Tour v492
NOC
NORTHROP GRUMMAN COR
$567.74 +1.84%
$567.88 (+0.02%)🌙
as of 08/06 06:12 PM
8/6 18:12

Option Volume

Detail
Current (08/06) 1,154
Calls: 649 (56%)
Puts: 505 (44%)
Prior (08/05) 909
Calls: 290 (32%)
Puts: 619 (68%)
Current vs Prior +26.95%
Calls: +123.79% (Calls)
Puts: -18.42% (Puts)
Prior 7-Day Total 8,606
Calls: 4,811 (56%)
Puts: 3,795 (44%)
Prior 7-Day Average 1,229
Calls: 687 (56%)
Puts: 542 (44%)
Current vs Prior 7-Day Avg -6.14%
Calls: -5.57%
Puts: -6.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $1.65M
Calls: $1.19M (72%)
Puts: $467.5K (28%)
Prior (08/05) $1.40M
Calls: $612.8K (44%)
Puts: $787.6K (56%)
Current vs Prior +18.09%
Calls: +93.57%
Puts: -40.64%
Prior 7-Day Total $14.64M
Calls: $7.53M (51%)
Puts: $7.10M (49%)
Prior 7-Day Average $2.09M
Calls: $1.08M (51%)
Puts: $1.01M (49%)
Current vs Prior 7-Day Avg -20.90%
Calls: +10.24%
Puts: -53.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.78
Prior (08/05) 2.13
Current vs Prior -63.55%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -14.63%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/06) 8,827
Calls: 4,438 (50%)
Puts: 4,389 (50%)
Prior (08/05) 6,279
Calls: 3,302 (53%)
Puts: 2,977 (47%)
Current vs Prior +40.58%
Prior 7-Day Total 87,538
Calls: 44,004 (50%)
Puts: 43,534 (50%)
Prior 7-Day Average 12,505
Calls: 6,286 (50%)
Puts: 6,219 (50%)
Current vs Prior 7-Day Avg -29.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.80% | 8.23%
Prior 4.96% | 8.40%
Current vs Prior -3.23% | -2.12%
Prior 7-Day Avg 5.94% | 9.17%
Current vs 7-Day Avg -19.20% | -10.34%
Prior 7-Day Eod 4.96% | 8.40%
Current vs 7-Day Eod -3.23% | -2.12%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 15.45% | 19.88%
Calls: 10.00% | 17.72%
Puts: 20.90% | 22.03%
Prior 19.48% | 6.12%
Calls: 7.77% | 6.06%
Puts: 31.18% | 6.19%
Current vs Prior -20.69% | +224.84%
Prior 7-Day Avg 17.35% | 11.83%
Calls: 15.95% | 13.75%
Puts: 18.74% | 9.91%
Current vs 7-Day Avg -10.94% | +68.07%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.19M). P/C ratio dropping 64% - sentiment shifting bullish. Rising open interest (up 41%) 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 BEARISH
7-Day Avg BULLISH
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 7 of results (avg 7.7%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Aug 2186.6091.00$88.805.0%10.90--
$500.00Sep 1869.2073.00$71.105.3%20.9418
$510.00Aug 2157.0061.30$59.157.3%40.9429
$520.00Aug 2147.4051.30$49.357.9%310.9459
$535.00Aug 2134.1037.30$35.709.0%20.84--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 1855.0060.40$57.709.4%20.81--

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 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1869.2073.00$71.105.3%20.9418
$520.00Aug 2147.4051.30$49.357.9%310.9459
$510.00Aug 2157.0061.30$59.157.3%40.9429
$480.00Aug 2186.6091.00$88.805.0%10.90--
$525.00Aug 2142.7047.10$44.909.8%20.8756
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2132.5038.00$35.2515.6%10.83109
$620.00Sep 1855.0060.40$57.709.4%20.81--
$580.00Aug 2117.2021.10$19.1520.4%10.6461
$575.00Aug 2114.2020.00$17.1033.9%50.5919
$575.00Sep 1823.6027.10$25.3513.8%60.56--

