Tour v494
NOC
NORTHROP GRUMMAN COR
$571.58 +0.68%
$571.90 (+0.06%)🌙
as of 08/07 06:06 PM
8/7 18:06

Option Volume

Detail
Current (08/07) 955
Calls: 479 (50%)
Puts: 476 (50%)
Prior (08/06) 1,154
Calls: 649 (56%)
Puts: 505 (44%)
Current vs Prior -17.24%
Calls: -26.19% (Calls)
Puts: -5.74% (Puts)
Prior 7-Day Total 8,489
Calls: 4,499 (53%)
Puts: 3,990 (47%)
Prior 7-Day Average 1,212
Calls: 642 (53%)
Puts: 570 (47%)
Current vs Prior 7-Day Avg -21.25%
Calls: -25.47%
Puts: -16.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $1.23M
Calls: $1.03M (84%)
Puts: $200.1K (16%)
Prior (08/06) $1.65M
Calls: $1.19M (72%)
Puts: $467.5K (28%)
Current vs Prior -25.39%
Calls: -12.85%
Puts: -57.20%
Prior 7-Day Total $14.45M
Calls: $7.40M (51%)
Puts: $7.05M (49%)
Prior 7-Day Average $2.06M
Calls: $1.06M (51%)
Puts: $1.01M (49%)
Current vs Prior 7-Day Avg -40.24%
Calls: -2.20%
Puts: -80.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.99
Prior (08/06) 0.78
Current vs Prior +27.71%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg +1.76%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/07) 30,255
Calls: 14,420 (48%)
Puts: 15,835 (52%)
Prior (08/06) 8,827
Calls: 4,438 (50%)
Puts: 4,389 (50%)
Current vs Prior +242.76%
Prior 7-Day Total 90,568
Calls: 45,143 (50%)
Puts: 45,425 (50%)
Prior 7-Day Average 12,938
Calls: 6,449 (50%)
Puts: 6,489 (50%)
Current vs Prior 7-Day Avg +133.84%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.24% | 7.69%4.24% | 7.69%
Prior 4.80% | 8.23%4.80% | 8.23%
Current vs Prior -11.61% | -6.52%-11.61% | -6.52%
Prior 7-Day Avg 5.69% | 8.96%5.69% | 8.96%
Current vs 7-Day Avg -25.45% | -14.21%-25.45% | -14.21%
Prior 7-Day Eod 4.80% | 8.23%4.80% | 8.23%
Current vs 7-Day Eod -11.61% | -6.52%-11.61% | -6.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.28% | 18.91%
Calls: 10.97% | 16.04%
Puts: 9.59% | 21.78%
Prior 15.45% | 19.88%
Calls: 10.00% | 17.72%
Puts: 20.90% | 22.03%
Current vs Prior -33.46% | -4.88%
Prior 7-Day Avg 16.11% | 12.79%
Calls: 15.10% | 13.61%
Puts: 17.12% | 11.98%
Current vs 7-Day Avg -36.19% | +47.80%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($1.03M) vs puts ($200.1K). Rising open interest (up 243%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 11 of results (avg 7.5%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2198.00103.20$100.605.2%--1.0045
$500.00Aug 2169.6073.80$71.705.9%--1.0028
$480.00Sep 1890.2095.70$92.955.9%--0.9210
$480.00Aug 2188.0093.70$90.856.3%20.926
$490.00Aug 2178.0083.70$80.857.1%21.0012
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 1852.1057.10$54.609.2%--0.8248

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. 43 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2198.00103.20$100.605.2%--1.0045
$490.00Aug 2178.0083.70$80.857.1%21.0012
$500.00Aug 2169.6073.80$71.705.9%--1.0028
$510.00Aug 2158.0063.90$60.959.7%21.0027
$515.00Aug 2154.8059.00$56.907.4%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 1852.1057.10$54.609.2%--0.8248
$600.00Aug 2129.0033.50$31.2514.4%--0.82109
$610.00Sep 1844.4050.00$47.2011.9%--0.7627
$605.00Sep 1839.3045.10$42.2013.7%--0.7370
$590.00Aug 2120.9025.40$23.1519.4%--0.7230

