Tour v396
NOC
NORTHROP GRUMMAN COR
$542.24 +1.64%
$543.00 (+0.14%)🌙
as of 07/25 01:44 AM
7/24 01:44

Option Volume

Detail
Current (07/25) 2,356
Calls: 582 (25%)
Puts: 1,774 (75%)
Prior (07/23) 1,110
Calls: 706 (64%)
Puts: 404 (36%)
Current vs Prior +112.25%
Calls: -17.56% (Calls)
Puts: +339.11% (Puts)
Prior 7-Day Total 11,174
Calls: 5,574 (50%)
Puts: 5,600 (50%)
Prior 7-Day Average 1,862
Calls: 796 (50%)
Puts: 800 (50%)
Current vs Prior 7-Day Avg +26.51%
Calls: -26.91%
Puts: +121.75%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/25) $2.36M
Calls: $1.24M (53%)
Puts: $1.12M (47%)
Prior (07/23) $2.00M
Calls: $1.32M (66%)
Puts: $685.8K (34%)
Current vs Prior +17.86%
Calls: -5.82%
Puts: +63.38%
Prior 7-Day Total $16.11M
Calls: $7.29M (45%)
Puts: $8.82M (55%)
Prior 7-Day Average $2.69M
Calls: $1.04M (45%)
Puts: $1.26M (55%)
Current vs Prior 7-Day Avg -12.02%
Calls: +19.19%
Puts: -11.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 3.05
Prior (07/23) 0.57
Current vs Prior +432.66%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg +220.14%
Sentiment BEARISH

Open Interest

Detail
Current (07/25) 6,996
Calls: 3,517 (50%)
Puts: 3,479 (50%)
Prior (07/23) 26,402
Calls: 12,338 (47%)
Puts: 14,064 (53%)
Current vs Prior -73.50%
Prior 7-Day Total 130,657
Calls: 64,069 (49%)
Puts: 66,588 (51%)
Prior 7-Day Average 21,776
Calls: 10,678 (49%)
Puts: 11,098 (51%)
Current vs Prior 7-Day Avg -67.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.18% | 9.96%
Prior 7.69% | 10.42%
Current vs Prior -6.65% | -4.45%
Prior 7-Day Avg 7.32% | 10.49%
Current vs 7-Day Avg -1.81% | -5.04%
Prior 7-Day Eod 7.69% | 10.42%
Current vs 7-Day Eod -6.65% | -4.45%
Sentiment BULLISH

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 47.96% | 18.53%
Calls: 24.28% | 18.37%
Puts: 55.31% | 18.70%
Current vs 7-Day Avg -45.89% | -10.96%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Unusually high activity with volume up 112% vs prior - elevated interest. Extreme bearish P/C ratio of 3.05 - heavy put buying. P/C ratio rising 433% - increased hedging/bearish positioning. Declining open interest (down 74%) indicates positions being closed.

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

📈 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 -- of results (avg --%, best --%)

No options available for this category

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. 10 found (avg delta 0.66, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 2153.0059.20$56.1011.1%10.89--
$500.00Aug 2145.7050.70$48.2010.4%10.81--
$520.00Aug 2129.4034.50$31.9516.0%10.7058
$525.00Aug 2126.3030.80$28.5515.8%20.65--
$530.00Aug 2123.5026.70$25.1012.7%70.6148
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 2132.4037.50$34.9514.6%150.7151
$550.00Aug 2119.8024.10$21.9519.6%10.56--
$545.00Aug 2117.0021.80$19.4024.7%260.5224

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 1.6K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Aug 2114.3018.60$16.4526.1%1130.48226
$540.00Aug 2118.2020.90$19.5513.8%260.53162
$535.00Aug 2120.1023.90$22.0017.3%200.57183
$550.00Aug 2113.2015.90$14.5518.6%140.44313
$530.00Aug 2123.5026.70$25.1012.7%70.6148
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 210.400.70$0.5554.5%1.1K0.031.2K
$470.00Aug 210.902.00$1.4575.9%1360.06236
$545.00Aug 2117.0021.80$19.4024.7%260.5224
$535.00Aug 2112.9015.90$14.4020.8%230.43--
$460.00Aug 210.651.80$1.2393.5%180.05105

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. 29 found (best R:R 49.00, avg 7.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$570.00$575.00Aug 21$0.10$4.90$0.1049.00$570.10
$625.00$650.00Aug 21$0.57$24.43$0.5742.86$625.57
$600.00$610.00Aug 21$0.83$9.17$0.8311.05$600.83
$590.00$600.00Aug 21$1.02$8.98$1.028.80$591.02
$575.00$580.00Aug 21$0.70$4.30$0.706.14$575.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$470.00Aug 21$0.45$9.55$0.4521.22$479.55
$460.00$450.00Aug 21$0.68$9.32$0.6813.71$459.32
$495.00$490.00Aug 21$0.55$4.45$0.558.09$494.45
$470.00$465.00Aug 21$0.65$4.35$0.656.69$469.35
$505.00$500.00Aug 21$0.80$4.20$0.805.25$504.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 4.33, avg 0.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$500.00$520.00Aug 21$16.25$16.25$3.754.33$516.25
$490.00$500.00Aug 21$7.90$7.90$2.103.76$497.90
$525.00$530.00Aug 21$3.45$3.45$1.552.23$528.45
$520.00$525.00Aug 21$3.40$3.40$1.602.12$523.40
$530.00$535.00Aug 21$3.10$3.10$1.901.63$533.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$570.00$550.00Aug 21$13.00$13.00$7.001.86$557.00
$525.00$520.00Aug 21$2.95$2.95$2.051.44$522.05
$550.00$545.00Aug 21$2.55$2.55$2.451.04$547.45
$545.00$535.00Aug 21$5.00$5.00$5.001.00$540.00
$500.00$495.00Aug 21$2.42$2.42$2.580.94$497.58

