Tour v494
NOC
NORTHROP GRUMMAN COR
$570.51 +0.49%
8/7 15:06

Option Volume

Detail
Current (08/07 3:05pm) 599
Calls: 404 (67%)
Puts: 195 (33%)
Prior (08/06) 1,038
Calls: 612 (59%)
Puts: 426 (41%)
Current vs Prior -42.29%
Calls: -33.99% (Calls)
Puts: -54.23% (Puts)
Prior 7-Day Total 6,448
Calls: 3,771 (58%)
Puts: 2,677 (42%)
Prior 7-Day Average 921
Calls: 538 (58%)
Puts: 382 (42%)
Current vs Prior 7-Day Avg -34.97%
Calls: -25.01%
Puts: -49.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07 3:05pm) $1.07M
Calls: $912.4K (85%)
Puts: $161.1K (15%)
Prior (08/06) $1.53M
Calls: $1.11M (73%)
Puts: $417.2K (27%)
Current vs Prior -29.65%
Calls: -17.70%
Puts: -61.39%
Prior 7-Day Total $11.48M
Calls: $6.63M (58%)
Puts: $4.85M (42%)
Prior 7-Day Average $1.64M
Calls: $946.9K (58%)
Puts: $692.8K (42%)
Current vs Prior 7-Day Avg -34.53%
Calls: -3.64%
Puts: -76.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07 3:05pm) 0.48
Prior (08/06) 0.70
Current vs Prior -30.66%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -43.57%
Sentiment BULLISH

Open Interest

Detail
Current (08/07 3:05pm) 30,255
Calls: 14,420 (48%)
Puts: 15,835 (52%)
Prior (08/06) 29,917
Calls: 14,184 (47%)
Puts: 15,733 (53%)
Current vs Prior +1.13%
Prior 7-Day Total 198,159
Calls: 94,412 (48%)
Puts: 103,747 (52%)
Prior 7-Day Average 28,308
Calls: 13,487 (48%)
Puts: 14,821 (52%)
Current vs Prior 7-Day Avg +6.88%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.45% | 8.14%4.45% | 8.14%
Prior 4.91% | 8.52%4.91% | 8.52%
Current vs Prior -9.33% | -4.40%-9.33% | -4.40%
Prior 7-Day Avg 5.99% | 9.24%5.99% | 9.24%
Current vs 7-Day Avg -25.70% | -11.85%-25.70% | -11.85%
Prior 7-Day Eod 4.91% | 8.52%4.80% | 8.23%
Current vs 7-Day Eod -9.33% | -4.40%-7.24% | -1.02%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.28% | 18.91%
Calls: 10.97% | 16.04%
Puts: 9.59% | 21.78%
Prior 19.48% | 6.12%
Calls: 7.77% | 6.06%
Puts: 31.18% | 6.19%
Current vs Prior -47.23% | +208.99%
Prior 7-Day Avg 16.34% | 11.94%
Calls: 14.38% | 13.17%
Puts: 18.30% | 10.71%
Current vs 7-Day Avg -37.09% | +58.39%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($912.4K) vs puts ($161.1K). Below-average activity with volume down 42% vs prior. Extreme bullish P/C ratio of 0.48 - heavy call buying (404 calls vs 195 puts). P/C ratio dropping 31% - 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 BULLISH
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 21 of results (avg 8.2%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Sep 1889.5094.50$92.005.4%--0.9010
$500.00Aug 2169.0072.90$70.955.5%--1.0028
$495.00Sep 1875.5080.40$77.956.3%10.934
$490.00Aug 2177.0082.00$79.506.3%11.0012
$480.00Aug 2187.0093.70$90.357.4%20.916
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Aug 2112.9014.20$13.559.6%10.5519
$550.00Sep 1811.8013.00$12.409.7%20.3443

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 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 2177.0082.00$79.506.3%11.0012
$500.00Aug 2169.0072.90$70.955.5%--1.0028
$510.00Aug 2157.5063.10$60.309.3%21.0027
$515.00Aug 2154.2058.90$56.558.3%--0.9510
$520.00Aug 2149.3053.50$51.408.2%--0.9430
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2128.3035.10$31.7021.5%--0.83109
$620.00Sep 1852.1059.00$55.5512.4%--0.8148
$610.00Sep 1844.4050.50$47.4512.9%--0.7627
$590.00Aug 2120.9027.40$24.1526.9%--0.7430
$605.00Sep 1841.4047.10$44.2512.9%--0.7370

