Tour v346
NOC
NORTHROP GRUMMAN COR
$521.57 +0.56%
$521.66 (+0.02%)🌙
as of 07/17 06:05 PM
7/17 18:05

Option Volume

Detail
Current (07/17) 1,148
Calls: 535 (47%)
Puts: 613 (53%)
Prior (07/16) 1,374
Calls: 712 (52%)
Puts: 662 (48%)
Current vs Prior -16.45%
Calls: -24.86% (Calls)
Puts: -7.40% (Puts)
Prior 7-Day Total 6,274
Calls: 2,450 (39%)
Puts: 3,824 (61%)
Prior 7-Day Average 896
Calls: 350 (39%)
Puts: 546 (61%)
Current vs Prior 7-Day Avg +28.08%
Calls: +52.86%
Puts: +12.21%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $2.05M
Calls: $573.4K (28%)
Puts: $1.48M (72%)
Prior (07/16) $1.73M
Calls: $535.1K (31%)
Puts: $1.19M (69%)
Current vs Prior +18.79%
Calls: +7.15%
Puts: +24.01%
Prior 7-Day Total $9.38M
Calls: $3.37M (36%)
Puts: $6.01M (64%)
Prior 7-Day Average $1.34M
Calls: $481.9K (36%)
Puts: $857.9K (64%)
Current vs Prior 7-Day Avg +53.21%
Calls: +19.00%
Puts: +72.43%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 1.15
Prior (07/16) 0.93
Current vs Prior +23.23%
Prior 7-Day Average 2.05
Current vs Prior 7-Day Avg -44.02%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 25,227
Calls: 12,752 (51%)
Puts: 12,475 (49%)
Prior (07/16) 25,008
Calls: 12,594 (50%)
Puts: 12,414 (50%)
Current vs Prior +0.88%
Prior 7-Day Total 148,895
Calls: 75,796 (51%)
Puts: 73,099 (49%)
Prior 7-Day Average 21,270
Calls: 10,828 (51%)
Puts: 10,442 (49%)
Current vs Prior 7-Day Avg +18.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 1.57% | 9.38%1.57% | 9.38%
Prior 2.21% | 8.89%2.21% | 8.89%
Current vs Prior +324.68% | +29.42%-28.96% | +5.48%
Prior 7-Day Avg 3.18% | 9.41%3.18% | 9.41%
Current vs 7-Day Avg +194.88% | +22.27%-50.67% | -0.35%
Prior 7-Day Eod 2.21% | 8.89%2.21% | 8.89%
Current vs 7-Day Eod +324.68% | +29.42%-28.96% | +5.48%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 122.22% | 25.69%
Calls: -- | --
Puts: 122.22% | 21.40%
Prior 74.42% | 14.09%
Calls: 44.29% | 13.49%
Puts: 104.55% | 14.68%
Current vs Prior +64.23% | +82.33%
Prior 7-Day Avg 54.59% | 17.21%
Calls: 37.00% | 17.64%
Puts: 72.19% | 16.78%
Current vs 7-Day Avg +123.88% | +49.31%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($1.48M). Dollar volume significantly above 7-day average (53% higher). Slightly bearish P/C ratio of 1.15.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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

📈 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 8.4%, best 7.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2173.0078.40$75.707.1%--0.8924
$470.00Aug 2156.6062.00$59.309.1%--0.8544
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2176.4082.10$79.257.2%--0.86114
$590.00Aug 2168.8074.00$71.407.3%--0.8920
$585.00Aug 2163.0069.40$66.209.7%--0.83154
$575.00Aug 2155.3061.00$58.159.8%--0.7829

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. 33 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1744.4049.40$46.9010.7%--1.0020
$495.00Jul 1725.5029.40$27.4514.2%21.003
$505.00Jul 1715.4019.50$17.4523.5%30.9531
$450.00Aug 2173.0078.40$75.707.1%--0.8924
$470.00Aug 2156.6062.00$59.309.1%--0.8544
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Jul 1719.9026.70$23.3029.2%10.958
$590.00Aug 2168.8074.00$71.407.3%--0.8920
$600.00Aug 2176.4082.10$79.257.2%--0.86114
$535.00Jul 179.1014.60$11.8546.4%--0.8543
$580.00Aug 2158.1065.00$61.5511.2%--0.8361

