Tour v456
NOC
NORTHROP GRUMMAN COR
$540.58 -1.57%
7/29 15:06

Option Volume

Detail
Current (07/29 3:05pm) 444
Calls: 209 (47%)
Puts: 235 (53%)
Prior (07/28) 1,226
Calls: 944 (77%)
Puts: 282 (23%)
Current vs Prior -63.78%
Calls: -77.86% (Calls)
Puts: -16.67% (Puts)
Prior 7-Day Total 10,228
Calls: 5,368 (52%)
Puts: 4,860 (48%)
Prior 7-Day Average 1,461
Calls: 766 (52%)
Puts: 694 (48%)
Current vs Prior 7-Day Avg -69.61%
Calls: -72.75%
Puts: -66.15%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29 3:05pm) $1.26M
Calls: $629.0K (50%)
Puts: $632.2K (50%)
Prior (07/28) $1.73M
Calls: $1.41M (82%)
Puts: $319.9K (18%)
Current vs Prior -27.08%
Calls: -55.38%
Puts: +97.65%
Prior 7-Day Total $15.17M
Calls: $7.64M (50%)
Puts: $7.53M (50%)
Prior 7-Day Average $2.17M
Calls: $1.09M (50%)
Puts: $1.08M (50%)
Current vs Prior 7-Day Avg -41.80%
Calls: -42.35%
Puts: -41.24%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29 3:05pm) 1.12
Prior (07/28) 0.30
Current vs Prior +276.40%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +34.78%
Sentiment BEARISH

Open Interest

Detail
Current (07/29 3:05pm) 27,469
Calls: 13,182 (48%)
Puts: 14,287 (52%)
Prior (07/28) 27,230
Calls: 12,928 (47%)
Puts: 14,302 (53%)
Current vs Prior +0.88%
Prior 7-Day Total 175,875
Calls: 85,116 (48%)
Puts: 90,759 (52%)
Prior 7-Day Average 25,125
Calls: 12,159 (48%)
Puts: 12,965 (52%)
Current vs Prior 7-Day Avg +9.33%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.42% | 9.58%
Prior 6.75% | 9.94%
Current vs Prior -4.89% | -3.57%
Prior 7-Day Avg 5.92% | 10.08%
Current vs 7-Day Avg +8.45% | -4.94%
Prior 7-Day Eod 6.75% | 9.94%
Current vs 7-Day Eod -4.89% | -3.57%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 24.77% | 15.82%
Calls: 26.14% | 22.74%
Puts: 23.39% | 8.90%
Prior 17.72% | 16.59%
Calls: 15.15% | 18.69%
Puts: 20.29% | 14.50%
Current vs Prior +39.79% | -4.64%
Prior 7-Day Avg 43.64% | 18.25%
Calls: 22.76% | 18.41%
Puts: 50.31% | 18.10%
Current vs 7-Day Avg -43.24% | -13.33%
Liquidity Expensive
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🤖 AI Insights

Below-average activity with volume down 64% vs prior. Slightly bearish P/C ratio of 1.12. P/C ratio rising 276% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.1%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2170.6077.00$73.808.7%--0.9545
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2156.4062.00$59.209.5%--0.93114

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 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2187.7097.00$92.3510.1%--0.9825
$470.00Aug 2170.6077.00$73.808.7%--0.9545
$500.00Aug 2143.7049.40$46.5512.2%10.8928
$495.00Aug 2147.2053.90$50.5513.3%10.895
$490.00Aug 2152.0058.70$55.3512.1%--0.8612
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2156.4062.00$59.209.5%--0.93114
$590.00Aug 2147.2053.60$50.4012.7%--0.9130
$580.00Aug 2138.0043.80$40.9014.2%--0.8361
$585.00Aug 2142.0047.90$44.9513.1%--0.81154
$575.00Aug 2134.2039.90$37.0515.4%--0.7629

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 127, top 47)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 215.308.80$7.0549.6%470.28496
$550.00Aug 2110.9014.50$12.7028.3%60.44195
$545.00Aug 2111.9017.10$14.5035.9%50.48329
$620.00Aug 210.201.75$0.98158.2%50.05166
$535.00Aug 2118.0023.90$20.9528.2%30.58167
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Aug 210.004.80$2.40200.0%110.1035
$500.00Aug 210.004.00$2.00200.0%90.11130
$550.00Aug 2116.0022.50$19.2533.8%70.57167
$440.00Aug 210.100.20$0.1566.7%60.0164
$480.00Aug 210.557.70$4.13173.1%60.13125

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. 32 found (best R:R 24.00, avg 5.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$610.00$620.00Aug 21$0.40$9.60$0.4024.00$610.40
$565.00$570.00Aug 21$0.30$4.70$0.3015.67$565.30
$550.00$555.00Aug 21$0.35$4.65$0.3513.29$550.35
$570.00$575.00Aug 21$0.40$4.60$0.4011.50$570.40
$630.00$640.00Aug 21$1.03$8.97$1.038.71$631.03
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$440.00Aug 21$0.40$9.60$0.4024.00$449.60
$510.00$505.00Aug 21$0.20$4.80$0.2024.00$509.80
$505.00$500.00Aug 21$0.53$4.47$0.538.43$504.47
$530.00$525.00Aug 21$0.95$4.05$0.954.26$529.05
$540.00$535.00Aug 21$1.45$3.55$1.452.45$538.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 24.00, avg 2.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$490.00$495.00Aug 21$4.80$4.80$0.2024.00$494.80
$450.00$470.00Aug 21$18.55$18.55$1.4512.79$468.55
$470.00$490.00Aug 21$18.45$18.45$1.5511.90$488.45
$500.00$510.00Aug 21$8.80$8.80$1.207.33$508.80
$510.00$515.00Aug 21$4.25$4.25$0.755.67$514.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$465.00$460.00Aug 21$4.57$4.57$0.4310.63$460.43
$600.00$590.00Aug 21$8.80$8.80$1.207.33$591.20
$585.00$580.00Aug 21$4.05$4.05$0.954.26$580.95
$565.00$560.00Aug 21$3.95$3.95$1.053.76$561.05
$575.00$570.00Aug 21$3.90$3.90$1.103.55$571.10

