Tour v372
NOC
NORTHROP GRUMMAN COR
$509.62 -2.74%
7/21 09:55

Option Volume

Detail
Current (07/21 9:55am) 645
Calls: 346 (54%)
Puts: 299 (46%)
Prior --
Calls: 150 (35%)
Puts: 277 (65%)
Current vs Prior +0.00%
Calls: +130.67% (Calls)
Puts: +7.94% (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 -25.05%
Calls: -13.22%
Puts: -35.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 9:55am) $1.34M
Calls: $801.8K (60%)
Puts: $542.8K (40%)
Prior --
Calls: $333.7K (49%)
Puts: $348.4K (51%)
Current vs Prior +0.00%
Calls: +140.28%
Puts: +55.80%
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 +16.47%
Calls: +61.62%
Puts: -17.56%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 9:55am) 0.86
Prior 1.00
Current vs Prior -13.58%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -53.56%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21 9:55am) 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% | 10.71%
Prior 8.50% | 11.20%
Current vs Prior -3.85% | -4.37%
Prior 7-Day Avg 3.45% | 9.54%
Current vs 7-Day Avg +137.17% | +12.25%
Prior 7-Day Eod 8.50% | 11.20%
Current vs 7-Day Eod -3.85% | -4.37%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 24.61% | 20.22%
Calls: 26.05% | 19.00%
Puts: 23.16% | 21.44%
Prior 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Current vs Prior +24.29% | -2.69%
Prior 7-Day Avg 67.89% | 18.95%
Calls: 40.77% | 19.35%
Puts: 83.36% | 18.56%
Current vs 7-Day Avg -63.75% | +6.69%
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 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
09:55BULLISHBULLISHBULLISH
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 6 of results (avg 8.6%, best 6.8%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2186.9093.00$89.956.8%--0.93114
$595.00Aug 2181.2088.20$84.708.3%30.937
$590.00Aug 2176.5083.30$79.908.5%110.8920
$585.00Aug 2172.1078.60$75.358.6%--0.89154
$575.00Aug 2162.8069.10$65.959.6%--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 0.75, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2161.7069.00$65.3511.2%--0.9025
$470.00Aug 2144.7050.50$47.6012.2%80.8044
$480.00Aug 2137.4042.80$40.1013.5%90.754
$485.00Aug 2133.0038.50$35.7515.4%130.701
$490.00Aug 2129.3034.90$32.1017.4%50.688
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Aug 2181.2088.20$84.708.3%30.937
$600.00Aug 2186.9093.00$89.956.8%--0.93114
$580.00Aug 2166.7073.60$70.159.8%--0.9061
$575.00Aug 2162.8069.10$65.959.6%--0.9029
$585.00Aug 2172.1078.60$75.358.6%--0.89154

Most actively traded options today. High liquidity = easy entry/exit. 49 active (total vol 404, top 32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 213.608.80$6.2083.9%260.23187
$565.00Aug 212.105.80$3.9593.7%190.1669
$525.00Aug 2112.0015.10$13.5522.9%170.4043
$580.00Aug 211.752.55$2.1537.2%170.10137
$485.00Aug 2133.0038.50$35.7515.4%130.701
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 214.809.00$6.9060.9%320.21160
$450.00Aug 212.204.30$3.2564.6%240.1243
$465.00Aug 214.006.80$5.4051.9%150.1832
$420.00Aug 210.501.05$0.7870.5%140.0314
$490.00Aug 219.3012.00$10.6525.4%140.3267

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. 38 found (best R:R 46.62, avg 4.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$565.00Aug 21$0.33$4.67$0.3314.15$560.33
$570.00$575.00Aug 21$0.35$4.65$0.3513.29$570.35
$550.00$555.00Aug 21$0.87$4.13$0.874.75$550.87
$555.00$560.00Aug 21$1.05$3.95$1.053.76$556.05
$540.00$545.00Aug 21$1.10$3.90$1.103.55$541.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$410.00Aug 21$0.21$9.79$0.2146.62$419.79
$440.00$435.00Aug 21$0.42$4.58$0.4210.90$439.58
$450.00$440.00Aug 21$0.90$9.10$0.9010.11$449.10
$460.00$455.00Aug 21$0.55$4.45$0.558.09$459.45
$425.00$420.00Aug 21$0.62$4.38$0.627.06$424.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 24.00, avg 2.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$17.75$17.75$2.257.89$467.75
$480.00$485.00Aug 21$4.35$4.35$0.656.69$484.35
$470.00$480.00Aug 21$7.50$7.50$2.503.00$477.50
$485.00$490.00Aug 21$3.65$3.65$1.352.70$488.65
$495.00$500.00Aug 21$3.55$3.55$1.452.45$498.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$595.00$590.00Aug 21$4.80$4.80$0.2024.00$590.20
$550.00$545.00Aug 21$4.65$4.65$0.3513.29$545.35
$575.00$570.00Aug 21$4.60$4.60$0.4011.50$570.40
$565.00$560.00Aug 21$4.55$4.55$0.4510.11$560.45
$590.00$585.00Aug 21$4.55$4.55$0.4510.11$585.45

