Tour v492
NOC
NORTHROP GRUMMAN COR
$566.56 +1.63%
8/6 15:06

Option Volume

Detail
Current (08/06 3:05pm) 1,038
Calls: 612 (59%)
Puts: 426 (41%)
Prior (08/05) 723
Calls: 250 (35%)
Puts: 473 (65%)
Current vs Prior +43.57%
Calls: +144.80% (Calls)
Puts: -9.94% (Puts)
Prior 7-Day Total 6,835
Calls: 4,227 (62%)
Puts: 2,608 (38%)
Prior 7-Day Average 976
Calls: 603 (62%)
Puts: 372 (38%)
Current vs Prior 7-Day Avg +6.31%
Calls: +1.35%
Puts: +14.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 3:05pm) $1.53M
Calls: $1.11M (73%)
Puts: $417.2K (27%)
Prior (08/05) $1.20M
Calls: $512.7K (43%)
Puts: $690.4K (57%)
Current vs Prior +26.83%
Calls: +116.25%
Puts: -39.57%
Prior 7-Day Total $12.28M
Calls: $7.43M (61%)
Puts: $4.85M (39%)
Prior 7-Day Average $1.75M
Calls: $1.06M (61%)
Puts: $692.2K (39%)
Current vs Prior 7-Day Avg -13.01%
Calls: +4.39%
Puts: -39.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 3:05pm) 0.70
Prior (08/05) 1.89
Current vs Prior -63.21%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg +4.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/06 3:05pm) 29,917
Calls: 14,184 (47%)
Puts: 15,733 (53%)
Prior (08/05) 29,559
Calls: 14,088 (48%)
Puts: 15,471 (52%)
Current vs Prior +1.21%
Prior 7-Day Total 195,002
Calls: 92,662 (48%)
Puts: 102,340 (52%)
Prior 7-Day Average 27,857
Calls: 13,237 (48%)
Puts: 14,620 (52%)
Current vs Prior 7-Day Avg +7.39%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.84% | 8.35%
Prior 5.65% | 8.90%
Current vs Prior -14.41% | -6.15%
Prior 7-Day Avg 6.39% | 9.51%
Current vs 7-Day Avg -24.32% | -12.20%
Prior 7-Day Eod 5.65% | 8.90%
Current vs 7-Day Eod -14.41% | -6.15%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 15.45% | 19.88%
Calls: 10.00% | 17.72%
Puts: 20.90% | 22.03%
Prior 8.48% | 7.81%
Calls: 10.78% | 4.74%
Puts: 6.19% | 10.88%
Current vs Prior +82.19% | +154.55%
Prior 7-Day Avg 17.26% | 13.42%
Calls: 16.15% | 14.52%
Puts: 18.38% | 12.33%
Current vs 7-Day Avg -10.51% | +48.12%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.11M). Bullish P/C ratio of 0.70. P/C ratio dropping 63% - 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 30 of results (avg 7.5%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2194.9098.80$96.854.0%--0.9745
$570.00Sep 1819.9020.80$20.354.4%90.4981
$480.00Sep 1886.4091.00$88.705.2%--0.9410
$480.00Aug 2185.0090.00$87.505.7%10.897
$510.00Aug 2155.5059.10$57.306.3%40.9729
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Sep 1825.7027.10$26.405.3%60.55--
$565.00Sep 1820.4021.60$21.005.7%80.481
$560.00Sep 1818.0019.20$18.606.5%40.4468
$620.00Sep 1856.3060.40$58.357.0%20.8148
$545.00Sep 1812.1013.00$12.557.2%--0.3364

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. 43 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 2164.9069.50$67.206.8%--0.9728
$510.00Aug 2155.5059.10$57.306.3%40.9729
$470.00Aug 2194.9098.80$96.854.0%--0.9745
$515.00Aug 2150.7055.90$53.309.8%--0.9610
$520.00Aug 2145.9049.40$47.657.3%310.9459
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2134.0038.10$36.0511.4%--0.86109
$620.00Sep 1856.3060.40$58.357.0%20.8148
$610.00Sep 1848.5053.20$50.859.2%--0.7727
$590.00Aug 2125.2029.80$27.5016.7%--0.7530
$605.00Sep 1844.2049.30$46.7510.9%--0.7470

