Tour v374
NOC
NORTHROP GRUMMAN COR
$508.61 -2.93%
7/21 14:05

Option Volume

Detail
Current (07/21 2:05pm) 3,431
Calls: 1,430 (42%)
Puts: 2,001 (58%)
Prior (07/20) 1,153
Calls: 692 (60%)
Puts: 461 (40%)
Current vs Prior +197.57%
Calls: +106.65% (Calls)
Puts: +334.06% (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 +298.69%
Calls: +258.65%
Puts: +333.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21 2:05pm) $4.26M
Calls: $2.00M (47%)
Puts: $2.26M (53%)
Prior (07/20) $1.92M
Calls: $1.14M (59%)
Puts: $781.3K (41%)
Current vs Prior +121.41%
Calls: +75.12%
Puts: +189.03%
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 +268.72%
Calls: +302.90%
Puts: +242.96%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21 2:05pm) 1.40
Prior (07/20) 0.67
Current vs Prior +110.05%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -24.81%
Sentiment BEARISH

Open Interest

Detail
Current (07/21 2:05pm) 23,685
Calls: 11,542 (49%)
Puts: 12,143 (51%)
Prior (07/20) 22,334
Calls: 10,847 (49%)
Puts: 11,487 (51%)
Current vs Prior +6.05%
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 8.05% | 10.74%
Prior 8.50% | 11.20%
Current vs Prior -5.28% | -4.10%
Prior 7-Day Avg 3.45% | 9.54%
Current vs 7-Day Avg +133.65% | +12.58%
Prior 7-Day Eod 8.50% | 11.20%
Current vs 7-Day Eod -5.28% | -4.10%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 23.24% | 21.07%
Calls: 22.98% | 20.74%
Puts: 23.50% | 21.41%
Prior 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Current vs Prior +17.37% | +1.40%
Prior 7-Day Avg 67.89% | 18.95%
Calls: 40.77% | 19.35%
Puts: 83.36% | 18.56%
Current vs 7-Day Avg -65.77% | +11.17%
Liquidity Expensive
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🤖 AI Insights

Massive premium surge with dollar volume up 121% vs prior. Dollar volume significantly above 7-day average (269% higher). Unusually high activity with volume up 198% vs prior - elevated interest. Volume explosion - 299% above 7-day average (3,431 vs avg 860).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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
14:05BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH
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 9 of results (avg 7.9%, best 5.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2161.8066.90$64.357.9%--0.9225
$480.00Aug 2136.9040.50$38.709.3%100.774
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Aug 2183.5088.60$86.055.9%30.967
$585.00Aug 2173.6078.10$75.855.9%--0.96154
$600.00Aug 2188.0093.50$90.756.1%--1.00114
$575.00Aug 2164.2068.70$66.456.8%--0.8929
$590.00Aug 2177.0084.20$80.608.9%160.9720

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 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2161.8066.90$64.357.9%--0.9225
$470.00Aug 2143.2050.00$46.6014.6%80.8344
$480.00Aug 2136.9040.50$38.709.3%100.774
$485.00Aug 2132.7038.80$35.7517.1%130.741
$490.00Aug 2128.8034.60$31.7018.3%70.708
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2188.0093.50$90.756.1%--1.00114
$590.00Aug 2177.0084.20$80.608.9%160.9720
$595.00Aug 2183.5088.60$86.055.9%30.967
$585.00Aug 2173.6078.10$75.855.9%--0.96154
$580.00Aug 2167.1074.20$70.6510.0%--0.9361

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 2.2K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 215.607.00$6.3022.2%1850.24187
$570.00Aug 212.905.30$4.1058.5%1340.16209
$600.00Aug 210.801.55$1.1863.6%710.06222
$590.00Aug 211.402.15$1.7842.1%530.08133
$510.00Aug 2117.8023.90$20.8529.3%440.5410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 211.852.65$2.2535.6%1.1K0.0943
$470.00Aug 214.305.40$4.8522.7%540.18160
$490.00Aug 218.5010.60$9.5522.0%340.3067
$460.00Aug 212.653.50$3.0827.6%280.1287
$480.00Aug 216.107.30$6.7017.9%260.23126

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. 44 found (best R:R 37.46, avg 6.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$585.00$590.00Aug 21$0.25$4.75$0.2519.00$585.25
$570.00$575.00Aug 21$0.30$4.70$0.3015.67$570.30
$555.00$560.00Aug 21$0.35$4.65$0.3513.29$555.35
$540.00$545.00Aug 21$0.60$4.40$0.607.33$540.60
$580.00$585.00Aug 21$0.65$4.35$0.656.69$580.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$430.00$425.00Aug 21$0.13$4.87$0.1337.46$429.87
$425.00$420.00Aug 21$0.17$4.83$0.1728.41$424.83
$435.00$430.00Aug 21$0.22$4.78$0.2221.73$434.78
$450.00$445.00Aug 21$0.27$4.73$0.2717.52$449.73
$445.00$440.00Aug 21$0.30$4.70$0.3015.67$444.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 19.00, avg 2.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$17.75$17.75$2.257.89$467.75
$485.00$490.00Aug 21$4.05$4.05$0.954.26$489.05
$470.00$480.00Aug 21$7.90$7.90$2.103.76$477.90
$510.00$515.00Aug 21$3.15$3.15$1.851.70$513.15
$490.00$495.00Aug 21$3.00$3.00$2.001.50$493.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$590.00$585.00Aug 21$4.75$4.75$0.2519.00$585.25
$600.00$595.00Aug 21$4.70$4.70$0.3015.67$595.30
$565.00$560.00Aug 21$4.50$4.50$0.509.00$560.50
$555.00$550.00Aug 21$4.30$4.30$0.706.14$550.70
$570.00$565.00Aug 21$4.25$4.25$0.755.67$565.75

