Tour v490
NOC
NORTHROP GRUMMAN COR
$553.07 +0.84%
8/4 15:06

Option Volume

Detail
Current (08/04 3:05pm) 432
Calls: 305 (71%)
Puts: 127 (29%)
Prior (08/03) 1,461
Calls: 743 (51%)
Puts: 718 (49%)
Current vs Prior -70.43%
Calls: -58.95% (Calls)
Puts: -82.31% (Puts)
Prior 7-Day Total 9,640
Calls: 5,292 (55%)
Puts: 4,348 (45%)
Prior 7-Day Average 1,377
Calls: 756 (55%)
Puts: 621 (45%)
Current vs Prior 7-Day Avg -68.63%
Calls: -59.66%
Puts: -79.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04 3:05pm) $860.8K
Calls: $739.5K (86%)
Puts: $121.2K (14%)
Prior (08/03) $2.33M
Calls: $995.2K (43%)
Puts: $1.34M (57%)
Current vs Prior -63.07%
Calls: -25.69%
Puts: -90.92%
Prior 7-Day Total $16.06M
Calls: $8.82M (55%)
Puts: $7.25M (45%)
Prior 7-Day Average $2.29M
Calls: $1.26M (55%)
Puts: $1.04M (45%)
Current vs Prior 7-Day Avg -62.49%
Calls: -41.28%
Puts: -88.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 3:05pm) 0.42
Prior (08/03) 0.97
Current vs Prior -56.91%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -46.87%
Sentiment BULLISH

Open Interest

Detail
Current (08/04 3:05pm) 29,509
Calls: 14,095 (48%)
Puts: 15,414 (52%)
Prior (08/03) 28,956
Calls: 13,820 (48%)
Puts: 15,136 (52%)
Current vs Prior +1.91%
Prior 7-Day Total 186,322
Calls: 88,437 (47%)
Puts: 97,885 (53%)
Prior 7-Day Average 26,617
Calls: 12,633 (47%)
Puts: 13,983 (53%)
Current vs Prior 7-Day Avg +10.86%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 5.65% | 8.90%
Prior 5.97% | 9.21%
Current vs Prior -5.32% | -3.46%
Prior 7-Day Avg 6.96% | 9.88%
Current vs 7-Day Avg -18.84% | -9.98%
Prior 7-Day Eod 5.97% | 9.21%
Current vs 7-Day Eod -5.32% | -3.46%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 8.48% | 7.81%
Calls: 10.78% | 4.74%
Puts: 6.19% | 10.88%
Prior 12.54% | 10.99%
Calls: 16.77% | 12.65%
Puts: 8.31% | 9.33%
Current vs Prior -32.38% | -28.94%
Prior 7-Day Avg 21.50% | 15.31%
Calls: 18.76% | 17.00%
Puts: 24.23% | 13.62%
Current vs 7-Day Avg -60.55% | -48.97%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($739.5K) vs puts ($121.2K). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 70% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (305 calls vs 127 puts).

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 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 23 of results (avg 7.1%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Sep 1824.7025.90$25.304.7%40.53117
$555.00Sep 1822.4023.50$22.954.8%10.5072
$560.00Sep 1820.2021.20$20.704.8%20.4768
$565.00Sep 1818.1019.10$18.605.4%60.4497
$555.00Aug 2113.4014.20$13.805.8%10.49116
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Aug 2114.1015.00$14.556.2%--0.5150
$545.00Sep 1819.0020.30$19.656.6%10.4364
$620.00Sep 1868.7073.60$71.156.9%--0.8648
$560.00Sep 1826.1028.00$27.057.0%--0.5355
$540.00Sep 1816.8018.10$17.457.4%--0.40146

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. 42 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 21101.60108.00$104.806.1%--0.9825
$470.00Aug 2181.8088.00$84.907.3%--0.9845
$485.00Aug 2167.1071.20$69.155.9%10.985
$480.00Aug 2172.0077.50$74.757.4%10.976
$490.00Aug 2162.2068.40$65.309.5%20.9611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2146.1051.40$48.7510.9%--0.88109
$620.00Sep 1868.7073.60$71.156.9%--0.8648
$590.00Aug 2137.2041.80$39.5011.6%--0.8330
$585.00Aug 2133.0037.50$35.2512.8%20.8172
$610.00Sep 1860.7066.00$63.358.4%--0.8027

