Tour v365
NOC
NORTHROP GRUMMAN COR
$528.84 +1.39%
7/20 15:06

Option Volume

Detail
Current (07/20 3:05pm) 1,678
Calls: 1,061 (63%)
Puts: 617 (37%)
Prior (07/17) 946
Calls: 484 (51%)
Puts: 462 (49%)
Current vs Prior +77.38%
Calls: +119.21% (Calls)
Puts: +33.55% (Puts)
Prior 7-Day Total 5,606
Calls: 2,263 (40%)
Puts: 3,343 (60%)
Prior 7-Day Average 800
Calls: 323 (40%)
Puts: 477 (60%)
Current vs Prior 7-Day Avg +109.53%
Calls: +228.19%
Puts: +29.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20 3:05pm) $2.22M
Calls: $1.27M (57%)
Puts: $952.3K (43%)
Prior (07/17) $1.54M
Calls: $576.8K (37%)
Puts: $963.0K (63%)
Current vs Prior +44.20%
Calls: +119.84%
Puts: -1.11%
Prior 7-Day Total $8.09M
Calls: $2.95M (36%)
Puts: $5.14M (64%)
Prior 7-Day Average $1.16M
Calls: $421.7K (36%)
Puts: $734.1K (64%)
Current vs Prior 7-Day Avg +92.12%
Calls: +200.70%
Puts: +29.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20 3:05pm) 0.58
Prior (07/17) 0.95
Current vs Prior -39.08%
Prior 7-Day Average 1.97
Current vs Prior 7-Day Avg -70.52%
Sentiment BULLISH

Open Interest

Detail
Current (07/20 3:05pm) 22,334
Calls: 10,847 (49%)
Puts: 11,487 (51%)
Prior (07/17) 25,227
Calls: 12,752 (51%)
Puts: 12,475 (49%)
Current vs Prior -11.47%
Prior 7-Day Total 171,144
Calls: 86,917 (51%)
Puts: 84,227 (49%)
Prior 7-Day Average 24,449
Calls: 12,416 (51%)
Puts: 12,032 (49%)
Current vs Prior 7-Day Avg -8.65%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.50% | 11.20%
Prior 1.01% | 9.24%
Current vs Prior +744.76% | +21.31%
Prior 7-Day Avg 2.81% | 9.32%
Current vs 7-Day Avg +202.24% | +20.24%
Prior 7-Day Eod 1.01% | 9.24%
Current vs 7-Day Eod +744.76% | +21.31%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Prior 122.22% | 25.69%
Calls: -- | --
Puts: 122.22% | 21.40%
Current vs Prior -83.80% | -19.11%
Prior 7-Day Avg 68.55% | 18.43%
Calls: 40.31% | 19.17%
Puts: 85.10% | 17.69%
Current vs 7-Day Avg -71.12% | +12.75%
Liquidity Expensive
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (92% higher). Above-average activity with volume up 77% vs prior. Volume explosion - 110% above 7-day average (1,678 vs avg 800). Bullish P/C ratio of 0.58.

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 NEUTRAL
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
15:05BULLISHBULLISHBULLISH
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 4 of results (avg 8.5%, best 6.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2180.7086.40$83.556.8%--0.9424
$600.00Aug 213.303.60$3.458.7%1070.13127
$470.00Aug 2162.9068.80$65.859.0%--0.8844
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2169.0075.80$72.409.4%--0.90114

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 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2180.7086.40$83.556.8%--0.9424
$470.00Aug 2162.9068.80$65.859.0%--0.8844
$500.00Aug 2139.3044.60$41.9512.6%120.7431
$510.00Aug 2132.3037.30$34.8014.4%--0.6810
$515.00Aug 2129.8034.50$32.1514.6%20.6410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2169.0075.80$72.409.4%--0.90114
$590.00Aug 2160.1067.10$63.6011.0%--0.8520
$585.00Aug 2155.6062.20$58.9011.2%--0.84154
$580.00Aug 2152.2058.50$55.3511.4%--0.8161
$575.00Aug 2148.2054.20$51.2011.7%--0.7929

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 1.2K, top 107)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 213.303.60$3.458.7%1070.13127
$620.00Aug 211.502.30$1.9042.1%1030.0863
$610.00Aug 211.102.80$1.9587.2%690.0930
$580.00Aug 215.607.20$6.4025.0%620.22105
$550.00Aug 2113.3015.90$14.6017.8%570.40162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2115.0018.40$16.7020.4%500.4048
$530.00Aug 2117.8021.70$19.7519.7%440.4741
$510.00Aug 2111.0014.00$12.5024.0%370.33117
$480.00Aug 214.605.70$5.1521.4%340.1686
$470.00Aug 213.404.00$3.7016.2%320.1220

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. 44 found (best R:R 82.33, avg 8.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$625.00Aug 21$0.12$4.88$0.1240.67$620.12
$595.00$600.00Aug 21$0.35$4.65$0.3513.29$595.35
$585.00$590.00Aug 21$0.40$4.60$0.4011.50$585.40
$600.00$605.00Aug 21$0.40$4.60$0.4011.50$600.40
$575.00$580.00Aug 21$0.55$4.45$0.558.09$575.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$440.00$430.00Aug 21$0.12$9.88$0.1282.33$439.88
$460.00$455.00Aug 21$0.15$4.85$0.1532.33$459.85
$510.00$505.00Aug 21$0.15$4.85$0.1532.33$509.85
$445.00$440.00Aug 21$0.23$4.77$0.2320.74$444.77
$475.00$470.00Aug 21$0.45$4.55$0.4510.11$474.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 15.67, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$17.70$17.70$2.307.70$467.70
$515.00$520.00Aug 21$4.35$4.35$0.656.69$519.35
$470.00$500.00Aug 21$23.90$23.90$6.103.92$493.90
$500.00$510.00Aug 21$7.15$7.15$2.852.51$507.15
$510.00$515.00Aug 21$2.65$2.65$2.351.13$512.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$590.00$585.00Aug 21$4.70$4.70$0.3015.67$585.30
$575.00$570.00Aug 21$4.40$4.40$0.607.33$570.60
$600.00$590.00Aug 21$8.80$8.80$1.207.33$591.20
$580.00$575.00Aug 21$4.15$4.15$0.854.88$575.85
$560.00$555.00Aug 21$4.00$4.00$1.004.00$556.00

