Tour v526
NOC
NORTHROP GRUMMAN COR
$532.91 -1.26%
$535.50 (+0.49%)🌙
as of 09/01 06:04 PM
9/1 18:04

Option Volume

Detail
Current (09/01) 538
Calls: 379 (70%)
Puts: 159 (30%)
Prior (08/31) 522
Calls: 247 (47%)
Puts: 275 (53%)
Current vs Prior +3.07%
Calls: +53.44% (Calls)
Puts: -42.18% (Puts)
Prior 7-Day Total 7,644
Calls: 4,720 (62%)
Puts: 2,924 (38%)
Prior 7-Day Average 1,092
Calls: 674 (62%)
Puts: 417 (38%)
Current vs Prior 7-Day Avg -50.73%
Calls: -43.79%
Puts: -61.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $1.10M
Calls: $428.6K (39%)
Puts: $669.6K (61%)
Prior (08/31) $1.35M
Calls: $390.8K (29%)
Puts: $959.3K (71%)
Current vs Prior -18.66%
Calls: +9.68%
Puts: -30.20%
Prior 7-Day Total $11.90M
Calls: $6.20M (52%)
Puts: $5.70M (48%)
Prior 7-Day Average $1.70M
Calls: $886.2K (52%)
Puts: $813.7K (48%)
Current vs Prior 7-Day Avg -35.39%
Calls: -51.63%
Puts: -17.71%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01) 0.42
Prior (08/31) 1.11
Current vs Prior -62.32%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -48.60%
Sentiment BULLISH

Open Interest

Detail
Current (09/01) 27,540
Calls: 12,706 (46%)
Puts: 14,834 (54%)
Prior (08/31) 27,661
Calls: 12,653 (46%)
Puts: 15,008 (54%)
Current vs Prior -0.44%
Prior 7-Day Total 201,708
Calls: 93,533 (46%)
Puts: 108,175 (54%)
Prior 7-Day Average 28,815
Calls: 13,361 (46%)
Puts: 15,453 (54%)
Current vs Prior 7-Day Avg -4.43%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.94% | 7.83%
Prior 4.86% | 8.04%
Current vs Prior +1.66% | -2.58%
Prior 7-Day Avg 5.06% | 8.11%
Current vs 7-Day Avg -2.22% | -3.42%
Prior 7-Day Eod 4.86% | 8.04%
Current vs 7-Day Eod +1.66% | -2.58%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 11.34% | 19.39%
Calls: 12.33% | 15.20%
Puts: 10.34% | 23.59%
Prior 11.34% | 19.39%
Calls: 12.33% | 15.20%
Puts: 10.34% | 23.59%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 42.48% | 17.41%
Calls: 41.47% | 14.02%
Puts: 43.48% | 20.82%
Current vs 7-Day Avg -73.31% | +11.35%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($669.6K). Extreme bullish P/C ratio of 0.42 - heavy call buying (379 calls vs 159 puts). P/C ratio dropping 62% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 2 of results (avg 9.4%, best 8.8%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 1864.8070.80$67.808.8%--0.9730
$590.00Sep 1854.5060.20$57.359.9%41.0035

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. 21 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1832.0038.60$35.3018.7%20.9016
$510.00Sep 1824.2029.20$26.7018.7%--0.8123
$505.00Oct 1635.5040.90$38.2014.1%10.741
$520.00Sep 1818.0022.50$20.2522.2%--0.7191
$525.00Sep 1814.0018.10$16.0525.5%--0.63138
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Sep 1854.5060.20$57.359.9%41.0035
$600.00Sep 1864.8070.80$67.808.8%--0.9730
$580.00Sep 1844.3051.20$47.7514.5%--0.9749
$585.00Sep 1850.0056.00$53.0011.3%100.9618
$575.00Sep 1839.6044.80$42.2012.3%--0.9417