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 286, top 80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Sep 1812.6013.70$13.158.4%800.34145
$600.00Sep 187.208.50$7.8516.6%250.24454
$600.00Aug 211.552.40$1.9842.9%180.12260
$610.00Sep 185.307.20$6.2530.4%80.2054
$625.00Sep 182.106.00$4.0596.3%70.142
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 210.851.65$1.2564.0%150.07131
$550.00Aug 2111.5012.40$11.957.5%90.45157
$530.00Sep 1812.7014.20$13.4511.2%90.3360
$485.00Aug 210.000.70$0.35200.0%80.0232
$510.00Aug 211.453.70$2.5887.2%80.12290

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 19.9%, max 73.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$660.00Aug 21Sep 1851.4%32.5%58.2%--72
$640.00Aug 21Sep 1844.4%31.2%42.4%--123
$510.00Aug 21Sep 1833.8%30.2%11.7%--52
$500.00Aug 21Sep 1832.6%30.7%6.1%--46
$480.00Aug 21Sep 1835.3%33.4%5.8%116
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$455.00Aug 21Sep 1858.4%33.6%73.8%--60
$460.00Aug 21Sep 1847.9%34.2%40.1%2181
$450.00Aug 21Sep 1847.2%37.3%26.3%71.2K
$470.00Aug 21Sep 1839.3%31.6%24.1%3366
$510.00Aug 21Sep 1833.8%30.2%11.7%8358

