Tour v531
NOC
NORTHROP GRUMMAN COR
$482.00 -0.31%
$483.00 (+0.21%)🌙
as of 10/01 06:02 PM
◀ 10/1 18:02 ▶

Option Volume

Detail
ℹ
Current (10/01) 1,720
Calls: 828 (48%)
Puts: 892 (52%)
Prior (09/30) 3,246
Calls: 1,745 (54%)
Puts: 1,501 (46%)
Current vs Prior -47.01%
Calls: -52.55% (Calls)
Puts: -40.57% (Puts)
Prior 7-Day Total 7,985
Calls: 4,431 (55%)
Puts: 3,554 (45%)
Prior 7-Day Average 1,140
Calls: 633 (55%)
Puts: 507 (45%)
Current vs Prior 7-Day Avg +50.78%
Calls: +30.81%
Puts: +75.69%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/01) $4.16M
Calls: $2.17M (52%)
Puts: $1.99M (48%)
Prior (09/30) $4.15M
Calls: $1.90M (46%)
Puts: $2.25M (54%)
Current vs Prior +0.21%
Calls: +14.10%
Puts: -11.51%
Prior 7-Day Total $14.94M
Calls: $5.34M (36%)
Puts: $9.59M (64%)
Prior 7-Day Average $2.13M
Calls: $763.4K (36%)
Puts: $1.37M (64%)
Current vs Prior 7-Day Avg +94.84%
Calls: +183.72%
Puts: +45.33%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 1.08
Prior (09/30) 0.86
Current vs Prior +25.24%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg +32.61%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/01) 28,688
Calls: 13,501 (47%)
Puts: 15,187 (53%)
Prior (09/30) 11,390
Calls: 5,563 (49%)
Puts: 5,827 (51%)
Current vs Prior +151.87%
Prior 7-Day Total 153,657
Calls: 71,323 (46%)
Puts: 82,334 (54%)
Prior 7-Day Average 21,951
Calls: 10,189 (46%)
Puts: 11,762 (54%)
Current vs Prior 7-Day Avg +30.69%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 4.92% | 9.95%
Prior 4.78% | 9.57%
Current vs Prior +2.91% | +3.99%
Prior 7-Day Avg 5.91% | 10.02%
Current vs 7-Day Avg -16.86% | -0.73%
Prior 7-Day Eod 4.78% | 9.57%
Current vs 7-Day Eod +2.91% | +3.99%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 37.58% | 16.36%
Calls: 20.38% | 10.94%
Puts: 54.78% | 21.79%
Prior 37.58% | 16.36%
Calls: 20.38% | 10.94%
Puts: 54.78% | 21.79%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 70.04% | 20.31%
Calls: 82.25% | 20.01%
Puts: 57.83% | 20.60%
Current vs 7-Day Avg -46.35% | -19.43%
Liquidity Expensive
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (95% higher). Below-average activity with volume down 47% vs prior. Slightly bearish P/C ratio of 1.08. Rising open interest (up 152%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 8.7%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 1654.7059.70$57.208.7%10.9932

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. 14 found (avg delta 0.80, highest 1.00)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Oct 1614.6023.00$18.8044.7%--0.7111
$480.00Oct 1611.3014.50$12.9024.8%20.5737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Oct 1648.0055.20$51.6014.0%11.0021
$540.00Oct 1654.7059.70$57.208.7%10.9932
$525.00Oct 1639.9044.80$42.3511.6%20.9941
$520.00Oct 1633.3041.00$37.1520.7%10.98111
$530.00Oct 1644.9050.80$47.8512.3%10.96115

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 305, top 63)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 160.001.50$0.75200.0%630.07395
$500.00Oct 163.705.00$4.3529.9%360.28104
$510.00Oct 161.302.75$2.0371.4%260.16105
$540.00Oct 160.250.95$0.60116.7%140.0591
$555.00Oct 160.051.35$0.70185.7%100.0553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1612.5014.20$13.3512.7%350.59237
$470.00Oct 164.005.60$4.8033.3%180.29134
$505.00Oct 1620.0028.50$24.2535.1%120.7579
$515.00Oct 1629.0037.00$33.0024.2%120.90501
$465.00Oct 162.606.40$4.5084.4%60.2562

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. 22 found (best R:R 1.38, avg 7.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$495.00Oct 16$0.95$4.05$0.9542%4.26$490.95
$470.00$480.00Oct 16$5.90$4.10$5.9071%0.69$475.90
$510.00$515.00Oct 16$0.33$4.67$0.3316%14.15$510.33
$550.00$555.00Oct 16$0.10$4.90$0.105%49.00$550.10
$485.00$490.00Oct 16$2.20$2.80$2.2049%1.27$487.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$495.00Oct 16$2.10$2.90$2.1074%1.38$497.90
$470.00$465.00Oct 16$0.30$4.70$0.3029%15.67$469.70
$490.00$485.00Oct 16$2.55$2.45$2.5559%0.96$487.45
$485.00$480.00Oct 16$2.20$2.80$2.2052%1.27$482.80
$445.00$440.00Oct 16$0.20$4.80$0.207%24.00$444.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 1.35, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$505.00$510.00Oct 16$2.87$2.87$2.1374%1.35$507.87
$570.00$575.00Oct 16$1.52$1.52$3.4891%0.44$571.52
$495.00$500.00Oct 16$2.35$2.35$2.6564%0.89$497.35
$515.00$520.00Oct 16$0.95$0.95$4.0587%0.23$515.95
$530.00$535.00Oct 16$0.58$0.58$4.4293%0.13$530.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$465.00$460.00Oct 16$2.50$2.50$2.5075%1.00$462.50
$455.00$450.00Oct 16$1.32$1.32$3.6885%0.36$453.68
$480.00$475.00Oct 16$2.30$2.30$2.7056%0.85$477.70
$450.00$445.00Oct 16$0.30$0.30$4.7091%0.06$449.70
$475.00$470.00Oct 16$1.50$1.50$3.5064%0.43$473.50