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 383, top 97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 189.2010.30$9.7511.3%970.30450
$550.00Aug 2123.4026.00$24.7010.5%260.75190
$600.00Aug 212.302.85$2.5821.3%240.17252
$580.00Aug 217.308.10$7.7010.4%140.38259
$560.00Sep 1823.6028.10$25.8517.4%110.5972
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Sep 186.207.20$6.7014.9%140.2166
$510.00Aug 210.050.40$0.23152.2%130.02291
$500.00Aug 210.050.25$0.15133.3%120.01215
$515.00Aug 210.200.95$0.57131.6%110.04108
$540.00Aug 211.453.20$2.3375.1%70.15147

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 42.5%, max 124.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$660.00Aug 21Sep 1865.5%29.2%124.0%--71
$680.00Aug 21Sep 1856.2%28.1%99.8%--224
$640.00Aug 21Sep 1856.0%30.8%82.0%--123
$480.00Aug 21Sep 1864.0%41.0%55.9%216
$620.00Aug 21Sep 1839.8%27.5%44.9%4236
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$475.00Aug 21Sep 1867.1%31.3%114.3%397
$465.00Aug 21Sep 1873.0%38.8%88.2%173
$460.00Aug 21Sep 1876.0%44.5%70.8%--184
$470.00Aug 21Sep 1855.5%32.7%69.7%4368
$495.00Aug 21Sep 1848.7%30.5%59.5%2182

