Tour v394
NOC
NORTHROP GRUMMAN COR
$533.48 +1.56%
$533.00 (-0.09%)🌙
as of 07/23 06:06 PM
7/23 18:06

Option Volume

Detail
Current (07/23) 1,110
Calls: 706 (64%)
Puts: 404 (36%)
Prior (07/22) 1,181
Calls: 635 (54%)
Puts: 546 (46%)
Current vs Prior -6.01%
Calls: +11.18% (Calls)
Puts: -26.01% (Puts)
Prior 7-Day Total 11,698
Calls: 5,218 (45%)
Puts: 6,480 (55%)
Prior 7-Day Average 1,671
Calls: 745 (45%)
Puts: 925 (55%)
Current vs Prior 7-Day Avg -33.58%
Calls: -5.29%
Puts: -56.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $2.00M
Calls: $1.32M (66%)
Puts: $685.8K (34%)
Prior (07/22) $2.84M
Calls: $1.18M (42%)
Puts: $1.66M (58%)
Current vs Prior -29.51%
Calls: +11.63%
Puts: -58.74%
Prior 7-Day Total $16.55M
Calls: $6.70M (40%)
Puts: $9.86M (60%)
Prior 7-Day Average $2.36M
Calls: $956.9K (40%)
Puts: $1.41M (60%)
Current vs Prior 7-Day Avg -15.24%
Calls: +37.82%
Puts: -51.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.57
Prior (07/22) 0.86
Current vs Prior -33.45%
Prior 7-Day Average 1.80
Current vs Prior 7-Day Avg -68.29%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 26,402
Calls: 12,338 (47%)
Puts: 14,064 (53%)
Prior (07/22) 8,001
Calls: 3,996 (50%)
Puts: 4,005 (50%)
Current vs Prior +229.98%
Prior 7-Day Total 132,588
Calls: 66,195 (50%)
Puts: 66,393 (50%)
Prior 7-Day Average 18,941
Calls: 9,456 (50%)
Puts: 9,484 (50%)
Current vs Prior 7-Day Avg +39.39%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.69% | 10.42%
Prior 7.61% | 10.37%
Current vs Prior +1.17% | +0.54%
Prior 7-Day Avg 5.92% | 10.15%
Current vs 7-Day Avg +29.88% | +2.71%
Prior 7-Day Eod 7.61% | 10.37%
Current vs 7-Day Eod +1.17% | +0.54%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 25.95% | 16.50%
Calls: 20.13% | 15.49%
Puts: 31.76% | 17.52%
Prior 25.95% | 16.50%
Calls: 20.13% | 15.49%
Puts: 31.76% | 17.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 60.89% | 18.96%
Calls: 32.35% | 18.61%
Puts: 76.60% | 19.31%
Current vs 7-Day Avg -57.39% | -12.96%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($1.32M). Bullish P/C ratio of 0.57. P/C ratio dropping 33% - sentiment shifting bullish. Rising open interest (up 230%) indicates new positions being established.

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 BULLISH
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 4 of results (avg 8.3%, best 7.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2182.1088.70$85.407.7%--0.9425
$470.00Aug 2163.2069.20$66.209.1%--0.9145
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2165.9071.00$68.457.5%--0.86114
$590.00Aug 2157.0062.40$59.709.0%--0.8530

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. 22 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2182.1088.70$85.407.7%--0.9425
$470.00Aug 2163.2069.20$66.209.1%--0.9145
$490.00Aug 2145.0052.10$48.5514.6%10.8212
$500.00Aug 2136.6043.10$39.8516.3%20.7627
$510.00Aug 2129.9036.20$33.0519.1%10.7133
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2165.9071.00$68.457.5%--0.86114
$585.00Aug 2152.7059.00$55.8511.3%--0.85154
$590.00Aug 2157.0062.40$59.709.0%--0.8530
$580.00Aug 2147.2054.80$51.0014.9%--0.8161
$575.00Aug 2143.9050.00$46.9513.0%--0.8129

Most actively traded options today. High liquidity = easy entry/exit. 46 active (total vol 716, top 210)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Aug 2110.6017.70$14.1550.2%2100.4252
$540.00Aug 2114.3019.20$16.7529.3%260.46161
$550.00Aug 2110.5013.90$12.2027.9%210.38314
$535.00Aug 2116.2021.20$18.7026.7%200.50186
$570.00Aug 212.9511.00$6.98115.3%180.25293
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 215.0012.00$8.5082.4%1470.29189
$450.00Aug 210.052.75$1.40192.9%320.061.2K
$520.00Aug 219.9016.30$13.1048.9%240.3881
$500.00Aug 214.9010.00$7.4568.5%230.24115
$440.00Aug 210.102.25$1.18182.2%150.0453

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. 36 found (best R:R 44.45, avg 5.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$610.00$620.00Aug 21$0.90$9.10$0.9010.11$610.90
$590.00$595.00Aug 21$0.72$4.28$0.725.94$590.72
$550.00$555.00Aug 21$0.90$4.10$0.904.56$550.90
$560.00$565.00Aug 21$0.95$4.05$0.954.26$560.95
$565.00$570.00Aug 21$1.07$3.93$1.073.67$566.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$440.00Aug 21$0.22$9.78$0.2244.45$449.78
$490.00$485.00Aug 21$0.18$4.82$0.1826.78$489.82
$460.00$455.00Aug 21$0.25$4.75$0.2519.00$459.75
$485.00$480.00Aug 21$0.25$4.75$0.2519.00$484.75
$455.00$450.00Aug 21$0.40$4.60$0.4011.50$454.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 32.33, avg 2.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$19.20$19.20$0.8024.00$469.20
$470.00$490.00Aug 21$17.65$17.65$2.357.51$487.65
$490.00$500.00Aug 21$8.70$8.70$1.306.69$498.70
$510.00$515.00Aug 21$3.65$3.65$1.352.70$513.65
$500.00$510.00Aug 21$6.80$6.80$3.202.13$506.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$585.00$580.00Aug 21$4.85$4.85$0.1532.33$580.15
$560.00$555.00Aug 21$4.50$4.50$0.509.00$555.50
$600.00$590.00Aug 21$8.75$8.75$1.257.00$591.25
$575.00$570.00Aug 21$4.30$4.30$0.706.14$570.70
$580.00$575.00Aug 21$4.05$4.05$0.954.26$575.95

