Tour v372
NOC
NORTHROP GRUMMAN COR
$491.54 -6.19%
7/21 09:40

Option Volume

Detail
Current (07/21 9:40am) 374
Calls: 194 (52%)
Puts: 180 (48%)
Prior --
Calls: 150 (35%)
Puts: 277 (65%)
Current vs Prior +0.00%
Calls: +29.33% (Calls)
Puts: -35.02% (Puts)
Prior 7-Day Total 6,024
Calls: 2,791 (46%)
Puts: 3,233 (54%)
Prior 7-Day Average 860
Calls: 398 (46%)
Puts: 461 (54%)
Current vs Prior 7-Day Avg -56.54%
Calls: -51.34%
Puts: -61.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 9:40am) $636.8K
Calls: $312.6K (49%)
Puts: $324.3K (51%)
Prior --
Calls: $333.7K (49%)
Puts: $348.4K (51%)
Current vs Prior +0.00%
Calls: -6.34%
Puts: -6.92%
Prior 7-Day Total $8.08M
Calls: $3.47M (43%)
Puts: $4.61M (57%)
Prior 7-Day Average $1.15M
Calls: $496.1K (43%)
Puts: $658.4K (57%)
Current vs Prior 7-Day Avg -44.84%
Calls: -37.00%
Puts: -50.75%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21 9:40am) 0.93
Prior 1.00
Current vs Prior -7.22%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -50.15%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21 9:40am) 23,685
Calls: 11,542 (49%)
Puts: 12,143 (51%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 170,257
Calls: 85,951 (50%)
Puts: 84,306 (50%)
Prior 7-Day Average 24,322
Calls: 12,278 (50%)
Puts: 12,043 (50%)
Current vs Prior 7-Day Avg -2.62%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.22% | 10.70%
Prior 8.50% | 11.20%
Current vs Prior -3.29% | -4.48%
Prior 7-Day Avg 3.45% | 9.54%
Current vs 7-Day Avg +138.53% | +12.13%
Prior 7-Day Eod 8.50% | 11.20%
Current vs 7-Day Eod -3.29% | -4.48%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 26.71% | 23.51%
Calls: 25.82% | 20.58%
Puts: 27.60% | 26.44%
Prior 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Current vs Prior +34.90% | +13.14%
Prior 7-Day Avg 67.89% | 18.95%
Calls: 40.77% | 19.35%
Puts: 83.36% | 18.56%
Current vs 7-Day Avg -60.65% | +24.04%
Liquidity Expensive
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🤖 AI Insights

Market showing mixed sentiment based on options flow analysis.

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 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
09:40BEARISHNEUTRALMIXED
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 6 of results (avg 8.1%, best 6.4%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Aug 2181.8087.20$84.506.4%--0.9229
$585.00Aug 2191.0098.00$94.507.4%--0.91154
$580.00Aug 2186.3093.60$89.958.1%--0.9261
$565.00Aug 2171.7078.00$74.858.4%--0.91163
$570.00Aug 2176.7083.90$80.309.0%--0.9251

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. 24 found (avg delta 0.76, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2144.0049.40$46.7011.6%--0.8325
$470.00Aug 2128.9035.00$31.9519.1%30.6844
$480.00Aug 2122.0028.10$25.0524.4%60.604
$485.00Aug 2121.0024.50$22.7515.4%70.561
$490.00Aug 2117.2022.30$19.7525.8%40.528
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Aug 2181.8087.20$84.506.4%--0.9229
$570.00Aug 2176.7083.90$80.309.0%--0.9251
$580.00Aug 2186.3093.60$89.958.1%--0.9261
$565.00Aug 2171.7078.00$74.858.4%--0.91163
$585.00Aug 2191.0098.00$94.507.4%--0.91154

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 245, top 31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 211.703.40$2.5566.7%180.12187
$525.00Aug 215.608.20$6.9037.7%170.2543
$580.00Aug 210.753.00$1.88119.7%140.08137
$530.00Aug 215.107.10$6.1032.8%80.2346
$555.00Aug 211.102.85$1.9888.4%80.10125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 218.0013.00$10.5047.6%310.32160
$450.00Aug 213.905.70$4.8037.5%210.1843
$430.00Aug 210.204.00$2.10181.0%100.0933
$490.00Aug 2116.1021.00$18.5526.4%100.4867
$480.00Aug 2111.4016.00$13.7033.6%70.40126

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. 32 found (best R:R 21.73, avg 5.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$565.00$570.00Aug 21$0.22$4.78$0.2221.73$565.22
$560.00$565.00Aug 21$0.23$4.77$0.2320.74$560.23
$515.00$520.00Aug 21$0.55$4.45$0.558.09$515.55
$520.00$525.00Aug 21$0.55$4.45$0.558.09$520.55
$550.00$555.00Aug 21$0.57$4.43$0.577.77$550.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$440.00$430.00Aug 21$0.45$9.55$0.4521.22$439.55
$410.00$405.00Aug 21$0.23$4.77$0.2320.74$409.77
$400.00$395.00Aug 21$0.40$4.60$0.4011.50$399.60
$420.00$410.00Aug 21$0.80$9.20$0.8011.50$419.20
$455.00$450.00Aug 21$0.75$4.25$0.755.67$454.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 11.50, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$14.75$14.75$5.252.81$464.75
$470.00$480.00Aug 21$6.90$6.90$3.102.23$476.90
$490.00$495.00Aug 21$3.45$3.45$1.552.23$493.45
$485.00$490.00Aug 21$3.00$3.00$2.001.50$488.00
$510.00$515.00Aug 21$2.80$2.80$2.201.27$512.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$550.00$545.00Aug 21$4.60$4.60$0.4011.50$545.40
$585.00$580.00Aug 21$4.55$4.55$0.4510.11$580.45
$540.00$535.00Aug 21$4.45$4.45$0.558.09$535.55
$575.00$570.00Aug 21$4.20$4.20$0.805.25$570.80
$565.00$560.00Aug 21$4.10$4.10$0.904.56$560.90

