Tour v452
NOC
NORTHROP GRUMMAN COR
$553.19 +1.02%
7/28 15:06

Option Volume

Detail
Current (07/28 3:05pm) 1,226
Calls: 944 (77%)
Puts: 282 (23%)
Prior (07/27) 645
Calls: 388 (60%)
Puts: 257 (40%)
Current vs Prior +90.08%
Calls: +143.30% (Calls)
Puts: +9.73% (Puts)
Prior 7-Day Total 10,260
Calls: 5,109 (50%)
Puts: 5,151 (50%)
Prior 7-Day Average 1,465
Calls: 729 (50%)
Puts: 735 (50%)
Current vs Prior 7-Day Avg -16.35%
Calls: +29.34%
Puts: -61.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28 3:05pm) $1.73M
Calls: $1.41M (82%)
Puts: $319.9K (18%)
Prior (07/27) $1.21M
Calls: $944.7K (78%)
Puts: $266.0K (22%)
Current vs Prior +42.86%
Calls: +49.22%
Puts: +20.25%
Prior 7-Day Total $15.19M
Calls: $7.06M (46%)
Puts: $8.13M (54%)
Prior 7-Day Average $2.17M
Calls: $1.01M (46%)
Puts: $1.16M (54%)
Current vs Prior 7-Day Avg -20.31%
Calls: +39.77%
Puts: -72.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28 3:05pm) 0.30
Prior (07/27) 0.66
Current vs Prior -54.90%
Prior 7-Day Average 1.35
Current vs Prior 7-Day Avg -77.82%
Sentiment BULLISH

Open Interest

Detail
Current (07/28 3:05pm) 27,230
Calls: 12,928 (47%)
Puts: 14,302 (53%)
Prior (07/27) 27,119
Calls: 12,895 (48%)
Puts: 14,224 (52%)
Current vs Prior +0.41%
Prior 7-Day Total 173,571
Calls: 84,779 (49%)
Puts: 88,792 (51%)
Prior 7-Day Average 24,795
Calls: 12,111 (49%)
Puts: 12,684 (51%)
Current vs Prior 7-Day Avg +9.82%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.48% | 9.27%
Prior 7.69% | 10.42%
Current vs Prior -15.78% | -11.02%
Prior 7-Day Avg 5.34% | 9.99%
Current vs 7-Day Avg +21.40% | -7.13%
Prior 7-Day Eod 7.69% | 10.42%
Current vs 7-Day Eod -15.78% | -11.02%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 24.11% | 13.12%
Calls: 15.96% | 18.67%
Puts: 32.26% | 7.58%
Prior 25.95% | 16.50%
Calls: 20.13% | 15.49%
Puts: 31.76% | 17.52%
Current vs Prior -7.09% | -20.48%
Prior 7-Day Avg 52.87% | 18.09%
Calls: 25.31% | 18.04%
Puts: 66.59% | 18.15%
Current vs 7-Day Avg -54.40% | -27.49%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($1.41M) vs puts ($319.9K). Above-average activity with volume up 90% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (944 calls vs 282 puts). P/C ratio dropping 55% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 2 of results (avg 8.2%, best 7.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2181.2087.10$84.157.0%--0.9445
$450.00Aug 21100.00109.80$104.909.3%--1.0025
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. 22 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 21100.00109.80$104.909.3%--1.0025
$470.00Aug 2181.2087.10$84.157.0%--0.9445
$490.00Aug 2161.0067.90$64.4510.7%--0.9312
$500.00Aug 2152.1057.70$54.9010.2%--0.8828
$515.00Aug 2139.0046.00$42.5016.5%20.8412
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2147.5053.60$50.5512.1%--0.85114
$590.00Aug 2139.3044.00$41.6511.3%--0.7930
$585.00Aug 2135.0039.70$37.3512.6%--0.76154
$580.00Aug 2131.0037.30$34.1518.4%--0.7261
$575.00Aug 2127.2033.80$30.5021.6%--0.6829

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 804, top 437)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 219.5010.90$10.2013.7%4370.36304
$550.00Aug 2117.3020.30$18.8016.0%1580.54285
$600.00Aug 212.003.90$2.9564.4%280.14228
$560.00Aug 2112.6015.10$13.8518.1%170.4587
$620.00Aug 210.251.70$0.98148.0%130.06163
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Aug 210.050.85$0.45177.8%120.02108
$550.00Aug 2112.9015.60$14.2518.9%120.46160
$560.00Aug 2117.1023.30$20.2030.7%100.55115
$520.00Aug 211.605.40$3.50108.6%90.1782
$475.00Aug 210.054.80$2.42196.3%70.0861

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. 35 found (best R:R 13.29, avg 3.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$605.00Aug 21$0.35$4.65$0.3513.29$600.35
$610.00$620.00Aug 21$0.77$9.23$0.7711.99$610.77
$595.00$600.00Aug 21$0.65$4.35$0.656.69$595.65
$625.00$630.00Aug 21$0.80$4.20$0.805.25$625.80
$605.00$610.00Aug 21$0.85$4.15$0.854.88$605.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$500.00$495.00Aug 21$0.55$4.45$0.558.09$499.45
$535.00$530.00Aug 21$0.80$4.20$0.805.25$534.20
$495.00$490.00Aug 21$0.85$4.15$0.854.88$494.15
$525.00$520.00Aug 21$1.00$4.00$1.004.00$524.00
$455.00$450.00Aug 21$1.17$3.83$1.173.27$453.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 65.67, avg 3.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$490.00Aug 21$19.70$19.70$0.3065.67$489.70
$520.00$525.00Aug 21$4.85$4.85$0.1532.33$524.85
$490.00$500.00Aug 21$9.55$9.55$0.4521.22$499.55
$510.00$515.00Aug 21$4.50$4.50$0.509.00$514.50
$500.00$510.00Aug 21$7.90$7.90$2.103.76$507.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$590.00Aug 21$8.90$8.90$1.108.09$591.10
$570.00$565.00Aug 21$4.30$4.30$0.706.14$565.70
$590.00$585.00Aug 21$4.30$4.30$0.706.14$585.70
$580.00$575.00Aug 21$3.65$3.65$1.352.70$576.35
$510.00$505.00Aug 21$3.40$3.40$1.602.12$506.60

