Tour v528
NOC
NORTHROP GRUMMAN COR
$508.98 -1.06%
$511.94 (+0.58%)🌙
as of 09/24 06:03 PM
◀ 9/24 18:03 ▶

Option Volume

Detail
ℹ
Current (09/24) 581
Calls: 293 (50%)
Puts: 288 (50%)
Prior (09/21) 881
Calls: 565 (64%)
Puts: 316 (36%)
Current vs Prior -34.05%
Calls: -48.14% (Calls)
Puts: -8.86% (Puts)
Prior 7-Day Total 8,364
Calls: 4,140 (49%)
Puts: 4,224 (51%)
Prior 7-Day Average 1,194
Calls: 591 (49%)
Puts: 603 (51%)
Current vs Prior 7-Day Avg -51.37%
Calls: -50.46%
Puts: -52.27%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $942.6K
Calls: $438.3K (47%)
Puts: $504.3K (53%)
Prior (09/21) $1.18M
Calls: $892.2K (76%)
Puts: $285.5K (24%)
Current vs Prior -19.96%
Calls: -50.87%
Puts: +76.61%
Prior 7-Day Total $26.53M
Calls: $5.25M (20%)
Puts: $21.28M (80%)
Prior 7-Day Average $3.79M
Calls: $749.4K (20%)
Puts: $3.04M (80%)
Current vs Prior 7-Day Avg -75.13%
Calls: -41.51%
Puts: -83.41%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.98
Prior (09/21) 0.56
Current vs Prior +75.75%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -9.89%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/24) 26,367
Calls: 11,980 (45%)
Puts: 14,387 (55%)
Prior (09/21) 24,788
Calls: 10,990 (44%)
Puts: 13,798 (56%)
Current vs Prior +6.37%
Prior 7-Day Total 216,292
Calls: 102,226 (47%)
Puts: 114,066 (53%)
Prior 7-Day Average 30,898
Calls: 14,603 (47%)
Puts: 16,295 (53%)
Current vs Prior 7-Day Avg -14.67%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 6.40% | 10.02%
Prior 6.49% | 10.54%
Current vs Prior -1.52% | -4.92%
Prior 7-Day Avg 3.90% | 8.23%
Current vs 7-Day Avg +63.89% | +21.81%
Prior 7-Day Eod 6.49% | 10.54%
Current vs 7-Day Eod -1.52% | -4.92%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 31.55% | 22.17%
Calls: 27.32% | 18.87%
Puts: 35.79% | 25.47%
Prior 163.22% | 23.01%
Calls: 211.34% | 27.52%
Puts: 115.09% | 18.50%
Current vs Prior -80.67% | -3.65%
Prior 7-Day Avg 72.54% | 21.08%
Calls: 87.39% | 18.73%
Puts: 57.68% | 23.43%
Current vs 7-Day Avg -56.51% | +5.15%
Liquidity Expensive
+
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🤖 AI Insights

P/C ratio rising 76% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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. 12 found (avg delta 0.69, highest 0.92)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1650.0055.50$52.7510.4%30.92--
$500.00Oct 1620.0024.70$22.3521.0%20.6213
$505.00Oct 1615.7021.90$18.8033.0%10.573
$510.00Oct 1611.0018.60$14.8051.4%--0.51106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1638.0046.90$42.4521.0%--0.8517
$545.00Oct 1634.6041.00$37.8016.9%--0.8211
$540.00Oct 1630.2036.10$33.1517.8%--0.7536
$535.00Oct 1626.6031.90$29.2518.1%--0.7429
$530.00Oct 1624.6029.70$27.1518.8%--0.69116

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 223, top 62)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Oct 160.102.65$1.38184.8%620.0856
$530.00Oct 166.707.70$7.2013.9%160.31167
$520.00Oct 168.4012.50$10.4539.2%100.41369
$550.00Oct 162.453.40$2.9332.4%100.16130
$570.00Oct 160.852.05$1.4582.8%80.08150
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Oct 1611.5016.00$13.7532.7%170.49196
$495.00Oct 168.109.20$8.6512.7%160.33126
$500.00Oct 169.8011.10$10.4512.4%130.38149
$465.00Oct 160.452.45$1.45137.9%120.0920
$490.00Oct 166.207.30$6.7516.3%120.28235

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. 26 found (best R:R 1.38, avg 4.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$515.00Oct 16$1.70$3.30$1.7051%1.94$511.70
$525.00$530.00Oct 16$1.40$3.60$1.4036%2.57$526.40
$550.00$555.00Oct 16$0.53$4.47$0.5316%8.43$550.53
$545.00$550.00Oct 16$0.75$4.25$0.7519%5.67$545.75
$520.00$525.00Oct 16$1.85$3.15$1.8541%1.70$521.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$530.00Oct 16$2.10$2.90$2.1074%1.38$532.90
$505.00$500.00Oct 16$1.00$4.00$1.0043%4.00$504.00
$520.00$515.00Oct 16$2.15$2.85$2.1560%1.33$517.85
$475.00$470.00Oct 16$0.20$4.80$0.2015%24.00$474.80
$485.00$480.00Oct 16$0.78$4.22$0.7822%5.41$484.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 1.78, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Oct 16$3.12$3.12$1.8888%1.66$598.12
$540.00$545.00Oct 16$2.37$2.37$2.6375%0.90$542.37
$580.00$590.00Oct 16$1.10$1.10$8.9092%0.12$581.10
$560.00$565.00Oct 16$0.97$0.97$4.0388%0.24$560.97
$515.00$520.00Oct 16$2.65$2.65$2.3554%1.13$517.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$435.00Oct 16$3.20$3.20$1.8089%1.78$436.80
$490.00$485.00Oct 16$2.32$2.32$2.6872%0.87$487.68
$470.00$465.00Oct 16$1.18$1.18$3.8287%0.31$468.82
$495.00$490.00Oct 16$1.90$1.90$3.1067%0.61$493.10
$460.00$455.00Oct 16$0.45$0.45$4.5592%0.10$459.55