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 39.00, avg 5.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$610.00$620.00Aug 21$0.25$9.75$0.2539.00$610.25
$620.00$625.00Aug 21$0.22$4.78$0.2221.73$620.22
$640.00$660.00Sep 18$0.90$19.10$0.9021.22$640.90
$595.00$600.00Aug 21$0.35$4.65$0.3513.29$595.35
$585.00$590.00Aug 21$0.40$4.60$0.4011.50$585.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$475.00Aug 21$0.15$4.85$0.1532.33$479.85
$450.00$445.00Sep 18$0.15$4.85$0.1532.33$449.85
$490.00$485.00Aug 21$0.30$4.70$0.3015.67$489.70
$505.00$500.00Aug 21$0.38$4.62$0.3812.16$504.62
$485.00$480.00Sep 18$0.42$4.58$0.4210.90$484.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 96 found (best R:R 199.00, avg 4.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 21$19.90$19.90$0.10199.00$469.90
$490.00$500.00Aug 21$9.65$9.65$0.3527.57$499.65
$500.00$510.00Aug 21$9.65$9.65$0.3527.57$509.65
$515.00$520.00Aug 21$4.50$4.50$0.509.00$519.50
$510.00$515.00Aug 21$4.25$4.25$0.755.67$514.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$590.00Aug 21$9.25$9.25$0.7512.33$590.75
$590.00$585.00Aug 21$4.25$4.25$0.755.67$585.75
$605.00$600.00Sep 18$4.25$4.25$0.755.67$600.75
$580.00$575.00Aug 21$4.05$4.05$0.954.26$575.95
$620.00$610.00Sep 18$7.80$7.80$2.203.55$612.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $6.20, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$660.00Aug 21Sep 18$0.1051.4%32.5%
$640.00Aug 21Sep 18$1.0044.4%31.2%
$480.00Aug 21Sep 18$1.8535.3%33.4%
$620.00Aug 21Sep 18$3.2330.4%29.4%
$625.00Aug 21Sep 18$3.6229.8%31.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Aug 21Sep 18$0.9547.9%34.2%
$450.00Aug 21Sep 18$1.3047.2%37.3%
$470.00Aug 21Sep 18$1.4539.3%31.6%
$475.00Aug 21Sep 18$2.5735.2%33.4%
$480.00Aug 21Sep 18$3.0035.3%33.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 5.13% of stock, avg 9.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$555.00Aug 21$13.80$14.55$28.35$526.65$583.355.13%
$545.00Aug 21$19.35$9.15$28.50$516.50$573.505.15%
$550.00Aug 21$16.70$11.95$28.65$521.35$578.655.18%
$560.00Aug 21$11.55$17.20$28.75$531.25$588.755.20%
$565.00Aug 21$9.50$20.35$29.85$535.15$594.855.40%
$540.00Aug 21$22.65$8.00$30.65$509.35$570.655.54%
$570.00Aug 21$7.05$23.70$30.75$539.25$600.755.56%
$535.00Aug 21$25.80$6.35$32.15$502.85$567.155.81%
$575.00Aug 21$6.55$27.35$33.90$541.10$608.906.13%
$530.00Aug 21$29.95$5.05$35.00$495.00$565.006.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 2.10% of stock, avg 4.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$530.00Aug 21$6.55$5.05$11.60$518.40$586.60
$570.00$530.00Aug 21$7.05$5.05$12.10$517.90$582.10
$575.00$535.00Aug 21$6.55$6.35$12.90$522.10$587.90
$570.00$535.00Aug 21$7.05$6.35$13.40$521.60$583.40
$565.00$530.00Aug 21$9.50$5.05$14.55$515.45$579.55
$575.00$540.00Aug 21$6.55$8.00$14.55$525.45$589.55
$570.00$540.00Aug 21$7.05$8.00$15.05$524.95$585.05
$575.00$545.00Aug 21$6.55$9.15$15.70$529.30$590.70
$565.00$535.00Aug 21$9.50$6.35$15.85$519.15$580.85
$570.00$545.00Aug 21$7.05$9.15$16.20$528.80$586.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 49.00, avg credit $5.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
475/480490/500Aug 21$9.80$0.2049.00$470.20$499.80
475/480500/510Aug 21$9.80$0.2049.00$470.20$509.80
510/515530/535Sep 18$4.90$0.1049.00$510.10$534.90
500/505515/520Aug 21$4.88$0.1240.67$500.12$519.88
495/500510/515Aug 21$4.87$0.1337.46$495.13$514.87
495/500525/530Sep 18$4.85$0.1532.33$495.15$529.85
510/515535/540Sep 18$4.85$0.1532.33$510.15$539.85
510/515545/550Sep 18$4.85$0.1532.33$510.15$549.85
485/490515/520Aug 21$4.80$0.2024.00$485.20$519.80
470/475520/525Sep 18$4.80$0.2024.00$470.20$524.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$535.00$540.00$545.00Sep 18$0.05$4.9599.00
$645.00$650.00$655.00Aug 21$0.08$4.9261.50
$550.00$555.00$560.00Sep 18$0.10$4.9049.00
$555.00$560.00$565.00Sep 18$0.15$4.8532.33
$555.00$560.00$565.00Aug 21$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$570.00$580.00$590.00Sep 18$0.20$9.8049.00
$560.00$565.00$570.00Aug 21$0.20$4.8024.00
$515.00$520.00$525.00Sep 18$0.20$4.8024.00
$470.00$475.00$480.00Aug 21$0.27$4.7317.52
$565.00$570.00$575.00Aug 21$0.30$4.7015.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.80, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$640.00$660.001:2Sep 18-$0.80$19.20
$625.00$640.001:2Sep 18-$1.15$13.85
$610.00$620.001:2Aug 21-$0.40$9.60
$630.00$640.001:2Aug 21-$2.52$7.48
$620.00$625.001:2Aug 21-$0.21$4.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$500.001:2Sep 18-$3.65$6.35
$500.00$495.001:2Aug 21-$0.01$4.99
$465.00$460.001:2Sep 18-$0.01$4.99
$490.00$485.001:2Aug 21-$0.05$4.95
$480.00$475.001:2Aug 21-$0.18$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 4.05%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$555.00Sep 18$22.400.500.3%4.05%4.40%172
$560.00Sep 18$20.200.471.2%3.65%4.91%268
$565.00Sep 18$18.100.442.2%3.27%5.43%697
$570.00Sep 18$15.200.403.1%2.75%5.81%--81
$555.00Aug 21$13.400.490.3%2.42%2.77%1116
$580.00Sep 18$12.600.344.9%2.28%7.15%80145
$560.00Aug 21$11.100.441.2%2.01%3.26%5179
$575.00Sep 18$11.100.364.0%2.01%5.97%--10
$585.00Sep 18$9.700.315.8%1.75%7.53%--36
$565.00Aug 21$9.100.392.2%1.65%3.80%178

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 305
Total Puts 127
Put/Call Ratio 0.42
Net Difference 178

Prior's Put/Call Breakdown

Total Calls 743
Total Puts 718
Put/Call Ratio 0.97
Net Difference 25

Prior 7-Day Put/Call Summary

Total Calls 5,292
Total Puts 4,348
Average Put/Call Ratio 0.78
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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