Tour v526
NOC
NORTHROP GRUMMAN COR
$528.24 +0.84%
$529.00 (+0.14%)🌙
as of 09/03 06:03 PM
(9/3 15:06) ◀
|
Thursday, September 3, 2026 (6:03pm)
January 2026
|
▶
◀ 9/3 18:03

Option Volume

Detail
ℹ
Current (09/03) 715
Calls: 366 (51%)
Puts: 349 (49%)
Prior (09/02) 996
Calls: 571 (57%)
Puts: 425 (43%)
Current vs Prior -28.21%
Calls: -35.90% (Calls)
Puts: -17.88% (Puts)
Prior 7-Day Total 5,364
Calls: 2,996 (56%)
Puts: 2,368 (44%)
Prior 7-Day Average 766
Calls: 428 (56%)
Puts: 338 (44%)
Current vs Prior 7-Day Avg -6.69%
Calls: -14.49%
Puts: +3.17%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/03) $2.37M
Calls: $479.9K (20%)
Puts: $1.89M (80%)
Prior (09/02) $1.23M
Calls: $563.7K (46%)
Puts: $662.4K (54%)
Current vs Prior +93.65%
Calls: -14.86%
Puts: +185.98%
Prior 7-Day Total $10.42M
Calls: $4.67M (45%)
Puts: $5.76M (55%)
Prior 7-Day Average $1.49M
Calls: $666.9K (45%)
Puts: $822.4K (55%)
Current vs Prior 7-Day Avg +59.43%
Calls: -28.03%
Puts: +130.35%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/03) 0.95
Prior (09/02) 0.74
Current vs Prior +28.11%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +10.89%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/03) 27,985
Calls: 12,998 (46%)
Puts: 14,987 (54%)
Prior (09/02) 27,587
Calls: 12,761 (46%)
Puts: 14,826 (54%)
Current vs Prior +1.44%
Prior 7-Day Total 189,820
Calls: 87,671 (46%)
Puts: 102,149 (54%)
Prior 7-Day Average 27,117
Calls: 12,524 (46%)
Puts: 14,592 (54%)
Current vs Prior 7-Day Avg +3.20%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/18) | Next (10/16)
Current 4.33% | 7.67%
Prior 4.72% | 7.54%
Current vs Prior -8.26% | +1.67%
Prior 7-Day Avg 5.26% | 8.12%
Current vs 7-Day Avg -17.75% | -5.63%
Prior 7-Day Eod 4.72% | 7.54%
Current vs 7-Day Eod -8.26% | +1.67%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.12% | 20.62%
Calls: 22.59% | 25.06%
Puts: 7.66% | 16.19%
Prior 30.04% | 9.52%
Calls: 24.79% | 12.53%
Puts: 35.29% | 6.52%
Current vs Prior -49.67% | +116.60%
Prior 7-Day Avg 18.99% | 16.20%
Calls: 18.48% | 15.01%
Puts: 19.50% | 17.39%
Current vs 7-Day Avg -20.38% | +27.31%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 80% of dollar volume in puts ($1.89M) vs calls ($479.9K). Elevated premium activity with dollar volume up 94% vs prior. Dollar volume significantly above 7-day average (59% higher).

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

No options available for this category

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. 19 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1827.6034.00$30.8020.8%10.8618
$510.00Sep 1819.7025.60$22.6526.0%--0.7923
$520.00Sep 1813.0017.90$15.4531.7%--0.6593
$525.00Sep 1811.1014.90$13.0029.2%110.59140
$530.00Sep 188.9012.70$10.8035.2%920.5175
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Sep 1845.0051.30$48.1513.1%11.0017
$580.00Sep 1849.4055.20$52.3011.1%51.0047
$570.00Sep 1840.1046.30$43.2014.4%10.9748
$565.00Sep 1835.6041.90$38.7516.3%--0.9642
$560.00Sep 1830.8036.90$33.8518.0%10.8897

