Tour v422
NOC
NORTHROP GRUMMAN COR
$547.58 +0.98%
$551.45 (+0.71%)🌙
as of 07/27 06:06 PM
(7/27 15:06) ◀
|
Monday, July 27, 2026 (6:06pm)
January 2026
|
▶
◀ 7/27 18:06

Option Volume

Detail
ℹ
Current (07/27) 686
Calls: 401 (58%)
Puts: 285 (42%)
Prior (07/24) 2,356
Calls: 582 (25%)
Puts: 1,774 (75%)
Current vs Prior -70.88%
Calls: -31.10% (Calls)
Puts: -83.93% (Puts)
Prior 7-Day Total 13,530
Calls: 6,156 (45%)
Puts: 7,374 (55%)
Prior 7-Day Average 1,932
Calls: 879 (45%)
Puts: 1,053 (55%)
Current vs Prior 7-Day Avg -64.51%
Calls: -54.40%
Puts: -72.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/27) $1.44M
Calls: $963.6K (67%)
Puts: $471.9K (33%)
Prior (07/24) $2.36M
Calls: $1.24M (53%)
Puts: $1.12M (47%)
Current vs Prior -39.24%
Calls: -22.42%
Puts: -57.89%
Prior 7-Day Total $18.47M
Calls: $8.54M (46%)
Puts: $9.94M (54%)
Prior 7-Day Average $2.64M
Calls: $1.22M (46%)
Puts: $1.42M (54%)
Current vs Prior 7-Day Avg -45.61%
Calls: -20.99%
Puts: -66.76%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/27) 0.71
Prior (07/24) 3.05
Current vs Prior -76.68%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -43.21%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (07/27) 27,119
Calls: 12,895 (48%)
Puts: 14,224 (52%)
Prior (07/24) 6,996
Calls: 3,517 (50%)
Puts: 3,479 (50%)
Current vs Prior +287.64%
Prior 7-Day Total 137,653
Calls: 67,586 (49%)
Puts: 70,067 (51%)
Prior 7-Day Average 19,664
Calls: 9,655 (49%)
Puts: 10,009 (51%)
Current vs Prior 7-Day Avg +37.91%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 7.30% | 10.00%
Prior 7.18% | 9.96%
Current vs Prior +1.57% | +0.40%
Prior 7-Day Avg 7.30% | 10.41%
Current vs 7-Day Avg -0.01% | -3.97%
Prior 7-Day Eod 7.18% | 9.96%
Current vs 7-Day Eod +1.57% | +0.40%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.72% | 16.59%
Calls: 15.15% | 18.69%
Puts: 20.29% | 14.50%
Prior 25.95% | 16.50%
Calls: 20.13% | 15.49%
Puts: 31.76% | 17.52%
Current vs Prior -31.71% | +0.55%
Prior 7-Day Avg 44.82% | 18.24%
Calls: 23.59% | 17.96%
Puts: 51.95% | 18.53%
Current vs 7-Day Avg -60.46% | -9.05%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($963.6K). Below-average activity with volume down 71% vs prior. P/C ratio dropping 77% - sentiment shifting bullish. Rising open interest (up 288%) 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 BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 7.6%, best 7.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2196.50103.50$100.007.0%--0.9325
$470.00Aug 2177.1082.70$79.907.0%--0.9445
$485.00Aug 2162.8067.90$65.357.8%10.935
$480.00Aug 2167.6073.60$70.608.5%10.937
PUTS (0)
No puts meet the criteria

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. 24 found (avg delta 0.74, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2177.1082.70$79.907.0%--0.9445
$450.00Aug 2196.50103.50$100.007.0%--0.9325
$485.00Aug 2162.8067.90$65.357.8%10.935
$480.00Aug 2167.6073.60$70.608.5%10.937
$490.00Aug 2158.2065.60$61.9012.0%10.9012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2151.3057.40$54.3511.2%--0.85114
$590.00Aug 2142.7048.80$45.7513.3%--0.7930
$585.00Aug 2138.6044.70$41.6514.6%--0.77154
$580.00Aug 2134.7040.70$37.7015.9%--0.7661
$575.00Aug 2131.0036.90$33.9517.4%--0.7029

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 255, top 49)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 2116.0020.00$18.0022.2%490.50310
$545.00Aug 2118.3024.30$21.3028.2%120.54336
$540.00Aug 2119.8024.30$22.0520.4%110.59150
$650.00Aug 210.151.00$0.57149.1%110.03277
$555.00Aug 2113.9018.90$16.4030.5%100.46120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Aug 210.052.25$1.15191.3%270.0548
$500.00Aug 210.204.00$2.10181.0%210.10126
$490.00Aug 211.054.00$2.53116.6%190.1090
$515.00Aug 214.809.60$7.2066.7%80.23107
$510.00Aug 213.808.20$6.0073.3%60.20260

