Tour v472
NOC
NORTHROP GRUMMAN COR
$534.85 -0.04%
7/30 18:10

Option Volume

Detail
Current (07/30) 1,513
Calls: 636 (42%)
Puts: 877 (58%)
Prior (07/29) 975
Calls: 684 (70%)
Puts: 291 (30%)
Current vs Prior +55.18%
Calls: -7.02% (Calls)
Puts: +201.37% (Puts)
Prior 7-Day Total 11,570
Calls: 5,567 (48%)
Puts: 6,003 (52%)
Prior 7-Day Average 1,652
Calls: 795 (48%)
Puts: 857 (52%)
Current vs Prior 7-Day Avg -8.46%
Calls: -20.03%
Puts: +2.27%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $2.37M
Calls: $1.19M (50%)
Puts: $1.18M (50%)
Prior (07/29) $1.71M
Calls: $825.4K (48%)
Puts: $887.2K (52%)
Current vs Prior +38.37%
Calls: +44.16%
Puts: +32.98%
Prior 7-Day Total $16.80M
Calls: $9.04M (54%)
Puts: $7.76M (46%)
Prior 7-Day Average $2.40M
Calls: $1.29M (54%)
Puts: $1.11M (46%)
Current vs Prior 7-Day Avg -1.26%
Calls: -7.86%
Puts: +6.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 1.38
Prior (07/29) 0.43
Current vs Prior +224.12%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg +29.80%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 5,694
Calls: 3,075 (54%)
Puts: 2,619 (46%)
Prior (07/29) 4,951
Calls: 2,890 (58%)
Puts: 2,061 (42%)
Current vs Prior +15.01%
Prior 7-Day Total 102,951
Calls: 50,477 (49%)
Puts: 52,474 (51%)
Prior 7-Day Average 14,707
Calls: 7,211 (49%)
Puts: 7,496 (51%)
Current vs Prior 7-Day Avg -61.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.69% | 9.35%
Prior 6.37% | 8.99%
Current vs Prior +5.02% | +3.99%
Prior 7-Day Avg 7.23% | 9.98%
Current vs 7-Day Avg -7.43% | -6.33%
Prior 7-Day Eod 6.37% | 8.99%
Current vs 7-Day Eod +5.02% | +3.99%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 24.77% | 15.82%
Calls: 26.14% | 22.74%
Puts: 23.39% | 8.90%
Prior 24.77% | 15.82%
Calls: 26.14% | 22.74%
Puts: 23.39% | 8.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 23.41% | 16.09%
Calls: 19.24% | 17.41%
Puts: 27.58% | 14.79%
Current vs 7-Day Avg +5.80% | -1.70%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 55% vs prior. Bearish P/C ratio of 1.38 indicates protective positioning. P/C ratio rising 224% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 8.7%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Aug 219.9010.80$10.358.7%120.38168

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. 8 found (avg delta 0.70, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 2144.0049.80$46.9012.4%20.88--
$510.00Aug 2129.4034.00$31.7014.5%20.7530
$520.00Aug 2121.3025.50$23.4017.9%50.6658
$530.00Aug 2118.2021.50$19.8516.6%50.5747
$535.00Aug 2115.6019.00$17.3019.7%40.52168
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Aug 2141.3046.90$44.1012.7%100.83--
$570.00Aug 2135.2043.00$39.1019.9%30.80--
$550.00Aug 2122.4027.90$25.1521.9%10.63--

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 820, top 309)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 212.606.20$4.4081.8%3090.21549
$600.00Aug 210.054.50$2.28195.2%120.10230
$560.00Aug 215.906.90$6.4015.6%80.2885
$620.00Aug 210.351.80$1.08134.3%60.06--
$520.00Aug 2121.3025.50$23.4017.9%50.6658
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 212.153.30$2.7242.3%1690.1282
$470.00Aug 210.801.60$1.2066.7%1590.06214
$510.00Aug 215.207.00$6.1029.5%410.25261
$440.00Aug 210.051.00$0.53179.2%120.03--
$525.00Aug 219.9010.80$10.358.7%120.38168

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. 23 found (best R:R 77.13, avg 8.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$580.00$585.00Aug 21$0.35$4.65$0.3513.29$580.35
$600.00$610.00Aug 21$1.53$8.47$1.535.54$601.53
$570.00$575.00Aug 21$0.80$4.20$0.805.25$570.80
$575.00$580.00Aug 21$0.85$4.15$0.854.88$575.85
$585.00$590.00Aug 21$1.05$3.95$1.053.76$586.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$465.00$440.00Aug 21$0.32$24.68$0.3277.13$464.68
$480.00$475.00Aug 21$0.20$4.80$0.2024.00$479.80
$475.00$470.00Aug 21$0.25$4.75$0.2519.00$474.75
$470.00$465.00Aug 21$0.35$4.65$0.3513.29$469.65
$500.00$495.00Aug 21$0.60$4.40$0.607.33$499.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 4.88, avg 0.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$510.00$520.00Aug 21$8.30$8.30$1.704.88$518.30
$490.00$510.00Aug 21$15.20$15.20$4.803.17$505.20
$550.00$555.00Aug 21$2.70$2.70$2.301.17$552.70
$530.00$535.00Aug 21$2.55$2.55$2.451.04$532.55
$535.00$540.00Aug 21$2.45$2.45$2.550.96$537.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$570.00$550.00Aug 21$13.95$13.95$6.052.31$556.05
$550.00$525.00Aug 21$14.80$14.80$10.201.45$535.20
$515.00$510.00Aug 21$2.70$2.70$2.301.17$512.30
$505.00$500.00Aug 21$2.05$2.05$2.950.69$502.95
$490.00$485.00Aug 21$1.12$1.12$3.880.29$488.88

