Tour v452
NOC
NORTHROP GRUMMAN COR
$549.22 +0.30%
$540.72 (-1.55%)🌙
as of 07/28 06:10 PM
7/28 18:10

Option Volume

Detail
Current (07/28) 1,271
Calls: 961 (76%)
Puts: 310 (24%)
Prior (07/27) 686
Calls: 401 (58%)
Puts: 285 (42%)
Current vs Prior +85.28%
Calls: +139.65% (Calls)
Puts: +8.77% (Puts)
Prior 7-Day Total 12,842
Calls: 5,845 (46%)
Puts: 6,997 (54%)
Prior 7-Day Average 1,834
Calls: 835 (46%)
Puts: 999 (54%)
Current vs Prior 7-Day Avg -30.72%
Calls: +15.09%
Puts: -68.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $1.84M
Calls: $1.32M (72%)
Puts: $517.8K (28%)
Prior (07/27) $1.44M
Calls: $963.6K (67%)
Puts: $471.9K (33%)
Current vs Prior +27.92%
Calls: +36.84%
Puts: +9.72%
Prior 7-Day Total $18.18M
Calls: $8.97M (49%)
Puts: $9.22M (51%)
Prior 7-Day Average $2.60M
Calls: $1.28M (49%)
Puts: $1.32M (51%)
Current vs Prior 7-Day Avg -29.30%
Calls: +2.95%
Puts: -60.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.32
Prior (07/27) 0.71
Current vs Prior -54.61%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg -73.56%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 5,797
Calls: 3,299 (57%)
Puts: 2,498 (43%)
Prior (07/27) 27,119
Calls: 12,895 (48%)
Puts: 14,224 (52%)
Current vs Prior -78.62%
Prior 7-Day Total 139,764
Calls: 67,887 (49%)
Puts: 71,877 (51%)
Prior 7-Day Average 19,966
Calls: 9,698 (49%)
Puts: 10,268 (51%)
Current vs Prior 7-Day Avg -70.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.55% | 9.70%
Prior 7.30% | 10.00%
Current vs Prior -10.28% | -2.94%
Prior 7-Day Avg 8.02% | 10.57%
Current vs 7-Day Avg -18.42% | -8.19%
Prior 7-Day Eod 7.30% | 10.00%
Current vs 7-Day Eod -10.28% | -2.94%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 24.11% | 13.12%
Calls: 15.96% | 18.67%
Puts: 32.26% | 7.58%
Prior 17.72% | 16.59%
Calls: 15.15% | 18.69%
Puts: 20.29% | 14.50%
Current vs Prior +36.06% | -20.92%
Prior 7-Day Avg 36.72% | 18.60%
Calls: 18.73% | 18.70%
Puts: 39.91% | 18.50%
Current vs 7-Day Avg -34.34% | -29.45%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.32M). Above-average activity with volume up 85% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (961 calls vs 310 puts). P/C ratio dropping 55% - sentiment shifting bullish.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 0.83)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2132.1039.10$35.6019.7%10.83--
$510.00Aug 2142.1049.00$45.5515.1%20.81--
$515.00Aug 2138.0044.80$41.4016.4%20.80--
$525.00Aug 2129.0037.00$33.0024.2%10.75--
$540.00Aug 2118.1027.00$22.5539.5%40.62--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Aug 2120.1028.60$24.3534.9%20.62163
$560.00Aug 2117.0025.10$21.0538.5%100.58115
$555.00Aug 2114.0022.60$18.3047.0%10.5351

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 814, top 437)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 217.6010.30$8.9530.2%4370.34304
$550.00Aug 2115.9018.00$16.9512.4%1600.52285
$600.00Aug 211.007.10$4.05150.6%280.17228
$560.00Aug 2111.3013.90$12.6020.6%170.4287
$620.00Aug 210.201.50$0.85152.9%150.05163
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 2114.5016.40$15.4512.3%140.49160
$460.00Aug 210.051.55$0.80187.5%120.04108
$560.00Aug 2117.0025.10$21.0538.5%100.58115
$520.00Aug 210.606.00$3.30163.6%90.1782
$540.00Aug 2110.1011.60$10.8513.8%80.38146

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. 27 found (best R:R 37.46, avg 4.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$630.00$650.00Aug 21$0.52$19.48$0.5237.46$630.52
$605.00$620.00Aug 21$1.05$13.95$1.0513.29$606.05
$580.00$585.00Aug 21$0.45$4.55$0.4510.11$580.45
$595.00$600.00Aug 21$0.55$4.45$0.558.09$595.55
$575.00$580.00Aug 21$1.25$3.75$1.253.00$576.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$475.00$460.00Aug 21$1.62$13.38$1.628.26$473.38
$500.00$495.00Aug 21$0.65$4.35$0.656.69$499.35
$530.00$525.00Aug 21$1.02$3.98$1.023.90$528.98
$510.00$500.00Aug 21$2.73$7.27$2.732.66$507.27
$535.00$530.00Aug 21$1.45$3.55$1.452.45$533.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 4.88, avg 0.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$510.00$515.00Aug 21$4.15$4.15$0.854.88$514.15
$545.00$550.00Aug 21$3.55$3.55$1.452.45$548.55
$525.00$540.00Aug 21$10.45$10.45$4.552.30$535.45
$520.00$525.00Aug 21$2.60$2.60$2.401.08$522.60
$550.00$555.00Aug 21$2.60$2.60$2.401.08$552.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$565.00$560.00Aug 21$3.30$3.30$1.701.94$561.70
$525.00$520.00Aug 21$3.18$3.18$1.821.75$521.82
$545.00$540.00Aug 21$2.90$2.90$2.101.38$542.10
$555.00$550.00Aug 21$2.85$2.85$2.151.33$552.15
$560.00$555.00Aug 21$2.75$2.75$2.251.22$557.25