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. 31 found (best R:R 32.33, avg 3.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$610.00$620.00Aug 21$0.93$9.07$0.939.75$610.93
$585.00$590.00Aug 21$0.68$4.32$0.686.35$585.68
$570.00$575.00Aug 21$0.70$4.30$0.706.14$570.70
$540.00$545.00Aug 21$0.75$4.25$0.755.67$540.75
$600.00$605.00Aug 21$0.95$4.05$0.954.26$600.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$470.00$465.00Aug 21$0.15$4.85$0.1532.33$469.85
$480.00$475.00Aug 21$0.65$4.35$0.656.69$479.35
$540.00$535.00Aug 21$0.90$4.10$0.904.56$539.10
$450.00$440.00Aug 21$1.89$8.11$1.894.29$448.11
$490.00$485.00Aug 21$1.00$4.00$1.004.00$489.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 13.29, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$480.00Aug 21$9.30$9.30$0.7013.29$479.30
$510.00$515.00Aug 21$4.15$4.15$0.854.88$514.15
$515.00$520.00Aug 21$4.15$4.15$0.854.88$519.15
$500.00$510.00Aug 21$7.80$7.80$2.203.55$507.80
$525.00$530.00Aug 21$3.50$3.50$1.502.33$528.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$590.00Aug 21$8.60$8.60$1.406.14$591.40
$590.00$585.00Aug 21$4.10$4.10$0.904.56$585.90
$585.00$580.00Aug 21$3.95$3.95$1.053.76$581.05
$580.00$575.00Aug 21$3.75$3.75$1.253.00$576.25
$575.00$570.00Aug 21$3.55$3.55$1.452.45$571.45

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. 24 found (cheapest 6.53% of stock, avg 9.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Aug 21$22.05$13.70$35.75$504.25$575.756.53%
$550.00Aug 21$18.00$18.65$36.65$513.35$586.656.69%
$545.00Aug 21$21.30$16.35$37.65$507.35$582.656.88%
$555.00Aug 21$16.40$21.55$37.95$517.05$592.956.93%
$535.00Aug 21$25.45$12.80$38.25$496.75$573.256.99%
$560.00Aug 21$13.85$24.45$38.30$521.70$598.306.99%
$570.00Aug 21$9.20$30.40$39.60$530.40$609.607.23%
$530.00Aug 21$28.85$11.05$39.90$490.10$569.907.29%
$565.00Aug 21$12.25$27.70$39.95$525.05$604.957.30%
$525.00Aug 21$32.35$8.35$40.70$484.30$565.707.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.08% of stock, avg 4.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$525.00Aug 21$8.50$8.35$16.85$508.15$591.85
$570.00$525.00Aug 21$9.20$8.35$17.55$507.45$587.55
$575.00$530.00Aug 21$8.50$11.05$19.55$510.45$594.55
$570.00$530.00Aug 21$9.20$11.05$20.25$509.75$590.25
$565.00$525.00Aug 21$12.25$8.35$20.60$504.40$585.60
$575.00$535.00Aug 21$8.50$12.80$21.30$513.70$596.30
$570.00$535.00Aug 21$9.20$12.80$22.00$513.00$592.00
$560.00$525.00Aug 21$13.85$8.35$22.20$502.80$582.20
$575.00$540.00Aug 21$8.50$13.70$22.20$517.80$597.20
$570.00$540.00Aug 21$9.20$13.70$22.90$517.10$592.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 32.33, avg credit $5.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
515/520525/530Aug 21$4.85$0.1532.33$515.15$529.85
440/450500/510Aug 21$9.69$0.3131.26$440.31$509.69
475/480510/515Aug 21$4.80$0.2024.00$475.20$514.80
475/480515/520Aug 21$4.80$0.2024.00$475.20$519.80
510/515525/530Aug 21$4.70$0.3015.67$510.30$529.70
500/505525/530Aug 21$4.55$0.4510.11$500.45$529.55
485/490525/530Aug 21$4.50$0.509.00$485.50$529.50
485/490500/510Aug 21$8.80$1.207.33$481.20$508.80
465/470510/515Aug 21$4.30$0.706.14$465.70$514.30
465/470515/520Aug 21$4.30$0.706.14$465.70$519.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Aug 21$0.10$4.9049.00
$620.00$625.00$630.00Aug 21$0.45$4.5510.11
$555.00$560.00$565.00Aug 21$0.95$4.054.26
$515.00$520.00$525.00Aug 21$1.05$3.953.76
$600.00$605.00$610.00Aug 21$1.13$3.873.42
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$465.00$470.00Aug 21$0.08$4.9261.50
$510.00$515.00$520.00Aug 21$0.15$4.8532.33
$580.00$585.00$590.00Aug 21$0.15$4.8532.33
$570.00$575.00$580.00Aug 21$0.20$4.8024.00
$575.00$580.00$585.00Aug 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. 27 found (best net $-0.72, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Aug 21-$0.72$9.28
$630.00$640.001:2Aug 21-$2.40$7.60
$650.00$655.001:2Aug 21-$0.49$4.51
$590.00$595.001:2Aug 21-$1.05$3.95
$600.00$605.001:2Aug 21-$1.45$3.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$505.001:2Aug 21-$0.30$4.70
$480.00$475.001:2Aug 21-$0.50$4.50
$490.00$485.001:2Aug 21-$0.53$4.47
$470.00$465.001:2Aug 21-$1.05$3.95
$505.00$500.001:2Aug 21-$1.05$3.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.92%, avg 1.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Aug 21$16.000.500.4%2.92%3.36%49310
$555.00Aug 21$13.900.461.4%2.54%3.89%10120
$560.00Aug 21$11.700.422.3%2.14%4.40%483
$565.00Aug 21$10.000.383.2%1.83%5.01%163
$570.00Aug 21$8.400.334.1%1.53%5.63%5301
$575.00Aug 21$5.100.305.0%0.93%5.94%4122
$580.00Aug 21$3.800.245.9%0.69%6.61%3164
$590.00Aug 21$3.400.217.8%0.62%8.37%7149
$585.00Aug 21$2.550.236.8%0.47%7.30%346
$595.00Aug 21$0.900.158.7%0.16%8.82%250

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 401
Total Puts 285
Put/Call Ratio 0.71
Net Difference 116

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,156
Total Puts 7,374
Average Put/Call Ratio 1.25
Ratio Trend Falling

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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