Tour v487
NOC
NORTHROP GRUMMAN COR
$548.47 +1.10%
$547.54 (-0.17%)🌙
as of 08/03 06:07 PM
8/3 18:08

Option Volume

Detail
Current (08/03) 1,517
Calls: 771 (51%)
Puts: 746 (49%)
Prior (07/31) 1,946
Calls: 1,140 (59%)
Puts: 806 (41%)
Current vs Prior -22.05%
Calls: -32.37% (Calls)
Puts: -7.44% (Puts)
Prior 7-Day Total 9,857
Calls: 5,110 (52%)
Puts: 4,747 (48%)
Prior 7-Day Average 1,408
Calls: 730 (52%)
Puts: 678 (48%)
Current vs Prior 7-Day Avg +7.73%
Calls: +5.62%
Puts: +10.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $2.48M
Calls: $1.15M (46%)
Puts: $1.33M (54%)
Prior (07/31) $3.89M
Calls: $1.62M (42%)
Puts: $2.27M (58%)
Current vs Prior -36.30%
Calls: -29.04%
Puts: -41.49%
Prior 7-Day Total $15.61M
Calls: $8.48M (54%)
Puts: $7.13M (46%)
Prior 7-Day Average $2.23M
Calls: $1.21M (54%)
Puts: $1.02M (46%)
Current vs Prior 7-Day Avg +11.07%
Calls: -5.09%
Puts: +30.27%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/03) 0.97
Prior (07/31) 0.71
Current vs Prior +36.85%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -5.47%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/03) 28,956
Calls: 13,820 (48%)
Puts: 15,136 (52%)
Prior (07/31) 28,317
Calls: 13,404 (47%)
Puts: 14,913 (53%)
Current vs Prior +2.26%
Prior 7-Day Total 105,276
Calls: 51,418 (49%)
Puts: 53,858 (51%)
Prior 7-Day Average 15,039
Calls: 7,345 (49%)
Puts: 7,694 (51%)
Current vs Prior 7-Day Avg +92.53%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.59% | 9.56%
Prior 6.01% | 9.37%
Current vs Prior -7.01% | +2.02%
Prior 7-Day Avg 6.83% | 9.69%
Current vs 7-Day Avg -18.16% | -1.26%
Prior 7-Day Eod 6.01% | 9.37%
Current vs 7-Day Eod -7.01% | +2.02%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 7.28% | 13.12%
Calls: 8.10% | 8.63%
Puts: 6.45% | 17.60%
Prior 12.54% | 10.99%
Calls: 16.77% | 12.65%
Puts: 8.31% | 9.33%
Current vs Prior -41.95% | +19.38%
Prior 7-Day Avg 22.26% | 15.05%
Calls: 20.06% | 18.07%
Puts: 24.45% | 12.04%
Current vs 7-Day Avg -67.29% | -12.82%
Liquidity Expensive
+
Add Card

🤖 AI Insights

P/C ratio rising 37% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 6 of results (avg 7.6%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2178.2082.90$80.555.8%--0.9645
$450.00Aug 2197.80104.00$100.906.1%--0.9825
$480.00Aug 2168.2073.50$70.857.5%10.946
$490.00Aug 2158.7063.70$61.208.2%--0.9611
$560.00Aug 219.6010.50$10.059.0%140.40170
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 219.4010.30$9.859.1%20.39146

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. 23 found (avg delta 0.77, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2197.80104.00$100.906.1%--0.9825
$470.00Aug 2178.2082.90$80.555.8%--0.9645
$490.00Aug 2158.7063.70$61.208.2%--0.9611
$480.00Aug 2168.2073.50$70.857.5%10.946
$500.00Aug 2149.1055.00$52.0511.3%--0.9228
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2149.8055.30$52.5510.5%--0.89109
$590.00Aug 2140.8047.50$44.1515.2%--0.8430
$585.00Aug 2136.4042.60$39.5015.7%540.8274
$580.00Aug 2132.3039.00$35.6518.8%--0.7861
$575.00Aug 2129.3035.00$32.1517.7%--0.7419

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 306, top 54)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 211.102.55$1.8379.2%350.10236
$575.00Aug 215.206.00$5.6014.3%280.26116
$570.00Aug 216.207.30$6.7516.3%260.30442
$560.00Aug 219.6010.50$10.059.0%140.40170
$540.00Aug 2118.0023.70$20.8527.3%110.61145
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Aug 2121.7027.20$24.4522.5%540.6684
$585.00Aug 2136.4042.60$39.5015.7%540.8274
$450.00Aug 210.100.65$0.38144.7%100.021.1K
$500.00Aug 211.052.00$1.5362.1%80.09135
$510.00Aug 212.003.50$2.7554.5%80.14291

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. 34 found (best R:R 24.00, avg 5.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$605.00$610.00Aug 21$0.20$4.80$0.2024.00$605.20
$600.00$605.00Aug 21$0.23$4.77$0.2320.74$600.23
$610.00$620.00Aug 21$0.67$9.33$0.6713.93$610.67
$595.00$600.00Aug 21$0.34$4.66$0.3413.71$595.34
$585.00$590.00Aug 21$0.52$4.48$0.528.62$585.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$500.00$495.00Aug 21$0.23$4.77$0.2320.74$499.77
$455.00$450.00Aug 21$0.52$4.48$0.528.62$454.48
$495.00$490.00Aug 21$0.62$4.38$0.627.06$494.38
$465.00$460.00Aug 21$0.92$4.08$0.924.43$464.08
$525.00$520.00Aug 21$1.30$3.70$1.302.85$523.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 32.33, avg 3.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$480.00Aug 21$9.70$9.70$0.3032.33$479.70
$500.00$510.00Aug 21$9.70$9.70$0.3032.33$509.70
$480.00$490.00Aug 21$9.65$9.65$0.3527.57$489.65
$510.00$515.00Aug 21$4.70$4.70$0.3015.67$514.70
$490.00$500.00Aug 21$9.15$9.15$0.8510.76$499.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$590.00$585.00Aug 21$4.65$4.65$0.3513.29$585.35
$560.00$555.00Aug 21$4.55$4.55$0.4510.11$555.45
$600.00$590.00Aug 21$8.40$8.40$1.605.25$591.60
$585.00$580.00Aug 21$3.85$3.85$1.153.35$581.15
$580.00$575.00Aug 21$3.50$3.50$1.502.33$576.50

