Tour v529
NOC
NORTHROP GRUMMAN COR
$483.48 -4.19%
$484.70 (+0.25%)🌙
as of 09/30 11:33 PM
◀ 9/30 23:33 ▶

Option Volume

Detail
ℹ
Current (09/30) 3,246
Calls: 1,745 (54%)
Puts: 1,501 (46%)
Prior (09/29) 837
Calls: 636 (76%)
Puts: 201 (24%)
Current vs Prior +287.81%
Calls: +174.37% (Calls)
Puts: +646.77% (Puts)
Prior 7-Day Total 6,764
Calls: 3,247 (48%)
Puts: 3,517 (52%)
Prior 7-Day Average 966
Calls: 463 (48%)
Puts: 502 (52%)
Current vs Prior 7-Day Avg +235.93%
Calls: +276.19%
Puts: +198.75%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30) $4.15M
Calls: $1.90M (46%)
Puts: $2.25M (54%)
Prior (09/29) $755.1K
Calls: $457.9K (61%)
Puts: $297.2K (39%)
Current vs Prior +449.48%
Calls: +314.57%
Puts: +657.35%
Prior 7-Day Total $24.52M
Calls: $4.11M (17%)
Puts: $20.41M (83%)
Prior 7-Day Average $3.50M
Calls: $587.1K (17%)
Puts: $2.92M (83%)
Current vs Prior 7-Day Avg +18.44%
Calls: +223.37%
Puts: -22.82%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30) 0.86
Prior (09/29) 0.32
Current vs Prior +172.17%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -19.02%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/30) 11,390
Calls: 5,563 (49%)
Puts: 5,827 (51%)
Prior (09/29) 27,005
Calls: 12,351 (46%)
Puts: 14,654 (54%)
Current vs Prior -57.82%
Prior 7-Day Total 174,803
Calls: 81,330 (47%)
Puts: 93,473 (53%)
Prior 7-Day Average 24,971
Calls: 11,618 (47%)
Puts: 13,353 (53%)
Current vs Prior 7-Day Avg -54.39%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 4.78% | 9.57%
Prior 5.80% | 9.61%
Current vs Prior -17.57% | -0.47%
Prior 7-Day Avg 5.54% | 9.67%
Current vs 7-Day Avg -13.82% | -1.04%
Prior 7-Day Eod 5.80% | 9.61%
Current vs 7-Day Eod -17.57% | -0.47%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 37.58% | 16.36%
Calls: 20.38% | 10.94%
Puts: 54.78% | 21.79%
Prior 29.32% | 15.45%
Calls: 33.65% | 15.22%
Puts: 25.00% | 15.67%
Current vs Prior +28.17% | +5.89%
Prior 7-Day Avg 70.71% | 21.29%
Calls: 84.33% | 20.67%
Puts: 57.09% | 21.91%
Current vs 7-Day Avg -46.86% | -23.16%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 449% vs prior. Unusually high activity with volume up 288% vs prior - elevated interest. Volume explosion - 236% above 7-day average (3,246 vs avg 966). P/C ratio rising 172% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
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 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 1 of results (avg 9.3%, best 9.3%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1662.5068.60$65.559.3%10.96--

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. 15 found (avg delta 0.80, highest 0.98)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Oct 1617.0022.10$19.5526.1%140.731
$480.00Oct 1611.9014.60$13.2520.4%370.581
$485.00Oct 169.3012.00$10.6525.4%250.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Oct 1647.0053.30$50.1512.6%20.98--
$540.00Oct 1652.0058.30$55.1511.4%60.98--
$530.00Oct 1642.6048.80$45.7013.6%10.96--
$550.00Oct 1662.5068.60$65.559.3%10.96--
$525.00Oct 1637.7044.30$41.0016.1%10.95--

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 978, top 109)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 164.006.00$5.0040.0%1090.3030
$520.00Oct 161.201.90$1.5545.2%650.12370
$525.00Oct 160.701.30$1.0060.0%640.0895
$480.00Oct 1611.9014.60$13.2520.4%370.581
$490.00Oct 167.6010.00$8.8027.3%370.4426
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 1617.2023.10$20.1529.3%760.71185
$490.00Oct 1611.7016.90$14.3036.4%740.57240
$460.00Oct 161.753.20$2.4858.5%460.1736
$465.00Oct 161.705.50$3.60105.6%350.2236
$470.00Oct 164.005.30$4.6528.0%320.28125

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. 23 found (best R:R 3.76, avg 6.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$505.00$510.00Oct 16$0.40$4.60$0.4023%11.50$505.40
$485.00$490.00Oct 16$1.85$3.15$1.8551%1.70$486.85
$470.00$480.00Oct 16$6.30$3.70$6.3073%0.59$476.30
$515.00$520.00Oct 16$0.23$4.77$0.2314%20.74$515.23
$480.00$485.00Oct 16$2.60$2.40$2.6058%0.92$482.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$485.00$480.00Oct 16$1.05$3.95$1.0550%3.76$483.95
$495.00$490.00Oct 16$2.15$2.85$2.1564%1.33$492.85
$505.00$500.00Oct 16$3.20$1.80$3.2079%0.56$501.80
$480.00$475.00Oct 16$1.40$3.60$1.4042%2.57$478.60
$470.00$465.00Oct 16$1.05$3.95$1.0528%3.76$468.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 1.22, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$555.00$560.00Oct 16$0.95$0.95$4.0594%0.23$555.95
$510.00$515.00Oct 16$1.25$1.25$3.7580%0.33$511.25
$500.00$505.00Oct 16$1.57$1.57$3.4370%0.46$501.57
$495.00$500.00Oct 16$1.85$1.85$3.1563%0.59$496.85
$520.00$525.00Oct 16$0.55$0.55$4.4588%0.12$520.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$475.00$470.00Oct 16$2.75$2.75$2.2564%1.22$472.25
$460.00$455.00Oct 16$0.95$0.95$4.0583%0.23$459.05
$465.00$460.00Oct 16$1.12$1.12$3.8878%0.29$463.88
$450.00$445.00Oct 16$0.43$0.43$4.5791%0.09$449.57
$445.00$440.00Oct 16$0.20$0.20$4.8094%0.04$444.80

