Tour v526
NOC
NORTHROP GRUMMAN COR
$542.52 -1.23%
$542.73 (+0.04%)🌙
as of 08/25 06:04 PM
8/25 18:04

Option Volume

Detail
Current (08/25) 847
Calls: 560 (66%)
Puts: 287 (34%)
Prior (08/21) 1,858
Calls: 1,372 (74%)
Puts: 486 (26%)
Current vs Prior -54.41%
Calls: -59.18% (Calls)
Puts: -40.95% (Puts)
Prior 7-Day Total 10,984
Calls: 6,302 (57%)
Puts: 4,682 (43%)
Prior 7-Day Average 1,569
Calls: 900 (57%)
Puts: 668 (43%)
Current vs Prior 7-Day Avg -46.02%
Calls: -37.80%
Puts: -57.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/25) $788.7K
Calls: $495.5K (63%)
Puts: $293.2K (37%)
Prior (08/21) $2.17M
Calls: $1.42M (66%)
Puts: $746.1K (34%)
Current vs Prior -63.63%
Calls: -65.17%
Puts: -60.70%
Prior 7-Day Total $15.63M
Calls: $9.98M (64%)
Puts: $5.65M (36%)
Prior 7-Day Average $2.23M
Calls: $1.43M (64%)
Puts: $807.7K (36%)
Current vs Prior 7-Day Avg -64.67%
Calls: -65.23%
Puts: -63.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/25) 0.51
Prior (08/21) 0.35
Current vs Prior +44.68%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -37.95%
Sentiment BULLISH

Open Interest

Detail
Current (08/25) 26,215
Calls: 12,118 (46%)
Puts: 14,097 (54%)
Prior (08/21) 33,637
Calls: 15,750 (47%)
Puts: 17,887 (53%)
Current vs Prior -22.06%
Prior 7-Day Total 226,080
Calls: 107,129 (47%)
Puts: 118,951 (53%)
Prior 7-Day Average 32,297
Calls: 15,304 (47%)
Puts: 16,993 (53%)
Current vs Prior 7-Day Avg -18.83%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 5.76% | 8.44%
Prior 6.08% | 8.81%
Current vs Prior -5.25% | -4.18%
Prior 7-Day Avg 3.03% | 6.76%
Current vs 7-Day Avg +90.08% | +24.87%
Prior 7-Day Eod 6.08% | 8.81%
Current vs 7-Day Eod -5.25% | -4.18%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 11.87% | 20.27%
Calls: 5.33% | 19.43%
Puts: 18.41% | 21.12%
Prior 104.44% | 18.14%
Calls: 84.44% | 10.13%
Puts: 124.44% | 26.14%
Current vs Prior -88.63% | +11.74%
Prior 7-Day Avg 51.65% | 19.03%
Calls: 50.87% | 13.52%
Puts: 52.43% | 24.53%
Current vs 7-Day Avg -77.02% | +6.53%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($495.5K). Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.51.

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 5 of results (avg 8.3%, best 7.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 1814.4015.60$15.008.0%370.5270
$500.00Sep 1841.6045.50$43.559.0%10.9315
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Sep 18105.30113.60$109.457.6%10.981
$605.00Sep 1862.6068.10$65.358.4%--0.9378
$590.00Sep 1848.2052.50$50.358.5%10.9136

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 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Sep 1859.3067.50$63.4012.9%--1.0010
$500.00Sep 1841.6045.50$43.559.0%10.9315
$510.00Sep 1831.3039.80$35.5523.9%--0.8623
$520.00Sep 1824.3029.00$26.6517.6%--0.7391
$525.00Sep 1820.0028.00$24.0033.3%--0.70137
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Sep 18105.30113.60$109.457.6%10.981
$620.00Sep 1875.1083.70$79.4010.8%--0.9546
$600.00Sep 1856.3064.00$60.1512.8%--0.94127
$610.00Sep 1866.4073.80$70.1010.6%--0.9427
$605.00Sep 1862.6068.10$65.358.4%--0.9378

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 510, top 97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 180.100.65$0.38144.7%970.03170
$600.00Sep 180.001.45$0.73198.6%560.05540
$540.00Sep 1814.4015.60$15.008.0%370.5270
$585.00Sep 180.002.75$1.38199.3%300.10205
$545.00Sep 1810.2016.40$13.3046.6%200.4756
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 180.000.20$0.10200.0%150.01144
$515.00Sep 180.655.10$2.88154.5%150.1827
$545.00Sep 1814.5018.00$16.2521.5%140.5387
$550.00Sep 1814.7020.40$17.5532.5%140.5896
$485.00Sep 180.001.45$0.73198.6%110.05112

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 2.70, avg 9.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$535.00Sep 18$1.35$3.65$1.3564%2.70$531.35
$520.00$525.00Sep 18$2.65$2.35$2.6573%0.89$522.65
$565.00$570.00Sep 18$0.30$4.70$0.3026%15.67$565.30
$540.00$545.00Sep 18$1.70$3.30$1.7052%1.94$541.70
$545.00$550.00Sep 18$1.85$3.15$1.8547%1.70$546.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$545.00Sep 18$1.30$3.70$1.3058%2.85$548.70
$540.00$535.00Sep 18$1.35$3.65$1.3548%2.70$538.65
$515.00$510.00Sep 18$0.10$4.90$0.1018%49.00$514.90
$510.00$505.00Sep 18$0.28$4.72$0.2816%16.86$509.72
$560.00$555.00Sep 18$3.05$1.95$3.0568%0.64$556.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 4.38, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$640.00$650.00Sep 18$2.60$2.60$7.4090%0.35$642.60
$575.00$580.00Sep 18$1.65$1.65$3.3580%0.49$576.65
$595.00$600.00Sep 18$1.17$1.17$3.8390%0.31$596.17
$550.00$555.00Sep 18$2.70$2.70$2.3058%1.17$552.70
$580.00$585.00Sep 18$0.92$0.92$4.0886%0.23$580.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$515.00Sep 18$4.07$4.07$0.9372%4.38$515.93
$465.00$460.00Sep 18$2.12$2.12$2.8891%0.74$462.88
$535.00$530.00Sep 18$3.30$3.30$1.7058%1.94$531.70
$455.00$450.00Sep 18$0.45$0.45$4.5597%0.10$454.55
$505.00$500.00Sep 18$0.92$0.92$4.0886%0.23$504.08

