Tour v372
NOC
NORTHROP GRUMMAN COR
$497.22 -5.10%
7/21 09:45

Option Volume

Detail
Current (07/21 9:45am) 447
Calls: 246 (55%)
Puts: 201 (45%)
Prior --
Calls: 150 (35%)
Puts: 277 (65%)
Current vs Prior +0.00%
Calls: +64.00% (Calls)
Puts: -27.44% (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 -48.06%
Calls: -38.30%
Puts: -56.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 9:45am) $751.1K
Calls: $405.6K (54%)
Puts: $345.5K (46%)
Prior --
Calls: $333.7K (49%)
Puts: $348.4K (51%)
Current vs Prior +0.00%
Calls: +21.55%
Puts: -0.83%
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 -34.94%
Calls: -18.24%
Puts: -47.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 9:45am) 0.82
Prior 1.00
Current vs Prior -18.29%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -56.09%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21 9:45am) 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 7.97% | 10.42%
Prior 8.50% | 11.20%
Current vs Prior -6.18% | -7.01%
Prior 7-Day Avg 3.45% | 9.54%
Current vs 7-Day Avg +131.41% | +9.15%
Prior 7-Day Eod 8.50% | 11.20%
Current vs 7-Day Eod -6.18% | -7.01%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 22.48% | 26.61%
Calls: 24.62% | 25.40%
Puts: 20.35% | 27.82%
Prior 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Current vs Prior +13.54% | +28.06%
Prior 7-Day Avg 67.89% | 18.95%
Calls: 40.77% | 19.35%
Puts: 83.36% | 18.56%
Current vs 7-Day Avg -66.89% | +40.40%
Liquidity Expensive
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🤖 AI Insights

Market showing bullish sentiment based on options flow analysis.

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 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
09:45BULLISHBULLISHBULLISH
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 8 of results (avg 7.7%, best 6.4%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Aug 2167.7072.20$69.956.4%--0.91163
$580.00Aug 2181.3087.20$84.257.0%--0.9261
$575.00Aug 2176.7082.30$79.507.0%--0.9229
$590.00Aug 2190.8098.00$94.407.6%--0.9020
$555.00Aug 2157.9062.90$60.408.3%--0.8851

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. 25 found (avg delta 0.75, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2148.1054.60$51.3512.7%--0.8625
$470.00Aug 2132.9039.80$36.3519.0%30.7144
$480.00Aug 2127.3031.10$29.2013.0%70.644
$485.00Aug 2122.9027.90$25.4019.7%90.601
$490.00Aug 2121.5026.30$23.9020.1%40.578
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Aug 2176.7082.30$79.507.0%--0.9229
$570.00Aug 2170.9077.10$74.008.4%--0.9251
$580.00Aug 2181.3087.20$84.257.0%--0.9261
$565.00Aug 2167.7072.20$69.956.4%--0.91163
$585.00Aug 2185.6093.00$89.308.3%--0.91154

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 282, top 32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 212.303.90$3.1051.6%200.14187
$525.00Aug 215.609.40$7.5050.7%170.2843
$580.00Aug 210.753.00$1.88119.7%140.08137
$485.00Aug 2122.9027.90$25.4019.7%90.601
$555.00Aug 211.303.40$2.3589.4%90.11125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 217.5012.90$10.2052.9%320.29160
$450.00Aug 213.205.00$4.1043.9%230.1543
$490.00Aug 2113.3017.20$15.2525.6%130.4367
$430.00Aug 210.202.70$1.45172.4%110.0733
$480.00Aug 2110.0016.00$13.0046.2%70.36126

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 18.23, avg 5.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$565.00$570.00Aug 21$0.26$4.74$0.2618.23$565.26
$535.00$540.00Aug 21$0.27$4.73$0.2717.52$535.27
$540.00$545.00Aug 21$0.28$4.72$0.2816.86$540.28
$555.00$560.00Aug 21$0.32$4.68$0.3214.62$555.32
$550.00$555.00Aug 21$0.75$4.25$0.755.67$550.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$410.00Aug 21$0.55$9.45$0.5517.18$419.45
$490.00$485.00Aug 21$0.45$4.55$0.4510.11$489.55
$405.00$400.00Aug 21$0.53$4.47$0.538.43$404.47
$440.00$430.00Aug 21$1.08$8.92$1.088.26$438.92
$450.00$440.00Aug 21$1.57$8.43$1.575.37$448.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 19.00, avg 2.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$490.00$495.00Aug 21$4.40$4.40$0.607.33$494.40
$480.00$485.00Aug 21$3.80$3.80$1.203.17$483.80
$450.00$470.00Aug 21$15.00$15.00$5.003.00$465.00
$470.00$480.00Aug 21$7.15$7.15$2.852.51$477.15
$495.00$500.00Aug 21$3.00$3.00$2.001.50$498.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$555.00$550.00Aug 21$4.75$4.75$0.2519.00$550.25
$580.00$575.00Aug 21$4.75$4.75$0.2519.00$575.25
$530.00$525.00Aug 21$4.70$4.70$0.3015.67$525.30
$520.00$515.00Aug 21$4.25$4.25$0.755.67$515.75
$560.00$555.00Aug 21$4.20$4.20$0.805.25$555.80