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. 22 found (cheapest 7.16% of stock, avg 9.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 21$21.30$16.90$38.20$491.80$568.207.16%
$535.00Aug 21$18.70$19.75$38.45$496.55$573.457.21%
$525.00Aug 21$23.10$15.60$38.70$486.30$563.707.25%
$540.00Aug 21$16.75$22.10$38.85$501.15$578.857.28%
$545.00Aug 21$14.15$25.20$39.35$505.65$584.357.38%
$520.00Aug 21$26.40$13.10$39.50$480.50$559.507.40%
$550.00Aug 21$12.20$28.35$40.55$509.45$590.557.60%
$515.00Aug 21$29.40$11.55$40.95$474.05$555.957.68%
$510.00Aug 21$33.05$8.50$41.55$468.45$551.557.79%
$555.00Aug 21$11.30$31.50$42.80$512.20$597.808.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.71% of stock, avg 5.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$510.00Aug 21$11.30$8.50$19.80$490.20$574.80
$550.00$510.00Aug 21$12.20$8.50$20.70$489.30$570.70
$545.00$510.00Aug 21$14.15$8.50$22.65$487.35$567.65
$555.00$515.00Aug 21$11.30$11.55$22.85$492.15$577.85
$550.00$515.00Aug 21$12.20$11.55$23.75$491.25$573.75
$555.00$520.00Aug 21$11.30$13.10$24.40$495.60$579.40
$540.00$510.00Aug 21$16.75$8.50$25.25$484.75$565.25
$550.00$520.00Aug 21$12.20$13.10$25.30$494.70$575.30
$545.00$515.00Aug 21$14.15$11.55$25.70$489.30$570.70
$555.00$525.00Aug 21$11.30$15.60$26.90$498.10$581.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 24.00, avg credit $5.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
495/500530/535Aug 21$4.80$0.2024.00$495.20$534.80
475/480500/510Aug 21$9.53$0.4720.28$470.47$509.53
430/435470/490Aug 21$19.00$1.0019.00$416.00$489.00
460/465490/500Aug 21$9.40$0.6015.67$455.60$499.40
475/480535/540Aug 21$4.68$0.3214.62$475.32$539.68
430/435520/525Aug 21$4.65$0.3513.29$430.35$524.65
500/505510/515Aug 21$4.65$0.3513.29$500.35$514.65
460/465470/490Aug 21$18.35$1.6511.12$446.65$488.35
450/455490/500Aug 21$9.10$0.9010.11$445.90$499.10
475/480525/530Aug 21$4.53$0.479.64$475.47$529.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$470.00$490.00Aug 21$1.55$18.4511.90
$510.00$515.00$520.00Aug 21$0.65$4.356.69
$530.00$535.00$540.00Aug 21$0.65$4.356.69
$540.00$545.00$550.00Aug 21$0.65$4.356.69
$490.00$500.00$510.00Aug 21$1.90$8.104.26
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$545.00$550.00Aug 21$0.05$4.9599.00
$465.00$470.00$475.00Aug 21$0.07$4.9370.43
$455.00$460.00$465.00Aug 21$0.45$4.5510.11
$535.00$540.00$545.00Aug 21$0.75$4.255.67
$575.00$580.00$585.00Aug 21$0.80$4.205.25

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 $-0.60, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Aug 21-$0.60$9.40
$630.00$640.001:2Aug 21-$2.40$7.60
$600.00$605.001:2Aug 21-$1.15$3.85
$580.00$585.001:2Aug 21-$1.49$3.51
$590.00$595.001:2Aug 21-$2.06$2.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Aug 21-$0.96$9.04
$455.00$450.001:2Aug 21-$1.00$4.00
$465.00$460.001:2Aug 21-$1.35$3.65
$460.00$455.001:2Aug 21-$1.55$3.45
$475.00$470.001:2Aug 21-$2.68$2.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.04%, avg 1.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Aug 21$16.200.500.3%3.04%3.32%20186
$540.00Aug 21$14.300.461.2%2.68%3.90%26161
$545.00Aug 21$10.600.422.2%1.99%4.15%21052
$550.00Aug 21$10.500.383.1%1.97%5.06%21314
$555.00Aug 21$8.800.354.0%1.65%5.68%15129
$560.00Aug 21$5.400.305.0%1.01%5.98%1369
$565.00Aug 21$4.100.285.9%0.77%6.68%164
$570.00Aug 21$2.950.256.8%0.55%7.40%18293
$575.00Aug 21$1.950.197.8%0.37%8.15%3122
$580.00Aug 21$1.950.198.7%0.37%9.09%16148

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 706
Total Puts 404
Put/Call Ratio 0.57
Net Difference 302

Prior's Put/Call Breakdown

Total Calls 635
Total Puts 546
Put/Call Ratio 0.86
Net Difference 89

Prior 7-Day Put/Call Summary

Total Calls 5,218
Total Puts 6,480
Average Put/Call Ratio 1.80
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All