Tour v528
NOC
NORTHROP GRUMMAN COR
$504.61 -0.24%
$481.45 (-4.59%)🌙
as of 09/29 06:03 PM
◀ 9/29 18:03 ▶

Option Volume

Detail
ℹ
Current (09/29) 837
Calls: 636 (76%)
Puts: 201 (24%)
Prior (09/28) 572
Calls: 314 (55%)
Puts: 258 (45%)
Current vs Prior +46.33%
Calls: +102.55% (Calls)
Puts: -22.09% (Puts)
Prior 7-Day Total 6,485
Calls: 2,899 (45%)
Puts: 3,586 (55%)
Prior 7-Day Average 926
Calls: 414 (45%)
Puts: 512 (55%)
Current vs Prior 7-Day Avg -9.65%
Calls: +53.57%
Puts: -60.76%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $755.1K
Calls: $457.9K (61%)
Puts: $297.2K (39%)
Prior (09/28) $990.1K
Calls: $515.8K (52%)
Puts: $474.3K (48%)
Current vs Prior -23.73%
Calls: -11.22%
Puts: -37.34%
Prior 7-Day Total $24.24M
Calls: $3.94M (16%)
Puts: $20.29M (84%)
Prior 7-Day Average $3.46M
Calls: $563.6K (16%)
Puts: $2.90M (84%)
Current vs Prior 7-Day Avg -78.19%
Calls: -18.75%
Puts: -89.75%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.32
Prior (09/28) 0.82
Current vs Prior -61.54%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -72.55%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 27,005
Calls: 12,351 (46%)
Puts: 14,654 (54%)
Prior (09/28) 4,980
Calls: 2,759 (55%)
Puts: 2,221 (45%)
Current vs Prior +442.27%
Prior 7-Day Total 180,196
Calls: 84,482 (47%)
Puts: 95,714 (53%)
Prior 7-Day Average 25,742
Calls: 12,068 (47%)
Puts: 13,673 (53%)
Current vs Prior 7-Day Avg +4.91%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 5.80% | 9.61%
Prior 5.62% | 9.93%
Current vs Prior +3.05% | -3.25%
Prior 7-Day Avg 5.03% | 9.34%
Current vs 7-Day Avg +15.13% | +2.89%
Prior 7-Day Eod 5.62% | 9.93%
Current vs 7-Day Eod +3.05% | -3.25%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.32% | 15.45%
Calls: 33.65% | 15.22%
Puts: 25.00% | 15.67%
Prior 35.36% | 20.30%
Calls: 40.00% | 17.79%
Puts: 30.71% | 22.81%
Current vs Prior -17.08% | -23.89%
Prior 7-Day Avg 71.38% | 21.70%
Calls: 85.48% | 20.14%
Puts: 57.27% | 23.26%
Current vs 7-Day Avg -58.92% | -28.80%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($457.9K). Extreme bullish P/C ratio of 0.32 - heavy call buying (636 calls vs 201 puts). P/C ratio dropping 62% - sentiment shifting bullish. Rising open interest (up 442%) indicates new positions being established.

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 BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 0.72, highest 0.91)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1619.7024.80$22.2522.9%--0.6926
$500.00Oct 1613.1018.40$15.7533.7%--0.5730
$505.00Oct 1612.1014.50$13.3018.0%90.5010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1643.4048.60$46.0011.3%10.9115
$545.00Oct 1638.0044.40$41.2015.5%--0.8811
$540.00Oct 1635.0039.90$37.4513.1%--0.8835
$535.00Oct 1629.3034.90$32.1017.4%--0.8129
$530.00Oct 1626.0031.60$28.8019.4%--0.78116

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 306, top 53)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 162.954.80$3.8847.7%530.22184
$565.00Oct 160.351.00$0.6895.6%470.0573
$575.00Oct 160.050.50$0.28160.7%220.0246
$535.00Oct 162.604.00$3.3042.4%150.19172
$520.00Oct 166.307.70$7.0020.0%140.33367
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 160.501.50$1.00100.0%260.0713
$500.00Oct 167.5010.90$9.2037.0%140.43172
$475.00Oct 160.303.80$2.05170.7%110.1441
$485.00Oct 164.405.40$4.9020.4%90.2657
$495.00Oct 165.8010.00$7.9053.2%60.37119

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. 30 found (best R:R 2.45, avg 6.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$535.00Oct 16$0.58$4.42$0.5822%7.62$530.58
$500.00$505.00Oct 16$2.45$2.55$2.4557%1.04$502.45
$510.00$515.00Oct 16$1.90$3.10$1.9044%1.63$511.90
$515.00$520.00Oct 16$1.65$3.35$1.6538%2.03$516.65
$565.00$570.00Oct 16$0.13$4.87$0.135%37.46$565.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$505.00Oct 16$1.45$3.55$1.4556%2.45$508.55
$535.00$530.00Oct 16$3.30$1.70$3.3081%0.52$531.70
$500.00$495.00Oct 16$1.30$3.70$1.3043%2.85$498.70
$520.00$515.00Oct 16$2.65$2.35$2.6567%0.89$517.35
$485.00$480.00Oct 16$0.85$4.15$0.8526%4.88$484.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.54, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Oct 16$1.75$1.75$3.2592%0.54$596.75
$535.00$540.00Oct 16$1.62$1.62$3.3881%0.48$536.62
$505.00$510.00Oct 16$2.75$2.75$2.2550%1.22$507.75
$525.00$530.00Oct 16$1.47$1.47$3.5373%0.42$526.47
$545.00$550.00Oct 16$0.68$0.68$4.3288%0.16$545.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$480.00$475.00Oct 16$2.00$2.00$3.0079%0.67$478.00
$440.00$435.00Oct 16$1.20$1.20$3.8093%0.32$438.80
$445.00$440.00Oct 16$0.95$0.95$4.0590%0.23$444.05
$465.00$460.00Oct 16$0.78$0.78$4.2289%0.18$464.22
$495.00$490.00Oct 16$1.65$1.65$3.3563%0.49$493.35

