.36$3.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.96%, avg 1.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Aug 21$21.100.490.5%3.96%4.49%23157
$540.00Aug 21$18.200.461.5%3.42%4.89%11127
$545.00Aug 21$15.100.422.4%2.84%5.25%2219
$550.00Aug 21$14.900.403.4%2.80%6.15%52162
$555.00Aug 21$12.200.364.3%2.29%6.58%23139
$560.00Aug 21$11.000.335.2%2.07%7.29%4335
$565.00Aug 21$8.900.296.2%1.67%7.84%4128
$570.00Aug 21$8.100.277.1%1.52%8.63%41128
$575.00Aug 21$6.200.238.1%1.17%9.21%9119
$590.00Aug 21$4.500.1710.9%0.85%11.71%27127

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 692
Total Puts 461
Put/Call Ratio 0.67
Net Difference 231

Prior's Put/Call Breakdown

Total Calls 1,484
Total Puts 1,156
Put/Call Ratio 0.78
Net Difference 328

Prior 7-Day Put/Call Summary

Total Calls 2,115
Total Puts 3,223
Average Put/Call Ratio 1.98
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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