Tour v526
NOC
NORTHROP GRUMMAN COR
$545.13 -0.88%
$546.93 (+0.33%)🌙
as of 08/27 06:03 PM
8/27 18:03

Option Volume

Detail
Current (08/27) 824
Calls: 546 (66%)
Puts: 278 (34%)
Prior (08/26) 748
Calls: 320 (43%)
Puts: 428 (57%)
Current vs Prior +10.16%
Calls: +70.62% (Calls)
Puts: -35.05% (Puts)
Prior 7-Day Total 10,336
Calls: 5,912 (57%)
Puts: 4,424 (43%)
Prior 7-Day Average 1,476
Calls: 844 (57%)
Puts: 632 (43%)
Current vs Prior 7-Day Avg -44.20%
Calls: -35.35%
Puts: -56.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $1.73M
Calls: $1.12M (65%)
Puts: $605.2K (35%)
Prior (08/26) $1.32M
Calls: $296.4K (22%)
Puts: $1.03M (78%)
Current vs Prior +30.58%
Calls: +279.40%
Puts: -41.14%
Prior 7-Day Total $14.33M
Calls: $8.05M (56%)
Puts: $6.28M (44%)
Prior 7-Day Average $2.05M
Calls: $1.15M (56%)
Puts: $896.4K (44%)
Current vs Prior 7-Day Avg -15.50%
Calls: -2.26%
Puts: -32.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.51
Prior (08/26) 1.34
Current vs Prior -61.93%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -42.01%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 26,930
Calls: 12,452 (46%)
Puts: 14,478 (54%)
Prior (08/26) 26,553
Calls: 12,305 (46%)
Puts: 14,248 (54%)
Current vs Prior +1.42%
Prior 7-Day Total 216,268
Calls: 101,555 (47%)
Puts: 114,713 (53%)
Prior 7-Day Average 30,895
Calls: 14,507 (47%)
Puts: 16,387 (53%)
Current vs Prior 7-Day Avg -12.84%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 5.52% | 8.39%
Prior 5.62% | 8.46%
Current vs Prior -1.73% | -0.74%
Prior 7-Day Avg 3.82% | 7.27%
Current vs 7-Day Avg +44.67% | +15.49%
Prior 7-Day Eod 5.62% | 8.46%
Current vs 7-Day Eod -1.73% | -0.74%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 18.98% | 14.88%
Calls: 18.98% | 15.90%
Puts: 18.98% | 13.87%
Prior 24.02% | 10.02%
Calls: 16.22% | 10.53%
Puts: 31.83% | 9.52%
Current vs Prior -20.98% | +48.50%
Prior 7-Day Avg 52.57% | 18.03%
Calls: 50.18% | 14.16%
Puts: 54.96% | 21.91%
Current vs 7-Day Avg -63.89% | -17.49%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($1.12M). Bullish P/C ratio of 0.51. P/C ratio dropping 62% - 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 3 of results (avg 8.6%, best 8.0%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 1873.3079.40$76.358.0%--0.9546
$610.00Sep 1864.9070.40$67.658.1%--0.8627
$605.00Sep 1860.3066.40$63.359.6%--0.9578

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 0.78, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1842.7047.90$45.3011.5%--0.9516
$480.00Sep 1860.1070.00$65.0515.2%--0.9110
$510.00Sep 1832.8038.90$35.8517.0%--0.8923
$520.00Sep 1826.0030.70$28.3516.6%10.7991
$525.00Sep 1821.7027.10$24.4022.1%--0.73137
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Sep 1860.3066.40$63.359.6%--0.9578
$620.00Sep 1873.3079.40$76.358.0%--0.9546
$600.00Sep 1855.5061.50$58.5010.3%--0.92122
$590.00Sep 1845.6051.20$48.4011.6%--0.8835
$585.00Sep 1840.7046.60$43.6513.5%50.8718

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 283, top 115)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Sep 187.8010.60$9.2030.4%1150.3877
$590.00Sep 181.003.00$2.00100.0%310.12220
$580.00Sep 181.953.10$2.5345.5%170.15158
$585.00Sep 181.552.65$2.1052.4%170.13211
$600.00Sep 180.552.05$1.30115.4%100.08539
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Sep 180.551.40$0.9886.7%140.0656
$550.00Sep 1815.7018.50$17.1016.4%90.5796
$535.00Sep 187.8010.10$8.9525.7%80.3943
$570.00Sep 1827.3033.50$30.4020.4%50.7753
$585.00Sep 1840.7046.60$43.6513.5%50.8718

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 11.50, avg 7.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$555.00Sep 18$0.40$4.60$0.4043%11.50$550.40
$530.00$535.00Sep 18$1.75$3.25$1.7568%1.86$531.75
$535.00$540.00Sep 18$2.35$2.65$2.3562%1.13$537.35
$585.00$590.00Sep 18$0.10$4.90$0.1013%49.00$585.10
$575.00$580.00Sep 18$0.32$4.68$0.3217%14.62$575.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$570.00$565.00Sep 18$2.90$2.10$2.9077%0.72$567.10
$555.00$550.00Sep 18$2.10$2.90$2.1062%1.38$552.90
$510.00$505.00Sep 18$0.22$4.78$0.2214%21.73$509.78
$535.00$530.00Sep 18$1.35$3.65$1.3539%2.70$533.65
$480.00$475.00Sep 18$0.10$4.90$0.1010%49.00$479.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 0.87, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$615.00$620.00Sep 18$1.95$1.95$3.0589%0.64$616.95
$630.00$640.00Sep 18$1.98$1.98$8.0290%0.25$631.98
$560.00$565.00Sep 18$2.10$2.10$2.9067%0.72$562.10
$600.00$605.00Sep 18$0.72$0.72$4.2892%0.17$600.72
$570.00$575.00Sep 18$1.40$1.40$3.6078%0.39$571.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$470.00$465.00Sep 18$2.32$2.32$2.6891%0.87$467.68
$450.00$445.00Sep 18$1.62$1.62$3.3893%0.48$448.38
$455.00$450.00Sep 18$0.65$0.65$4.3592%0.15$454.35
$505.00$500.00Sep 18$0.75$0.75$4.2588%0.18$504.25
$530.00$525.00Sep 18$1.75$1.75$3.2567%0.54$528.25