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 65.67, avg 8.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$650.00$660.00Sep 18$0.22$9.78$0.2244.45$650.22
$650.00$655.00Aug 21$0.12$4.88$0.1240.67$650.12
$625.00$630.00Aug 21$0.15$4.85$0.1532.33$625.15
$595.00$600.00Aug 21$0.17$4.83$0.1728.41$595.17
$660.00$680.00Sep 18$1.08$18.92$1.0817.52$661.08
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$510.00$500.00Sep 18$0.15$9.85$0.1565.67$509.85
$505.00$500.00Aug 21$0.10$4.90$0.1049.00$504.90
$520.00$515.00Aug 21$0.13$4.87$0.1337.46$519.87
$525.00$520.00Aug 21$0.20$4.80$0.2024.00$524.80
$530.00$525.00Aug 21$0.25$4.75$0.2519.00$529.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 32.33, avg 2.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$520.00$525.00Aug 21$4.85$4.85$0.1532.33$524.85
$640.00$645.00Aug 21$4.75$4.75$0.2519.00$644.75
$500.00$510.00Sep 18$9.40$9.40$0.6015.67$509.40
$480.00$495.00Sep 18$14.05$14.05$0.9514.79$494.05
$560.00$565.00Aug 21$4.50$4.50$0.509.00$564.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$580.00$575.00Aug 21$4.40$4.40$0.607.33$575.60
$620.00$610.00Sep 18$8.10$8.10$1.904.26$611.90
$600.00$590.00Sep 18$7.60$7.60$2.403.17$592.40
$600.00$590.00Aug 21$7.55$7.55$2.453.08$592.45
$590.00$585.00Aug 21$3.40$3.40$1.602.12$586.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $5.80, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Aug 21Sep 18$1.6034.3%27.7%
$480.00Aug 21Sep 18$1.6564.0%41.0%
$620.00Aug 21Sep 18$1.9239.8%27.5%
$500.00Aug 21Sep 18$2.5530.3%30.5%
$510.00Aug 21Sep 18$3.8027.9%27.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$470.00Aug 21Sep 18$0.1555.5%32.7%
$460.00Aug 21Sep 18$0.2576.0%44.5%
$495.00Aug 21Sep 18$0.7548.7%30.5%
$480.00Aug 21Sep 18$1.3864.0%41.0%
$490.00Aug 21Sep 18$2.4540.1%34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 3.94% of stock, avg 8.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$565.00Aug 21$13.85$8.60$22.45$542.55$587.453.94%
$570.00Aug 21$11.85$10.80$22.65$547.35$592.653.97%
$575.00Aug 21$9.50$13.55$23.05$551.95$598.054.04%
$560.00Aug 21$18.35$6.55$24.90$535.10$584.904.36%
$580.00Aug 21$7.70$17.95$25.65$554.35$605.654.50%
$555.00Aug 21$20.95$4.95$25.90$529.10$580.904.54%
$585.00Aug 21$6.05$20.75$26.80$558.20$611.804.70%
$590.00Aug 21$4.60$24.15$28.75$561.25$618.755.04%
$550.00Aug 21$24.70$4.95$29.65$520.35$579.655.20%
$545.00Aug 21$28.85$3.73$32.58$512.42$577.585.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.35% of stock, avg 3.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$595.00$555.00Aug 21$2.75$4.95$7.70$547.30$602.70
$595.00$550.00Aug 21$2.75$4.95$7.70$542.30$602.70
$595.00$560.00Aug 21$2.75$6.55$9.30$550.70$604.30
$590.00$555.00Aug 21$4.60$4.95$9.55$545.45$599.55
$590.00$550.00Aug 21$4.60$4.95$9.55$540.45$599.55
$585.00$555.00Aug 21$6.05$4.95$11.00$544.00$596.00
$585.00$550.00Aug 21$6.05$4.95$11.00$539.00$596.00
$590.00$560.00Aug 21$4.60$6.55$11.15$548.85$601.15
$595.00$565.00Aug 21$2.75$8.60$11.35$553.65$606.35
$585.00$560.00Aug 21$6.05$6.55$12.60$547.40$597.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 37.46, avg credit $4.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
490/495510/515Aug 21$4.87$0.1337.46$490.13$514.87
525/530535/540Sep 18$4.80$0.2024.00$525.20$539.80
510/515530/535Aug 21$4.79$0.2122.81$510.21$534.79
520/525530/535Aug 21$4.65$0.3513.29$520.35$534.65
515/520530/535Aug 21$4.58$0.4210.90$515.42$534.58
495/500510/520Sep 18$9.13$0.8710.49$490.87$519.13
500/505530/535Aug 21$4.55$0.4510.11$500.45$534.55
480/485540/545Sep 18$4.55$0.4510.11$480.45$544.55
520/525535/540Sep 18$4.45$0.558.09$520.55$539.45
510/515535/540Aug 21$4.44$0.567.93$510.56$539.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$480.00$490.00Aug 21$0.15$9.8565.67
$535.00$540.00$545.00Aug 21$0.10$4.9049.00
$565.00$570.00$575.00Sep 18$0.10$4.9049.00
$575.00$580.00$585.00Aug 21$0.15$4.8532.33
$570.00$575.00$580.00Sep 18$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$570.00$580.00$590.00Sep 18$0.05$9.95199.00
$515.00$520.00$525.00Aug 21$0.07$4.9370.43
$530.00$535.00$540.00Aug 21$0.08$4.9261.50
$460.00$465.00$470.00Sep 18$0.10$4.9049.00
$560.00$565.00$570.00Aug 21$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-2.80, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$640.001:2Sep 18-$2.80$17.20
$650.00$660.001:2Sep 18-$1.56$8.44
$610.00$620.001:2Aug 21-$4.66$5.34
$650.00$655.001:2Aug 21-$0.16$4.84
$625.00$630.001:2Aug 21-$0.35$4.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$500.001:2Sep 18-$2.68$7.32
$505.00$500.001:2Aug 21-$0.05$4.95
$510.00$505.001:2Aug 21-$0.27$4.73
$520.00$515.001:2Aug 21-$0.44$4.56
$525.00$520.001:2Aug 21-$0.50$4.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.84%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$575.00Sep 18$16.200.470.8%2.84%3.63%413
$580.00Sep 18$14.600.431.7%2.56%4.22%287
$585.00Sep 18$13.900.402.5%2.44%4.98%637
$590.00Sep 18$12.300.373.4%2.16%5.57%--95
$600.00Sep 18$9.200.305.2%1.61%6.78%97450
$595.00Sep 18$9.000.334.3%1.58%5.87%28
$575.00Aug 21$8.900.450.8%1.56%2.35%3209
$580.00Aug 21$7.300.381.7%1.28%2.94%14259
$605.00Sep 18$7.000.276.0%1.23%7.27%121
$610.00Sep 18$7.000.246.9%1.23%8.15%663

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 404
Total Puts 195
Put/Call Ratio 0.48
Net Difference 209

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,771
Total Puts 2,677
Average Put/Call Ratio 0.86
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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