Tour v526
NOC
NORTHROP GRUMMAN COR
$545.57 +0.08%
$546.37 (+0.15%)🌙
as of 08/28 06:03 PM
8/28 18:03

Option Volume

Detail
Current (08/28) 889
Calls: 373 (42%)
Puts: 516 (58%)
Prior (08/27) 824
Calls: 546 (66%)
Puts: 278 (34%)
Current vs Prior +7.89%
Calls: -31.68% (Calls)
Puts: +85.61% (Puts)
Prior 7-Day Total 10,024
Calls: 5,960 (59%)
Puts: 4,064 (41%)
Prior 7-Day Average 1,432
Calls: 851 (59%)
Puts: 580 (41%)
Current vs Prior 7-Day Avg -37.92%
Calls: -56.19%
Puts: -11.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/28) $2.91M
Calls: $1.37M (47%)
Puts: $1.54M (53%)
Prior (08/27) $1.73M
Calls: $1.12M (65%)
Puts: $605.2K (35%)
Current vs Prior +68.04%
Calls: +21.67%
Puts: +154.19%
Prior 7-Day Total $14.67M
Calls: $8.57M (58%)
Puts: $6.10M (42%)
Prior 7-Day Average $2.10M
Calls: $1.22M (58%)
Puts: $871.0K (42%)
Current vs Prior 7-Day Avg +38.74%
Calls: +11.79%
Puts: +76.62%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/28) 1.38
Prior (08/27) 0.51
Current vs Prior +171.70%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg +80.19%
Sentiment BEARISH

Open Interest

Detail
Current (08/28) 27,334
Calls: 12,676 (46%)
Puts: 14,658 (54%)
Prior (08/27) 26,930
Calls: 12,452 (46%)
Puts: 14,478 (54%)
Current vs Prior +1.50%
Prior 7-Day Total 211,540
Calls: 98,802 (47%)
Puts: 112,738 (53%)
Prior 7-Day Average 30,220
Calls: 14,114 (47%)
Puts: 16,105 (53%)
Current vs Prior 7-Day Avg -9.55%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 5.39% | 8.17%
Prior 5.52% | 8.39%
Current vs Prior -2.40% | -2.70%
Prior 7-Day Avg 4.26% | 7.56%
Current vs 7-Day Avg +26.43% | +8.05%
Prior 7-Day Eod 5.52% | 8.39%
Current vs 7-Day Eod -2.40% | -2.70%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 25.34% | 19.91%
Calls: 39.37% | 16.27%
Puts: 11.30% | 23.55%
Prior 18.98% | 14.88%
Calls: 18.98% | 15.90%
Puts: 18.98% | 13.87%
Current vs Prior +33.51% | +33.80%
Prior 7-Day Avg 52.53% | 16.72%
Calls: 50.29% | 13.56%
Puts: 54.77% | 19.88%
Current vs 7-Day Avg -51.76% | +19.08%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 68% vs prior. Bearish P/C ratio of 1.38 indicates protective positioning. P/C ratio rising 172% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8 of results (avg 8.3%, best 7.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Sep 1882.6089.20$85.907.7%50.913
$445.00Sep 1896.40104.40$100.408.0%101.003
$440.00Sep 18101.40110.00$105.708.1%50.911
$455.00Sep 1886.6094.30$90.458.5%50.913
$500.00Sep 1842.6046.60$44.609.0%--0.9116
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 1854.8059.40$57.108.1%270.92122
$605.00Sep 1859.5064.80$62.158.5%--0.9678

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. 28 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Sep 1896.40104.40$100.408.0%101.003
$450.00Sep 1891.40100.00$95.709.0%151.004
$480.00Sep 1861.7069.30$65.5011.6%101.0010
$440.00Sep 18101.40110.00$105.708.1%50.911
$460.00Sep 1882.6089.20$85.907.7%50.913
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Sep 1859.5064.80$62.158.5%--0.9678
$620.00Sep 1872.3081.20$76.7511.6%100.9546
$610.00Sep 1862.4071.10$66.7513.0%--0.9427
$600.00Sep 1854.8059.40$57.108.1%270.92122
$585.00Sep 1839.4046.10$42.7515.7%--0.9118

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 254, top 27)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Sep 184.009.20$6.6078.8%210.3796
$450.00Sep 1891.40100.00$95.709.0%151.004
$570.00Sep 182.906.70$4.8079.2%110.24107
$445.00Sep 1896.40104.40$100.408.0%101.003
$480.00Sep 1861.7069.30$65.5011.6%101.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 1854.8059.40$57.108.1%270.92122
$545.00Sep 1810.0014.40$12.2036.1%160.4984
$550.00Sep 1812.4019.80$16.1046.0%150.5687
$620.00Sep 1872.3081.20$76.7511.6%100.9546
$500.00Sep 180.752.60$1.68110.1%90.10289