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 366, top 92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Sep 188.9012.70$10.8035.2%920.5175
$560.00Sep 181.502.80$2.1560.5%240.15118
$600.00Sep 180.150.45$0.30100.0%230.03541
$610.00Sep 180.050.50$0.28160.7%200.02116
$540.00Sep 184.906.60$5.7529.6%140.36165
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Oct 160.051.50$0.78185.9%120.0411
$530.00Sep 187.7012.00$9.8543.7%100.5092
$510.00Sep 180.605.90$3.25163.1%80.2171
$500.00Sep 181.802.50$2.1532.6%60.14320
$520.00Oct 1612.5014.20$13.3512.7%60.4111

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 7.8%, max 11.6%)

CALLS (0)
No calls found
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Sep 18Oct 1626.7%23.9%11.6%10139
$510.00Sep 18Oct 1624.7%22.6%8.9%891
$505.00Sep 18Oct 1626.1%24.8%5.5%225
$515.00Sep 18Oct 1625.8%24.5%5.2%--70

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 10.11, avg 9.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$545.00$550.00Oct 16$1.10$3.90$1.1039%3.55$546.10
$520.00$525.00Sep 18$2.45$2.55$2.4565%1.04$522.45
$555.00$560.00Sep 18$0.18$4.82$0.1818%26.78$555.18
$590.00$600.00Oct 16$0.50$9.50$0.5013%19.00$590.50
$575.00$580.00Oct 16$0.40$4.60$0.4020%11.50$575.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$525.00$520.00Sep 18$0.45$4.55$0.4541%10.11$524.55
$510.00$505.00Oct 16$0.30$4.70$0.3031%15.67$509.70
$535.00$530.00Oct 16$1.85$3.15$1.8553%1.70$533.15
$550.00$545.00Oct 16$2.70$2.30$2.7064%0.85$547.30
$510.00$505.00Sep 18$0.60$4.40$0.6021%7.33$509.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 1.56, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$605.00$610.00Sep 18$1.32$1.32$3.6892%0.36$606.32
$545.00$550.00Sep 18$2.17$2.17$2.8371%0.77$547.17
$550.00$555.00Oct 16$2.50$2.50$2.5064%1.00$552.50
$610.00$615.00Oct 16$1.20$1.20$3.8090%0.32$611.20
$585.00$590.00Sep 18$0.97$0.97$4.0392%0.24$585.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$480.00Sep 18$3.05$3.05$1.9586%1.56$481.95
$490.00$470.00Oct 16$3.22$3.22$16.7882%0.19$486.78
$455.00$450.00Sep 18$1.80$1.80$3.2090%0.56$453.20
$515.00$510.00Oct 16$3.10$3.10$1.9063%1.63$511.90
$450.00$445.00Sep 18$1.20$1.20$3.8094%0.32$448.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $7.83, cheapest $6.40)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$535.00Sep 18Oct 16$8.7524.7%28.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Sep 18Oct 16$6.4026.7%23.9%
$525.00Sep 18Oct 16$8.4522.9%24.1%
$530.00Sep 18Oct 16$9.0023.1%24.8%
$535.00Sep 18Oct 16$7.1524.7%28.0%
$540.00Sep 18Oct 16$7.2023.0%27.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 3.86% of stock, avg 6.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Sep 18$13.00$7.40$20.40$504.60$545.403.86%
$530.00Sep 18$10.80$9.85$20.65$509.35$550.653.91%
$535.00Sep 18$8.35$13.55$21.90$513.10$556.904.15%
$520.00Sep 18$15.45$6.95$22.40$497.60$542.404.24%
$540.00Sep 18$5.75$16.75$22.50$517.50$562.504.26%
$545.00Sep 18$4.55$20.60$25.15$519.85$570.154.76%
$510.00Sep 18$22.65$3.25$25.90$484.10$535.904.90%
$550.00Sep 18$2.38$24.40$26.78$523.22$576.785.07%
$555.00Sep 18$2.33$29.45$31.78$523.22$586.786.02%