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 591, top 113)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Aug 216.107.80$6.9524.5%1130.35172
$580.00Sep 1814.0016.40$15.2015.8%340.4155
$565.00Sep 1821.6025.80$23.7017.7%320.5293
$520.00Aug 2145.9049.40$47.657.3%310.9459
$570.00Aug 2110.8012.50$11.6514.6%260.48427
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Aug 217.509.60$8.5524.6%280.39108
$550.00Aug 215.005.90$5.4516.5%270.28157
$480.00Aug 210.009.90$4.95200.0%140.11121
$465.00Aug 210.000.30$0.15200.0%110.0149
$460.00Aug 210.000.30$0.15200.0%80.01100

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 36.1%, max 135.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Aug 21Sep 1872.8%30.9%135.6%117
$640.00Aug 21Sep 1841.8%26.7%56.6%--123
$660.00Aug 21Sep 1848.3%32.0%50.9%--71
$630.00Aug 21Sep 1838.9%28.6%35.9%231
$500.00Aug 21Sep 1833.9%30.8%10.1%246
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Aug 21Sep 1872.8%30.9%135.6%19221
$490.00Aug 21Sep 1851.5%31.9%61.4%3256
$455.00Aug 21Sep 1867.8%42.2%60.8%360
$470.00Aug 21Sep 1852.5%34.4%52.5%--368
$475.00Aug 21Sep 1837.3%29.7%25.7%297