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. 17 found (cheapest 5.20% of stock, avg 6.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Sep 18$15.00$13.20$28.20$511.80$568.205.20%
$530.00Sep 18$20.20$8.55$28.75$501.25$558.755.30%
$550.00Sep 18$11.45$17.55$29.00$521.00$579.005.35%
$545.00Sep 18$13.30$16.25$29.55$515.45$574.555.45%
$535.00Sep 18$18.85$11.85$30.70$504.30$565.705.66%
$555.00Sep 18$8.75$22.15$30.90$524.10$585.905.70%
$525.00Sep 18$24.00$7.05$31.05$493.95$556.055.72%
$560.00Sep 18$7.15$25.20$32.35$527.65$592.355.96%
$520.00Sep 18$26.65$6.95$33.60$486.40$553.606.19%
$565.00Sep 18$5.45$29.15$34.60$530.40$599.606.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.29% of stock, avg 3.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$520.00Sep 18$5.45$6.95$12.40$507.60$577.40
$565.00$525.00Sep 18$5.45$7.05$12.50$512.50$577.50
$560.00$525.00Sep 18$7.15$7.05$14.20$510.80$574.20
$560.00$520.00Sep 18$7.15$6.95$14.10$505.90$574.10
$565.00$530.00Sep 18$5.45$8.55$14.00$516.00$579.00
$560.00$530.00Sep 18$7.15$8.55$15.70$514.30$575.70
$555.00$525.00Sep 18$8.75$7.05$15.80$509.20$570.80
$555.00$520.00Sep 18$8.75$6.95$15.70$504.30$570.70
$555.00$530.00Sep 18$8.75$8.55$17.30$512.70$572.30
$565.00$535.00Sep 18$5.45$11.85$17.30$517.70$582.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 65 found (best R:R 3.07, avg credit $1.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
460/465575/580Sep 18$3.77$1.2372%3.07$461.23$578.77
460/465595/600Sep 18$3.29$1.7181%1.92$461.71$598.29
515/520585/590Sep 18$4.20$0.8063%5.25$515.80$589.20
460/465580/585Sep 18$3.04$1.9678%1.55$461.96$583.04
460/465560/565Sep 18$3.82$1.1860%3.24$461.18$563.82
460/465570/575Sep 18$3.32$1.6868%1.98$461.68$573.32
515/520565/570Sep 18$4.37$0.6346%6.94$515.63$569.37
460/465585/590Sep 18$2.25$2.7582%0.82$462.75$587.25
450/455575/580Sep 18$2.10$2.9078%0.72$452.90$577.10
450/455595/600Sep 18$1.62$3.3887%0.48$453.38$596.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 10.36, cheapest $0.40)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$575.00$580.00$585.00Sep 18$0.73$4.2710%5.85
$610.00$615.00$620.00Sep 18$0.57$4.431%7.77
$580.00$585.00$590.00Sep 18$0.79$4.215%5.33
$585.00$590.00$595.00Sep 18$0.78$4.221%5.41
$550.00$555.00$560.00Sep 18$1.10$3.9011%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$495.00$500.00$505.00Sep 18$0.44$4.566%10.36
$480.00$485.00$490.00Sep 18$0.40$4.602%11.50
$565.00$570.00$575.00Sep 18$0.55$4.456%8.09
$570.00$575.00$580.00Sep 18$0.65$4.3510%6.69
$490.00$495.00$500.00Sep 18$0.46$4.543%9.87

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.65, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$575.00$580.001:2Sep 18-$0.65$4.35
$580.00$585.001:2Sep 18-$0.46$4.54
$610.00$615.001:2Sep 18-$0.28$4.72
$605.00$610.001:2Sep 18-$0.76$4.24
$585.00$590.001:2Sep 18-$1.12$3.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$485.001:2Sep 18-$0.38$4.62
$505.00$500.001:2Sep 18-$0.66$4.34
$475.00$470.001:2Sep 18-$0.37$4.63
$500.00$495.001:2Sep 18-$0.62$4.38
$480.00$475.001:2Sep 18-$0.48$4.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.66%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Sep 18$9.000.421.4%1.66%3.04%4115
$555.00Sep 18$7.600.362.3%1.40%3.70%1581
$545.00Sep 18$10.200.470.5%1.88%2.34%2056
$560.00Sep 18$5.900.313.2%1.09%4.31%1097
$570.00Sep 18$4.200.245.1%0.77%5.84%1699
$575.00Sep 18$2.900.206.0%0.53%6.52%1487
$565.00Sep 18$3.100.264.1%0.57%4.72%--122
$580.00Sep 18$0.600.146.9%0.11%7.02%15156

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 560
Total Puts 287
Put/Call Ratio 0.51
Net Difference 273

Prior's Put/Call Breakdown

Total Calls 1,372
Total Puts 486
Put/Call Ratio 0.35
Net Difference 886

Prior 7-Day Put/Call Summary

Total Calls 6,302
Total Puts 4,682
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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