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 709, top 126)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 189.1010.70$9.9016.2%1080.30450
$550.00Aug 2121.0028.80$24.9031.3%290.76190
$600.00Aug 212.553.20$2.8822.6%270.18252
$580.00Aug 216.008.30$7.1532.2%240.38259
$570.00Aug 219.9013.20$11.5528.6%180.52438
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 210.001.05$0.53198.1%1260.03203
$470.00Aug 210.001.15$0.57201.8%1250.03319
$510.00Aug 210.050.95$0.50180.0%170.03291
$530.00Sep 185.809.30$7.5546.4%170.2266
$500.00Aug 210.050.45$0.25160.0%130.02215

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 34.0%, max 130.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$680.00Aug 21Sep 1856.3%28.5%97.7%--224
$660.00Aug 21Sep 1859.2%31.7%86.9%--71
$640.00Aug 21Sep 1850.4%29.0%73.5%1123
$620.00Aug 21Sep 1841.7%25.7%62.4%5236
$480.00Aug 21Sep 1865.0%40.2%61.8%216
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$475.00Aug 21Sep 1868.2%29.6%130.5%397
$465.00Aug 21Sep 1874.1%38.4%93.1%173
$495.00Aug 21Sep 1849.8%28.2%76.5%2182
$460.00Aug 21Sep 1876.5%44.6%71.5%--184
$485.00Aug 21Sep 1861.4%36.6%67.9%--55