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. 22 found (cheapest 5.77% of stock, avg 8.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Aug 21$20.15$11.75$31.90$513.10$576.905.77%
$555.00Aug 21$15.80$17.05$32.85$522.15$587.855.94%
$550.00Aug 21$18.80$14.25$33.05$516.95$583.055.97%
$540.00Aug 21$23.50$10.10$33.60$506.40$573.606.07%
$535.00Aug 21$26.55$7.50$34.05$500.95$569.056.16%
$560.00Aug 21$13.85$20.20$34.05$525.95$594.056.16%
$565.00Aug 21$11.80$22.95$34.75$530.25$599.756.28%
$530.00Aug 21$29.90$6.70$36.60$493.40$566.606.62%
$570.00Aug 21$10.20$27.25$37.45$532.55$607.456.77%
$525.00Aug 21$33.80$4.50$38.30$486.70$563.306.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.77% of stock, avg 4.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$530.00Aug 21$8.65$6.70$15.35$514.65$590.35
$575.00$535.00Aug 21$8.65$7.50$16.15$518.85$591.15
$570.00$530.00Aug 21$10.20$6.70$16.90$513.10$586.90
$570.00$535.00Aug 21$10.20$7.50$17.70$517.30$587.70
$565.00$530.00Aug 21$11.80$6.70$18.50$511.50$583.50
$575.00$540.00Aug 21$8.65$10.10$18.75$521.25$593.75
$565.00$535.00Aug 21$11.80$7.50$19.30$515.70$584.30
$570.00$540.00Aug 21$10.20$10.10$20.30$519.70$590.30
$575.00$545.00Aug 21$8.65$11.75$20.40$524.60$595.40
$560.00$530.00Aug 21$13.85$6.70$20.55$509.45$580.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 65.67, avg credit $5.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
460/465500/510Aug 21$9.85$0.1565.67$455.15$509.85
490/495525/530Aug 21$4.75$0.2519.00$490.25$529.75
490/495515/520Aug 21$4.70$0.3015.67$490.30$519.70
470/475530/535Aug 21$4.67$0.3314.15$470.33$534.67
475/480530/535Aug 21$4.66$0.3413.71$475.34$534.66
470/475500/510Aug 21$9.22$0.7811.82$465.78$509.22
475/480500/510Aug 21$9.21$0.7911.66$470.79$509.21
450/455500/510Aug 21$9.07$0.939.75$445.93$509.07
450/455530/535Aug 21$4.52$0.489.42$450.48$534.52
495/500525/530Aug 21$4.45$0.558.09$495.55$529.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$565.00$570.00$575.00Aug 21$0.05$4.9599.00
$570.00$575.00$580.00Aug 21$0.20$4.8024.00
$450.00$470.00$490.00Aug 21$1.05$18.9518.05
$530.00$535.00$540.00Aug 21$0.30$4.7015.67
$595.00$600.00$605.00Aug 21$0.30$4.7015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$545.00$550.00$555.00Aug 21$0.30$4.7015.67
$550.00$555.00$560.00Aug 21$0.35$4.6513.29
$570.00$575.00$580.00Aug 21$0.40$4.6011.50
$480.00$485.00$490.00Aug 21$0.52$4.488.62
$540.00$545.00$550.00Aug 21$0.85$4.154.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.21, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Aug 21-$0.21$9.79
$630.00$640.001:2Aug 21-$3.90$6.10
$625.00$630.001:2Aug 21-$0.10$4.90
$650.00$655.001:2Aug 21-$0.68$4.32
$640.00$645.001:2Aug 21-$0.70$4.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$495.00$490.001:2Aug 21-$0.70$4.30
$480.00$475.001:2Aug 21-$1.11$3.89
$500.00$495.001:2Aug 21-$1.85$3.15
$530.00$525.001:2Aug 21-$2.30$2.70
$525.00$520.001:2Aug 21-$2.50$2.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.60%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$555.00Aug 21$14.400.490.3%2.60%2.93%12112
$560.00Aug 21$12.600.451.2%2.28%3.51%1787
$570.00Aug 21$9.500.363.0%1.72%4.76%437304
$565.00Aug 21$8.700.402.1%1.57%3.71%963
$575.00Aug 21$7.600.323.9%1.37%5.32%1123
$580.00Aug 21$6.600.284.8%1.19%6.04%1164
$585.00Aug 21$4.900.245.8%0.89%6.64%246
$590.00Aug 21$4.200.216.7%0.76%7.41%2154
$595.00Aug 21$2.300.177.6%0.42%7.97%551
$600.00Aug 21$2.000.148.5%0.36%8.82%28228

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 944
Total Puts 282
Put/Call Ratio 0.30
Net Difference 662

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,109
Total Puts 5,151
Average Put/Call Ratio 1.35
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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