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 4.94% of stock, avg 6.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Oct 16$15.75$9.20$24.95$475.05$524.954.94%
$510.00Oct 16$10.55$14.95$25.50$484.50$535.505.05%
$515.00Oct 16$8.65$18.05$26.70$488.30$541.705.29%
$505.00Oct 16$13.30$13.50$26.80$478.20$531.805.31%
$520.00Oct 16$7.00$20.70$27.70$492.30$547.705.49%
$490.00Oct 16$22.25$6.25$28.50$461.50$518.505.65%
$525.00Oct 16$5.35$24.60$29.95$495.05$554.955.94%
$530.00Oct 16$3.88$28.80$32.68$497.32$562.686.48%
$535.00Oct 16$3.30$32.10$35.40$499.60$570.407.02%
$540.00Oct 16$1.68$37.45$39.13$500.87$579.137.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.74% of stock, avg 3.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$485.00Oct 16$3.88$4.90$8.78$476.22$538.78
$525.00$485.00Oct 16$5.35$4.90$10.25$474.75$535.25
$530.00$490.00Oct 16$3.88$6.25$10.13$479.87$540.13
$525.00$490.00Oct 16$5.35$6.25$11.60$478.40$536.60
$520.00$485.00Oct 16$7.00$4.90$11.90$473.10$531.90
$520.00$490.00Oct 16$7.00$6.25$13.25$476.75$533.25
$530.00$495.00Oct 16$3.88$7.90$11.78$483.22$541.78
$525.00$495.00Oct 16$5.35$7.90$13.25$481.75$538.25
$520.00$495.00Oct 16$7.00$7.90$14.90$480.10$534.90
$515.00$485.00Oct 16$8.65$4.90$13.55$471.45$528.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 2.62, avg credit $1.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
475/480535/540Oct 16$3.62$1.3860%2.62$476.38$538.62
435/440535/540Oct 16$2.82$2.1874%1.29$437.18$537.82
440/445535/540Oct 16$2.57$2.4371%1.06$442.43$537.57
475/480525/530Oct 16$3.47$1.5351%2.27$476.53$528.47
475/480545/550Oct 16$2.68$2.3267%1.16$477.32$547.68
435/440525/530Oct 16$2.67$2.3366%1.15$437.33$527.67
475/480555/560Oct 16$2.45$2.5570%0.96$477.55$557.45
435/440545/550Oct 16$1.88$3.1281%0.60$438.12$546.88
475/480520/525Oct 16$3.65$1.3546%2.70$476.35$523.65
460/465535/540Oct 16$2.40$2.6070%0.92$462.60$537.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Oct 16$0.18$4.8211%26.78
$510.00$515.00$520.00Oct 16$0.25$4.7511%19.00
$560.00$565.00$570.00Oct 16$0.07$4.932%70.43
$555.00$560.00$565.00Oct 16$0.25$4.754%19.00
$580.00$585.00$590.00Oct 16$0.20$4.800%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$450.00$455.00$460.00Oct 16$0.05$4.953%99.00
$485.00$490.00$495.00Oct 16$0.30$4.7012%15.67
$520.00$525.00$530.00Oct 16$0.30$4.7011%15.67
$480.00$485.00$490.00Oct 16$0.50$4.5010%9.00
$455.00$460.00$465.00Oct 16$0.53$4.475%8.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.05, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$535.00$540.001:2Oct 16-$0.06$4.94
$570.00$575.001:2Oct 16-$0.01$4.99
$545.00$550.001:2Oct 16-$0.52$4.48
$555.00$560.001:2Oct 16-$0.43$4.57
$565.00$570.001:2Oct 16-$0.42$4.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$475.001:2Oct 16-$0.05$4.95
$465.00$460.001:2Oct 16-$0.22$4.78
$455.00$450.001:2Oct 16-$0.35$4.65
$445.00$440.001:2Oct 16-$0.55$4.45
$460.00$455.001:2Oct 16-$0.50$4.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.40%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$505.00Oct 16$12.100.500.1%2.40%2.48%910
$520.00Oct 16$6.300.333.0%1.25%4.30%14367
$515.00Oct 16$6.900.382.1%1.37%3.43%269
$525.00Oct 16$4.500.274.0%0.89%4.93%1395
$510.00Oct 16$6.200.441.1%1.23%2.30%1105
$530.00Oct 16$2.950.225.0%0.58%5.62%53184
$535.00Oct 16$2.600.196.0%0.52%6.54%15172
$545.00Oct 16$1.450.128.0%0.29%8.29%619
$555.00Oct 16$0.400.0910.0%0.08%10.07%1156
$550.00Oct 16$0.600.099.0%0.12%9.11%4203

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 636
Total Puts 201
Put/Call Ratio 0.32
Net Difference 435

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,899
Total Puts 3,586
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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