Tour v372
NOC
NORTHROP GRUMMAN COR
$501.25 -4.33%
7/21 09:50

Option Volume

Detail
Current (07/21 9:50am) 559
Calls: 314 (56%)
Puts: 245 (44%)
Prior --
Calls: 150 (35%)
Puts: 277 (65%)
Current vs Prior +0.00%
Calls: +109.33% (Calls)
Puts: -11.55% (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 -35.04%
Calls: -21.25%
Puts: -46.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 9:50am) $1.09M
Calls: $594.3K (54%)
Puts: $500.6K (46%)
Prior --
Calls: $333.7K (49%)
Puts: $348.4K (51%)
Current vs Prior +0.00%
Calls: +78.10%
Puts: +43.69%
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 -5.16%
Calls: +19.80%
Puts: -23.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 9:50am) 0.78
Prior 1.00
Current vs Prior -21.97%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -58.07%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21 9:50am) 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 8.17% | 10.46%
Prior 8.50% | 11.20%
Current vs Prior -3.88% | -6.60%
Prior 7-Day Avg 3.45% | 9.54%
Current vs 7-Day Avg +137.08% | +9.63%
Prior 7-Day Eod 8.50% | 11.20%
Current vs 7-Day Eod -3.88% | -6.60%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 19.82% | 18.11%
Calls: 18.87% | 17.76%
Puts: 20.76% | 18.46%
Prior 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Current vs Prior +0.10% | -12.85%
Prior 7-Day Avg 67.89% | 18.95%
Calls: 40.77% | 19.35%
Puts: 83.36% | 18.56%
Current vs 7-Day Avg -70.80% | -4.45%
Liquidity Expensive
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🤖 AI Insights

P/C ratio dropping 22% - sentiment shifting bullish.

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
09:50BULLISHBULLISHBULLISH
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 7.6%, best 6.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Aug 2131.4034.00$32.708.0%80.704
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2194.50101.00$97.756.6%--0.93114
$585.00Aug 2180.3086.10$83.207.0%--0.90154
$595.00Aug 2189.5096.00$92.757.0%30.937
$590.00Aug 2184.6091.00$87.807.3%110.8920
$575.00Aug 2170.5076.10$73.307.6%--0.9029

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. 27 found (avg delta 0.76, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2154.6060.50$57.5510.3%--0.8725
$470.00Aug 2138.8044.00$41.4012.6%80.7544
$480.00Aug 2131.4034.00$32.708.0%80.704
$485.00Aug 2128.0031.00$29.5010.2%90.651
$490.00Aug 2123.6029.70$26.6522.9%50.628
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Aug 2189.5096.00$92.757.0%30.937
$600.00Aug 2194.50101.00$97.756.6%--0.93114
$580.00Aug 2174.5081.20$77.858.6%--0.9161
$575.00Aug 2170.5076.10$73.307.6%--0.9029
$570.00Aug 2165.8071.80$68.808.7%--0.9051

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 357, top 32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 213.705.30$4.5035.6%260.18187
$565.00Aug 212.103.00$2.5535.3%190.1169
$525.00Aug 216.0011.60$8.8063.6%170.3243
$580.00Aug 210.753.00$1.88119.7%140.08137
$555.00Aug 211.854.80$3.3388.6%120.15125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 216.2011.00$8.6055.8%320.25160
$450.00Aug 212.904.40$3.6541.1%230.1343
$490.00Aug 2111.4015.10$13.2527.9%140.3867
$430.00Aug 210.202.30$1.25168.0%110.0633
$590.00Aug 2184.6091.00$87.807.3%110.8920

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. 34 found (best R:R 23.39, avg 3.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$565.00$570.00Aug 21$0.55$4.45$0.558.09$565.55
$555.00$560.00Aug 21$0.70$4.30$0.706.14$555.70
$525.00$530.00Aug 21$0.90$4.10$0.904.56$525.90
$550.00$555.00Aug 21$1.17$3.83$1.173.27$551.17
$530.00$535.00Aug 21$1.40$3.60$1.402.57$531.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$410.00Aug 21$0.41$9.59$0.4123.39$419.59
$440.00$435.00Aug 21$0.43$4.57$0.4310.63$439.57
$450.00$440.00Aug 21$1.12$8.88$1.127.93$448.88
$455.00$450.00Aug 21$0.65$4.35$0.656.69$454.35
$435.00$430.00Aug 21$0.85$4.15$0.854.88$434.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 11.50, avg 2.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$480.00Aug 21$8.70$8.70$1.306.69$478.70
$450.00$470.00Aug 21$16.15$16.15$3.854.19$466.15
$480.00$485.00Aug 21$3.20$3.20$1.801.78$483.20
$490.00$495.00Aug 21$3.05$3.05$1.951.56$493.05
$485.00$490.00Aug 21$2.85$2.85$2.151.33$487.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$590.00$585.00Aug 21$4.60$4.60$0.4011.50$585.40
$580.00$575.00Aug 21$4.55$4.55$0.4510.11$575.45
$565.00$560.00Aug 21$4.50$4.50$0.509.00$560.50
$575.00$570.00Aug 21$4.50$4.50$0.509.00$570.50
$550.00$545.00Aug 21$4.40$4.40$0.607.33$545.60