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 724, top 116)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Aug 216.708.30$7.5021.3%1160.36172
$680.00Sep 180.000.95$0.48197.9%910.0362
$580.00Sep 1814.0018.10$16.0525.5%340.4155
$565.00Sep 1821.6024.60$23.1013.0%320.5193
$520.00Aug 2147.4051.30$49.357.9%310.9459
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 214.309.00$6.6570.7%290.29157
$560.00Aug 217.609.40$8.5021.2%280.39108
$480.00Aug 210.006.90$3.45200.0%140.09--
$465.00Aug 210.000.30$0.15200.0%120.0149
$460.00Aug 210.000.30$0.15200.0%80.01100

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 25.7%, max 115.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$680.00Aug 21Sep 1848.3%27.2%77.5%9262
$590.00Aug 21Sep 1833.8%27.6%22.3%7153
$550.00Aug 21Sep 1830.3%26.3%15.0%8309
$545.00Aug 21Sep 1831.4%28.6%10.0%12395
$600.00Aug 21Sep 1827.7%27.1%2.3%46725
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Aug 21Sep 1865.8%30.6%115.2%19100
$540.00Aug 21Sep 1833.9%26.9%25.8%9293
$475.00Aug 21Sep 1836.5%29.4%24.1%797
$525.00Aug 21Sep 1834.8%30.2%15.2%8--
$550.00Aug 21Sep 1830.3%26.3%15.0%30157

