Tour v418
NOC
NORTHROP GRUMMAN COR
$548.97 +1.24%
7/27 15:06

Option Volume

Detail
Current (07/27 3:05pm) 645
Calls: 388 (60%)
Puts: 257 (40%)
Prior (07/22) 1,060
Calls: 580 (55%)
Puts: 480 (45%)
Current vs Prior -39.15%
Calls: -33.10% (Calls)
Puts: -46.46% (Puts)
Prior 7-Day Total 9,840
Calls: 4,578 (47%)
Puts: 5,262 (53%)
Prior 7-Day Average 1,405
Calls: 654 (47%)
Puts: 751 (53%)
Current vs Prior 7-Day Avg -54.12%
Calls: -40.67%
Puts: -65.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27 3:05pm) $1.21M
Calls: $944.7K (78%)
Puts: $266.0K (22%)
Prior (07/22) $2.59M
Calls: $1.05M (40%)
Puts: $1.55M (60%)
Current vs Prior -53.34%
Calls: -9.96%
Puts: -82.79%
Prior 7-Day Total $13.92M
Calls: $6.04M (43%)
Puts: $7.88M (57%)
Prior 7-Day Average $1.99M
Calls: $862.5K (43%)
Puts: $1.13M (57%)
Current vs Prior 7-Day Avg -39.13%
Calls: +9.53%
Puts: -76.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 3:05pm) 0.66
Prior (07/22) 0.83
Current vs Prior -19.96%
Prior 7-Day Average 1.69
Current vs Prior 7-Day Avg -60.69%
Sentiment BULLISH

Open Interest

Detail
Current (07/27 3:05pm) 27,119
Calls: 12,895 (48%)
Puts: 14,224 (52%)
Prior (07/22) 26,100
Calls: 12,148 (47%)
Puts: 13,952 (53%)
Current vs Prior +3.90%
Prior 7-Day Total 171,608
Calls: 84,921 (49%)
Puts: 86,687 (51%)
Prior 7-Day Average 24,515
Calls: 12,131 (49%)
Puts: 12,383 (51%)
Current vs Prior 7-Day Avg +10.62%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.75% | 9.94%
Prior 7.71% | 10.37%
Current vs Prior -12.47% | -4.15%
Prior 7-Day Avg 4.65% | 9.78%
Current vs 7-Day Avg +45.10% | +1.60%
Prior 7-Day Eod 7.71% | 10.37%
Current vs 7-Day Eod -12.47% | -4.15%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 17.72% | 16.59%
Calls: 15.15% | 18.69%
Puts: 20.29% | 14.50%
Prior 25.95% | 16.50%
Calls: 20.13% | 15.49%
Puts: 31.76% | 17.52%
Current vs Prior -31.71% | +0.55%
Prior 7-Day Avg 60.89% | 18.96%
Calls: 32.35% | 18.61%
Puts: 76.60% | 19.31%
Current vs 7-Day Avg -70.90% | -12.49%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($944.7K) vs puts ($266.0K). Light premium activity with dollar volume down 53% vs prior. Bullish P/C ratio of 0.66.

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 BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:20BULLISHBULLISHBULLISH
15:05BULLISHBULLISHBULLISH

📈 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 7.7%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2198.80105.40$102.106.5%--0.9325
$490.00Aug 2160.5064.80$62.656.9%10.9212
$480.00Aug 2169.8074.90$72.357.0%10.957
$470.00Aug 2179.4085.50$82.457.4%--0.9545
$485.00Aug 2165.1071.00$68.058.7%10.935
PUTS (0)
No puts meet the criteria