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 49.00, avg 7.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$605.00Aug 21$0.10$4.90$0.1049.00$600.10
$660.00$665.00Aug 21$0.10$4.90$0.1049.00$660.10
$630.00$640.00Aug 21$0.25$9.75$0.2539.00$630.25
$610.00$620.00Aug 21$0.38$9.62$0.3825.32$610.38
$650.00$655.00Aug 21$0.22$4.78$0.2221.73$650.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$500.00$495.00Sep 18$0.10$4.90$0.1049.00$499.90
$515.00$510.00Aug 21$0.17$4.83$0.1728.41$514.83
$520.00$515.00Aug 21$0.18$4.82$0.1826.78$519.82
$465.00$460.00Sep 18$0.25$4.75$0.2519.00$464.75
$525.00$520.00Aug 21$0.32$4.68$0.3214.62$524.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 26.78, avg 2.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$500.00Sep 18$18.85$18.85$1.1516.39$498.85
$470.00$480.00Aug 21$9.35$9.35$0.6514.38$479.35
$480.00$490.00Aug 21$9.30$9.30$0.7013.29$489.30
$530.00$535.00Aug 21$4.50$4.50$0.509.00$534.50
$510.00$520.00Sep 18$8.55$8.55$1.455.90$518.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$475.00Aug 21$4.82$4.82$0.1826.78$475.18
$575.00$570.00Aug 21$4.75$4.75$0.2519.00$570.25
$600.00$590.00Aug 21$8.55$8.55$1.455.90$591.45
$485.00$480.00Sep 18$4.20$4.20$0.805.25$480.80
$600.00$590.00Sep 18$8.35$8.35$1.655.06$591.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $5.93, cheapest $0.43)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$640.00Aug 21Sep 18$0.4341.8%26.7%
$660.00Aug 21Sep 18$0.8048.3%32.0%
$480.00Aug 21Sep 18$1.2072.8%30.9%
$630.00Aug 21Sep 18$1.9538.9%28.6%
$500.00Aug 21Sep 18$2.6533.9%30.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$455.00Aug 21Sep 18$0.5567.8%42.2%
$490.00Aug 21Sep 18$0.6051.5%31.9%
$470.00Aug 21Sep 18$0.7052.5%34.4%
$475.00Aug 21Sep 18$0.8237.3%29.7%
$460.00Aug 21Sep 18$1.3544.3%37.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 4.32% of stock, avg 8.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$560.00Aug 21$15.95$8.55$24.50$535.50$584.504.32%
$565.00Aug 21$14.00$10.65$24.65$540.35$589.654.35%
$570.00Aug 21$11.65$13.40$25.05$544.95$595.054.42%
$580.00Aug 21$6.95$19.95$26.90$553.10$606.904.75%
$555.00Aug 21$19.90$7.15$27.05$527.95$582.054.77%
$575.00Aug 21$9.15$18.15$27.30$547.70$602.304.82%
$550.00Aug 21$22.90$5.45$28.35$521.65$578.355.00%
$585.00Aug 21$5.85$23.70$29.55$555.45$614.555.22%
$545.00Aug 21$26.50$3.95$30.45$514.55$575.455.37%
$590.00Aug 21$4.55$27.50$32.05$557.95$622.055.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.50% of stock, avg 4.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$590.00$545.00Aug 21$4.55$3.95$8.50$536.50$598.50
$585.00$545.00Aug 21$5.85$3.95$9.80$535.20$594.80
$590.00$550.00Aug 21$4.55$5.45$10.00$540.00$600.00
$580.00$545.00Aug 21$6.95$3.95$10.90$534.10$590.90
$585.00$550.00Aug 21$5.85$5.45$11.30$538.70$596.30
$590.00$555.00Aug 21$4.55$7.15$11.70$543.30$601.70
$580.00$550.00Aug 21$6.95$5.45$12.40$537.60$592.40
$585.00$555.00Aug 21$5.85$7.15$13.00$542.00$598.00
$575.00$545.00Aug 21$9.15$3.95$13.10$531.90$588.10
$590.00$560.00Aug 21$4.55$8.55$13.10$546.90$603.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 62 found (best R:R 32.33, avg credit $4.90)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
510/515535/540Sep 18$4.85$0.1532.33$510.15$539.85
520/525530/535Aug 21$4.82$0.1826.78$520.18$534.82
465/470520/525Aug 21$4.80$0.2024.00$465.20$524.80
460/465480/500Sep 18$19.10$0.9021.22$445.90$499.10
465/470510/515Aug 21$4.70$0.3015.67$465.30$514.70
485/490535/540Aug 21$4.70$0.3015.67$485.30$539.70
515/520530/535Aug 21$4.68$0.3214.62$515.32$534.68
510/515530/535Aug 21$4.67$0.3314.15$510.33$534.67
490/495510/520Sep 18$9.28$0.7212.89$485.72$519.28
490/495520/525Sep 18$4.63$0.3712.51$490.37$524.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$480.00$490.00Aug 21$0.05$9.95199.00
$530.00$535.00$540.00Sep 18$0.10$4.9049.00
$530.00$535.00$540.00Aug 21$0.30$4.7015.67
$570.00$575.00$580.00Aug 21$0.30$4.7015.67
$585.00$590.00$595.00Aug 21$0.30$4.7015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$580.00$585.00$590.00Aug 21$0.05$4.9599.00
$505.00$510.00$515.00Aug 21$0.09$4.9154.56
$515.00$520.00$525.00Aug 21$0.14$4.8634.71
$545.00$550.00$555.00Aug 21$0.20$4.8024.00
$545.00$550.00$555.00Sep 18$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-2.57, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$640.00$660.001:2Sep 18-$2.57$17.43
$610.00$620.001:2Aug 21-$0.32$9.68
$630.00$640.001:2Sep 18-$0.46$9.54
$630.00$640.001:2Aug 21-$1.55$8.45
$620.00$630.001:2Sep 18-$2.60$7.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$500.001:2Sep 18-$2.26$7.74
$465.00$460.001:2Aug 21-$0.15$4.85
$530.00$525.001:2Aug 21-$0.15$4.85
$515.00$510.001:2Aug 21-$0.26$4.74
$510.00$505.001:2Aug 21-$0.27$4.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 3.51%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$570.00Sep 18$19.900.490.6%3.51%4.12%981
$575.00Sep 18$17.600.451.5%3.11%4.60%710
$580.00Sep 18$14.000.412.4%2.47%4.84%3455
$585.00Sep 18$13.500.383.2%2.38%5.64%--37
$590.00Sep 18$12.000.354.1%2.12%6.26%194
$570.00Aug 21$10.800.480.6%1.91%2.51%26427
$600.00Sep 18$9.100.295.9%1.61%7.51%22465
$575.00Aug 21$8.800.421.5%1.55%3.04%5209
$605.00Sep 18$7.400.266.8%1.31%8.09%617
$610.00Sep 18$6.800.237.7%1.20%8.87%1063

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 612
Total Puts 426
Put/Call Ratio 0.70
Net Difference 186

Prior's Put/Call Breakdown

Total Calls 250
Total Puts 473
Put/Call Ratio 1.89
Net Difference -223

Prior 7-Day Put/Call Summary

Total Calls 4,227
Total Puts 2,608
Average Put/Call Ratio 0.67
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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