Tour v372
NOC
NORTHROP GRUMMAN COR
$480.02 -8.39%
7/21 09:35

Option Volume

Detail
Current (07/21 9:35am) 260
Calls: 124 (48%)
Puts: 136 (52%)
Prior --
Calls: 533 (42%)
Puts: 727 (58%)
Current vs Prior +0.00%
Calls: -76.74% (Calls)
Puts: -81.29% (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 -67.53%
Calls: -61.64%
Puts: -71.52%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21 9:35am) $463.6K
Calls: $204.9K (44%)
Puts: $258.7K (56%)
Prior --
Calls: $747.6K (34%)
Puts: $1.48M (66%)
Current vs Prior +0.00%
Calls: -72.60%
Puts: -82.54%
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 -59.89%
Calls: -51.42%
Puts: -64.76%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21 9:35am) 1.10
Prior 1.00
Current vs Prior +9.68%
Prior 7-Day Average 1.97
Current vs Prior 7-Day Avg -44.41%
Sentiment BEARISH

Open Interest

Detail
Current (07/21 9:35am) 23,685
Calls: 11,542 (49%)
Puts: 12,143 (51%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 -3.13%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.93% | 10.56%
Prior 1.01% | 9.24%
Current vs Prior +687.81% | +14.36%
Prior 7-Day Avg 2.81% | 9.32%
Current vs 7-Day Avg +181.87% | +13.35%
Prior 7-Day Eod 1.01% | 9.24%
Current vs 7-Day Eod +687.81% | +14.36%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 31.89% | 24.45%
Calls: 29.72% | 25.24%
Puts: 34.07% | 23.65%
Prior 122.22% | 25.69%
Calls: -- | --
Puts: 122.22% | 21.40%
Current vs Prior -73.91% | -4.83%
Prior 7-Day Avg 68.55% | 18.43%
Calls: 40.31% | 19.17%
Puts: 85.10% | 17.69%
Current vs 7-Day Avg -53.48% | +32.66%
Liquidity Expensive
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.10.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:05BULLISHBULLISHBULLISH
14:05BULLISHBULLISHBULLISH
09:35BEARISHNEUTRALBEARISH

📈 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 8.2%, best 7.6%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 2185.3092.00$88.657.6%--0.9651
$575.00Aug 2190.0097.90$93.958.4%--0.9529
$565.00Aug 2180.0087.20$83.608.6%--0.95163

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. 22 found (avg delta 0.77, highest 0.96)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2136.0043.00$39.5017.7%--0.7825
$470.00Aug 2122.0030.00$26.0030.8%10.6344
$480.00Aug 2116.9022.80$19.8529.7%10.544
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 2185.3092.00$88.657.6%--0.9651
$575.00Aug 2190.0097.90$93.958.4%--0.9529
$565.00Aug 2180.0087.20$83.608.6%--0.95163
$555.00Aug 2170.0078.70$74.3511.7%--0.9351
$560.00Aug 2175.0083.00$79.0010.1%--0.93115

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 189, top 30)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Aug 213.206.20$4.7063.8%160.2043
$550.00Aug 211.702.85$2.2850.4%160.10187
$530.00Aug 213.009.00$6.00100.0%70.2146
$540.00Aug 211.005.10$3.05134.4%70.13141
$555.00Aug 211.102.75$1.9385.5%70.09125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 219.5015.10$12.3045.5%300.38160
$450.00Aug 214.008.00$6.0066.7%210.2243
$430.00Aug 210.204.00$2.10181.0%100.1033
$490.00Aug 2118.4024.80$21.6029.6%100.5567
$390.00Aug 210.000.50$0.25200.0%60.0145

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. 26 found (best R:R 14.15, avg 4.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$565.00$570.00Aug 21$0.33$4.67$0.3314.15$565.33
$550.00$555.00Aug 21$0.35$4.65$0.3513.29$550.35
$535.00$540.00Aug 21$0.43$4.57$0.4310.63$535.43
$560.00$565.00Aug 21$0.50$4.50$0.509.00$560.50
$545.00$550.00Aug 21$0.95$4.05$0.954.26$545.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$395.00Aug 21$0.40$4.60$0.4011.50$399.60
$410.00$400.00Aug 21$0.88$9.12$0.8810.36$409.12
$450.00$440.00Aug 21$1.40$8.60$1.406.14$448.60
$440.00$430.00Aug 21$2.50$7.50$2.503.00$437.50
$475.00$470.00Aug 21$1.25$3.75$1.253.00$473.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 49.00, avg 3.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$485.00$490.00Aug 21$3.40$3.40$1.602.13$488.40
$450.00$470.00Aug 21$13.50$13.50$6.502.08$463.50
$470.00$480.00Aug 21$6.15$6.15$3.851.60$476.15
$530.00$535.00Aug 21$2.52$2.52$2.481.02$532.52
$515.00$520.00Aug 21$1.65$1.65$3.350.49$516.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$545.00$540.00Aug 21$4.90$4.90$0.1049.00$540.10
$535.00$530.00Aug 21$4.80$4.80$0.2024.00$530.20
$560.00$555.00Aug 21$4.65$4.65$0.3513.29$555.35
$565.00$560.00Aug 21$4.60$4.60$0.4011.50$560.40
$530.00$525.00Aug 21$4.45$4.45$0.558.09$525.55