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 348, top 60)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 187.809.50$8.6519.7%600.4375
$560.00Sep 182.354.20$3.2856.4%360.20102
$585.00Sep 180.001.25$0.63198.4%300.05217
$550.00Sep 184.606.50$5.5534.2%200.30117
$555.00Sep 183.204.50$3.8533.8%190.24111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 1615.2018.80$17.0021.2%190.455
$515.00Sep 183.505.60$4.5546.2%140.2540
$585.00Sep 1850.0056.00$53.0011.3%100.9618
$495.00Oct 164.906.60$5.7529.6%80.2026
$500.00Sep 180.252.60$1.43164.3%70.10295

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 11.7%, max 11.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$535.00Sep 18Oct 1626.7%23.9%11.7%552
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$535.00Sep 18Oct 1626.7%23.9%11.7%754

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 32.33, avg 5.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$565.00$575.00Oct 16$0.30$9.70$0.3028%32.33$565.30
$505.00$535.00Oct 16$18.25$11.75$18.2574%0.64$523.25
$525.00$530.00Sep 18$1.60$3.40$1.6063%2.12$526.60
$510.00$520.00Sep 18$6.45$3.55$6.4580%0.55$516.45
$540.00$545.00Sep 18$0.90$4.10$0.9043%4.56$540.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$530.00Oct 16$1.25$3.75$1.2549%3.00$533.75
$505.00$500.00Oct 16$0.50$4.50$0.5026%9.00$504.50
$520.00$515.00Sep 18$0.60$4.40$0.6030%7.33$519.40
$540.00$535.00Sep 18$2.05$2.95$2.0558%1.44$537.95
$520.00$515.00Oct 16$1.10$3.90$1.1037%3.55$518.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 1.63, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$615.00$620.00Sep 18$3.10$3.10$1.9088%1.63$618.10
$605.00$610.00Sep 18$1.70$1.70$3.3089%0.52$606.70
$580.00$590.00Oct 16$2.65$2.65$7.3579%0.36$582.65
$560.00$565.00Oct 16$2.45$2.45$2.5567%0.96$562.45
$610.00$615.00Oct 16$1.20$1.20$3.8088%0.32$611.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$480.00$475.00Sep 18$2.37$2.37$2.6389%0.90$477.63
$525.00$520.00Sep 18$2.90$2.90$2.1062%1.38$522.10
$515.00$510.00Oct 16$2.70$2.70$2.3067%1.17$512.30
$485.00$470.00Oct 16$2.14$2.14$12.8686%0.17$482.86
$500.00$495.00Oct 16$1.80$1.80$3.2076%0.56$498.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $7.72, cheapest $6.35)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$535.00Sep 18Oct 16$8.3026.7%23.9%
$540.00Sep 18Oct 16$9.3524.9%27.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$535.00Sep 18Oct 16$6.3526.7%23.9%
$530.00Sep 18Oct 16$7.3525.1%25.6%
$540.00Sep 18Oct 16$7.2524.9%27.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 4.24% of stock, avg 6.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Sep 18$8.65$13.95$22.60$517.40$562.604.24%
$535.00Sep 18$11.65$11.90$23.55$511.45$558.554.42%
$525.00Sep 18$16.05$8.05$24.10$500.90$549.104.52%
$530.00Sep 18$14.45$9.65$24.10$505.90$554.104.52%
$545.00Sep 18$7.75$17.35$25.10$519.90$570.104.71%
$520.00Sep 18$20.25$5.15$25.40$494.60$545.404.77%
$550.00Sep 18$5.55$21.55$27.10$522.90$577.105.09%
$555.00Sep 18$3.85$24.70$28.55$526.45$583.555.36%
$510.00Sep 18$26.70$3.30$30.00$480.00$540.005.63%
$560.00Sep 18$3.28$29.75$33.03$526.97$593.036.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.34% of stock, avg 3.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$510.00Sep 18$3.85$3.30$7.15$502.85$562.15