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 4.24% of stock, avg 6.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Oct 16$10.65$9.85$20.50$464.50$505.504.24%
$480.00Oct 16$13.25$8.80$22.05$457.95$502.054.56%
$490.00Oct 16$8.80$14.30$23.10$466.90$513.104.78%
$495.00Oct 16$6.85$16.45$23.30$471.70$518.304.82%
$470.00Oct 16$19.55$4.65$24.20$445.80$494.205.01%
$500.00Oct 16$5.00$20.15$25.15$474.85$525.155.20%
$505.00Oct 16$3.43$23.35$26.78$478.22$531.785.54%
$510.00Oct 16$3.03$27.20$30.23$479.77$540.236.25%
$515.00Oct 16$1.78$31.75$33.53$481.47$548.536.94%
$520.00Oct 16$1.55$36.65$38.20$481.80$558.207.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.37% of stock, avg 2.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$465.00Oct 16$3.03$3.60$6.63$458.37$516.63
$505.00$465.00Oct 16$3.43$3.60$7.03$457.97$512.03
$510.00$470.00Oct 16$3.03$4.65$7.68$462.32$517.68
$505.00$470.00Oct 16$3.43$4.65$8.08$461.92$513.08
$500.00$465.00Oct 16$5.00$3.60$8.60$456.40$508.60
$500.00$470.00Oct 16$5.00$4.65$9.65$460.35$509.65
$495.00$465.00Oct 16$6.85$3.60$10.45$454.55$505.45
$505.00$475.00Oct 16$3.43$7.40$10.83$464.17$515.83
$510.00$475.00Oct 16$3.03$7.40$10.43$464.57$520.43
$495.00$470.00Oct 16$6.85$4.65$11.50$458.50$506.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 0.61, avg credit $1.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
455/460555/560Oct 16$1.90$3.1077%0.61$458.10$556.90
460/465555/560Oct 16$2.07$2.9372%0.71$462.93$557.07
445/450555/560Oct 16$1.38$3.6285%0.38$448.62$556.38
440/445555/560Oct 16$1.15$3.8588%0.30$443.85$556.15
450/455555/560Oct 16$1.35$3.6582%0.37$453.65$556.35
455/460510/515Oct 16$2.20$2.8063%0.79$457.80$512.20
465/470555/560Oct 16$2.00$3.0066%0.67$468.00$557.00
460/465510/515Oct 16$2.37$2.6358%0.90$462.63$512.37
445/450510/515Oct 16$1.68$3.3271%0.51$448.32$511.68
455/460500/505Oct 16$2.52$2.4853%1.02$457.48$502.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$495.00$500.00Oct 16$0.10$4.9014%49.00
$495.00$500.00$505.00Oct 16$0.28$4.7214%16.86
$530.00$535.00$540.00Oct 16$0.17$4.832%28.41
$520.00$525.00$530.00Oct 16$0.45$4.554%10.11
$480.00$485.00$490.00Oct 16$0.75$4.2514%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$455.00$460.00$465.00Oct 16$0.17$4.8311%28.41
$510.00$515.00$520.00Oct 16$0.35$4.659%13.29
$440.00$445.00$450.00Oct 16$0.23$4.774%20.74
$520.00$525.00$530.00Oct 16$0.35$4.655%13.29
$435.00$440.00$445.00Oct 16$0.27$4.732%17.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.53, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$515.001:2Oct 16-$0.53$4.47
$520.00$525.001:2Oct 16-$0.45$4.55
$470.00$480.001:2Oct 16-$6.95$3.05
$530.00$535.001:2Oct 16-$0.56$4.44
$560.00$575.001:2Oct 16-$0.73$14.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$445.001:2Oct 16-$0.27$4.73
$460.00$455.001:2Oct 16-$0.58$4.42
$445.00$440.001:2Oct 16-$0.30$4.70
$455.00$450.001:2Oct 16-$0.73$4.27
$475.00$470.001:2Oct 16-$1.90$3.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 1.57%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$490.00Oct 16$7.600.441.4%1.57%2.92%3726
$485.00Oct 16$9.300.510.3%1.92%2.24%25--
$495.00Oct 16$5.000.372.4%1.03%3.42%62
$500.00Oct 16$4.000.303.4%0.83%4.24%10930
$510.00Oct 16$2.050.205.5%0.42%5.91%15106
$520.00Oct 16$1.200.127.5%0.25%7.80%65370
$515.00Oct 16$0.900.146.5%0.19%6.71%1369
$550.00Oct 16$0.100.0713.8%0.02%13.78%19207
$545.00Oct 16$0.100.0712.7%0.02%12.75%621
$525.00Oct 16$0.700.088.6%0.14%8.73%6495

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 1,745
Total Puts 1,501
Put/Call Ratio 0.86
Net Difference 244

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,247
Total Puts 3,517
Average Put/Call Ratio 1.06
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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