Tour v376
NOC
NORTHROP GRUMMAN COR
$507.72 -3.10%
7/21 15:06

Option Volume

Detail
Current (07/21 3:05pm) 3,638
Calls: 1,533 (42%)
Puts: 2,105 (58%)
Prior (07/20) 1,678
Calls: 1,061 (63%)
Puts: 617 (37%)
Current vs Prior +116.81%
Calls: +44.49% (Calls)
Puts: +241.17% (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 +322.74%
Calls: +284.49%
Puts: +355.77%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21 3:05pm) $4.38M
Calls: $2.07M (47%)
Puts: $2.31M (53%)
Prior (07/20) $2.22M
Calls: $1.27M (57%)
Puts: $952.3K (43%)
Current vs Prior +97.26%
Calls: +62.96%
Puts: +142.93%
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 +279.39%
Calls: +316.58%
Puts: +251.37%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21 3:05pm) 1.37
Prior (07/20) 0.58
Current vs Prior +136.12%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -26.22%
Sentiment BEARISH

Open Interest

Detail
Current (07/21 3:05pm) 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 7.71% | 10.38%
Prior 8.50% | 11.20%
Current vs Prior -9.28% | -7.35%
Prior 7-Day Avg 3.45% | 9.54%
Current vs 7-Day Avg +123.77% | +8.75%
Prior 7-Day Eod 8.50% | 11.20%
Current vs 7-Day Eod -9.28% | -7.35%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 19.43% | 17.62%
Calls: 17.01% | 15.28%
Puts: 21.84% | 19.96%
Prior 19.80% | 20.78%
Calls: 19.84% | 20.47%
Puts: 19.75% | 21.09%
Current vs Prior -1.87% | -15.21%
Prior 7-Day Avg 67.89% | 18.95%
Calls: 40.77% | 19.35%
Puts: 83.36% | 18.56%
Current vs 7-Day Avg -71.38% | -7.03%
Liquidity Expensive
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🤖 AI Insights

Elevated premium activity with dollar volume up 97% vs prior. Dollar volume significantly above 7-day average (279% higher). Unusually high activity with volume up 117% vs prior - elevated interest. Volume explosion - 323% above 7-day average (3,638 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
15:05BEARISHBEARISHBEARISH
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 8.3%, best 6.2%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2190.1095.90$93.006.2%--0.99114
$595.00Aug 2184.0090.20$87.107.1%30.957
$575.00Aug 2166.1071.20$68.657.4%--0.9229
$590.00Aug 2179.2085.40$82.307.5%160.9720
$560.00Aug 2152.2057.10$54.659.0%--0.84115

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 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2158.4066.00$62.2012.2%--0.9125
$470.00Aug 2142.1047.90$45.0012.9%80.8344
$480.00Aug 2134.8041.00$37.9016.4%100.774
$485.00Aug 2131.4036.50$33.9515.0%130.731
$490.00Aug 2127.7032.30$30.0015.3%70.698
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2190.1095.90$93.006.2%--0.99114
$590.00Aug 2179.2085.40$82.307.5%160.9720
$595.00Aug 2184.0090.20$87.107.1%30.957
$585.00Aug 2174.3081.40$77.859.1%--0.95154
$580.00Aug 2169.1076.20$72.659.8%--0.9461

Most actively traded options today. High liquidity = easy entry/exit. 55 active (total vol 2.3K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 215.007.30$6.1537.4%1880.23187
$570.00Aug 212.705.00$3.8559.7%1340.15209
$600.00Aug 210.601.55$1.0888.0%730.05222
$590.00Aug 211.052.05$1.5564.5%700.07133
$510.00Aug 2117.8021.10$19.4517.0%440.5210
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 211.902.65$2.2832.9%1.1K0.0943
$470.00Aug 214.305.40$4.8522.7%570.18160
$440.00Aug 211.202.00$1.6050.0%520.0722
$490.00Aug 218.5010.90$9.7024.7%340.3167
$460.00Aug 212.703.50$3.1025.8%290.1287

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. 42 found (best R:R 37.46, avg 6.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$555.00$560.00Aug 21$0.20$4.80$0.2024.00$555.20
$580.00$585.00Aug 21$0.22$4.78$0.2221.73$580.22
$585.00$590.00Aug 21$0.45$4.55$0.4510.11$585.45
$575.00$580.00Aug 21$0.53$4.47$0.538.43$575.53
$595.00$600.00Aug 21$0.82$4.18$0.825.10$595.82
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
$450.00$445.00Aug 21$0.20$4.80$0.2024.00$449.80
$435.00$430.00Aug 21$0.22$4.78$0.2221.73$434.78
$460.00$455.00Aug 21$0.32$4.68$0.3214.62$459.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 24.00, avg 2.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$17.20$17.20$2.806.14$467.20
$480.00$485.00Aug 21$3.95$3.95$1.053.76$483.95
$485.00$490.00Aug 21$3.95$3.95$1.053.76$488.95
$470.00$480.00Aug 21$7.10$7.10$2.902.45$477.10
$490.00$495.00Aug 21$3.00$3.00$2.001.50$493.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$595.00$590.00Aug 21$4.80$4.80$0.2024.00$590.20
$575.00$570.00Aug 21$4.70$4.70$0.3015.67$570.30
$545.00$540.00Aug 21$4.65$4.65$0.3513.29$540.35
$555.00$550.00Aug 21$4.60$4.60$0.4011.50$550.40
$590.00$585.00Aug 21$4.45$4.45$0.558.09$585.55