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 4.28% of stock, avg 6.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Oct 16$9.85$10.80$20.65$464.35$505.654.28%
$490.00Oct 16$7.65$13.35$21.00$469.00$511.004.36%
$480.00Oct 16$12.90$8.60$21.50$458.50$501.504.46%
$470.00Oct 16$18.80$4.80$23.60$446.40$493.604.90%
$500.00Oct 16$4.35$19.75$24.10$475.90$524.105.00%
$495.00Oct 16$6.70$17.65$24.35$470.65$519.355.05%
$505.00Oct 16$4.90$24.25$29.15$475.85$534.156.05%
$510.00Oct 16$2.03$28.10$30.13$479.87$540.136.25%
$515.00Oct 16$1.70$33.00$34.70$480.30$549.707.20%
$520.00Oct 16$0.75$37.15$37.90$482.10$557.907.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.32% of stock, avg 2.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$500.00$460.00Oct 16$4.35$2.00$6.35$453.65$506.35
$505.00$460.00Oct 16$4.90$2.00$6.90$453.10$511.90
$500.00$465.00Oct 16$4.35$4.50$8.85$456.15$508.85
$500.00$470.00Oct 16$4.35$4.80$9.15$460.85$509.15
$505.00$465.00Oct 16$4.90$4.50$9.40$455.60$514.40
$505.00$470.00Oct 16$4.90$4.80$9.70$460.30$514.70
$495.00$460.00Oct 16$6.70$2.00$8.70$451.30$503.70
$500.00$475.00Oct 16$4.35$6.30$10.65$464.35$510.65
$505.00$475.00Oct 16$4.90$6.30$11.20$463.80$516.20
$495.00$470.00Oct 16$6.70$4.80$11.50$458.50$506.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 4.10, avg credit $1.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
460/465570/575Oct 16$4.02$0.9866%4.10$460.98$574.02
450/455505/510Oct 16$4.19$0.8158%5.17$450.81$509.19
450/455570/575Oct 16$2.84$2.1675%1.31$452.16$572.84
460/465515/520Oct 16$3.45$1.5562%2.23$461.55$518.45
460/465530/535Oct 16$3.08$1.9268%1.60$461.92$533.08
440/445505/510Oct 16$3.07$1.9367%1.59$441.93$508.07
445/450505/510Oct 16$3.17$1.8364%1.73$446.83$508.17
460/465540/545Oct 16$2.80$2.2070%1.27$462.20$542.80
460/465550/555Oct 16$2.60$2.4070%1.08$462.40$552.60
440/445570/575Oct 16$1.72$3.2884%0.52$443.28$571.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 13.29, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$565.00$570.00Oct 16$0.18$4.824%26.78
$555.00$560.00$565.00Oct 16$0.34$4.663%13.71
$550.00$555.00$560.00Oct 16$0.38$4.620%12.16
$520.00$525.00$530.00Oct 16$0.38$4.620%12.16
$480.00$485.00$490.00Oct 16$0.85$4.1515%4.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$485.00$490.00Oct 16$0.35$4.6516%13.29
$440.00$445.00$450.00Oct 16$0.10$4.904%49.00
$435.00$440.00$445.00Oct 16$0.12$4.882%40.67
$520.00$525.00$530.00Oct 16$0.30$4.701%15.67
$470.00$475.00$480.00Oct 16$0.80$4.2015%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $--, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$545.001:2Oct 16$0.00$5.00
$520.00$525.001:2Oct 16-$0.55$4.45
$470.00$480.001:2Oct 16-$7.00$3.00
$550.00$555.001:2Oct 16-$0.60$4.40
$495.00$500.001:2Oct 16-$2.00$3.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$445.00$440.001:2Oct 16-$0.43$4.57
$450.00$445.001:2Oct 16-$0.53$4.47
$440.00$435.001:2Oct 16-$0.47$4.53
$475.00$470.001:2Oct 16-$3.30$1.70
$480.00$475.001:2Oct 16-$4.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.80%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$485.00Oct 16$8.700.490.6%1.80%2.43%620
$495.00Oct 16$4.700.362.7%0.98%3.67%26
$500.00Oct 16$3.700.283.7%0.77%4.50%36104
$505.00Oct 16$1.400.274.8%0.29%5.06%230
$490.00Oct 16$3.400.411.7%0.71%2.37%748
$510.00Oct 16$1.300.165.8%0.27%6.08%26105
$515.00Oct 16$1.000.136.8%0.21%7.05%--72
$530.00Oct 16$0.350.0710.0%0.07%10.03%9220

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 828
Total Puts 892
Put/Call Ratio 1.08
Net Difference -64

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,431
Total Puts 3,554
Average Put/Call Ratio 0.81
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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