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. 10 found (cheapest 5.90% of stock, avg 6.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Aug 21$16.95$15.45$32.40$517.60$582.405.90%
$555.00Aug 21$14.35$18.30$32.65$522.35$587.655.94%
$540.00Aug 21$22.55$10.85$33.40$506.60$573.406.08%
$560.00Aug 21$12.60$21.05$33.65$526.35$593.656.13%
$545.00Aug 21$20.50$13.75$34.25$510.75$579.256.24%
$565.00Aug 21$10.75$24.35$35.10$529.90$600.106.39%
$520.00Aug 21$35.60$3.30$38.90$481.10$558.907.08%
$525.00Aug 21$33.00$6.48$39.48$485.52$564.487.19%
$515.00Aug 21$41.40$5.65$47.05$467.95$562.058.57%
$510.00Aug 21$45.55$5.78$51.33$458.67$561.339.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.74% of stock, avg 4.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$530.00Aug 21$7.55$7.50$15.05$514.95$590.05
$570.00$530.00Aug 21$8.95$7.50$16.45$513.55$586.45
$575.00$535.00Aug 21$7.55$8.95$16.50$518.50$591.50
$570.00$535.00Aug 21$8.95$8.95$17.90$517.10$587.90
$565.00$530.00Aug 21$10.75$7.50$18.25$511.75$583.25
$575.00$540.00Aug 21$7.55$10.85$18.40$521.60$593.40
$565.00$535.00Aug 21$10.75$8.95$19.70$515.30$584.70
$570.00$540.00Aug 21$8.95$10.85$19.80$520.20$589.80
$560.00$530.00Aug 21$12.60$7.50$20.10$509.90$580.10
$575.00$545.00Aug 21$7.55$13.75$21.30$523.70$596.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 24.00, avg credit $4.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
495/500510/515Aug 21$4.80$0.2024.00$495.20$514.80
540/545560/565Aug 21$4.75$0.2519.00$540.25$564.75
540/545565/570Aug 21$4.70$0.3015.67$540.30$569.70
550/555560/565Aug 21$4.70$0.3015.67$550.30$564.70
540/545555/560Aug 21$4.65$0.3513.29$540.35$559.65
550/555565/570Aug 21$4.65$0.3513.29$550.35$569.65
525/530545/550Aug 21$4.57$0.4310.63$525.43$549.57
535/540550/555Aug 21$4.50$0.509.00$535.50$554.50
500/510525/540Aug 21$13.18$1.827.24$496.82$538.18
500/510515/520Aug 21$8.53$1.475.80$501.47$523.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$570.00$575.00$580.00Aug 21$0.15$4.8532.33
$565.00$570.00$575.00Aug 21$0.40$4.6011.50
$575.00$580.00$585.00Aug 21$0.80$4.205.25
$550.00$555.00$560.00Aug 21$0.85$4.154.88
$545.00$550.00$555.00Aug 21$0.95$4.054.26
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Aug 21$0.43$4.5710.63
$530.00$535.00$540.00Aug 21$0.45$4.5510.11
$555.00$560.00$565.00Aug 21$0.55$4.458.09
$490.00$495.00$500.00Aug 21$0.65$4.356.69
$535.00$540.00$545.00Aug 21$1.00$4.004.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.32, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$525.00$540.001:2Aug 21-$12.10$2.90
$585.00$590.001:2Aug 21-$2.65$2.35
$595.00$600.001:2Aug 21-$3.50$1.50
$620.00$625.001:2Aug 21-$3.95$1.05
$590.00$595.001:2Aug 21-$4.95$0.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$500.001:2Aug 21-$0.32$9.68
$485.00$475.001:2Aug 21-$2.44$7.56
$525.00$520.001:2Aug 21-$0.12$4.88
$500.00$495.001:2Aug 21-$1.75$3.25
$490.00$485.001:2Aug 21-$2.40$2.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.90%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Aug 21$15.900.520.1%2.90%3.04%160285
$555.00Aug 21$12.900.471.1%2.35%3.40%12112
$560.00Aug 21$11.300.422.0%2.06%4.02%1787
$570.00Aug 21$7.600.343.8%1.38%5.17%437304
$575.00Aug 21$6.600.304.7%1.20%5.90%1--
$565.00Aug 21$6.500.382.9%1.18%4.06%963
$580.00Aug 21$5.300.265.6%0.97%6.57%1--
$590.00Aug 21$3.100.197.4%0.56%7.99%2--
$585.00Aug 21$1.700.236.5%0.31%6.82%2--
$600.00Aug 21$1.000.179.2%0.18%9.43%28228

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 961
Total Puts 310
Put/Call Ratio 0.32
Net Difference 651

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,845
Total Puts 6,997
Average Put/Call Ratio 1.22
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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