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. 26 found (cheapest 7.63% of stock, avg 11.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Aug 21$13.25$25.00$38.25$476.75$553.257.63%
$510.00Aug 21$15.70$22.65$38.35$471.65$548.357.65%
$495.00Aug 21$23.60$15.55$39.15$455.85$534.157.81%
$500.00Aug 21$21.20$18.10$39.30$460.70$539.307.84%
$490.00Aug 21$26.65$13.25$39.90$450.10$529.907.96%
$520.00Aug 21$11.65$28.30$39.95$480.05$559.957.97%
$525.00Aug 21$8.80$31.25$40.05$484.95$565.057.99%
$485.00Aug 21$29.50$12.40$41.90$443.10$526.908.36%
$480.00Aug 21$32.70$9.70$42.40$437.60$522.408.46%
$530.00Aug 21$7.90$34.70$42.60$487.40$572.608.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.51% of stock, avg 5.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$480.00Aug 21$7.90$9.70$17.60$462.40$547.60
$525.00$480.00Aug 21$8.80$9.70$18.50$461.50$543.50
$530.00$485.00Aug 21$7.90$12.40$20.30$464.70$550.30
$530.00$490.00Aug 21$7.90$13.25$21.15$468.85$551.15
$525.00$485.00Aug 21$8.80$12.40$21.20$463.80$546.20
$520.00$480.00Aug 21$11.65$9.70$21.35$458.65$541.35
$525.00$490.00Aug 21$8.80$13.25$22.05$467.95$547.05
$515.00$480.00Aug 21$13.25$9.70$22.95$457.05$537.95
$530.00$495.00Aug 21$7.90$15.55$23.45$471.55$553.45
$520.00$485.00Aug 21$11.65$12.40$24.05$460.95$544.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 82 found (best R:R 54.56, avg credit $5.06)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
440/450470/480Aug 21$9.82$0.1854.56$440.18$479.82
460/465470/480Aug 21$9.75$0.2539.00$455.25$479.75
455/460470/480Aug 21$9.60$0.4024.00$450.40$479.60
465/470510/515Aug 21$4.80$0.2024.00$465.20$514.80
430/435470/480Aug 21$9.55$0.4521.22$425.45$479.55
465/470495/500Aug 21$4.75$0.2519.00$465.25$499.75
450/455470/480Aug 21$9.35$0.6514.38$445.65$479.35
420/425510/515Aug 21$4.62$0.3812.16$420.38$514.62
420/425450/470Aug 21$18.32$1.6810.90$406.68$468.32
420/425495/500Aug 21$4.57$0.4310.63$420.43$499.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$485.00$490.00Aug 21$0.35$4.6513.29
$550.00$555.00$560.00Aug 21$0.47$4.539.64
$565.00$570.00$575.00Aug 21$0.50$4.509.00
$575.00$580.00$585.00Aug 21$0.59$4.417.47
$555.00$560.00$565.00Aug 21$0.62$4.387.06
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$590.00$595.00$600.00Aug 21$0.05$4.9599.00
$555.00$560.00$565.00Aug 21$0.10$4.9049.00
$455.00$460.00$465.00Aug 21$0.15$4.8532.33
$530.00$535.00$540.00Aug 21$0.15$4.8532.33
$450.00$455.00$460.00Aug 21$0.25$4.7519.00

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 $-0.16, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$595.00$600.001:2Aug 21-$1.41$3.59
$565.00$570.001:2Aug 21-$1.45$3.55
$575.00$580.001:2Aug 21-$1.81$3.19
$570.00$575.001:2Aug 21-$1.90$3.10
$555.00$560.001:2Aug 21-$1.93$3.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$410.001:2Aug 21-$0.16$9.84
$450.00$440.001:2Aug 21-$1.41$8.59
$435.00$430.001:2Aug 21-$0.40$4.60
$440.00$435.001:2Aug 21-$1.67$3.33
$410.00$405.001:2Aug 21-$1.79$3.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.71%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Aug 21$13.600.451.8%2.71%4.46%810
$515.00Aug 21$11.000.412.7%2.19%4.94%111
$520.00Aug 21$10.900.373.7%2.17%5.92%1163
$525.00Aug 21$6.000.324.7%1.20%5.94%1743
$530.00Aug 21$5.600.295.7%1.12%6.85%1046
$540.00Aug 21$5.000.247.7%1.00%8.73%8141
$535.00Aug 21$4.500.256.7%0.90%7.63%5167
$550.00Aug 21$3.700.189.7%0.74%10.46%26187
$545.00Aug 21$3.000.198.7%0.60%9.33%540
$565.00Aug 21$2.100.1112.7%0.42%13.14%1969

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 314
Total Puts 245
Put/Call Ratio 0.78
Net Difference 69

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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