Tour v528
NOC
NORTHROP GRUMMAN COR
$505.80 -0.93%
$506.00 (+0.04%)🌙
as of 09/29 02:43 AM
◀ 9/28 02:43 ▶

Option Volume

Detail
ℹ
Current (09/29) 572
Calls: 314 (55%)
Puts: 258 (45%)
Prior (09/25) 580
Calls: 401 (69%)
Puts: 179 (31%)
Current vs Prior -1.38%
Calls: -21.70% (Calls)
Puts: +44.13% (Puts)
Prior 7-Day Total 7,121
Calls: 3,424 (48%)
Puts: 3,697 (52%)
Prior 7-Day Average 1,017
Calls: 489 (48%)
Puts: 528 (52%)
Current vs Prior 7-Day Avg -43.77%
Calls: -35.81%
Puts: -51.15%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $990.1K
Calls: $515.8K (52%)
Puts: $474.3K (48%)
Prior (09/25) $953.5K
Calls: $600.8K (63%)
Puts: $352.6K (37%)
Current vs Prior +3.84%
Calls: -14.16%
Puts: +34.51%
Prior 7-Day Total $24.50M
Calls: $4.26M (17%)
Puts: $20.25M (83%)
Prior 7-Day Average $3.50M
Calls: $607.9K (17%)
Puts: $2.89M (83%)
Current vs Prior 7-Day Avg -71.71%
Calls: -15.15%
Puts: -83.60%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.82
Prior (09/25) 0.45
Current vs Prior +84.07%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -25.06%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 4,980
Calls: 2,759 (55%)
Puts: 2,221 (45%)
Prior (09/25) 26,609
Calls: 12,090 (45%)
Puts: 14,519 (55%)
Current vs Prior -81.28%
Prior 7-Day Total 207,140
Calls: 96,902 (47%)
Puts: 110,238 (53%)
Prior 7-Day Average 29,591
Calls: 13,843 (47%)
Puts: 15,748 (53%)
Current vs Prior 7-Day Avg -83.17%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 5.62% | 9.93%
Prior 5.83% | 9.99%
Current vs Prior -3.48% | -0.55%
Prior 7-Day Avg 4.74% | 8.95%
Current vs 7-Day Avg +18.68% | +11.03%
Prior 7-Day Eod 5.83% | 9.99%
Current vs 7-Day Eod -3.48% | -0.55%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 35.36% | 20.30%
Calls: 40.00% | 17.79%
Puts: 30.71% | 22.81%
Prior 30.05% | 21.84%
Calls: 31.75% | 22.22%
Puts: 28.36% | 21.46%
Current vs Prior +17.67% | -7.05%
Prior 7-Day Avg 71.18% | 21.42%
Calls: 85.73% | 19.23%
Puts: 56.62% | 23.60%
Current vs 7-Day Avg -50.32% | -5.21%
Liquidity Expensive
+
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🤖 AI Insights

P/C ratio rising 84% - increased hedging/bearish positioning. Declining open interest (down 81%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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. 6 found (avg delta 0.69, highest 0.91)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 1615.5018.70$17.1018.7%10.58--
$505.00Oct 1612.3014.80$13.5518.5%20.529
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1641.5050.00$45.7518.6%10.91--
$540.00Oct 1633.3040.40$36.8519.3%20.8536
$525.00Oct 1621.2027.50$24.3525.9%10.7242
$510.00Oct 1611.4018.40$14.9047.0%90.54206

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 274, top 43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 160.052.40$1.22192.6%430.09166
$540.00Oct 160.854.00$2.42130.2%210.1574
$520.00Oct 166.7011.00$8.8548.6%190.36365
$530.00Oct 164.005.50$4.7531.6%130.25173
$560.00Oct 160.001.60$0.80200.0%120.0681
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 166.5012.00$9.2559.5%240.42155
$480.00Oct 161.505.10$3.30109.1%160.1978
$440.00Oct 160.201.05$0.63134.9%140.0413
$435.00Oct 160.100.50$0.30133.3%130.0228
$490.00Oct 163.508.00$5.7578.3%130.29237

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. 18 found (best R:R 4.88, avg 5.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$520.00Oct 16$0.85$4.15$0.8540%4.88$515.85
$525.00$530.00Oct 16$0.30$4.70$0.3027%15.67$525.30
$505.00$510.00Oct 16$2.00$3.00$2.0052%1.50$507.00
$510.00$515.00Oct 16$1.85$3.15$1.8546%1.70$511.85
$585.00$590.00Oct 16$0.35$4.65$0.354%13.29$585.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$495.00Oct 16$0.85$4.15$0.8542%4.88$499.15
$480.00$465.00Oct 16$1.30$13.70$1.3019%10.54$478.70
$525.00$510.00Oct 16$9.45$5.55$9.4572%0.59$515.55
$490.00$485.00Oct 16$1.15$3.85$1.1529%3.35$488.85
$440.00$435.00Oct 16$0.33$4.67$0.334%14.15$439.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 3.17, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$525.00Oct 16$3.80$3.80$1.2064%3.17$523.80
$565.00$575.00Oct 16$1.75$1.75$8.2590%0.21$566.75
$530.00$535.00Oct 16$2.25$2.25$2.7575%0.82$532.25
$555.00$560.00Oct 16$1.08$1.08$3.9289%0.28$556.08
$540.00$550.00Oct 16$1.20$1.20$8.8085%0.14$541.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$495.00$490.00Oct 16$2.65$2.65$2.3564%1.13$492.35
$465.00$445.00Oct 16$1.55$1.55$18.4589%0.08$463.45
$485.00$480.00Oct 16$1.30$1.30$3.7076%0.35$483.70
$440.00$435.00Oct 16$0.33$0.33$4.6796%0.07$439.67
$490.00$485.00Oct 16$1.15$1.15$3.8571%0.30$488.85

