Tour v477
NOC
NORTHROP GRUMMAN COR
$542.10 +1.36%
7/31 15:06

Option Volume

Detail
Current (07/31 3:05pm) 1,517
Calls: 932 (61%)
Puts: 585 (39%)
Prior (07/29) 444
Calls: 209 (47%)
Puts: 235 (53%)
Current vs Prior +241.67%
Calls: +345.93% (Calls)
Puts: +148.94% (Puts)
Prior 7-Day Total 10,303
Calls: 5,696 (55%)
Puts: 4,607 (45%)
Prior 7-Day Average 1,471
Calls: 813 (55%)
Puts: 658 (45%)
Current vs Prior 7-Day Avg +3.07%
Calls: +14.54%
Puts: -11.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 3:05pm) $2.88M
Calls: $1.40M (48%)
Puts: $1.48M (52%)
Prior (07/29) $1.26M
Calls: $629.0K (50%)
Puts: $632.2K (50%)
Current vs Prior +128.50%
Calls: +122.14%
Puts: +134.84%
Prior 7-Day Total $15.68M
Calls: $8.63M (55%)
Puts: $7.05M (45%)
Prior 7-Day Average $2.24M
Calls: $1.23M (55%)
Puts: $1.01M (45%)
Current vs Prior 7-Day Avg +28.66%
Calls: +13.29%
Puts: +47.50%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31 3:05pm) 0.63
Prior (07/29) 1.12
Current vs Prior -44.18%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -16.62%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 3:05pm) 28,317
Calls: 13,404 (47%)
Puts: 14,913 (53%)
Prior (07/29) 27,469
Calls: 13,182 (48%)
Puts: 14,287 (52%)
Current vs Prior +3.09%
Prior 7-Day Total 178,097
Calls: 85,450 (48%)
Puts: 92,647 (52%)
Prior 7-Day Average 25,442
Calls: 12,207 (48%)
Puts: 13,235 (52%)
Current vs Prior 7-Day Avg +11.30%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.97% | 9.21%
Prior 6.48% | 9.27%
Current vs Prior -7.92% | -0.64%
Prior 7-Day Avg 6.55% | 10.12%
Current vs 7-Day Avg -8.90% | -8.92%
Prior 7-Day Eod 6.48% | 9.27%
Current vs 7-Day Eod -7.92% | -0.64%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 12.54% | 10.99%
Calls: 16.77% | 12.65%
Puts: 8.31% | 9.33%
Prior 24.11% | 13.12%
Calls: 15.96% | 18.67%
Puts: 32.26% | 7.58%
Current vs Prior -47.99% | -16.23%
Prior 7-Day Avg 36.45% | 18.11%
Calls: 18.04% | 19.15%
Puts: 39.98% | 17.08%
Current vs 7-Day Avg -65.60% | -39.33%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Massive premium surge with dollar volume up 128% vs prior. Unusually high activity with volume up 242% vs prior - elevated interest. Bullish P/C ratio of 0.63. P/C ratio dropping 44% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
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

📈 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 8.2%, best 6.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2171.5076.30$73.906.5%--0.9545
$450.00Aug 2190.7098.00$94.357.7%--0.9425
$545.00Aug 2113.6014.70$14.157.8%110.49325
$570.00Aug 215.305.80$5.559.0%280.25440
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Aug 2115.0016.30$15.658.3%40.5150
$540.00Aug 2112.6013.80$13.209.1%30.46147
$600.00Aug 2156.3061.80$59.059.3%--0.88109

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 0.75, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2171.5076.30$73.906.5%--0.9545
$450.00Aug 2190.7098.00$94.357.7%--0.9425
$490.00Aug 2152.5058.40$55.4510.6%--0.8611
$500.00Aug 2143.6048.90$46.2511.5%20.8527
$510.00Aug 2135.4040.80$38.1014.2%--0.8229
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2156.3061.80$59.059.3%--0.88109
$590.00Aug 2147.0052.70$49.8511.4%--0.8730
$585.00Aug 2142.9047.60$45.2510.4%450.85154
$580.00Aug 2138.2042.90$40.5511.6%--0.8261
$575.00Aug 2134.0038.80$36.4013.2%--0.7819

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 489, top 127)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Aug 217.908.80$8.3510.8%1270.3488
$575.00Aug 214.305.00$4.6515.1%1140.22124
$570.00Aug 215.305.80$5.559.0%280.25440
$590.00Aug 212.053.10$2.5840.7%140.13151
$600.00Aug 211.153.60$2.38102.9%120.12230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Aug 2126.4031.10$28.7516.3%450.70163
$585.00Aug 2142.9047.60$45.2510.4%450.85154
$525.00Aug 216.608.30$7.4522.8%220.30172
$530.00Aug 218.409.60$9.0013.3%160.3595
$440.00Aug 210.100.45$0.28125.0%120.0178