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 49.00, avg 5.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$650.00$655.00Aug 21$0.12$4.88$0.1240.67$650.12
$620.00$640.00Sep 18$1.05$18.95$1.0518.05$621.05
$660.00$680.00Sep 18$1.73$18.27$1.7310.56$661.73
$585.00$590.00Aug 21$0.65$4.35$0.656.69$585.65
$640.00$650.00Sep 18$1.33$8.67$1.336.52$641.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$465.00$460.00Aug 21$0.10$4.90$0.1049.00$464.90
$545.00$540.00Aug 21$0.15$4.85$0.1532.33$544.85
$510.00$505.00Aug 21$0.17$4.83$0.1728.41$509.83
$555.00$550.00Aug 21$0.20$4.80$0.2024.00$554.80
$510.00$500.00Sep 18$0.92$9.08$0.929.87$509.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 89 found (best R:R 74.00, avg 4.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$495.00Sep 18$14.80$14.80$0.2074.00$494.80
$520.00$525.00Aug 21$4.90$4.90$0.1049.00$524.90
$530.00$535.00Aug 21$4.90$4.90$0.1049.00$534.90
$470.00$480.00Aug 21$9.75$9.75$0.2539.00$479.75
$525.00$530.00Aug 21$4.85$4.85$0.1532.33$529.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$590.00Aug 21$8.10$8.10$1.904.26$591.90
$605.00$600.00Sep 18$3.70$3.70$1.302.85$601.30
$620.00$610.00Sep 18$7.40$7.40$2.602.85$612.60
$580.00$575.00Aug 21$3.65$3.65$1.352.70$576.35
$590.00$585.00Aug 21$3.60$3.60$1.402.57$586.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $5.59, cheapest $0.21)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 18$0.5041.7%25.7%
$500.00Aug 21Sep 18$1.6032.9%29.5%
$650.00Aug 21Sep 18$1.6034.3%27.8%
$480.00Aug 21Sep 18$2.1065.0%40.2%
$520.00Aug 21Sep 18$3.2032.5%28.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$470.00Aug 21Sep 18$0.2152.1%31.2%
$460.00Aug 21Sep 18$0.2576.5%44.6%
$485.00Aug 21Sep 18$0.5061.4%36.6%
$480.00Aug 21Sep 18$0.9865.0%40.2%
$490.00Aug 21Sep 18$2.0741.8%33.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 3.61% of stock, avg 8.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$575.00Aug 21$7.95$12.70$20.65$554.35$595.653.61%
$570.00Aug 21$11.55$10.25$21.80$548.20$591.803.81%
$580.00Aug 21$7.15$16.35$23.50$556.50$603.504.11%
$565.00Aug 21$16.15$8.35$24.50$540.50$589.504.29%
$585.00Aug 21$5.85$19.55$25.40$559.60$610.404.44%
$560.00Aug 21$19.35$6.95$26.30$533.70$586.304.60%
$555.00Aug 21$21.95$5.15$27.10$527.90$582.104.74%
$590.00Aug 21$5.20$23.15$28.35$561.65$618.354.96%
$550.00Aug 21$24.90$4.95$29.85$520.15$579.855.22%
$545.00Aug 21$29.35$3.93$33.28$511.72$578.285.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.78% of stock, avg 3.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$590.00$550.00Aug 21$5.20$4.95$10.15$539.85$600.15
$595.00$550.00Aug 21$5.35$4.95$10.30$539.70$605.30
$590.00$555.00Aug 21$5.20$5.15$10.35$544.65$600.35
$595.00$555.00Aug 21$5.35$5.15$10.50$544.50$605.50
$585.00$550.00Aug 21$5.85$4.95$10.80$539.20$595.80
$585.00$555.00Aug 21$5.85$5.15$11.00$544.00$596.00
$580.00$550.00Aug 21$7.15$4.95$12.10$537.90$592.10
$590.00$560.00Aug 21$5.20$6.95$12.15$547.85$602.15
$580.00$555.00Aug 21$7.15$5.15$12.30$542.70$592.30
$595.00$560.00Aug 21$5.35$6.95$12.30$547.70$607.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 65.67, avg credit $4.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
460/465470/480Aug 21$9.85$0.1565.67$455.15$479.85
525/530540/545Sep 18$4.90$0.1049.00$525.10$544.90
495/500545/550Sep 18$4.78$0.2221.73$495.22$549.78
495/500510/520Sep 18$9.48$0.5218.23$490.52$519.48
530/535540/545Sep 18$4.70$0.3015.67$530.30$544.70
520/525545/550Sep 18$4.65$0.3513.29$520.35$549.65
460/465490/500Aug 21$9.25$0.7512.33$455.75$499.25
515/520535/540Aug 21$4.60$0.4011.50$515.40$539.60
510/515520/525Sep 18$4.60$0.4011.50$510.40$524.60
510/515530/535Sep 18$4.60$0.4011.50$510.40$534.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$510.00$520.00Sep 18$0.25$9.7539.00
$540.00$545.00$550.00Aug 21$0.15$4.8532.33
$590.00$595.00$600.00Sep 18$0.30$4.7015.67
$550.00$555.00$560.00Aug 21$0.35$4.6513.29
$575.00$580.00$585.00Sep 18$0.40$4.6011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$465.00$470.00Sep 18$0.08$4.9261.50
$500.00$505.00$510.00Aug 21$0.09$4.9154.56
$480.00$485.00$490.00Sep 18$0.13$4.8737.46
$515.00$520.00$525.00Sep 18$0.15$4.8532.33
$570.00$580.00$590.00Sep 18$0.65$9.3514.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-2.28, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$640.001:2Sep 18-$2.28$17.72
$640.00$650.001:2Sep 18-$0.67$9.33
$650.00$660.001:2Sep 18-$2.96$7.04
$650.00$655.001:2Aug 21-$0.16$4.84
$595.00$600.001:2Aug 21-$0.41$4.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$500.001:2Sep 18-$1.56$8.44
$510.00$505.001:2Aug 21-$0.16$4.84
$505.00$500.001:2Aug 21-$0.17$4.83
$515.00$510.001:2Aug 21-$0.55$4.45
$525.00$520.001:2Aug 21-$0.60$4.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.87%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$575.00Sep 18$16.400.470.6%2.87%3.47%413
$580.00Sep 18$15.000.441.5%2.62%4.10%487
$585.00Sep 18$14.000.402.4%2.45%4.80%737
$590.00Sep 18$10.700.363.2%1.87%5.09%495
$600.00Sep 18$9.100.305.0%1.59%6.56%108450
$595.00Sep 18$9.000.334.1%1.57%5.67%28
$605.00Sep 18$7.000.275.8%1.22%7.07%121
$610.00Sep 18$6.700.246.7%1.17%7.89%763
$580.00Aug 21$6.000.381.5%1.05%2.52%24259
$575.00Aug 21$5.200.440.6%0.91%1.51%3209

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 479
Total Puts 476
Put/Call Ratio 0.99
Net Difference 3

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,499
Total Puts 3,990
Average Put/Call Ratio 0.98
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