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. 5 found (cheapest 5.21% of stock, avg 6.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Oct 16$17.10$9.25$26.35$473.65$526.355.21%
$510.00Oct 16$11.55$14.90$26.45$483.55$536.455.23%
$525.00Oct 16$5.05$24.35$29.40$495.60$554.405.81%
$540.00Oct 16$2.42$36.85$39.27$500.73$579.277.76%
$550.00Oct 16$1.22$45.75$46.97$503.03$596.979.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.59% of stock, avg 2.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$480.00Oct 16$4.75$3.30$8.05$471.95$538.05
$525.00$480.00Oct 16$5.05$3.30$8.35$471.65$533.35
$530.00$485.00Oct 16$4.75$4.60$9.35$475.65$539.35
$525.00$485.00Oct 16$5.05$4.60$9.65$475.35$534.65
$525.00$490.00Oct 16$5.05$5.75$10.80$479.20$535.80
$530.00$490.00Oct 16$4.75$5.75$10.50$479.50$540.50
$520.00$480.00Oct 16$8.85$3.30$12.15$467.85$532.15
$525.00$495.00Oct 16$5.05$8.40$13.45$481.55$538.45
$530.00$495.00Oct 16$4.75$8.40$13.15$481.85$543.15
$520.00$485.00Oct 16$8.85$4.60$13.45$471.55$533.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 1.07, avg credit $2.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440530/535Oct 16$2.58$2.4272%1.07$437.42$532.58
480/485530/535Oct 16$3.55$1.4551%2.45$481.45$533.55
485/490530/535Oct 16$3.40$1.6046%2.13$486.60$533.40
435/440565/575Oct 16$2.08$7.9286%0.26$437.92$567.08
435/440555/560Oct 16$1.41$3.5985%0.39$438.59$556.41
480/485555/560Oct 16$2.38$2.6265%0.91$482.62$557.38
435/440585/590Oct 16$0.68$4.3292%0.16$439.32$585.68
480/485585/590Oct 16$1.65$3.3572%0.49$483.35$586.65
485/490555/560Oct 16$2.23$2.7760%0.81$487.77$557.23
485/490585/590Oct 16$1.50$3.5067%0.43$488.50$586.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$505.00$510.00$515.00Oct 16$0.15$4.8511%32.33
$585.00$590.00$595.00Oct 16$0.35$4.652%13.29
$510.00$515.00$520.00Oct 16$1.00$4.0010%4.00
$500.00$505.00$510.00Oct 16$1.55$3.4512%2.23
$530.00$535.00$540.00Oct 16$2.17$2.8310%1.30
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$525.00$540.00Oct 16$3.05$11.9531%3.92
$485.00$490.00$495.00Oct 16$1.50$3.5012%2.33

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 $-5.45, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$550.001:2Oct 16-$0.02$9.98
$530.00$535.001:2Oct 16-$0.25$4.75
$520.00$525.001:2Oct 16-$1.25$3.75
$590.00$595.001:2Oct 16-$0.28$4.72
$575.00$580.001:2Oct 16-$0.71$4.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$525.00$510.001:2Oct 16-$5.45$9.55
$480.00$465.001:2Oct 16-$0.70$14.30
$510.00$500.001:2Oct 16-$3.60$6.40
$540.00$525.001:2Oct 16-$11.85$3.15
$445.00$440.001:2Oct 16-$0.81$4.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.32%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Oct 16$6.700.362.8%1.32%4.13%19365
$515.00Oct 16$7.900.401.8%1.56%3.38%267
$530.00Oct 16$4.000.254.8%0.79%5.58%13173
$510.00Oct 16$7.700.460.8%1.52%2.35%2104
$525.00Oct 16$2.100.273.8%0.42%4.21%492
$565.00Oct 16$0.300.1011.7%0.06%11.76%1--
$540.00Oct 16$0.850.156.8%0.17%6.93%2174
$535.00Oct 16$0.600.175.8%0.12%5.89%3173

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 314
Total Puts 258
Put/Call Ratio 0.82
Net Difference 56

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,424
Total Puts 3,697
Average Put/Call Ratio 1.10
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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