Tour v456
NOC
NORTHROP GRUMMAN COR
$535.05 -2.58%
$534.60 (-0.08%)🌙
as of 07/29 06:12 PM
7/29 18:12

Option Volume

Detail
Current (07/29) 975
Calls: 684 (70%)
Puts: 291 (30%)
Prior (07/28) 1,271
Calls: 961 (76%)
Puts: 310 (24%)
Current vs Prior -23.29%
Calls: -28.82% (Calls)
Puts: -6.13% (Puts)
Prior 7-Day Total 12,965
Calls: 6,271 (48%)
Puts: 6,694 (52%)
Prior 7-Day Average 1,852
Calls: 895 (48%)
Puts: 956 (52%)
Current vs Prior 7-Day Avg -47.36%
Calls: -23.65%
Puts: -69.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $1.71M
Calls: $825.4K (48%)
Puts: $887.2K (52%)
Prior (07/28) $1.84M
Calls: $1.32M (72%)
Puts: $517.8K (28%)
Current vs Prior -6.74%
Calls: -37.40%
Puts: +71.35%
Prior 7-Day Total $17.97M
Calls: $9.71M (54%)
Puts: $8.25M (46%)
Prior 7-Day Average $2.57M
Calls: $1.39M (54%)
Puts: $1.18M (46%)
Current vs Prior 7-Day Avg -33.27%
Calls: -40.50%
Puts: -24.77%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29) 0.43
Prior (07/28) 0.32
Current vs Prior +31.89%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -61.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 4,951
Calls: 2,890 (58%)
Puts: 2,061 (42%)
Prior (07/28) 5,797
Calls: 3,299 (57%)
Puts: 2,498 (43%)
Current vs Prior -14.59%
Prior 7-Day Total 120,334
Calls: 58,434 (49%)
Puts: 61,900 (51%)
Prior 7-Day Average 17,190
Calls: 8,347 (49%)
Puts: 8,842 (51%)
Current vs Prior 7-Day Avg -71.20%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.37% | 8.99%
Prior 6.55% | 9.70%
Current vs Prior -2.63% | -7.37%
Prior 7-Day Avg 7.62% | 10.31%
Current vs 7-Day Avg -16.35% | -12.83%
Prior 7-Day Eod 6.55% | 9.70%
Current vs 7-Day Eod -2.63% | -7.37%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 24.77% | 15.82%
Calls: 26.14% | 22.74%
Puts: 23.39% | 8.90%
Prior 24.11% | 13.12%
Calls: 15.96% | 18.67%
Puts: 32.26% | 7.58%
Current vs Prior +2.74% | +20.58%
Prior 7-Day Avg 22.70% | 16.80%
Calls: 18.34% | 17.08%
Puts: 27.06% | 16.53%
Current vs 7-Day Avg +9.11% | -5.84%
Liquidity Expensive
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🤖 AI Insights

Extreme bullish P/C ratio of 0.43 - heavy call buying (684 calls vs 291 puts). P/C ratio rising 32% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 0.67, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Aug 2141.4047.10$44.2512.9%10.87--
$500.00Aug 2137.2042.80$40.0014.0%10.84--
$515.00Aug 2126.5031.20$28.8516.3%10.72--
$530.00Aug 2117.4022.90$20.1527.3%20.58--
$535.00Aug 2114.0020.20$17.1036.3%30.53167
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 2135.7041.20$38.4514.3%10.7951
$555.00Aug 2124.2029.90$27.0521.1%10.6651
$550.00Aug 2120.8025.00$22.9018.3%80.62167
$545.00Aug 2118.5022.70$20.6020.4%10.58--
$540.00Aug 2115.6018.40$17.0016.5%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 612, top 498)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 214.305.60$4.9526.3%4980.22496
$550.00Aug 219.6011.20$10.4015.4%70.38195
$545.00Aug 2110.0013.00$11.5026.1%50.42329
$620.00Aug 210.201.75$0.98158.2%50.05166
$535.00Aug 2114.0020.20$17.1036.3%30.53167
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 213.003.90$3.4526.1%240.16130
$485.00Aug 210.004.80$2.40200.0%110.1135
$505.00Aug 213.904.80$4.3520.7%110.2030
$550.00Aug 2120.8025.00$22.9018.3%80.62167
$440.00Aug 210.050.20$0.13115.4%60.0164

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. 21 found (best R:R 44.45, avg 8.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$620.00Aug 21$0.75$19.25$0.7525.67$600.75
$580.00$585.00Aug 21$0.22$4.78$0.2221.73$580.22
$585.00$600.00Aug 21$1.90$13.10$1.906.89$586.90
$550.00$555.00Aug 21$0.95$4.05$0.954.26$550.95
$545.00$550.00Aug 21$1.10$3.90$1.103.55$546.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$465.00Aug 21$0.33$14.67$0.3344.45$479.67
$460.00$440.00Aug 21$0.45$19.55$0.4543.44$459.55
$505.00$500.00Aug 21$0.90$4.10$0.904.56$504.10
$510.00$505.00Aug 21$1.20$3.80$1.203.17$508.80
$515.00$510.00Aug 21$1.30$3.70$1.302.85$513.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 5.67, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$495.00$500.00Aug 21$4.25$4.25$0.755.67$499.25
$500.00$515.00Aug 21$11.15$11.15$3.852.90$511.15
$540.00$545.00Aug 21$3.45$3.45$1.552.23$543.45
$530.00$535.00Aug 21$3.05$3.05$1.951.56$533.05
$515.00$530.00Aug 21$8.70$8.70$6.301.38$523.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$555.00$550.00Aug 21$4.15$4.15$0.854.88$550.85
$570.00$555.00Aug 21$11.40$11.40$3.603.17$558.60
$545.00$540.00Aug 21$3.60$3.60$1.402.57$541.40
$465.00$460.00Aug 21$3.12$3.12$1.881.66$461.88
$550.00$545.00Aug 21$2.30$2.30$2.700.85$547.70