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 7.52% of stock, avg 10.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Aug 21$17.70$20.55$38.25$476.75$553.257.52%
$510.00Aug 21$20.85$17.45$38.30$471.70$548.307.53%
$520.00Aug 21$16.05$22.65$38.70$481.30$558.707.61%
$505.00Aug 21$23.50$15.65$39.15$465.85$544.157.70%
$500.00Aug 21$26.15$13.30$39.45$460.55$539.457.76%
$525.00Aug 21$13.40$26.15$39.55$485.45$564.557.78%
$495.00Aug 21$28.70$11.70$40.40$454.60$535.407.94%
$530.00Aug 21$11.65$29.25$40.90$489.10$570.908.04%
$490.00Aug 21$31.70$9.55$41.25$448.75$531.258.11%
$535.00Aug 21$9.70$32.45$42.15$492.85$577.158.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.78% of stock, avg 5.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Aug 21$9.70$9.55$19.25$470.75$554.25
$530.00$490.00Aug 21$11.65$9.55$21.20$468.80$551.20
$535.00$495.00Aug 21$9.70$11.70$21.40$473.60$556.40
$525.00$490.00Aug 21$13.40$9.55$22.95$467.05$547.95
$535.00$500.00Aug 21$9.70$13.30$23.00$477.00$558.00
$530.00$495.00Aug 21$11.65$11.70$23.35$471.65$553.35
$530.00$500.00Aug 21$11.65$13.30$24.95$475.05$554.95
$525.00$495.00Aug 21$13.40$11.70$25.10$469.90$550.10
$535.00$505.00Aug 21$9.70$15.65$25.35$479.65$560.35
$520.00$490.00Aug 21$16.05$9.55$25.60$464.40$545.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 93 found (best R:R 37.46, avg credit $4.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
460/465485/490Aug 21$4.87$0.1337.46$460.13$489.87
435/440485/490Aug 21$4.58$0.4210.90$435.42$489.58
435/440450/470Aug 21$18.28$1.7210.63$421.72$468.28
450/455485/490Aug 21$4.55$0.4510.11$450.45$489.55
440/445450/470Aug 21$18.05$1.959.26$426.95$468.05
430/435450/470Aug 21$17.97$2.038.85$417.03$467.97
420/425450/470Aug 21$17.92$2.088.62$407.08$467.92
425/430450/470Aug 21$17.88$2.128.43$412.12$467.88
455/460485/490Aug 21$4.38$0.627.06$455.62$489.38
460/465470/480Aug 21$8.72$1.286.81$456.28$478.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$580.00$585.00$590.00Aug 21$0.40$4.6011.50
$585.00$590.00$595.00Aug 21$0.42$4.5810.90
$490.00$495.00$500.00Aug 21$0.45$4.5510.11
$575.00$580.00$585.00Aug 21$0.47$4.539.64
$545.00$550.00$555.00Aug 21$0.55$4.458.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$475.00$480.00Aug 21$0.05$4.9599.00
$425.00$430.00$435.00Aug 21$0.09$4.9154.56
$525.00$530.00$535.00Aug 21$0.10$4.9049.00
$460.00$465.00$470.00Aug 21$0.13$4.8737.46
$545.00$550.00$555.00Aug 21$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.47, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$595.00$600.001:2Aug 21-$0.41$4.59
$580.00$585.001:2Aug 21-$1.38$3.62
$585.00$590.001:2Aug 21-$1.53$3.47
$575.00$580.001:2Aug 21-$1.56$3.44
$600.00$605.001:2Aug 21-$2.08$2.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$410.001:2Aug 21-$0.47$9.53
$425.00$420.001:2Aug 21-$0.46$4.54
$440.00$435.001:2Aug 21-$0.62$4.38
$430.00$425.001:2Aug 21-$0.67$4.33
$435.00$430.001:2Aug 21-$0.71$4.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 3.50%, avg 1.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Aug 21$17.800.540.3%3.50%3.77%4410
$515.00Aug 21$15.400.501.3%3.03%4.28%211
$520.00Aug 21$13.800.462.2%2.71%4.95%2163
$525.00Aug 21$10.900.413.2%2.14%5.37%2043
$530.00Aug 21$9.400.374.2%1.85%6.05%2046
$535.00Aug 21$8.300.335.2%1.63%6.82%28167
$540.00Aug 21$7.900.306.2%1.55%7.72%17141
$545.00Aug 21$6.600.277.2%1.30%8.45%2240
$550.00Aug 21$5.600.248.1%1.10%9.24%185187
$555.00Aug 21$4.000.219.1%0.79%9.91%17125

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 1,430
Total Puts 2,001
Put/Call Ratio 1.40
Net Difference -571

Prior's Put/Call Breakdown

Total Calls 692
Total Puts 461
Put/Call Ratio 0.67
Net Difference 231

Prior 7-Day Put/Call Summary

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