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. 23 found (cheapest 7.52% of stock, avg 11.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$495.00Aug 21$16.30$20.65$36.95$458.05$531.957.52%
$490.00Aug 21$19.75$18.55$38.30$451.70$528.307.79%
$480.00Aug 21$25.05$13.70$38.75$441.25$518.757.88%
$500.00Aug 21$15.55$23.35$38.90$461.10$538.907.91%
$485.00Aug 21$22.75$16.75$39.50$445.50$524.508.04%
$510.00Aug 21$10.80$29.65$40.45$469.55$550.458.23%
$515.00Aug 21$8.00$33.20$41.20$473.80$556.208.38%
$470.00Aug 21$31.95$10.50$42.45$427.55$512.458.64%
$520.00Aug 21$7.45$36.75$44.20$475.80$564.208.99%
$525.00Aug 21$6.90$39.80$46.70$478.30$571.709.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.65% of stock, avg 5.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$520.00$470.00Aug 21$7.45$10.50$17.95$452.05$537.95
$515.00$470.00Aug 21$8.00$10.50$18.50$451.50$533.50
$520.00$475.00Aug 21$7.45$12.60$20.05$454.95$540.05
$515.00$475.00Aug 21$8.00$12.60$20.60$454.40$535.60
$520.00$480.00Aug 21$7.45$13.70$21.15$458.85$541.15
$510.00$470.00Aug 21$10.80$10.50$21.30$448.70$531.30
$515.00$480.00Aug 21$8.00$13.70$21.70$458.30$536.70
$510.00$475.00Aug 21$10.80$12.60$23.40$451.60$533.40
$520.00$485.00Aug 21$7.45$16.75$24.20$460.80$544.20
$510.00$480.00Aug 21$10.80$13.70$24.50$455.50$534.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 32.33, avg credit $4.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
455/460490/495Aug 21$4.85$0.1532.33$455.15$494.85
420/425485/490Aug 21$4.82$0.1826.78$420.18$489.82
460/465480/485Aug 21$4.65$0.3513.29$460.35$484.65
465/470490/495Aug 21$4.65$0.3513.29$465.35$494.65
460/465470/480Aug 21$9.25$0.7512.33$455.75$479.25
420/425510/515Aug 21$4.62$0.3812.16$420.38$514.62
440/450470/480Aug 21$9.15$0.8510.76$440.85$479.15
455/460485/490Aug 21$4.40$0.607.33$455.60$489.40
420/425470/480Aug 21$8.72$1.286.81$416.28$478.72
450/455490/495Aug 21$4.20$0.805.25$450.80$494.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 44.45, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$545.00$550.00$555.00Aug 21$0.11$4.8944.45
$565.00$570.00$575.00Aug 21$0.24$4.7619.83
$575.00$580.00$585.00Aug 21$0.24$4.7619.83
$570.00$575.00$580.00Aug 21$0.26$4.7418.23
$550.00$555.00$560.00Aug 21$0.62$4.387.06
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$505.00$510.00$515.00Aug 21$0.15$4.8532.33
$495.00$500.00$505.00Aug 21$0.20$4.8024.00
$485.00$490.00$495.00Aug 21$0.30$4.7015.67
$500.00$505.00$510.00Aug 21$0.50$4.509.00
$400.00$405.00$410.00Aug 21$0.58$4.427.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.30, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$510.001:2Aug 21-$6.05$3.95
$535.00$540.001:2Aug 21-$1.20$3.80
$565.00$570.001:2Aug 21-$1.36$3.64
$550.00$555.001:2Aug 21-$1.41$3.59
$560.00$565.001:2Aug 21-$1.57$3.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Aug 21-$0.30$9.70
$440.00$430.001:2Aug 21-$1.65$8.35
$410.00$405.001:2Aug 21-$0.07$4.93
$405.00$400.001:2Aug 21-$1.00$4.00
$455.00$450.001:2Aug 21-$4.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 2.67%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Aug 21$13.100.441.7%2.67%4.39%428
$495.00Aug 21$13.000.470.7%2.64%3.35%14
$510.00Aug 21$7.500.353.8%1.53%5.28%310
$520.00Aug 21$5.700.285.8%1.16%6.95%363
$525.00Aug 21$5.600.256.8%1.14%7.95%1743
$515.00Aug 21$5.200.304.8%1.06%5.83%--11
$530.00Aug 21$5.100.237.8%1.04%8.86%846
$535.00Aug 21$3.800.198.8%0.77%9.61%3167
$550.00Aug 21$1.700.1211.9%0.35%12.24%18187
$570.00Aug 21$1.300.0716.0%0.26%16.23%3209

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 194
Total Puts 180
Put/Call Ratio 0.93
Net Difference 14

Prior's Put/Call Breakdown

Total Calls 150
Total Puts 277
Put/Call Ratio 1.00
Net Difference -127

Prior 7-Day Put/Call Summary

Total Calls 2,791
Total Puts 3,233
Average Put/Call Ratio 1.86
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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