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. 29 found (best R:R 8.09, avg 6.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$540.00$545.00Sep 18$0.55$4.45$0.5558%8.09$540.55
$565.00$570.00Sep 18$0.30$4.70$0.3027%15.67$565.30
$560.00$565.00Sep 18$0.60$4.40$0.6031%7.33$560.60
$555.00$560.00Sep 18$0.90$4.10$0.9037%4.56$555.90
$525.00$530.00Sep 18$3.05$1.95$3.0574%0.64$528.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$560.00$555.00Sep 18$2.35$2.65$2.3569%1.13$557.65
$530.00$525.00Sep 18$0.65$4.35$0.6530%6.69$529.35
$490.00$485.00Sep 18$0.15$4.85$0.1512%32.33$489.85
$540.00$535.00Sep 18$1.55$3.45$1.5542%2.23$538.45
$510.00$505.00Sep 18$0.35$4.65$0.3513%13.29$509.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 1.04, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$640.00$650.00Sep 18$2.75$2.75$7.2589%0.38$642.75
$580.00$585.00Sep 18$2.42$2.42$2.5881%0.94$582.42
$570.00$575.00Sep 18$2.00$2.00$3.0076%0.67$572.00
$550.00$555.00Sep 18$2.65$2.65$2.3556%1.13$552.65
$600.00$605.00Sep 18$0.70$0.70$4.3092%0.16$600.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$450.00Sep 18$2.55$2.55$2.4592%1.04$452.45
$485.00$480.00Sep 18$2.52$2.52$2.4889%1.02$482.48
$525.00$520.00Sep 18$2.15$2.15$2.8574%0.75$522.85
$535.00$530.00Sep 18$2.70$2.70$2.3063%1.17$532.30
$515.00$510.00Sep 18$0.95$0.95$4.0583%0.23$514.05

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. 18 found (cheapest 4.39% of stock, avg 6.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Sep 18$13.85$10.10$23.95$516.05$563.954.39%
$550.00Sep 18$9.25$16.10$25.35$524.65$575.354.65%
$545.00Sep 18$13.30$12.20$25.50$519.50$570.504.67%
$555.00Sep 18$6.60$18.90$25.50$529.50$580.504.67%
$535.00Sep 18$17.85$8.55$26.40$508.60$561.404.84%
$530.00Sep 18$21.00$5.85$26.85$503.15$556.854.92%
$560.00Sep 18$5.70$21.25$26.95$533.05$586.954.94%
$525.00Sep 18$24.05$5.20$29.25$495.75$554.255.36%
$520.00Sep 18$27.65$3.05$30.70$489.30$550.705.63%
$565.00Sep 18$5.10$26.00$31.10$533.90$596.105.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.83% of stock, avg 2.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$525.00Sep 18$4.80$5.20$10.00$515.00$580.00
$565.00$525.00Sep 18$5.10$5.20$10.30$514.70$575.30
$570.00$530.00Sep 18$4.80$5.85$10.65$519.35$580.65
$565.00$530.00Sep 18$5.10$5.85$10.95$519.05$575.95
$560.00$525.00Sep 18$5.70$5.20$10.90$514.10$570.90
$560.00$530.00Sep 18$5.70$5.85$11.55$518.45$571.55
$555.00$525.00Sep 18$6.60$5.20$11.80$513.20$566.80
$555.00$530.00Sep 18$6.60$5.85$12.45$517.55$567.45
$560.00$535.00Sep 18$5.70$8.55$14.25$520.75$574.25
$565.00$535.00Sep 18$5.10$8.55$13.65$521.35$578.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 78 found (best R:R 10.11, avg credit $1.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455570/575Sep 18$4.55$0.4567%10.11$450.45$574.55
480/485570/575Sep 18$4.52$0.4865%9.42$480.48$574.52
450/455600/605Sep 18$3.25$1.7584%1.86$451.75$603.25
520/525580/585Sep 18$4.57$0.4356%10.63$520.43$584.57
480/485600/605Sep 18$3.22$1.7882%1.81$481.78$603.22
450/455620/625Sep 18$2.85$2.1587%1.33$452.15$622.85
450/455595/600Sep 18$3.00$2.0081%1.50$452.00$598.00
480/485620/625Sep 18$2.82$2.1885%1.29$482.18$622.82
480/485595/600Sep 18$2.97$2.0379%1.46$482.03$597.97
450/455590/595Sep 18$2.85$2.1580%1.33$452.15$592.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 99.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$460.00$470.00$480.00Sep 18$0.10$9.909%99.00
$555.00$560.00$565.00Sep 18$0.30$4.709%15.67
$560.00$565.00$570.00Sep 18$0.30$4.707%15.67
$520.00$525.00$530.00Sep 18$0.55$4.4512%8.09
$440.00$445.00$450.00Sep 18$0.60$4.409%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$505.00$510.00Sep 18$0.08$4.924%61.50
$535.00$540.00$545.00Sep 18$0.55$4.4512%8.09
$495.00$500.00$505.00Sep 18$0.29$4.712%16.24
$575.00$580.00$585.00Sep 18$0.65$4.358%6.69
$505.00$510.00$515.00Sep 18$0.60$4.406%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.80, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$575.001:2Sep 18-$0.80$4.20
$620.00$625.001:2Sep 18-$0.13$4.87
$595.00$600.001:2Sep 18-$0.80$4.20
$615.00$620.001:2Sep 18-$0.66$4.34
$610.00$615.001:2Sep 18-$0.77$4.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$525.00$520.001:2Sep 18-$0.90$4.10
$450.00$445.001:2Sep 18-$0.10$4.90
$515.00$510.001:2Sep 18-$1.35$3.65
$480.00$475.001:2Sep 18-$0.97$4.03
$505.00$500.001:2Sep 18-$1.41$3.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 0.79%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$565.00Sep 18$4.300.273.6%0.79%4.35%3122
$570.00Sep 18$2.900.244.5%0.53%5.01%11107
$550.00Sep 18$6.600.440.8%1.21%2.02%6122
$580.00Sep 18$1.800.196.3%0.33%6.64%8161
$555.00Sep 18$4.000.371.7%0.73%2.46%2196
$575.00Sep 18$2.000.175.4%0.37%5.76%489
$560.00Sep 18$2.000.312.6%0.37%3.01%5102
$590.00Sep 18$1.000.128.1%0.18%8.33%6198
$600.00Sep 18$0.400.0810.0%0.07%10.05%10541

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 373
Total Puts 516
Put/Call Ratio 1.38
Net Difference -143

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,960
Total Puts 4,064
Average Put/Call Ratio 0.77
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All