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. 7 found (cheapest 5.97% of stock, avg 6.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Aug 21$14.95$17.00$31.95$508.05$571.955.97%
$545.00Aug 21$11.50$20.60$32.10$512.90$577.106.00%
$550.00Aug 21$10.40$22.90$33.30$516.70$583.306.22%
$515.00Aug 21$28.85$6.85$35.70$479.30$550.706.67%
$555.00Aug 21$9.45$27.05$36.50$518.50$591.506.82%
$570.00Aug 21$4.95$38.45$43.40$526.60$613.408.11%
$500.00Aug 21$40.00$3.45$43.45$456.55$543.458.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.13% of stock, avg 2.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$500.00Aug 21$7.95$3.45$11.40$488.60$571.40
$560.00$490.00Aug 21$7.95$4.22$12.17$477.83$572.17
$560.00$505.00Aug 21$7.95$4.35$12.30$492.70$572.30
$555.00$500.00Aug 21$9.45$3.45$12.90$487.10$567.90
$560.00$510.00Aug 21$7.95$5.55$13.50$496.50$573.50
$555.00$490.00Aug 21$9.45$4.22$13.67$476.33$568.67
$555.00$505.00Aug 21$9.45$4.35$13.80$491.20$568.80
$550.00$500.00Aug 21$10.40$3.45$13.85$486.15$563.85
$550.00$490.00Aug 21$10.40$4.22$14.62$475.38$564.62
$550.00$505.00Aug 21$10.40$4.35$14.75$490.25$564.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 37.46, avg credit $4.95)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
485/490530/535Aug 21$4.87$0.1337.46$485.13$534.87
460/465500/515Aug 21$14.27$0.7319.55$450.73$514.27
510/515540/545Aug 21$4.75$0.2519.00$510.25$544.75
505/510540/545Aug 21$4.65$0.3513.29$505.35$544.65
460/465555/560Aug 21$4.62$0.3812.16$460.38$559.62
540/545550/555Aug 21$4.55$0.4510.11$540.45$554.55
500/505540/545Aug 21$4.35$0.656.69$500.65$544.35
510/515530/535Aug 21$4.35$0.656.69$510.65$534.35
485/490500/515Aug 21$12.97$2.036.39$477.03$512.97
505/510530/535Aug 21$4.25$0.755.67$505.75$534.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$545.00$550.00$555.00Aug 21$0.15$4.8532.33
$560.00$565.00$570.00Aug 21$0.70$4.306.14
$500.00$515.00$530.00Aug 21$2.45$12.555.12
$530.00$535.00$540.00Aug 21$0.90$4.104.56
$570.00$575.00$580.00Aug 21$1.60$3.402.12
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$505.00$510.00$515.00Aug 21$0.10$4.9049.00
$500.00$505.00$510.00Aug 21$0.30$4.7015.67
$545.00$550.00$555.00Aug 21$1.85$3.151.70
$480.00$485.00$490.00Aug 21$3.45$1.550.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.23, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$620.001:2Aug 21-$0.23$19.77
$515.00$530.001:2Aug 21-$11.45$3.55
$570.00$575.001:2Aug 21-$2.25$2.75
$580.00$585.001:2Aug 21-$3.41$1.59
$565.00$570.001:2Aug 21-$3.80$1.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$465.001:2Aug 21-$3.37$11.63
$500.00$490.001:2Aug 21-$4.99$5.01
$490.00$485.001:2Aug 21-$0.58$4.42
$505.00$500.001:2Aug 21-$2.55$2.45
$510.00$505.001:2Aug 21-$3.15$1.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.32%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Aug 21$12.400.480.9%2.32%3.24%1--
$545.00Aug 21$10.000.421.9%1.87%3.73%5329
$550.00Aug 21$9.600.382.8%1.79%4.59%7195
$555.00Aug 21$6.500.353.7%1.21%4.94%1--
$560.00Aug 21$5.800.314.7%1.08%5.75%1--
$565.00Aug 21$5.400.265.6%1.01%6.61%1--
$570.00Aug 21$4.300.226.5%0.80%7.34%498496
$575.00Aug 21$2.800.187.5%0.52%7.99%1--
$580.00Aug 21$1.500.178.4%0.28%8.68%1--
$600.00Aug 21$0.850.0912.1%0.16%12.30%1--

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 684
Total Puts 291
Put/Call Ratio 0.43
Net Difference 393

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,271
Total Puts 6,694
Average Put/Call Ratio 1.10
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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