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 0.74, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Aug 2169.8074.90$72.357.0%10.957
$470.00Aug 2179.4085.50$82.457.4%--0.9545
$450.00Aug 2198.80105.40$102.106.5%--0.9325
$485.00Aug 2165.1071.00$68.058.7%10.935
$490.00Aug 2160.5064.80$62.656.9%10.9212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2150.3055.70$53.0010.2%--0.85114
$590.00Aug 2141.8046.80$44.3011.3%--0.7930
$585.00Aug 2137.6043.00$40.3013.4%--0.77154
$580.00Aug 2134.1039.00$36.5513.4%--0.7361
$575.00Aug 2130.2034.20$32.2012.4%--0.6829

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 239, top 49)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 2117.2019.00$18.109.9%490.51310
$545.00Aug 2118.3021.30$19.8015.2%120.56336
$540.00Aug 2122.3024.80$23.5510.6%110.60150
$555.00Aug 2114.6016.80$15.7014.0%100.47120
$650.00Aug 210.051.00$0.53179.2%100.03277
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Aug 210.751.30$1.0253.9%270.0548
$500.00Aug 212.253.00$2.6328.5%170.12126
$490.00Aug 211.352.10$1.7343.4%160.0890
$515.00Aug 214.205.70$4.9530.3%80.20107
$510.00Aug 213.704.70$4.2023.8%60.17260

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. 33 found (best R:R 49.00, avg 6.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$585.00$590.00Aug 21$0.25$4.75$0.2519.00$585.25
$610.00$620.00Aug 21$0.57$9.43$0.5716.54$610.57
$570.00$575.00Aug 21$0.90$4.10$0.904.56$570.90
$565.00$570.00Aug 21$1.15$3.85$1.153.35$566.15
$600.00$605.00Aug 21$1.22$3.78$1.223.10$601.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$485.00Aug 21$0.10$4.90$0.1049.00$489.90
$465.00$460.00Aug 21$0.33$4.67$0.3314.15$464.67
$500.00$495.00Aug 21$0.35$4.65$0.3513.29$499.65
$535.00$530.00Aug 21$0.35$4.65$0.3513.29$534.65
$505.00$500.00Aug 21$0.50$4.50$0.509.00$504.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 56.14, avg 2.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$19.65$19.65$0.3556.14$469.65
$500.00$510.00Aug 21$9.15$9.15$0.8510.76$509.15
$480.00$485.00Aug 21$4.30$4.30$0.706.14$484.30
$525.00$530.00Aug 21$4.00$4.00$1.004.00$529.00
$490.00$500.00Aug 21$7.95$7.95$2.053.88$497.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$580.00$575.00Aug 21$4.35$4.35$0.656.69$575.65
$600.00$590.00Aug 21$8.70$8.70$1.306.69$591.30
$590.00$585.00Aug 21$4.00$4.00$1.004.00$586.00
$585.00$580.00Aug 21$3.75$3.75$1.253.00$581.25
$570.00$565.00Aug 21$3.45$3.45$1.552.23$566.55