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. 12 found (cheapest 5.61% of stock, avg 7.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$510.00Oct 16$14.80$13.75$28.55$481.45$538.555.61%
$520.00Oct 16$10.45$18.65$29.10$490.90$549.105.72%
$515.00Oct 16$13.10$16.50$29.60$485.40$544.605.82%
$505.00Oct 16$18.80$11.45$30.25$474.75$535.255.94%
$525.00Oct 16$8.60$22.60$31.20$493.80$556.206.13%
$500.00Oct 16$22.35$10.45$32.80$467.20$532.806.44%
$530.00Oct 16$7.20$27.15$34.35$495.65$564.356.75%
$535.00Oct 16$5.70$29.25$34.95$500.05$569.956.87%
$540.00Oct 16$6.05$33.15$39.20$500.80$579.207.70%
$545.00Oct 16$3.68$37.80$41.48$503.52$586.488.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.45% of stock, avg 3.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Oct 16$5.70$6.75$12.45$477.55$547.45
$530.00$490.00Oct 16$7.20$6.75$13.95$476.05$543.95
$535.00$495.00Oct 16$5.70$8.65$14.35$480.65$549.35
$530.00$495.00Oct 16$7.20$8.65$15.85$479.15$545.85
$525.00$490.00Oct 16$8.60$6.75$15.35$474.65$540.35
$525.00$495.00Oct 16$8.60$8.65$17.25$477.75$542.25
$535.00$500.00Oct 16$5.70$10.45$16.15$483.85$551.15
$530.00$500.00Oct 16$7.20$10.45$17.65$482.35$547.65
$525.00$500.00Oct 16$8.60$10.45$19.05$480.95$544.05
$520.00$490.00Oct 16$10.45$6.75$17.20$472.80$537.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 5.02, avg credit $2.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440560/565Oct 16$4.17$0.8377%5.02$435.83$564.17
435/440570/575Oct 16$3.60$1.4081%2.57$436.40$573.60
435/440530/535Oct 16$4.70$0.3058%15.67$435.30$534.70
435/440545/550Oct 16$3.95$1.0570%3.76$436.05$548.95
435/440550/555Oct 16$3.73$1.2774%2.94$436.27$553.73
485/490540/545Oct 16$4.69$0.3146%15.13$485.31$544.69
465/470540/545Oct 16$3.55$1.4562%2.45$466.45$543.55
490/495540/545Oct 16$4.27$0.7341%5.85$490.73$544.27
485/490560/565Oct 16$3.29$1.7160%1.92$486.71$563.29
455/460540/545Oct 16$2.82$2.1867%1.29$457.18$542.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 21.73, cheapest $0.22)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$550.00$555.00Oct 16$0.22$4.786%21.73
$520.00$525.00$530.00Oct 16$0.45$4.5510%10.11
$550.00$555.00$560.00Oct 16$0.48$4.523%9.42
$515.00$520.00$525.00Oct 16$0.80$4.2011%5.25
$560.00$565.00$570.00Oct 16$1.04$3.964%3.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$505.00$510.00$515.00Oct 16$0.45$4.5511%10.11
$520.00$525.00$530.00Oct 16$0.60$4.4010%7.33
$470.00$475.00$480.00Oct 16$0.62$4.385%7.06
$535.00$540.00$545.00Oct 16$0.75$4.258%5.67
$500.00$505.00$510.00Oct 16$1.30$3.7011%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.27, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$565.001:2Oct 16-$0.41$4.59
$540.00$545.001:2Oct 16-$1.31$3.69
$570.00$575.001:2Oct 16-$0.65$4.35
$600.00$605.001:2Oct 16-$0.58$4.42
$565.00$570.001:2Oct 16-$1.52$3.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$465.001:2Oct 16-$0.27$4.73
$460.00$455.001:2Oct 16-$0.50$4.50
$490.00$485.001:2Oct 16-$2.11$2.89
$465.00$460.001:2Oct 16-$1.35$3.65
$480.00$475.001:2Oct 16-$2.01$2.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 2.16%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$515.00Oct 16$11.000.461.2%2.16%3.34%362
$530.00Oct 16$6.700.314.1%1.32%5.45%16167
$520.00Oct 16$8.400.412.2%1.65%3.82%10369
$525.00Oct 16$7.100.363.1%1.39%4.54%290
$540.00Oct 16$4.000.256.1%0.79%6.88%472
$510.00Oct 16$11.000.510.2%2.16%2.36%--106
$535.00Oct 16$4.300.275.1%0.84%5.96%2172
$545.00Oct 16$2.550.197.1%0.50%7.58%520
$550.00Oct 16$2.450.168.1%0.48%8.54%10130
$555.00Oct 16$2.000.139.0%0.39%9.43%262

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 293
Total Puts 288
Put/Call Ratio 0.98
Net Difference 5

Prior's Put/Call Breakdown

Total Calls 565
Total Puts 316
Put/Call Ratio 0.56
Net Difference 249

Prior 7-Day Put/Call Summary

Total Calls 4,140
Total Puts 4,224
Average Put/Call Ratio 1.09
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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