Tour v528
NOC
NORTHROP GRUMMAN COR
$510.52 +0.30%
$510.40 (-0.02%)🌙
as of 09/25 06:02 PM
◀ 9/25 18:02 ▶

Option Volume

Detail
ℹ
Current (09/25) 580
Calls: 401 (69%)
Puts: 179 (31%)
Prior (09/24) 581
Calls: 293 (50%)
Puts: 288 (50%)
Current vs Prior -0.17%
Calls: +36.86% (Calls)
Puts: -37.85% (Puts)
Prior 7-Day Total 7,933
Calls: 3,779 (48%)
Puts: 4,154 (52%)
Prior 7-Day Average 1,133
Calls: 539 (48%)
Puts: 593 (52%)
Current vs Prior 7-Day Avg -48.82%
Calls: -25.72%
Puts: -69.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25) $953.5K
Calls: $600.8K (63%)
Puts: $352.6K (37%)
Prior (09/24) $942.6K
Calls: $438.3K (47%)
Puts: $504.3K (53%)
Current vs Prior +1.15%
Calls: +37.08%
Puts: -30.07%
Prior 7-Day Total $25.55M
Calls: $4.64M (18%)
Puts: $20.91M (82%)
Prior 7-Day Average $3.65M
Calls: $662.5K (18%)
Puts: $2.99M (82%)
Current vs Prior 7-Day Avg -73.87%
Calls: -9.30%
Puts: -88.19%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25) 0.45
Prior (09/24) 0.98
Current vs Prior -54.59%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -61.28%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25) 26,609
Calls: 12,090 (45%)
Puts: 14,519 (55%)
Prior (09/24) 26,367
Calls: 11,980 (45%)
Puts: 14,387 (55%)
Current vs Prior +0.92%
Prior 7-Day Total 211,875
Calls: 99,704 (47%)
Puts: 112,171 (53%)
Prior 7-Day Average 30,267
Calls: 14,243 (47%)
Puts: 16,024 (53%)
Current vs Prior 7-Day Avg -12.09%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 5.83% | 9.99%
Prior 6.40% | 10.02%
Current vs Prior -8.88% | -0.30%
Prior 7-Day Avg 4.31% | 8.57%
Current vs 7-Day Avg +35.10% | +16.51%
Prior 7-Day Eod 6.40% | 10.02%
Current vs 7-Day Eod -8.88% | -0.30%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 30.05% | 21.84%
Calls: 31.75% | 22.22%
Puts: 28.36% | 21.46%
Prior 31.55% | 22.17%
Calls: 27.32% | 18.87%
Puts: 35.79% | 25.47%
Current vs Prior -4.75% | -1.49%
Prior 7-Day Avg 72.61% | 20.91%
Calls: 86.28% | 18.50%
Puts: 58.94% | 23.32%
Current vs 7-Day Avg -58.62% | +4.43%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($600.8K). Extreme bullish P/C ratio of 0.45 - heavy call buying (401 calls vs 179 puts). P/C ratio dropping 55% - 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 BEARISH
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 -- 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 0.68, highest 0.84)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1624.5030.20$27.3520.8%250.741
$500.00Oct 1617.8021.60$19.7019.3%200.6211
$505.00Oct 1615.1020.80$17.9531.8%50.574
$510.00Oct 1612.3016.10$14.2026.8%80.51106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1638.1045.00$41.5516.6%--0.8417
$545.00Oct 1634.8040.30$37.5514.6%--0.8211
$540.00Oct 1631.2036.40$33.8015.4%--0.8036
$535.00Oct 1625.2032.30$28.7524.7%10.7329
$530.00Oct 1623.4028.30$25.8519.0%--0.70116

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 278, top 86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 162.303.40$2.8538.6%860.15130
$520.00Oct 169.0011.90$10.4527.8%400.40374
$490.00Oct 1624.5030.20$27.3520.8%250.741
$500.00Oct 1617.8021.60$19.7019.3%200.6211
$555.00Oct 161.952.45$2.2022.7%90.1261
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Oct 168.0013.10$10.5548.3%120.4371
$510.00Oct 1611.8015.70$13.7528.4%120.49196
$485.00Oct 163.805.20$4.5031.1%100.2247
$480.00Oct 161.254.70$2.98115.8%60.1775
$515.00Oct 1612.9018.20$15.5534.1%40.55503

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 1.86, avg 4.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$505.00Oct 16$1.75$3.25$1.7562%1.86$501.75
$515.00$520.00Oct 16$1.20$3.80$1.2045%3.17$516.20
$530.00$535.00Oct 16$0.50$4.50$0.5030%9.00$530.50
$540.00$545.00Oct 16$0.23$4.77$0.2320%20.74$540.23
$545.00$550.00Oct 16$0.50$4.50$0.5018%9.00$545.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$505.00$500.00Oct 16$1.05$3.95$1.0543%3.76$503.95
$515.00$510.00Oct 16$1.80$3.20$1.8055%1.78$513.20
$535.00$530.00Oct 16$2.90$2.10$2.9073%0.72$532.10
$480.00$475.00Oct 16$0.25$4.75$0.2517%19.00$479.75
$490.00$485.00Oct 16$1.20$3.80$1.2027%3.17$488.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 1.86, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Oct 16$2.77$2.77$2.2389%1.24$597.77
$535.00$540.00Oct 16$2.62$2.62$2.3873%1.10$537.62
$570.00$575.00Oct 16$0.92$0.92$4.0891%0.23$570.92
$520.00$525.00Oct 16$2.30$2.30$2.7060%0.85$522.30
$555.00$560.00Oct 16$0.87$0.87$4.1388%0.21$555.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$435.00Oct 16$3.25$3.25$1.7589%1.86$436.75
$510.00$505.00Oct 16$3.20$3.20$1.8051%1.78$506.80
$485.00$480.00Oct 16$1.52$1.52$3.4878%0.44$483.48
$470.00$465.00Oct 16$1.15$1.15$3.8586%0.30$468.85
$500.00$495.00Oct 16$2.05$2.05$2.9562%0.69$497.95