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 8.12% of stock, avg 10.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 21$23.20$19.75$42.95$487.05$572.958.12%
$535.00Aug 21$20.70$23.20$43.90$491.10$578.908.30%
$525.00Aug 21$25.20$19.20$44.40$480.60$569.408.40%
$520.00Aug 21$27.80$16.70$44.50$475.50$564.508.41%
$540.00Aug 21$18.55$26.60$45.15$494.85$585.158.54%
$545.00Aug 21$16.45$29.35$45.80$499.20$590.808.66%
$515.00Aug 21$32.15$14.95$47.10$467.90$562.108.91%
$550.00Aug 21$14.60$32.65$47.25$502.75$597.258.93%
$510.00Aug 21$34.80$12.50$47.30$462.70$557.308.94%
$555.00Aug 21$12.50$35.70$48.20$506.80$603.209.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.46% of stock, avg 5.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$510.00Aug 21$11.10$12.50$23.60$486.40$583.60
$555.00$510.00Aug 21$12.50$12.50$25.00$485.00$580.00
$560.00$515.00Aug 21$11.10$14.95$26.05$488.95$586.05
$550.00$510.00Aug 21$14.60$12.50$27.10$482.90$577.10
$555.00$515.00Aug 21$12.50$14.95$27.45$487.55$582.45
$560.00$520.00Aug 21$11.10$16.70$27.80$492.20$587.80
$545.00$510.00Aug 21$16.45$12.50$28.95$481.05$573.95
$555.00$520.00Aug 21$12.50$16.70$29.20$490.80$584.20
$550.00$515.00Aug 21$14.60$14.95$29.55$485.45$579.55
$560.00$525.00Aug 21$11.10$19.20$30.30$494.70$590.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 84 found (best R:R 49.00, avg credit $5.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470515/520Aug 21$4.90$0.1049.00$465.10$519.90
450/455515/520Aug 21$4.85$0.1532.33$450.15$519.85
470/475515/520Aug 21$4.80$0.2024.00$470.20$519.80
440/445515/520Aug 21$4.58$0.4210.90$440.42$519.58
455/460515/520Aug 21$4.50$0.509.00$455.50$519.50
440/445450/470Aug 21$17.93$2.078.66$427.07$467.93
430/440450/470Aug 21$17.82$2.188.17$422.18$467.82
460/465470/500Aug 21$24.60$5.404.56$440.40$494.60
445/450470/500Aug 21$24.52$5.484.47$425.48$494.52
475/480500/510Aug 21$8.15$1.854.41$471.85$508.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$545.00$550.00Aug 21$0.25$4.7519.00
$530.00$535.00$540.00Aug 21$0.35$4.6513.29
$560.00$565.00$570.00Aug 21$0.35$4.6513.29
$520.00$525.00$530.00Aug 21$0.60$4.407.33
$550.00$555.00$560.00Aug 21$0.70$4.306.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$485.00$490.00$495.00Aug 21$0.05$4.9599.00
$440.00$445.00$450.00Aug 21$0.39$4.6111.82
$480.00$485.00$490.00Aug 21$0.45$4.5510.11
$565.00$570.00$575.00Aug 21$0.50$4.509.00
$455.00$460.00$465.00Aug 21$0.55$4.458.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-18.05, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$500.001:2Aug 21-$18.05$11.95
$625.00$630.001:2Aug 21-$0.32$4.68
$605.00$610.001:2Aug 21-$0.85$4.15
$620.00$625.001:2Aug 21-$1.66$3.34
$615.00$620.001:2Aug 21-$1.82$3.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$430.001:2Aug 21-$0.71$9.29
$450.00$445.001:2Aug 21-$0.56$4.44
$445.00$440.001:2Aug 21-$0.72$4.28
$455.00$450.001:2Aug 21-$1.30$3.70
$430.00$425.001:2Aug 21-$1.67$3.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.84%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Aug 21$20.300.540.2%3.84%4.06%457
$535.00Aug 21$19.000.501.2%3.59%4.76%25157
$540.00Aug 21$16.800.472.1%3.18%5.29%22127
$545.00Aug 21$14.100.433.1%2.67%5.72%2219
$550.00Aug 21$13.300.404.0%2.51%6.52%57162
$555.00Aug 21$11.200.365.0%2.12%7.06%26139
$560.00Aug 21$10.100.335.9%1.91%7.80%4635
$565.00Aug 21$8.500.306.8%1.61%8.44%4128
$570.00Aug 21$8.100.277.8%1.53%9.31%42128
$575.00Aug 21$6.600.238.7%1.25%9.98%10119

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 1,061
Total Puts 617
Put/Call Ratio 0.58
Net Difference 444

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,263
Total Puts 3,343
Average Put/Call Ratio 1.97
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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