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 4.90% of stock, avg 6.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Sep 18$9.60$17.10$26.70$523.30$576.704.90%
$545.00Sep 18$13.00$13.80$26.80$518.20$571.804.92%
$540.00Sep 18$16.15$11.20$27.35$512.65$567.355.02%
$535.00Sep 18$18.50$8.95$27.45$507.55$562.455.04%
$530.00Sep 18$20.25$7.60$27.85$502.15$557.855.11%
$555.00Sep 18$9.20$19.20$28.40$526.60$583.405.21%
$525.00Sep 18$24.40$5.85$30.25$494.75$555.255.55%
$560.00Sep 18$7.40$23.40$30.80$529.20$590.805.65%
$520.00Sep 18$28.35$4.45$32.80$487.20$552.806.02%
$565.00Sep 18$5.30$27.50$32.80$532.20$597.806.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.79% of stock, avg 3.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$520.00Sep 18$5.30$4.45$9.75$510.25$574.75
$565.00$525.00Sep 18$5.30$5.85$11.15$513.85$576.15
$560.00$520.00Sep 18$7.40$4.45$11.85$508.15$571.85
$565.00$530.00Sep 18$5.30$7.60$12.90$517.10$577.90
$560.00$525.00Sep 18$7.40$5.85$13.25$511.75$573.25
$560.00$530.00Sep 18$7.40$7.60$15.00$515.00$575.00
$565.00$535.00Sep 18$5.30$8.95$14.25$520.75$579.25
$555.00$520.00Sep 18$9.20$4.45$13.65$506.35$568.65
$555.00$525.00Sep 18$9.20$5.85$15.05$509.95$570.05
$560.00$535.00Sep 18$7.40$8.95$16.35$518.65$576.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 80 found (best R:R 7.62, avg credit $1.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
465/470560/565Sep 18$4.42$0.5858%7.62$465.58$564.42
465/470570/575Sep 18$3.72$1.2868%2.91$466.28$573.72
445/450560/565Sep 18$3.72$1.2860%2.91$446.28$563.72
465/470590/595Sep 18$2.72$2.2880%1.19$467.28$592.72
465/470595/600Sep 18$2.62$2.3882%1.10$467.38$597.62
465/470565/570Sep 18$3.37$1.6364%2.07$466.63$568.37
445/450570/575Sep 18$3.02$1.9871%1.53$446.98$573.02
465/470580/585Sep 18$2.75$2.2576%1.22$467.25$582.75
465/470585/590Sep 18$2.42$2.5878%0.94$467.58$587.42
465/470575/580Sep 18$2.64$2.3674%1.12$467.36$577.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 34.71, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$590.00$595.00$600.00Sep 18$0.10$4.904%49.00
$580.00$585.00$590.00Sep 18$0.33$4.673%14.15
$560.00$565.00$570.00Sep 18$1.05$3.9510%3.76
$570.00$575.00$580.00Sep 18$1.08$3.928%3.63
$500.00$510.00$520.00Sep 18$1.95$8.0516%4.13
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Sep 18$0.14$4.868%34.71
$535.00$540.00$545.00Sep 18$0.35$4.6512%13.29
$495.00$500.00$505.00Sep 18$0.22$4.786%21.73
$580.00$585.00$590.00Sep 18$0.15$4.853%32.33
$520.00$525.00$530.00Sep 18$0.35$4.6511%13.29

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 $-0.42, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$625.001:2Sep 18-$0.30$4.70
$570.00$575.001:2Sep 18-$1.45$3.55
$595.00$600.001:2Sep 18-$1.00$4.00
$590.00$595.001:2Sep 18-$1.20$3.80
$580.00$585.001:2Sep 18-$1.67$3.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$495.001:2Sep 18-$0.42$4.58
$505.00$500.001:2Sep 18-$0.73$4.27
$495.00$490.001:2Sep 18-$1.01$3.99
$515.00$510.001:2Sep 18-$1.52$3.48
$455.00$450.001:2Sep 18-$1.50$3.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 1.43%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$555.00Sep 18$7.800.381.8%1.43%3.24%11577
$560.00Sep 18$5.600.332.7%1.03%3.76%8101
$565.00Sep 18$4.600.273.6%0.84%4.49%1123
$550.00Sep 18$7.800.430.9%1.43%2.32%8116
$570.00Sep 18$3.500.234.6%0.64%5.20%8108
$580.00Sep 18$1.950.156.4%0.36%6.75%17158
$585.00Sep 18$1.550.137.3%0.28%7.60%17211
$575.00Sep 18$1.600.175.5%0.29%5.77%387
$590.00Sep 18$1.000.128.2%0.18%8.41%31220
$595.00Sep 18$0.300.109.2%0.06%9.20%--40

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 546
Total Puts 278
Put/Call Ratio 0.51
Net Difference 268

Prior's Put/Call Breakdown

Total Calls 320
Total Puts 428
Put/Call Ratio 1.34
Net Difference -108

Prior 7-Day Put/Call Summary

Total Calls 5,912
Total Puts 4,424
Average Put/Call Ratio 0.88
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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