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. 27 found (cheapest 7.55% of stock, avg 10.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Aug 21$17.10$21.40$38.50$476.50$553.507.55%
$510.00Aug 21$19.75$19.00$38.75$471.25$548.757.60%
$520.00Aug 21$15.20$24.40$39.60$480.40$559.607.77%
$505.00Aug 21$22.65$17.40$40.05$464.95$545.057.86%
$530.00Aug 21$10.45$29.75$40.20$489.80$570.207.89%
$500.00Aug 21$25.55$14.70$40.25$459.75$540.257.90%
$525.00Aug 21$13.55$27.25$40.80$484.20$565.808.01%
$535.00Aug 21$8.80$33.05$41.85$493.15$576.858.21%
$495.00Aug 21$29.10$13.55$42.65$452.35$537.658.37%
$490.00Aug 21$32.10$10.65$42.75$447.25$532.758.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.82% of stock, avg 5.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Aug 21$8.80$10.65$19.45$470.55$554.45
$530.00$490.00Aug 21$10.45$10.65$21.10$468.90$551.10
$535.00$495.00Aug 21$8.80$13.55$22.35$472.65$557.35
$535.00$500.00Aug 21$8.80$14.70$23.50$476.50$558.50
$530.00$495.00Aug 21$10.45$13.55$24.00$471.00$554.00
$525.00$490.00Aug 21$13.55$10.65$24.20$465.80$549.20
$530.00$500.00Aug 21$10.45$14.70$25.15$474.85$555.15
$520.00$490.00Aug 21$15.20$10.65$25.85$464.15$545.85
$535.00$505.00Aug 21$8.80$17.40$26.20$478.80$561.20
$525.00$495.00Aug 21$13.55$13.55$27.10$467.90$552.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 83 found (best R:R 24.00, avg credit $4.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
470/475485/490Aug 21$4.80$0.2024.00$470.20$489.80
435/440480/485Aug 21$4.77$0.2320.74$435.23$484.77
470/475495/500Aug 21$4.70$0.3015.67$470.30$499.70
430/435450/470Aug 21$18.50$1.5012.33$416.50$468.50
420/425450/470Aug 21$18.37$1.6311.27$406.63$468.37
435/440450/470Aug 21$18.17$1.839.93$421.83$468.17
460/465485/490Aug 21$4.50$0.509.00$460.50$489.50
465/470490/495Aug 21$4.50$0.509.00$465.50$494.50
410/420450/470Aug 21$17.96$2.048.80$402.04$467.96
430/435485/490Aug 21$4.40$0.607.33$430.60$489.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$535.00$540.00Aug 21$0.10$4.9049.00
$505.00$510.00$515.00Aug 21$0.25$4.7519.00
$515.00$520.00$525.00Aug 21$0.25$4.7519.00
$570.00$575.00$580.00Aug 21$0.35$4.6513.29
$575.00$580.00$585.00Aug 21$0.40$4.6011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$555.00$560.00$565.00Aug 21$0.10$4.9049.00
$565.00$570.00$575.00Aug 21$0.15$4.8532.33
$585.00$590.00$595.00Aug 21$0.25$4.7519.00
$455.00$460.00$465.00Aug 21$0.30$4.7015.67
$530.00$535.00$540.00Aug 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 $-0.36, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$595.001:2Aug 21-$0.04$4.96
$565.00$570.001:2Aug 21-$1.05$3.95
$570.00$575.001:2Aug 21-$1.80$3.20
$595.00$600.001:2Aug 21-$1.88$3.12
$575.00$580.001:2Aug 21-$2.15$2.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$410.001:2Aug 21-$0.36$9.64
$450.00$440.001:2Aug 21-$1.45$8.55
$425.00$420.001:2Aug 21-$0.16$4.84
$435.00$430.001:2Aug 21-$0.43$4.57
$440.00$435.001:2Aug 21-$1.51$3.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 3.43%, avg 1.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Aug 21$17.500.510.1%3.43%3.51%1310
$515.00Aug 21$14.800.471.1%2.90%3.96%111
$520.00Aug 21$13.300.432.0%2.61%4.65%1163
$525.00Aug 21$12.000.403.0%2.35%5.37%1743
$530.00Aug 21$8.000.354.0%1.57%5.57%1246
$535.00Aug 21$6.300.315.0%1.24%6.22%5167
$540.00Aug 21$4.900.276.0%0.96%6.92%8141
$545.00Aug 21$4.000.246.9%0.78%7.73%540
$550.00Aug 21$3.600.237.9%0.71%8.63%26187
$555.00Aug 21$2.650.208.9%0.52%9.42%13125

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 346
Total Puts 299
Put/Call Ratio 0.86
Net Difference 47

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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