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 7.26% of stock, avg 10.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$510.00Aug 21$19.45$17.40$36.85$473.15$546.857.26%
$500.00Aug 21$24.00$13.25$37.25$462.75$537.257.34%
$505.00Aug 21$21.75$15.65$37.40$467.60$542.407.37%
$515.00Aug 21$17.50$20.70$38.20$476.80$553.207.52%
$495.00Aug 21$27.00$11.75$38.75$456.25$533.757.63%
$520.00Aug 21$15.30$23.65$38.95$481.05$558.957.67%
$490.00Aug 21$30.00$9.70$39.70$450.30$529.707.82%
$525.00Aug 21$13.50$26.75$40.25$484.75$565.257.93%
$530.00Aug 21$11.65$30.00$41.65$488.35$571.658.20%
$485.00Aug 21$33.95$8.30$42.25$442.75$527.258.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.81% of stock, avg 5.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Aug 21$9.65$9.70$19.35$470.65$554.35
$530.00$490.00Aug 21$11.65$9.70$21.35$468.65$551.35
$535.00$495.00Aug 21$9.65$11.75$21.40$473.60$556.40
$535.00$500.00Aug 21$9.65$13.25$22.90$477.10$557.90
$525.00$490.00Aug 21$13.50$9.70$23.20$466.80$548.20
$530.00$495.00Aug 21$11.65$11.75$23.40$471.60$553.40
$530.00$500.00Aug 21$11.65$13.25$24.90$475.10$554.90
$520.00$490.00Aug 21$15.30$9.70$25.00$465.00$545.00
$525.00$495.00Aug 21$13.50$11.75$25.25$469.75$550.25
$535.00$505.00Aug 21$9.65$15.65$25.30$479.70$560.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 93 found (best R:R 49.00, avg credit $4.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470480/485Aug 21$4.90$0.1049.00$465.10$484.90
460/465480/485Aug 21$4.75$0.2519.00$460.25$484.75
460/465485/490Aug 21$4.75$0.2519.00$460.25$489.75
450/455480/485Aug 21$4.45$0.558.09$450.55$484.45
450/455485/490Aug 21$4.45$0.558.09$450.55$489.45
440/445480/485Aug 21$4.43$0.577.77$440.57$484.43
440/445485/490Aug 21$4.43$0.577.77$440.57$489.43
440/445450/470Aug 21$17.68$2.327.62$427.32$467.68
435/440450/470Aug 21$17.65$2.357.51$422.35$467.65
435/440480/485Aug 21$4.40$0.607.33$435.60$484.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 54.56, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$555.00$560.00$565.00Aug 21$0.20$4.8024.00
$575.00$580.00$585.00Aug 21$0.31$4.6915.13
$505.00$510.00$515.00Aug 21$0.35$4.6513.29
$515.00$520.00$525.00Aug 21$0.40$4.6011.50
$545.00$550.00$555.00Aug 21$0.45$4.5510.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$425.00$430.00$435.00Aug 21$0.09$4.9154.56
$475.00$480.00$485.00Aug 21$0.10$4.9049.00
$480.00$485.00$490.00Aug 21$0.10$4.9049.00
$460.00$465.00$470.00Aug 21$0.15$4.8532.33
$515.00$520.00$525.00Aug 21$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.47, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$595.00$600.001:2Aug 21-$0.26$4.74
$585.00$590.001:2Aug 21-$1.10$3.90
$570.00$575.001:2Aug 21-$1.65$3.35
$575.00$580.001:2Aug 21-$1.69$3.31
$580.00$585.001:2Aug 21-$1.78$3.22
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
$430.00$425.001:2Aug 21-$0.67$4.33
$440.00$435.001:2Aug 21-$0.70$4.30
$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 3.51%, avg 1.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Aug 21$17.800.520.5%3.51%3.95%4410
$515.00Aug 21$15.000.481.4%2.95%4.39%211
$520.00Aug 21$13.100.452.4%2.58%5.00%2163
$525.00Aug 21$11.300.413.4%2.23%5.63%2443
$530.00Aug 21$9.500.374.4%1.87%6.26%2146
$535.00Aug 21$8.300.335.4%1.63%7.01%29167
$545.00Aug 21$6.100.277.3%1.20%8.54%2340
$540.00Aug 21$5.300.276.4%1.04%7.40%18141
$550.00Aug 21$5.000.238.3%0.98%9.31%188187
$555.00Aug 21$4.200.209.3%0.83%10.14%21125

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 1,533
Total Puts 2,105
Put/Call Ratio 1.37
Net Difference -572

Prior's Put/Call Breakdown

Total Calls 1,061
Total Puts 617
Put/Call Ratio 0.58
Net Difference 444

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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