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. 9 found (cheapest 6.61% of stock, avg 7.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Aug 21$16.45$19.40$35.85$509.15$580.856.61%
$535.00Aug 21$22.00$14.40$36.40$498.60$571.406.71%
$550.00Aug 21$14.55$21.95$36.50$513.50$586.506.73%
$530.00Aug 21$25.10$13.20$38.30$491.70$568.307.06%
$525.00Aug 21$28.55$11.85$40.40$484.60$565.407.45%
$520.00Aug 21$31.95$8.90$40.85$479.15$560.857.53%
$570.00Aug 21$8.05$34.95$43.00$527.00$613.007.93%
$500.00Aug 21$48.20$5.55$53.75$446.25$553.759.91%
$490.00Aug 21$56.10$2.58$58.68$431.32$548.6810.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.80% of stock, avg 4.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$515.00Aug 21$7.95$7.25$15.20$499.80$590.20
$570.00$515.00Aug 21$8.05$7.25$15.30$499.70$585.30
$575.00$520.00Aug 21$7.95$8.90$16.85$503.15$591.85
$570.00$520.00Aug 21$8.05$8.90$16.95$503.05$586.95
$560.00$515.00Aug 21$10.95$7.25$18.20$496.80$578.20
$575.00$525.00Aug 21$7.95$11.85$19.80$505.20$594.80
$560.00$520.00Aug 21$10.95$8.90$19.85$500.15$579.85
$570.00$525.00Aug 21$8.05$11.85$19.90$505.10$589.90
$575.00$530.00Aug 21$7.95$13.20$21.15$508.85$596.15
$570.00$530.00Aug 21$8.05$13.20$21.25$508.75$591.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 76 found (best R:R 37.46, avg credit $5.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
495/500535/540Aug 21$4.87$0.1337.46$495.13$539.87
520/525545/550Aug 21$4.85$0.1532.33$520.15$549.85
515/520530/535Aug 21$4.75$0.2519.00$515.25$534.75
515/520540/545Aug 21$4.75$0.2519.00$515.25$544.75
480/485490/500Aug 21$9.45$0.5517.18$475.55$499.45
510/515525/530Aug 21$4.70$0.3015.67$510.30$529.70
480/485530/535Aug 21$4.65$0.3513.29$480.35$534.65
480/485540/545Aug 21$4.65$0.3513.29$480.35$544.65
510/515520/525Aug 21$4.65$0.3513.29$510.35$524.65
480/485500/520Aug 21$17.80$2.208.09$467.20$517.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 51.63, cheapest $0.19)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$590.00$600.00$610.00Aug 21$0.19$9.8151.63
$525.00$530.00$535.00Aug 21$0.35$4.6513.29
$550.00$560.00$570.00Aug 21$0.70$9.3013.29
$600.00$610.00$620.00Aug 21$0.81$9.1911.35
$530.00$535.00$540.00Aug 21$0.65$4.356.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$510.00$515.00$520.00Aug 21$0.40$4.6011.50
$460.00$465.00$470.00Aug 21$1.08$3.923.63
$515.00$520.00$525.00Aug 21$1.30$3.702.85
$485.00$490.00$495.00Aug 21$1.42$3.582.52
$505.00$510.00$515.00Aug 21$1.60$3.402.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-8.95, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$610.001:2Aug 21-$1.17$8.83
$590.00$600.001:2Aug 21-$1.81$8.19
$610.00$620.001:2Aug 21-$1.96$8.04
$620.00$625.001:2Aug 21-$0.02$4.98
$560.00$570.001:2Aug 21-$5.15$4.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$550.001:2Aug 21-$8.95$11.05
$480.00$470.001:2Aug 21-$1.00$9.00
$470.00$465.001:2Aug 21-$0.15$4.85
$485.00$480.001:2Aug 21-$0.35$4.65
$500.00$495.001:2Aug 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. 10 found (best yield 2.64%, avg 1.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$545.00Aug 21$14.300.480.5%2.64%3.15%113226
$550.00Aug 21$13.200.441.4%2.43%3.87%14313
$570.00Aug 21$7.200.295.1%1.33%6.45%5302
$560.00Aug 21$7.000.363.3%1.29%4.57%4--
$575.00Aug 21$6.000.276.0%1.11%7.15%5122
$580.00Aug 21$5.000.257.0%0.92%7.89%1164
$585.00Aug 21$3.900.227.9%0.72%8.61%442
$590.00Aug 21$3.200.168.8%0.59%9.40%1--
$600.00Aug 21$2.050.1210.7%0.38%11.03%2--
$620.00Aug 21$0.750.0914.3%0.14%14.48%2163

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 582
Total Puts 1,774
Put/Call Ratio 3.05
Net Difference -1,192

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,574
Total Puts 5,600
Average Put/Call Ratio 0.95
Ratio Trend Rising

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