$500.00Sep 18$30.80$2.15$32.95$467.05$532.956.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.07% of stock, avg 3.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$510.00Sep 18$2.38$3.25$5.63$504.37$555.63
$555.00$510.00Sep 18$2.33$3.25$5.58$504.42$560.58
$550.00$515.00Sep 18$2.38$4.95$7.33$507.67$557.33
$555.00$515.00Sep 18$2.33$4.95$7.28$507.72$562.28
$545.00$510.00Sep 18$4.55$3.25$7.80$502.20$552.80
$545.00$515.00Sep 18$4.55$4.95$9.50$505.50$554.50
$540.00$510.00Sep 18$5.75$3.25$9.00$501.00$549.00
$550.00$520.00Sep 18$2.38$6.95$9.33$510.67$559.33
$555.00$520.00Sep 18$2.33$6.95$9.28$510.72$564.28
$540.00$515.00Sep 18$5.75$4.95$10.70$504.30$550.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 111 found (best R:R 4.10, avg credit $1.90)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/485585/590Sep 18$4.02$0.9877%4.10$480.98$589.02
480/485560/565Sep 18$4.05$0.9570%4.26$480.95$564.05
480/485595/600Sep 18$3.50$1.5080%2.33$481.50$598.50
480/485570/575Sep 18$3.35$1.6577%2.03$481.65$573.35
480/485565/570Sep 18$3.22$1.7876%1.81$481.78$568.22
450/455545/550Sep 18$3.97$1.0360%3.85$451.03$548.97
450/455585/590Sep 18$2.77$2.2381%1.24$452.23$587.77
480/485555/560Sep 18$3.23$1.7768%1.82$481.77$558.23
445/450545/550Sep 18$3.37$1.6364%2.07$446.63$548.37
450/455560/565Sep 18$2.80$2.2074%1.27$452.20$562.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 9.53, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$510.00$520.00Sep 18$0.95$9.0521%9.53
$520.00$525.00$530.00Sep 18$0.25$4.7514%19.00
$615.00$620.00$625.00Sep 18$0.22$4.785%21.73
$570.00$575.00$580.00Sep 18$0.22$4.783%21.73
$555.00$560.00$565.00Oct 16$0.60$4.406%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$505.00$510.00Sep 18$0.10$4.907%49.00
$510.00$515.00$520.00Sep 18$0.30$4.7014%15.67
$490.00$495.00$500.00Oct 16$0.10$4.907%49.00
$495.00$500.00$505.00Oct 16$0.20$4.807%24.00
$430.00$435.00$440.00Sep 18$0.25$4.752%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.21, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$545.00$550.001:2Sep 18-$0.21$4.79
$560.00$565.001:2Sep 18-$0.15$4.85
$610.00$615.001:2Oct 16-$0.35$4.65
$610.00$615.001:2Sep 18-$0.08$4.92
$570.00$575.001:2Sep 18-$0.38$4.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$455.001:2Oct 16-$0.18$14.82
$480.00$475.001:2Sep 18-$0.25$4.75
$500.00$495.001:2Sep 18-$0.85$4.15
$515.00$510.001:2Sep 18-$1.55$3.45
$465.00$460.001:2Sep 18-$1.00$4.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 3.05%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Oct 16$16.100.471.3%3.05%4.33%112
$545.00Oct 16$11.500.393.2%2.18%5.35%25
$550.00Oct 16$10.100.364.1%1.91%6.03%119
$555.00Oct 16$8.000.315.1%1.51%6.58%37
$565.00Oct 16$6.300.257.0%1.19%8.15%312
$560.00Oct 16$6.300.286.0%1.19%7.21%116
$580.00Oct 16$3.600.199.8%0.68%10.48%1022
$575.00Oct 16$3.800.208.8%0.72%9.57%19
$590.00Oct 16$2.400.1311.7%0.45%12.15%214
$585.00Oct 16$0.900.1610.8%0.17%10.92%35

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 366
Total Puts 349
Put/Call Ratio 0.95
Net Difference 17

Prior's Put/Call Breakdown

Total Calls 571
Total Puts 425
Put/Call Ratio 0.74
Net Difference 146

Prior 7-Day Put/Call Summary

Total Calls 2,996
Total Puts 2,368
Average Put/Call Ratio 0.86
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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