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. 24 found (cheapest 7.37% of stock, avg 11.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Aug 21$16.50$20.15$36.65$463.35$536.657.37%
$495.00Aug 21$19.50$17.55$37.05$457.95$532.057.45%
$515.00Aug 21$10.40$27.95$38.35$476.65$553.357.71%
$510.00Aug 21$13.00$26.05$39.05$470.95$549.057.85%
$490.00Aug 21$23.90$15.25$39.15$450.85$529.157.87%
$485.00Aug 21$25.40$14.80$40.20$444.80$525.208.08%
$520.00Aug 21$8.55$32.20$40.75$479.25$560.758.20%
$480.00Aug 21$29.20$13.00$42.20$437.80$522.208.49%
$525.00Aug 21$7.50$35.20$42.70$482.30$567.708.59%
$470.00Aug 21$36.35$10.20$46.55$423.45$516.559.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.81% of stock, avg 5.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$525.00$475.00Aug 21$7.50$11.45$18.95$456.05$543.95
$520.00$475.00Aug 21$8.55$11.45$20.00$455.00$540.00
$525.00$480.00Aug 21$7.50$13.00$20.50$459.50$545.50
$520.00$480.00Aug 21$8.55$13.00$21.55$458.45$541.55
$515.00$475.00Aug 21$10.40$11.45$21.85$453.15$536.85
$525.00$485.00Aug 21$7.50$14.80$22.30$462.70$547.30
$525.00$490.00Aug 21$7.50$15.25$22.75$467.25$547.75
$520.00$485.00Aug 21$8.55$14.80$23.35$461.65$543.35
$515.00$480.00Aug 21$10.40$13.00$23.40$456.60$538.40
$520.00$490.00Aug 21$8.55$15.25$23.80$466.20$543.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 73 found (best R:R 19.00, avg credit $4.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
420/425510/515Aug 21$4.75$0.2519.00$420.25$514.75
420/425470/480Aug 21$9.30$0.7013.29$415.70$479.30
455/460480/485Aug 21$4.60$0.4011.50$455.40$484.60
475/480495/500Aug 21$4.55$0.4510.11$475.45$499.55
450/455495/500Aug 21$4.45$0.558.09$450.55$499.45
440/450470/480Aug 21$8.72$1.286.81$441.28$478.72
400/405480/485Aug 21$4.33$0.676.46$400.67$484.33
450/455470/480Aug 21$8.60$1.406.14$446.40$478.60
420/425450/470Aug 21$17.15$2.856.02$407.85$467.15
470/475495/500Aug 21$4.25$0.755.67$470.75$499.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$565.00$570.00$575.00Aug 21$0.19$4.8125.32
$520.00$525.00$530.00Aug 21$0.20$4.8024.00
$555.00$560.00$565.00Aug 21$0.22$4.7821.73
$575.00$580.00$585.00Aug 21$0.24$4.7619.83
$570.00$575.00$580.00Aug 21$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$580.00$585.00$590.00Aug 21$0.05$4.9599.00
$540.00$545.00$550.00Aug 21$0.10$4.9049.00
$430.00$440.00$450.00Aug 21$0.49$9.5119.41
$475.00$480.00$485.00Aug 21$0.25$4.7519.00
$470.00$475.00$480.00Aug 21$0.30$4.7015.67

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 $-0.37, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$545.00$550.001:2Aug 21-$1.10$3.90
$565.00$570.001:2Aug 21-$1.41$3.59
$570.00$575.001:2Aug 21-$1.53$3.47
$550.00$555.001:2Aug 21-$1.60$3.40
$555.00$560.001:2Aug 21-$1.71$3.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$430.001:2Aug 21-$0.37$9.63
$450.00$440.001:2Aug 21-$0.96$9.04
$405.00$400.001:2Aug 21-$0.12$4.88
$410.00$405.001:2Aug 21-$1.91$3.09
$470.00$465.001:2Aug 21-$2.50$2.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.82%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Aug 21$14.000.480.6%2.82%3.37%828
$510.00Aug 21$10.800.402.6%2.17%4.74%410
$515.00Aug 21$7.600.353.6%1.53%5.10%--11
$520.00Aug 21$6.000.314.6%1.21%5.79%863
$525.00Aug 21$5.600.285.6%1.13%6.71%1743
$530.00Aug 21$5.100.256.6%1.03%7.62%846
$535.00Aug 21$4.200.227.6%0.84%8.44%5167
$545.00Aug 21$4.000.199.6%0.80%10.41%340
$540.00Aug 21$2.650.208.6%0.53%9.14%8141
$550.00Aug 21$2.300.1410.6%0.46%11.08%20187

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 246
Total Puts 201
Put/Call Ratio 0.82
Net Difference 45

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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