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 46.62, avg 6.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$615.00$630.00Sep 18$0.35$14.65$0.3541.86$615.35
$600.00$680.00Aug 21$2.00$78.00$2.0039.00$602.00
$630.00$680.00Sep 18$4.12$45.88$4.1211.14$634.12
$610.00$615.00Sep 18$0.90$4.10$0.904.56$610.90
$580.00$585.00Aug 21$1.25$3.75$1.253.00$581.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$475.00$455.00Sep 18$0.42$19.58$0.4246.62$474.58
$495.00$490.00Sep 18$0.18$4.82$0.1826.78$494.82
$520.00$515.00Sep 18$0.35$4.65$0.3513.29$519.65
$510.00$495.00Sep 18$1.37$13.63$1.379.95$508.63
$480.00$475.00Sep 18$0.53$4.47$0.538.43$479.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 84.71, avg 4.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$510.00Aug 21$29.65$29.65$0.3584.71$509.65
$510.00$520.00Aug 21$9.80$9.80$0.2049.00$519.80
$525.00$535.00Aug 21$9.20$9.20$0.8011.50$534.20
$520.00$525.00Aug 21$4.45$4.45$0.558.09$524.45
$540.00$545.00Aug 21$4.45$4.45$0.558.09$544.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$575.00$570.00Aug 21$4.35$4.35$0.656.69$570.65
$600.00$580.00Aug 21$16.10$16.10$3.904.13$583.90
$570.00$565.00Sep 18$3.60$3.60$1.402.57$566.40
$620.00$575.00Sep 18$32.35$32.35$12.652.56$587.65
$480.00$475.00Aug 21$3.35$3.35$1.652.03$476.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $7.30, cheapest $0.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$590.00Aug 21Sep 18$4.2033.8%27.6%
$600.00Aug 21Sep 18$5.4027.7%27.1%
$550.00Aug 21Sep 18$7.4530.3%26.3%
$545.00Aug 21Sep 18$7.5531.4%28.6%
$575.00Aug 21Sep 18$8.5026.5%28.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Aug 21Sep 18$0.8536.5%29.4%
$510.00Aug 21Sep 18$3.8232.5%29.5%
$540.00Aug 21Sep 18$5.4033.9%26.9%
$525.00Aug 21Sep 18$5.6034.8%30.2%
$520.00Aug 21Sep 18$5.7526.9%29.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 4.19% of stock, avg 7.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$570.00Aug 21$11.05$12.75$23.80$546.20$593.804.19%
$565.00Aug 21$14.50$10.35$24.85$540.15$589.854.38%
$560.00Aug 21$16.75$8.50$25.25$534.75$585.254.45%
$575.00Aug 21$8.80$17.10$25.90$549.10$600.904.56%
$580.00Aug 21$7.50$19.15$26.65$553.35$606.654.69%
$555.00Aug 21$20.40$6.30$26.70$528.30$581.704.70%
$550.00Aug 21$23.45$6.65$30.10$519.90$580.105.30%
$540.00Aug 21$31.55$5.20$36.75$503.25$576.756.47%
$600.00Aug 21$2.75$35.25$38.00$562.00$638.006.69%
$575.00Sep 18$17.30$25.35$42.65$532.35$617.657.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 2.02% of stock, avg 4.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$585.00$540.00Aug 21$6.25$5.20$11.45$528.55$596.45
$590.00$540.00Aug 21$7.00$5.20$12.20$527.80$602.20
$585.00$555.00Aug 21$6.25$6.30$12.55$542.45$597.55
$580.00$540.00Aug 21$7.50$5.20$12.70$527.30$592.70
$585.00$550.00Aug 21$6.25$6.65$12.90$537.10$597.90
$590.00$555.00Aug 21$7.00$6.30$13.30$541.70$603.30
$590.00$550.00Aug 21$7.00$6.65$13.65$536.35$603.65
$580.00$555.00Aug 21$7.50$6.30$13.80$541.20$593.80
$575.00$540.00Aug 21$8.80$5.20$14.00$526.00$589.00
$580.00$550.00Aug 21$7.50$6.65$14.15$535.85$594.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 84 found (best R:R 18.23, avg credit $6.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
480/485530/545Sep 18$14.22$0.7818.23$470.78$544.22
510/515565/570Sep 18$4.73$0.2717.52$510.27$569.73
480/485500/530Sep 18$28.27$1.7316.34$456.73$528.27
475/480560/565Sep 18$4.33$0.676.46$475.67$564.33
520/525530/545Sep 18$12.97$2.036.39$512.03$542.97
520/525570/575Sep 18$4.32$0.686.35$520.68$574.32
475/480500/530Sep 18$25.78$4.226.11$454.22$525.78
475/480545/550Sep 18$4.28$0.725.94$475.72$549.28
455/475500/530Sep 18$25.67$4.335.93$449.33$525.67
480/485575/580Sep 18$4.27$0.735.85$480.73$579.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$575.00$580.00$585.00Aug 21$0.05$4.9599.00
$560.00$565.00$570.00Sep 18$0.55$4.458.09
$545.00$550.00$555.00Aug 21$0.60$4.407.33
$565.00$570.00$575.00Sep 18$0.70$4.306.14
$540.00$545.00$550.00Aug 21$0.80$4.205.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$555.00$560.00$565.00Sep 18$0.15$4.8532.33
$560.00$565.00$570.00Aug 21$0.55$4.458.09
$515.00$520.00$525.00Sep 18$1.42$3.582.52
$485.00$490.00$495.00Sep 18$1.63$3.372.07
$560.00$565.00$570.00Sep 18$1.80$3.201.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.11, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$615.00$630.001:2Sep 18-$4.25$10.75
$500.00$530.001:2Sep 18-$20.60$9.40
$590.00$600.001:2Sep 18-$5.10$4.90
$595.00$600.001:2Aug 21-$0.55$4.45
$580.00$590.001:2Sep 18-$6.35$3.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$455.001:2Sep 18-$0.11$19.89
$600.00$580.001:2Aug 21-$3.05$16.95
$500.00$480.001:2Aug 21-$6.15$13.85
$510.00$495.001:2Sep 18-$1.86$13.14
$475.00$465.001:2Aug 21-$0.20$9.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.91%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$570.00Sep 18$16.500.480.4%2.91%3.30%981
$575.00Sep 18$14.000.441.3%2.47%3.74%710
$580.00Sep 18$14.000.412.2%2.47%4.63%3455
$570.00Aug 21$9.500.480.4%1.67%2.07%26427
$590.00Sep 18$9.100.333.9%1.60%5.52%1--
$605.00Sep 18$7.400.256.6%1.30%7.87%717
$575.00Aug 21$7.200.411.3%1.27%2.55%5209
$580.00Aug 21$6.700.362.2%1.18%3.34%116172
$600.00Sep 18$6.200.275.7%1.09%6.77%24465
$585.00Aug 21$5.300.313.0%0.93%3.97%245

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 649
Total Puts 505
Put/Call Ratio 0.78
Net Difference 144

Prior's Put/Call Breakdown

Total Calls 290
Total Puts 619
Put/Call Ratio 2.13
Net Difference -329

Prior 7-Day Put/Call Summary

Total Calls 4,811
Total Puts 3,795
Average Put/Call Ratio 0.91
Ratio Trend Falling

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