Tour v531
NOC
NORTHROP GRUMMAN COR
$478.00 -0.83%
$480.00 (+0.42%)🌙
as of 10/02 06:02 PM
◀ 10/2 18:02 ▶

Option Volume

Detail
ℹ
Current (10/02) 1,428
Calls: 794 (56%)
Puts: 634 (44%)
Prior (10/01) 1,720
Calls: 828 (48%)
Puts: 892 (52%)
Current vs Prior -16.98%
Calls: -4.11% (Calls)
Puts: -28.92% (Puts)
Prior 7-Day Total 8,417
Calls: 4,782 (57%)
Puts: 3,635 (43%)
Prior 7-Day Average 1,202
Calls: 683 (57%)
Puts: 519 (43%)
Current vs Prior 7-Day Avg +18.76%
Calls: +16.23%
Puts: +22.09%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $2.90M
Calls: $1.20M (41%)
Puts: $1.70M (59%)
Prior (10/01) $4.16M
Calls: $2.17M (52%)
Puts: $1.99M (48%)
Current vs Prior -30.30%
Calls: -44.76%
Puts: -14.58%
Prior 7-Day Total $13.13M
Calls: $6.97M (53%)
Puts: $6.16M (47%)
Prior 7-Day Average $1.88M
Calls: $995.6K (53%)
Puts: $879.5K (47%)
Current vs Prior 7-Day Avg +54.54%
Calls: +20.17%
Puts: +93.45%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.80
Prior (10/01) 1.08
Current vs Prior -25.88%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg +10.38%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/02) 29,407
Calls: 13,966 (47%)
Puts: 15,441 (53%)
Prior (10/01) 28,688
Calls: 13,501 (47%)
Puts: 15,187 (53%)
Current vs Prior +2.51%
Prior 7-Day Total 149,827
Calls: 69,234 (46%)
Puts: 80,593 (54%)
Prior 7-Day Average 21,403
Calls: 9,890 (46%)
Puts: 11,513 (54%)
Current vs Prior 7-Day Avg +37.39%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 4.70% | 9.15%4.70% | 9.15%
Prior 4.92% | 9.95%4.92% | 9.95%
Current vs Prior -4.48% | -8.00%-4.48% | -8.00%
Prior 7-Day Avg 5.69% | 9.94%5.69% | 9.94%
Current vs 7-Day Avg -17.46% | -7.96%-17.46% | -7.96%
Prior 7-Day Eod 4.92% | 9.95%4.92% | 9.95%
Current vs 7-Day Eod -4.48% | -8.00%-4.48% | -8.00%
Sentiment BULLISHBULLISH

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 52.09% | 19.36%
Calls: 54.97% | 17.64%
Puts: 49.22% | 21.07%
Current vs 7-Day Avg -27.86% | -15.48%
Liquidity Expensive
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🤖 AI Insights

Dollar volume significantly above 7-day average (55% higher). P/C ratio dropping 26% - sentiment shifting bullish.

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 BULLISH
Current BULLISH
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 8.4%, best 8.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Oct 1653.3058.00$55.658.4%60.9518

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 0.81, highest 0.96)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Oct 1612.0018.30$15.1541.6%30.6411
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Oct 1643.3048.60$45.9511.5%10.9640
$540.00Oct 1657.0063.50$60.2510.8%10.9511
$535.00Oct 1653.3058.00$55.658.4%60.9518
$530.00Oct 1647.0053.70$50.3513.3%30.9530
$520.00Oct 1637.2044.70$40.9518.3%--0.94111

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 347, top 29)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 162.354.30$3.3358.6%290.2295
$480.00Oct 166.8011.90$9.3554.5%220.4837
$490.00Oct 164.706.80$5.7536.5%200.3448
$530.00Oct 160.201.15$0.68139.7%150.05219
$505.00Oct 161.303.00$2.1579.1%140.1631
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Oct 1634.3038.80$36.5512.3%280.90498
$500.00Oct 1619.6024.50$22.0522.2%250.78154
$465.00Oct 160.004.40$2.20200.0%160.2266
$450.00Oct 160.752.35$1.55103.2%150.1223
$490.00Oct 1611.7018.90$15.3047.1%150.66214