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 5.85% of stock, avg 8.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Aug 21$14.50$17.10$31.60$513.40$576.605.85%
$540.00Aug 21$17.60$14.10$31.70$508.30$571.705.86%
$550.00Aug 21$12.70$19.25$31.95$518.05$581.955.91%
$530.00Aug 21$23.25$9.75$33.00$497.00$563.006.10%
$535.00Aug 21$20.95$12.65$33.60$501.40$568.606.22%
$555.00Aug 21$12.35$22.50$34.85$520.15$589.856.45%
$525.00Aug 21$26.95$8.80$35.75$489.25$560.756.61%
$560.00Aug 21$10.65$25.75$36.40$523.60$596.406.73%
$565.00Aug 21$7.35$29.70$37.05$527.95$602.056.85%
$520.00Aug 21$30.25$7.20$37.45$482.55$557.456.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.69% of stock, avg 4.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$520.00Aug 21$7.35$7.20$14.55$505.45$579.55
$565.00$525.00Aug 21$7.35$8.80$16.15$508.85$581.15
$565.00$530.00Aug 21$7.35$9.75$17.10$512.90$582.10
$560.00$520.00Aug 21$10.65$7.20$17.85$502.15$577.85
$560.00$525.00Aug 21$10.65$8.80$19.45$505.55$579.45
$555.00$520.00Aug 21$12.35$7.20$19.55$500.45$574.55
$550.00$520.00Aug 21$12.70$7.20$19.90$500.10$569.90
$565.00$535.00Aug 21$7.35$12.65$20.00$515.00$585.00
$560.00$530.00Aug 21$10.65$9.75$20.40$509.60$580.40
$555.00$525.00Aug 21$12.35$8.80$21.15$503.85$576.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 21.73, avg credit $4.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
500/505510/515Aug 21$4.78$0.2221.73$500.22$514.78
440/450470/490Aug 21$18.85$1.1516.39$431.15$488.85
510/515530/535Aug 21$4.67$0.3314.15$510.33$534.67
440/450500/510Aug 21$9.20$0.8011.50$440.80$509.20
515/520530/535Aug 21$4.40$0.607.33$515.60$534.40
500/505525/530Aug 21$4.23$0.775.49$500.77$529.23
450/455530/535Aug 21$4.15$0.854.88$450.85$534.15
485/490530/535Aug 21$4.12$0.884.68$485.88$534.12
505/510525/530Aug 21$3.90$1.103.55$506.10$528.90
520/525530/535Aug 21$3.90$1.103.55$521.10$533.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 199.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$470.00$490.00Aug 21$0.10$19.90199.00
$535.00$540.00$545.00Aug 21$0.25$4.7519.00
$490.00$495.00$500.00Aug 21$0.80$4.205.25
$510.00$515.00$520.00Aug 21$1.00$4.004.00
$540.00$545.00$550.00Aug 21$1.30$3.702.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$575.00$580.00$585.00Aug 21$0.20$4.8024.00
$565.00$570.00$575.00Aug 21$0.45$4.5510.11
$555.00$560.00$565.00Aug 21$0.70$4.306.14
$495.00$500.00$505.00Aug 21$0.93$4.074.38
$545.00$550.00$555.00Aug 21$1.10$3.903.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.58, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Aug 21-$0.58$9.42
$630.00$640.001:2Aug 21-$1.72$8.28
$605.00$610.001:2Aug 21-$0.86$4.14
$575.00$580.001:2Aug 21-$1.05$3.95
$600.00$605.001:2Aug 21-$2.07$2.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$510.001:2Aug 21-$0.36$4.64
$490.00$485.001:2Aug 21-$0.58$4.42
$475.00$470.001:2Aug 21-$0.96$4.04
$505.00$500.001:2Aug 21-$1.47$3.53
$510.00$505.001:2Aug 21-$2.33$2.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.20%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$545.00Aug 21$11.900.480.8%2.20%3.02%5329
$550.00Aug 21$10.900.441.7%2.02%3.76%6195
$555.00Aug 21$9.700.402.7%1.79%4.46%--119
$560.00Aug 21$7.900.363.6%1.46%5.05%185
$565.00Aug 21$6.200.304.5%1.15%5.66%164
$570.00Aug 21$5.300.285.4%0.98%6.42%47496
$575.00Aug 21$4.200.256.4%0.78%7.14%--124
$580.00Aug 21$1.500.187.3%0.28%7.57%1164
$600.00Aug 21$0.800.0911.0%0.15%11.14%1230
$620.00Aug 21$0.200.0514.7%0.04%14.73%5166

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 209
Total Puts 235
Put/Call Ratio 1.12
Net Difference -26

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,368
Total Puts 4,860
Average Put/Call Ratio 0.83
Ratio Trend Rising

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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