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 15.67, avg 4.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$585.00$590.00Aug 21$0.30$4.70$0.3015.67$585.30
$640.00$645.00Aug 21$0.30$4.70$0.3015.67$640.30
$610.00$620.00Aug 21$0.77$9.23$0.7711.99$610.77
$605.00$610.00Aug 21$0.40$4.60$0.4011.50$605.40
$625.00$630.00Aug 21$0.42$4.58$0.4210.90$625.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$455.00$450.00Aug 21$0.35$4.65$0.3513.29$454.65
$490.00$485.00Aug 21$0.45$4.55$0.4510.11$489.55
$505.00$500.00Aug 21$0.57$4.43$0.577.77$504.43
$515.00$510.00Aug 21$0.85$4.15$0.854.88$514.15
$450.00$440.00Aug 21$1.77$8.23$1.774.65$448.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 15.67, avg 2.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$490.00Aug 21$18.45$18.45$1.5511.90$488.45
$490.00$500.00Aug 21$9.20$9.20$0.8011.50$499.20
$510.00$515.00Aug 21$4.20$4.20$0.805.25$514.20
$500.00$510.00Aug 21$8.15$8.15$1.854.41$508.15
$515.00$520.00Aug 21$3.95$3.95$1.053.76$518.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$585.00$580.00Aug 21$4.70$4.70$0.3015.67$580.30
$590.00$585.00Aug 21$4.60$4.60$0.4011.50$585.40
$600.00$590.00Aug 21$9.20$9.20$0.8011.50$590.80
$570.00$565.00Aug 21$4.25$4.25$0.755.67$565.75
$580.00$575.00Aug 21$4.15$4.15$0.854.88$575.85

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 5.50% of stock, avg 8.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Aug 21$14.15$15.65$29.80$515.20$574.805.50%
$540.00Aug 21$16.70$13.20$29.90$510.10$569.905.52%
$550.00Aug 21$11.75$18.55$30.30$519.70$580.305.59%
$535.00Aug 21$19.60$10.80$30.40$504.60$565.405.61%
$555.00Aug 21$9.75$22.20$31.95$523.05$586.955.89%
$530.00Aug 21$23.05$9.00$32.05$497.95$562.055.91%
$560.00Aug 21$8.35$25.45$33.80$526.20$593.806.24%
$525.00Aug 21$26.50$7.45$33.95$491.05$558.956.26%
$565.00Aug 21$7.00$28.75$35.75$529.25$600.756.59%
$520.00Aug 21$29.95$7.70$37.65$482.35$557.656.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.67% of stock, avg 3.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$525.00Aug 21$7.00$7.45$14.45$510.55$579.45
$565.00$520.00Aug 21$7.00$7.70$14.70$505.30$579.70
$560.00$525.00Aug 21$8.35$7.45$15.80$509.20$575.80
$565.00$530.00Aug 21$7.00$9.00$16.00$514.00$581.00
$560.00$520.00Aug 21$8.35$7.70$16.05$503.95$576.05
$555.00$525.00Aug 21$9.75$7.45$17.20$507.80$572.20
$560.00$530.00Aug 21$8.35$9.00$17.35$512.65$577.35
$555.00$520.00Aug 21$9.75$7.70$17.45$502.55$572.45
$565.00$535.00Aug 21$7.00$10.80$17.80$517.20$582.80
$555.00$530.00Aug 21$9.75$9.00$18.75$511.25$573.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 26.03, avg credit $5.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
480/485500/510Aug 21$9.63$0.3726.03$475.37$509.63
470/475535/540Aug 21$4.80$0.2024.00$470.20$539.80
450/455490/500Aug 21$9.55$0.4521.22$445.45$499.55
500/505510/515Aug 21$4.77$0.2320.74$500.23$514.77
450/455470/490Aug 21$18.80$1.2015.67$436.20$488.80
485/490510/515Aug 21$4.65$0.3513.29$485.35$514.65
495/500520/525Aug 21$4.58$0.4210.90$495.42$524.58
495/500525/530Aug 21$4.58$0.4210.90$495.42$529.58
495/500530/535Aug 21$4.58$0.4210.90$495.42$534.58
450/455510/515Aug 21$4.55$0.4510.11$450.45$514.55

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
$555.00$560.00$565.00Aug 21$0.05$4.9599.00
$600.00$605.00$610.00Aug 21$0.08$4.9261.50
$540.00$545.00$550.00Aug 21$0.15$4.8532.33
$510.00$515.00$520.00Aug 21$0.25$4.7519.00
$535.00$540.00$545.00Aug 21$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$535.00$540.00$545.00Aug 21$0.05$4.9599.00
$555.00$560.00$565.00Aug 21$0.05$4.9599.00
$525.00$530.00$535.00Aug 21$0.25$4.7519.00
$540.00$545.00$550.00Aug 21$0.45$4.5510.11
$575.00$580.00$585.00Aug 21$0.55$4.458.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-4.02, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$640.001:2Aug 21-$4.02$5.98
$625.00$630.001:2Aug 21-$0.36$4.64
$605.00$610.001:2Aug 21-$1.10$3.90
$600.00$605.001:2Aug 21-$1.42$3.58
$620.00$625.001:2Aug 21-$1.67$3.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$480.001:2Aug 21-$0.42$4.58
$500.00$495.001:2Aug 21-$1.37$3.63
$520.00$515.001:2Aug 21-$1.60$3.40
$455.00$450.001:2Aug 21-$1.70$3.30
$440.00$435.001:2Aug 21-$2.12$2.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.51%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$545.00Aug 21$13.600.490.5%2.51%3.04%11325
$550.00Aug 21$11.000.431.5%2.03%3.49%6195
$555.00Aug 21$9.000.382.4%1.66%4.04%--118
$560.00Aug 21$7.900.343.3%1.46%4.76%12788
$565.00Aug 21$6.500.304.2%1.20%5.42%267
$570.00Aug 21$5.300.255.2%0.98%6.12%28440
$575.00Aug 21$4.300.226.1%0.79%6.86%114124
$580.00Aug 21$2.800.187.0%0.52%7.51%1168
$590.00Aug 21$2.050.138.8%0.38%9.21%14151
$585.00Aug 21$1.550.157.9%0.29%8.20%--45

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 932
Total Puts 585
Put/Call Ratio 0.63
Net Difference 347

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,696
Total Puts 4,607
Average Put/Call Ratio 0.75
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