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. 5 found (cheapest 6.61% of stock, avg 8.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Aug 21$10.20$25.15$35.35$514.65$585.356.61%
$510.00Aug 21$31.70$6.10$37.80$472.20$547.807.07%
$570.00Aug 21$4.40$39.10$43.50$526.50$613.508.13%
$575.00Aug 21$3.60$44.10$47.70$527.30$622.708.92%
$490.00Aug 21$46.90$2.72$49.62$440.38$539.629.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.60% of stock, avg 2.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$500.00Aug 21$4.40$4.15$8.55$491.45$573.55
$565.00$510.00Aug 21$4.40$6.10$10.50$499.50$575.50
$560.00$500.00Aug 21$6.40$4.15$10.55$489.45$570.55
$565.00$505.00Aug 21$4.40$6.20$10.60$494.40$575.60
$555.00$500.00Aug 21$7.50$4.15$11.65$488.35$566.65
$560.00$510.00Aug 21$6.40$6.10$12.50$497.50$572.50
$560.00$505.00Aug 21$6.40$6.20$12.60$492.40$572.60
$565.00$515.00Aug 21$4.40$8.80$13.20$501.80$578.20
$555.00$510.00Aug 21$7.50$6.10$13.60$496.40$568.60
$555.00$505.00Aug 21$7.50$6.20$13.70$491.30$568.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 87 found (best R:R 19.00, avg credit $4.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
500/505550/555Aug 21$4.75$0.2519.00$500.25$554.75
485/490510/520Aug 21$9.42$0.5816.24$480.58$519.42
510/515560/565Aug 21$4.70$0.3015.67$510.30$564.70
500/505530/535Aug 21$4.60$0.4011.50$500.40$534.60
490/495510/520Aug 21$9.13$0.8710.49$485.87$519.13
500/505535/540Aug 21$4.50$0.509.00$500.50$539.50
495/500510/520Aug 21$8.90$1.108.09$491.10$518.90
465/470510/520Aug 21$8.65$1.356.41$461.35$518.65
470/475510/520Aug 21$8.55$1.455.90$466.45$518.55
475/480510/520Aug 21$8.50$1.505.67$471.50$518.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$535.00$540.00Aug 21$0.10$4.9049.00
$575.00$580.00$585.00Aug 21$0.50$4.509.00
$600.00$610.00$620.00Aug 21$1.86$8.144.38
$550.00$555.00$560.00Aug 21$1.60$3.402.12
$560.00$565.00$570.00Aug 21$2.00$3.001.50
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$480.00$485.00$490.00Aug 21$1.17$3.833.27
$495.00$500.00$505.00Aug 21$1.45$3.552.45
$505.00$510.00$515.00Aug 21$2.80$2.200.79

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.21, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Aug 21-$1.41$8.59
$590.00$600.001:2Aug 21-$3.21$6.79
$585.00$590.001:2Aug 21-$0.30$4.70
$540.00$550.001:2Aug 21-$5.55$4.45
$490.00$510.001:2Aug 21-$16.50$3.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$440.001:2Aug 21-$0.21$24.79
$570.00$550.001:2Aug 21-$11.20$8.80
$490.00$485.001:2Aug 21-$0.48$4.52
$470.00$465.001:2Aug 21-$0.50$4.50
$475.00$470.001:2Aug 21-$0.95$4.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.92%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Aug 21$15.600.520.0%2.92%2.94%4168
$540.00Aug 21$13.300.471.0%2.49%3.45%3146
$550.00Aug 21$9.300.382.8%1.74%4.57%1--
$555.00Aug 21$6.600.323.8%1.23%5.00%4119
$560.00Aug 21$5.900.284.7%1.10%5.81%885
$570.00Aug 21$2.600.216.6%0.49%7.06%309549
$565.00Aug 21$1.700.225.6%0.32%5.95%3--
$580.00Aug 21$1.400.148.4%0.26%8.70%4165
$590.00Aug 21$0.500.0810.3%0.09%10.40%5155
$575.00Aug 21$0.400.177.5%0.07%7.58%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 636
Total Puts 877
Put/Call Ratio 1.38
Net Difference -241

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,567
Total Puts 6,003
Average Put/Call Ratio 1.06
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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