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 706, top 98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Aug 210.055.10$2.58195.7%850.1169
$570.00Aug 217.0010.60$8.8040.9%820.2569
$520.00Jul 170.057.60$3.83197.1%290.58107
$555.00Aug 217.3015.00$11.1569.1%290.31154
$600.00Aug 212.855.00$3.9354.7%220.13107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 2129.6035.60$32.6018.4%980.6054
$530.00Jul 174.209.60$6.9078.3%520.7249
$525.00Jul 171.007.70$4.35154.0%220.6460
$500.00Aug 218.3015.20$11.7558.7%210.3282
$520.00Jul 170.004.40$2.20200.0%200.4276

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 1811.9%, max 4601.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Jul 17Aug 211344.1%32.8%3996.2%366
$605.00Jul 17Aug 211441.2%42.0%3334.6%--39
$585.00Jul 17Aug 211198.1%36.7%3162.9%2194
$575.00Jul 17Aug 211068.4%37.5%2749.1%--175
$570.00Jul 17Aug 211001.1%38.7%2486.2%82125
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$445.00Jul 17Aug 211567.9%33.3%4601.4%130
$465.00Jul 17Aug 211228.5%31.9%3751.0%--142
$450.00Jul 17Aug 211483.0%42.2%3417.9%--60
$460.00Jul 17Aug 211313.4%37.9%3363.8%1565
$470.00Jul 17Aug 211143.4%35.1%3158.2%--65