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 5.33% of stock, avg 6.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Oct 16$11.65$15.55$27.20$487.80$542.205.33%
$510.00Oct 16$14.20$13.75$27.95$482.05$537.955.47%
$505.00Oct 16$17.95$10.55$28.50$476.50$533.505.58%
$500.00Oct 16$19.70$9.50$29.20$470.80$529.205.72%
$520.00Oct 16$10.45$18.95$29.40$490.60$549.405.76%
$525.00Oct 16$8.15$22.35$30.50$494.50$555.505.97%
$530.00Oct 16$6.70$25.85$32.55$497.45$562.556.38%
$490.00Oct 16$27.35$5.70$33.05$456.95$523.056.47%
$535.00Oct 16$6.20$28.75$34.95$500.05$569.956.85%
$540.00Oct 16$3.58$33.80$37.38$502.62$577.387.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.33% of stock, avg 3.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Oct 16$6.20$5.70$11.90$478.10$546.90
$530.00$490.00Oct 16$6.70$5.70$12.40$477.60$542.40
$535.00$495.00Oct 16$6.20$7.45$13.65$481.35$548.65
$530.00$495.00Oct 16$6.70$7.45$14.15$480.85$544.15
$525.00$490.00Oct 16$8.15$5.70$13.85$476.15$538.85
$525.00$495.00Oct 16$8.15$7.45$15.60$479.40$540.60
$530.00$500.00Oct 16$6.70$9.50$16.20$483.80$546.20
$535.00$500.00Oct 16$6.20$9.50$15.70$484.30$550.70
$525.00$500.00Oct 16$8.15$9.50$17.65$482.35$542.65
$520.00$490.00Oct 16$10.45$5.70$16.15$473.85$536.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 55 found (best R:R 5.02, avg credit $2.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440570/575Oct 16$4.17$0.8380%5.02$435.83$574.17
435/440555/560Oct 16$4.12$0.8877%4.68$435.88$559.12
435/440550/555Oct 16$3.90$1.1074%3.55$436.10$553.90
435/440525/530Oct 16$4.70$0.3054%15.67$435.30$529.70
435/440545/550Oct 16$3.75$1.2571%3.00$436.25$548.75
435/440540/545Oct 16$3.48$1.5269%2.29$436.52$543.48
435/440530/535Oct 16$3.75$1.2559%3.00$436.25$533.75
465/470535/540Oct 16$3.77$1.2358%3.07$466.23$538.77
480/485535/540Oct 16$4.14$0.8651%4.81$480.86$539.14
490/495535/540Oct 16$4.37$0.6341%6.94$490.63$539.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Oct 16$0.85$4.1510%4.88
$525.00$530.00$535.00Oct 16$0.95$4.058%4.26
$505.00$510.00$515.00Oct 16$1.20$3.8012%3.17
$510.00$515.00$520.00Oct 16$1.35$3.6510%2.70
$555.00$560.00$565.00Oct 16$1.27$3.733%2.94
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Oct 16$0.10$4.9010%49.00
$490.00$495.00$500.00Oct 16$0.30$4.7011%15.67
$540.00$545.00$550.00Oct 16$0.25$4.754%19.00
$485.00$490.00$495.00Oct 16$0.55$4.4510%8.09
$470.00$475.00$480.00Oct 16$0.60$4.402%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. 24 found (best net $-0.96, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$535.00$540.001:2Oct 16-$0.96$4.04
$555.00$560.001:2Oct 16-$0.46$4.54
$600.00$605.001:2Oct 16-$0.53$4.47
$550.00$555.001:2Oct 16-$1.55$3.45
$565.00$570.001:2Oct 16-$1.67$3.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$465.001:2Oct 16-$0.78$4.22
$485.00$480.001:2Oct 16-$1.46$3.54
$460.00$455.001:2Oct 16-$1.32$3.68
$480.00$475.001:2Oct 16-$2.48$2.52
$490.00$485.001:2Oct 16-$3.30$1.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 1.76%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Oct 16$9.000.401.9%1.76%3.62%40374
$515.00Oct 16$9.900.450.9%1.94%2.82%562
$525.00Oct 16$6.600.352.8%1.29%4.13%292
$530.00Oct 16$5.400.303.8%1.06%4.87%5168
$535.00Oct 16$4.200.274.8%0.82%5.62%3172
$545.00Oct 16$2.800.186.8%0.55%7.30%119
$550.00Oct 16$2.300.157.7%0.45%8.18%86130
$540.00Oct 16$1.650.205.8%0.32%6.10%174
$555.00Oct 16$1.950.128.7%0.38%9.09%961
$565.00Oct 16$0.600.1010.7%0.12%10.79%--73

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 401
Total Puts 179
Put/Call Ratio 0.45
Net Difference 222

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,779
Total Puts 4,154
Average Put/Call Ratio 1.15
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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