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 7.57% of stock, avg 11.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$480.00Aug 21$19.85$16.50$36.35$443.65$516.357.57%
$485.00Aug 21$18.60$18.20$36.80$448.20$521.807.67%
$490.00Aug 21$15.20$21.60$36.80$453.20$526.807.67%
$470.00Aug 21$26.00$12.30$38.30$431.70$508.307.98%
$495.00Aug 21$13.80$25.05$38.85$456.15$533.858.09%
$500.00Aug 21$12.50$27.55$40.05$459.95$540.058.34%
$510.00Aug 21$9.25$35.00$44.25$465.75$554.259.22%
$450.00Aug 21$39.50$6.00$45.50$404.50$495.509.48%
$515.00Aug 21$7.75$38.50$46.25$468.75$561.259.64%
$520.00Aug 21$6.10$42.80$48.90$471.10$568.9010.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.51% of stock, avg 5.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$460.00Aug 21$9.25$7.60$16.85$443.15$526.85
$510.00$465.00Aug 21$9.25$9.30$18.55$446.45$528.55
$500.00$460.00Aug 21$12.50$7.60$20.10$439.90$520.10
$495.00$460.00Aug 21$13.80$7.60$21.40$438.60$516.40
$510.00$470.00Aug 21$9.25$12.30$21.55$448.45$531.55
$500.00$465.00Aug 21$12.50$9.30$21.80$443.20$521.80
$490.00$460.00Aug 21$15.20$7.60$22.80$437.20$512.80
$510.00$475.00Aug 21$9.25$13.55$22.80$452.20$532.80
$495.00$465.00Aug 21$13.80$9.30$23.10$441.90$518.10
$490.00$465.00Aug 21$15.20$9.30$24.50$440.50$514.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 85 found (best R:R 13.29, avg credit $4.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470515/520Aug 21$4.65$0.3513.29$465.35$519.65
470/475485/490Aug 21$4.65$0.3513.29$470.35$489.65
475/480515/520Aug 21$4.60$0.4011.50$475.40$519.60
465/470510/515Aug 21$4.50$0.509.00$465.50$514.50
475/480510/515Aug 21$4.45$0.558.09$475.55$514.45
465/470490/495Aug 21$4.40$0.607.33$465.60$494.40
465/470520/525Aug 21$4.40$0.607.33$465.60$524.40
475/480490/495Aug 21$4.35$0.656.69$475.65$494.35
475/480520/525Aug 21$4.35$0.656.69$475.65$524.35
430/440470/480Aug 21$8.65$1.356.41$431.35$478.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$490.00$495.00$500.00Aug 21$0.10$4.9049.00
$560.00$565.00$570.00Aug 21$0.17$4.8328.41
$515.00$520.00$525.00Aug 21$0.25$4.7519.00
$550.00$555.00$560.00Aug 21$0.45$4.5510.11
$565.00$570.00$575.00Aug 21$0.53$4.478.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$565.00$570.00$575.00Aug 21$0.25$4.7519.00
$500.00$505.00$510.00Aug 21$0.35$4.6513.29
$525.00$530.00$535.00Aug 21$0.35$4.6513.29
$390.00$395.00$400.00Aug 21$0.40$4.6011.50
$560.00$565.00$570.00Aug 21$0.45$4.5510.11

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 $-2.01, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$470.001:2Aug 21-$12.50$7.50
$565.00$570.001:2Aug 21-$0.87$4.13
$530.00$535.001:2Aug 21-$0.96$4.04
$500.00$510.001:2Aug 21-$6.00$4.00
$560.00$565.001:2Aug 21-$1.03$3.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$410.001:2Aug 21-$2.01$7.99
$450.00$440.001:2Aug 21-$3.20$6.80
$395.00$390.001:2Aug 21-$0.25$4.75
$460.00$455.001:2Aug 21-$3.90$1.10
$430.00$425.001:2Aug 21-$4.20$0.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 3.33%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$485.00Aug 21$16.000.501.0%3.33%4.37%41
$490.00Aug 21$12.500.452.1%2.60%4.68%48
$495.00Aug 21$10.700.423.1%2.23%5.35%14
$500.00Aug 21$10.000.384.2%2.08%6.25%328
$510.00Aug 21$6.500.316.2%1.35%7.60%210
$515.00Aug 21$5.200.277.3%1.08%8.37%--11
$520.00Aug 21$4.200.238.3%0.87%9.20%263
$525.00Aug 21$3.200.209.4%0.67%10.04%1643
$530.00Aug 21$3.000.2110.4%0.62%11.04%746
$550.00Aug 21$1.700.1014.6%0.35%14.93%16187

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 124
Total Puts 136
Put/Call Ratio 1.10
Net Difference -12

Prior's Put/Call Breakdown

Total Calls 533
Total Puts 727
Put/Call Ratio 1.00
Net Difference -194

Prior 7-Day Put/Call Summary

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