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. 24 found (cheapest 6.28% of stock, avg 9.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Aug 21$19.80$14.65$34.45$510.55$579.456.28%
$550.00Aug 21$18.10$17.25$35.35$514.65$585.356.44%
$555.00Aug 21$15.70$19.70$35.40$519.60$590.406.45%
$540.00Aug 21$23.55$12.40$35.95$504.05$575.956.55%
$560.00Aug 21$13.25$22.95$36.20$523.80$596.206.59%
$565.00Aug 21$11.55$25.85$37.40$527.60$602.406.81%
$535.00Aug 21$26.95$11.05$38.00$497.00$573.006.92%
$570.00Aug 21$10.40$29.30$39.70$530.30$609.707.23%
$530.00Aug 21$30.65$10.70$41.35$488.65$571.357.53%
$575.00Aug 21$9.50$32.20$41.70$533.30$616.707.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.68% of stock, avg 4.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$530.00Aug 21$9.50$10.70$20.20$509.80$595.20
$575.00$535.00Aug 21$9.50$11.05$20.55$514.45$595.55
$570.00$530.00Aug 21$10.40$10.70$21.10$508.90$591.10
$570.00$535.00Aug 21$10.40$11.05$21.45$513.55$591.45
$575.00$540.00Aug 21$9.50$12.40$21.90$518.10$596.90
$565.00$530.00Aug 21$11.55$10.70$22.25$507.75$587.25
$565.00$535.00Aug 21$11.55$11.05$22.60$512.40$587.60
$570.00$540.00Aug 21$10.40$12.40$22.80$517.20$592.80
$560.00$530.00Aug 21$13.25$10.70$23.95$506.05$583.95
$565.00$540.00Aug 21$11.55$12.40$23.95$516.05$588.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 44.45, avg credit $5.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
480/485500/510Aug 21$9.78$0.2244.45$475.22$509.78
490/495500/510Aug 21$9.70$0.3032.33$485.30$509.70
510/515525/530Aug 21$4.75$0.2519.00$510.25$529.75
460/465500/510Aug 21$9.48$0.5218.23$455.52$509.48
460/465480/485Aug 21$4.63$0.3712.51$460.37$484.63
480/485525/530Aug 21$4.63$0.3712.51$480.37$529.63
485/490500/510Aug 21$9.25$0.7512.33$480.75$509.25
490/495525/530Aug 21$4.55$0.4510.11$490.45$529.55
500/505525/530Aug 21$4.50$0.509.00$500.50$529.50
480/485515/520Aug 21$4.48$0.528.62$480.52$519.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$565.00$570.00$575.00Aug 21$0.25$4.7519.00
$525.00$530.00$535.00Aug 21$0.30$4.7015.67
$530.00$535.00$540.00Aug 21$0.30$4.7015.67
$515.00$520.00$525.00Aug 21$0.45$4.5510.11
$560.00$565.00$570.00Aug 21$0.55$4.458.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$495.00$500.00$505.00Aug 21$0.15$4.8532.33
$580.00$585.00$590.00Aug 21$0.25$4.7519.00
$470.00$475.00$480.00Aug 21$0.29$4.7116.24
$540.00$545.00$550.00Aug 21$0.35$4.6513.29
$485.00$490.00$495.00Aug 21$0.45$4.5510.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-1.06, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Aug 21-$1.06$8.94
$630.00$640.001:2Aug 21-$2.40$7.60
$650.00$655.001:2Aug 21-$0.53$4.47
$600.00$605.001:2Aug 21-$0.76$4.24
$620.00$625.001:2Aug 21-$1.77$3.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$480.001:2Aug 21-$0.37$4.63
$465.00$460.001:2Aug 21-$0.67$4.33
$480.00$475.001:2Aug 21-$1.04$3.96
$495.00$490.001:2Aug 21-$1.18$3.82
$470.00$465.001:2Aug 21-$1.33$3.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.13%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Aug 21$17.200.510.2%3.13%3.32%49310
$555.00Aug 21$14.600.471.1%2.66%3.76%10120
$560.00Aug 21$11.900.432.0%2.17%4.18%483
$565.00Aug 21$10.700.382.9%1.95%4.87%163
$570.00Aug 21$8.000.353.8%1.46%5.29%5301
$575.00Aug 21$7.000.324.7%1.28%6.02%4122
$580.00Aug 21$5.300.275.7%0.97%6.62%3164
$585.00Aug 21$4.500.236.6%0.82%7.38%346
$590.00Aug 21$4.200.217.5%0.77%8.24%7149
$600.00Aug 21$2.600.159.3%0.47%9.77%6228

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 388
Total Puts 257
Put/Call Ratio 0.66
Net Difference 131

Prior's Put/Call Breakdown

Total Calls 580
Total Puts 480
Put/Call Ratio 0.83
Net Difference 100

Prior 7-Day Put/Call Summary

Total Calls 4,578
Total Puts 5,262
Average Put/Call Ratio 1.69
Ratio Trend Falling

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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