$555.00$515.00Sep 18$3.85$4.55$8.40$506.60$563.40
$555.00$520.00Sep 18$3.85$5.15$9.00$511.00$564.00
$550.00$510.00Sep 18$5.55$3.30$8.85$501.15$558.85
$550.00$515.00Sep 18$5.55$4.55$10.10$504.90$560.10
$550.00$520.00Sep 18$5.55$5.15$10.70$509.30$560.70
$545.00$510.00Sep 18$7.75$3.30$11.05$498.95$556.05
$555.00$525.00Sep 18$3.85$8.05$11.90$513.10$566.90
$545.00$520.00Sep 18$7.75$5.15$12.90$507.10$557.90
$545.00$515.00Sep 18$7.75$4.55$12.30$502.70$557.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 92 found (best R:R 1.94, avg credit $2.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
475/480570/575Sep 18$3.30$1.7076%1.94$476.70$573.30
475/480550/555Sep 18$4.07$0.9358%4.38$475.93$554.07
475/480560/565Sep 18$3.40$1.6069%2.12$476.60$563.40
475/480585/590Sep 18$2.62$2.3884%1.10$477.38$587.62
475/480575/580Sep 18$2.72$2.2881%1.19$477.28$577.72
510/515610/615Oct 16$3.90$1.1055%3.55$511.10$613.90
510/515575/580Oct 16$4.50$0.5042%9.00$510.50$579.50
495/500560/565Oct 16$4.25$0.7544%5.67$495.75$564.25
475/480565/570Sep 18$2.74$2.2674%1.21$477.26$567.74
495/500610/615Oct 16$3.00$2.0065%1.50$497.00$613.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$550.00$555.00Sep 18$0.50$4.5013%9.00
$575.00$580.00$585.00Sep 18$0.38$4.623%12.16
$570.00$575.00$580.00Sep 18$0.58$4.427%7.62
$560.00$565.00$570.00Sep 18$0.66$4.348%6.58
$585.00$590.00$595.00Sep 18$0.62$4.380%7.06
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$565.00$570.00Sep 18$0.15$4.858%32.33
$525.00$530.00$535.00Sep 18$0.65$4.3513%6.69
$500.00$505.00$510.00Oct 16$0.50$4.505%9.00
$540.00$545.00$550.00Sep 18$0.80$4.2012%5.25
$500.00$505.00$510.00Sep 18$0.73$4.279%5.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-1.70, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$505.00$535.001:2Oct 16-$1.70$28.30
$580.00$590.001:2Oct 16-$0.60$9.40
$570.00$575.001:2Sep 18-$0.02$4.98
$585.00$590.001:2Sep 18-$0.13$4.87
$625.00$630.001:2Sep 18-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$505.001:2Sep 18-$0.70$4.30
$495.00$485.001:2Oct 16-$1.69$8.31
$505.00$500.001:2Sep 18-$0.86$4.14
$525.00$520.001:2Sep 18-$2.25$2.75
$515.00$510.001:2Sep 18-$2.05$2.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 2.93%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Oct 16$15.600.481.3%2.93%4.26%15
$535.00Oct 16$17.800.510.4%3.34%3.73%11
$555.00Oct 16$10.500.374.2%1.97%6.12%23
$560.00Oct 16$8.900.335.1%1.67%6.75%213
$575.00Oct 16$5.500.257.9%1.03%8.93%19
$565.00Oct 16$6.400.286.0%1.20%7.22%318
$580.00Oct 16$3.200.218.8%0.60%9.44%518
$535.00Sep 18$10.100.500.4%1.90%2.29%451
$545.00Sep 18$6.400.372.3%1.20%3.47%867
$600.00Oct 16$2.150.1312.6%0.40%12.99%251

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 379
Total Puts 159
Put/Call Ratio 0.42
Net Difference 220

Prior's Put/Call Breakdown

Total Calls 247
Total Puts 275
Put/Call Ratio 1.11
Net Difference -28

Prior 7-Day Put/Call Summary

Total Calls 4,720
Total Puts 2,924
Average Put/Call Ratio 0.82
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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