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. 23 found (cheapest 5.00% of stock, avg 8.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Aug 21$13.55$13.85$27.40$522.60$577.405.00%
$555.00Aug 21$11.40$16.60$28.00$527.00$583.005.11%
$545.00Aug 21$16.80$11.35$28.15$516.85$573.155.13%
$540.00Aug 21$20.85$9.85$30.70$509.30$570.705.60%
$560.00Aug 21$10.05$21.15$31.20$528.80$591.205.69%
$535.00Aug 21$23.60$8.10$31.70$503.30$566.705.78%
$530.00Aug 21$26.05$6.65$32.70$497.30$562.705.96%
$565.00Aug 21$8.25$24.45$32.70$532.30$597.705.96%
$570.00Aug 21$6.75$26.80$33.55$536.45$603.556.12%
$525.00Aug 21$29.80$6.90$36.70$488.30$561.706.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.44% of stock, avg 3.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$530.00Aug 21$6.75$6.65$13.40$516.60$583.40
$570.00$525.00Aug 21$6.75$6.90$13.65$511.35$583.65
$570.00$535.00Aug 21$6.75$8.10$14.85$520.15$584.85
$565.00$530.00Aug 21$8.25$6.65$14.90$515.10$579.90
$565.00$525.00Aug 21$8.25$6.90$15.15$509.85$580.15
$565.00$535.00Aug 21$8.25$8.10$16.35$518.65$581.35
$570.00$540.00Aug 21$6.75$9.85$16.60$523.40$586.60
$560.00$530.00Aug 21$10.05$6.65$16.70$513.30$576.70
$560.00$525.00Aug 21$10.05$6.90$16.95$508.05$576.95
$555.00$530.00Aug 21$11.40$6.65$18.05$511.95$573.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 29.30, avg credit $4.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
450/455490/500Aug 21$9.67$0.3329.30$445.33$499.67
490/495515/520Aug 21$4.72$0.2816.86$490.28$519.72
460/465520/525Aug 21$4.67$0.3314.15$460.33$524.67
460/465525/530Aug 21$4.67$0.3314.15$460.33$529.67
450/455515/520Aug 21$4.62$0.3812.16$450.38$519.62
490/495520/525Aug 21$4.37$0.636.94$490.63$524.37
490/495525/530Aug 21$4.37$0.636.94$490.63$529.37
495/500515/520Aug 21$4.33$0.676.46$495.67$519.33
450/455520/525Aug 21$4.27$0.735.85$450.73$524.27
450/455525/530Aug 21$4.27$0.735.85$450.73$529.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$480.00$490.00Aug 21$0.05$9.95199.00
$570.00$575.00$580.00Aug 21$0.10$4.9049.00
$595.00$600.00$605.00Aug 21$0.11$4.8944.45
$575.00$580.00$585.00Aug 21$0.15$4.8532.33
$480.00$490.00$500.00Aug 21$0.50$9.5019.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$485.00$490.00Aug 21$0.05$4.9599.00
$545.00$550.00$555.00Aug 21$0.25$4.7519.00
$505.00$510.00$515.00Aug 21$0.27$4.7317.52
$530.00$535.00$540.00Aug 21$0.30$4.7015.67
$575.00$580.00$585.00Aug 21$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.06, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Aug 21-$0.06$9.94
$630.00$640.001:2Aug 21-$2.45$7.55
$625.00$630.001:2Aug 21-$0.10$4.90
$645.00$650.001:2Aug 21-$1.00$4.00
$605.00$610.001:2Aug 21-$1.20$3.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$440.001:2Aug 21-$0.72$9.28
$505.00$500.001:2Aug 21-$0.01$4.99
$495.00$490.001:2Aug 21-$0.06$4.94
$460.00$455.001:2Aug 21-$1.02$3.98
$500.00$495.001:2Aug 21-$1.07$3.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.15%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Aug 21$11.800.500.3%2.15%2.43%5197
$555.00Aug 21$10.300.441.2%1.88%3.07%--116
$560.00Aug 21$9.600.402.1%1.75%3.85%14170
$565.00Aug 21$7.700.343.0%1.40%4.42%277
$570.00Aug 21$6.200.303.9%1.13%5.06%26442
$575.00Aug 21$5.200.264.8%0.95%5.79%28116
$580.00Aug 21$4.000.225.8%0.73%6.48%3168
$585.00Aug 21$2.400.186.7%0.44%7.10%145
$590.00Aug 21$1.950.167.6%0.36%7.93%1152
$595.00Aug 21$1.650.128.5%0.30%8.78%356

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 771
Total Puts 746
Put/Call Ratio 0.97
Net Difference 25

Prior's Put/Call Breakdown

Total Calls 1,140
Total Puts 806
Put/Call Ratio 0.71
Net Difference 334

Prior 7-Day Put/Call Summary

Total Calls 5,110
Total Puts 4,747
Average Put/Call Ratio 1.02
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