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 49.00, avg 4.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$545.00$550.00Jul 17$0.10$4.90$0.1049.00$545.10
$550.00$555.00Jul 17$0.13$4.87$0.1337.46$550.13
$560.00$565.00Aug 21$0.20$4.80$0.2024.00$560.20
$540.00$545.00Aug 21$0.55$4.45$0.558.09$540.55
$605.00$610.00Jul 17$0.90$4.10$0.904.56$605.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$485.00Aug 21$0.35$4.65$0.3513.29$489.65
$475.00$470.00Aug 21$0.50$4.50$0.509.00$474.50
$500.00$495.00Aug 21$0.55$4.45$0.558.09$499.45
$515.00$510.00Aug 21$0.80$4.20$0.805.25$514.20
$480.00$475.00Aug 21$0.88$4.12$0.884.68$479.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 35.36, avg 2.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$495.00Jul 17$19.45$19.45$0.5535.36$494.45
$510.00$515.00Jul 17$4.55$4.55$0.4510.11$514.55
$450.00$470.00Aug 21$16.40$16.40$3.604.56$466.40
$470.00$500.00Aug 21$22.45$22.45$7.552.97$492.45
$515.00$520.00Jul 17$3.52$3.52$1.482.38$518.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$550.00$545.00Aug 21$4.80$4.80$0.2024.00$545.20
$585.00$580.00Aug 21$4.65$4.65$0.3513.29$580.35
$575.00$570.00Aug 21$4.20$4.20$0.805.25$570.80
$565.00$560.00Aug 21$3.95$3.95$1.053.76$561.05
$600.00$590.00Aug 21$7.85$7.85$2.153.65$592.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $10.43, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$610.00Jul 17Aug 21$0.051344.1%32.8%
$605.00Jul 17Aug 21$2.251441.2%42.0%
$590.00Jul 17Aug 21$2.45725.5%31.1%
$585.00Jul 17Aug 21$2.801198.1%36.7%
$600.00Jul 17Aug 21$3.68890.9%38.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Jul 17Aug 21$0.481228.5%31.9%
$450.00Jul 17Aug 21$1.601483.0%42.2%
$460.00Jul 17Aug 21$1.701313.4%37.9%
$470.00Jul 17Aug 21$2.351143.4%35.1%
$480.00Jul 17Aug 21$3.73971.8%33.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 1.16% of stock, avg 8.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Jul 17$3.83$2.20$6.03$513.97$526.031.16%
$525.00Jul 17$2.40$4.35$6.75$518.25$531.751.29%
$530.00Jul 17$2.40$6.90$9.30$520.70$539.301.78%
$515.00Jul 17$7.35$2.40$9.75$505.25$524.751.87%
$535.00Jul 17$1.00$11.85$12.85$522.15$547.852.46%
$510.00Jul 17$11.90$2.40$14.30$495.70$524.302.74%
$505.00Jul 17$17.45$0.30$17.75$487.25$522.753.40%
$540.00Jul 17$2.40$17.60$20.00$520.00$560.003.83%
$545.00Jul 17$0.28$23.30$23.58$521.42$568.584.52%
$500.00Jul 17$22.45$2.40$24.85$475.15$524.854.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.61% of stock, avg 3.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$520.00Jul 17$1.00$2.20$3.20$516.80$538.20
$535.00$515.00Jul 17$1.00$2.40$3.40$511.60$538.40
$535.00$510.00Jul 17$1.00$2.40$3.40$506.60$538.40
$535.00$500.00Jul 17$1.00$2.40$3.40$496.60$538.40
$535.00$490.00Jul 17$1.00$2.40$3.40$486.60$538.40
$525.00$520.00Jul 17$2.40$2.20$4.60$515.40$529.60
$530.00$520.00Jul 17$2.40$2.20$4.60$515.40$534.60
$540.00$520.00Jul 17$2.40$2.20$4.60$515.40$544.60
$565.00$520.00Jul 17$2.40$2.20$4.60$515.40$569.60
$525.00$515.00Jul 17$2.40$2.40$4.80$510.20$529.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 49.00, avg credit $4.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
490/495525/530Aug 21$4.90$0.1049.00$490.10$529.90
490/495520/525Aug 21$4.80$0.2024.00$490.20$524.80
430/440450/470Aug 21$18.93$1.0717.69$421.07$468.93
445/450525/530Aug 21$4.70$0.3015.67$445.30$529.70
490/495500/510Aug 21$9.40$0.6015.67$485.60$509.40
525/530540/545Jul 17$4.67$0.3314.15$525.33$544.67
445/450500/510Aug 21$9.20$0.8011.50$440.80$509.20
445/450520/525Aug 21$4.60$0.4011.50$445.40$524.60
455/460535/540Aug 21$4.52$0.489.42$455.48$539.52
430/440500/510Aug 21$9.03$0.979.31$430.97$509.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$560.00$565.00$570.00Aug 21$0.15$4.8532.33
$545.00$550.00$555.00Aug 21$0.20$4.8024.00
$555.00$560.00$565.00Jul 17$0.45$4.5510.11
$595.00$600.00$605.00Aug 21$0.72$4.285.94
$505.00$510.00$515.00Jul 17$1.00$4.004.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$550.00$555.00$560.00Aug 21$0.05$4.9599.00
$470.00$475.00$480.00Aug 21$0.38$4.6212.16
$520.00$525.00$530.00Jul 17$0.40$4.6011.50
$565.00$570.00$575.00Aug 21$0.40$4.6011.50
$555.00$560.00$565.00Aug 21$0.50$4.509.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-14.40, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$500.001:2Aug 21-$14.40$15.60
$475.00$495.001:2Jul 17-$8.00$12.00
$590.00$600.001:2Jul 17-$0.37$9.63
$610.00$620.001:2Aug 21-$1.65$8.35
$545.00$550.001:2Jul 17-$0.08$4.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$450.001:2Jul 17-$2.40$7.60
$525.00$520.001:2Jul 17-$0.05$4.95
$470.00$465.001:2Aug 21-$1.01$3.99
$460.00$455.001:2Aug 21-$1.36$3.64
$530.00$525.001:2Jul 17-$1.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 3.83%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$525.00Aug 21$20.000.510.7%3.83%4.49%618
$530.00Aug 21$18.000.471.6%3.45%5.07%67
$535.00Aug 21$16.000.442.6%3.07%5.64%13154
$540.00Aug 21$12.900.403.5%2.47%6.01%2125
$545.00Aug 21$12.100.384.5%2.32%6.81%218
$550.00Aug 21$9.000.355.5%1.73%7.18%8162
$555.00Aug 21$7.300.316.4%1.40%7.81%29154
$570.00Aug 21$7.000.259.3%1.34%10.63%8269
$560.00Aug 21$6.000.287.4%1.15%8.52%630
$565.00Aug 21$4.700.268.3%0.90%9.23%624

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 535
Total Puts 613
Put/Call Ratio 1.15
Net Difference -78

Prior's Put/Call Breakdown

Total Calls 712
Total Puts 662
Put/Call Ratio 0.93
Net Difference 50

Prior 7-Day Put/Call Summary

Total Calls 2,450
Total Puts 3,824
Average Put/Call Ratio 2.05
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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