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. 19 found (best R:R 1.17, avg 7.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$485.00Oct 16$1.90$3.10$1.9048%1.63$481.90
$495.00$500.00Oct 16$1.02$3.98$1.0227%3.90$496.02
$485.00$490.00Oct 16$1.70$3.30$1.7041%1.94$486.70
$490.00$495.00Oct 16$1.40$3.60$1.4034%2.57$491.40
$520.00$525.00Oct 16$0.25$4.75$0.256%19.00$520.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$495.00$490.00Oct 16$2.30$2.70$2.3073%1.17$492.70
$490.00$485.00Oct 16$2.05$2.95$2.0566%1.44$487.95
$485.00$480.00Oct 16$2.60$2.40$2.6059%0.92$482.40
$450.00$445.00Oct 16$0.37$4.63$0.3712%12.51$449.63
$440.00$435.00Oct 16$0.20$4.80$0.206%24.00$439.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 3.35, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$565.00$570.00Oct 16$1.10$1.10$3.9093%0.28$566.10
$540.00$545.00Oct 16$0.50$0.50$4.5095%0.11$540.50
$500.00$505.00Oct 16$1.18$1.18$3.8278%0.31$501.18
$515.00$520.00Oct 16$0.58$0.58$4.4290%0.13$515.58
$505.00$510.00Oct 16$0.85$0.85$4.1584%0.20$505.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$470.00$465.00Oct 16$3.85$3.85$1.1564%3.35$466.15
$455.00$450.00Oct 16$0.93$0.93$4.0783%0.23$454.07
$445.00$440.00Oct 16$0.50$0.50$4.5091%0.11$444.50
$440.00$435.00Oct 16$0.20$0.20$4.8094%0.04$439.80
$450.00$445.00Oct 16$0.37$0.37$4.6388%0.08$449.63

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. 11 found (cheapest 4.18% of stock, avg 6.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$480.00Oct 16$9.35$10.65$20.00$460.00$500.004.18%
$485.00Oct 16$7.45$13.25$20.70$464.30$505.704.33%
$490.00Oct 16$5.75$15.30$21.05$468.95$511.054.40%
$470.00Oct 16$15.15$6.05$21.20$448.80$491.204.44%
$495.00Oct 16$4.35$17.60$21.95$473.05$516.954.59%
$500.00Oct 16$3.33$22.05$25.38$474.62$525.385.31%
$505.00Oct 16$2.15$26.50$28.65$476.35$533.655.99%
$510.00Oct 16$1.30$31.50$32.80$477.20$542.806.86%
$515.00Oct 16$1.23$36.55$37.78$477.22$552.787.90%
$520.00Oct 16$0.65$40.95$41.60$478.40$561.608.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.16% of stock, avg 2.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$500.00$465.00Oct 16$3.33$2.20$5.53$459.47$505.53
$500.00$460.00Oct 16$3.33$2.48$5.81$454.19$505.81
$500.00$455.00Oct 16$3.33$2.48$5.81$449.19$505.81
$495.00$465.00Oct 16$4.35$2.20$6.55$458.45$501.55
$495.00$460.00Oct 16$4.35$2.48$6.83$453.17$501.83
$495.00$455.00Oct 16$4.35$2.48$6.83$448.17$501.83
$490.00$465.00Oct 16$5.75$2.20$7.95$457.05$497.95
$490.00$460.00Oct 16$5.75$2.48$8.23$451.77$498.23
$490.00$455.00Oct 16$5.75$2.48$8.23$446.77$498.23
$500.00$470.00Oct 16$3.33$6.05$9.38$460.62$509.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 0.40, avg credit $1.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455540/545Oct 16$1.43$3.5778%0.40$453.57$541.43
440/445540/545Oct 16$1.00$4.0086%0.25$444.00$541.00
450/455515/520Oct 16$1.51$3.4973%0.43$453.49$516.51
435/440540/545Oct 16$0.70$4.3089%0.16$439.30$540.70
450/455500/505Oct 16$2.11$2.8960%0.73$452.89$502.11
440/445515/520Oct 16$1.08$3.9281%0.28$443.92$516.08
440/445500/505Oct 16$1.68$3.3269%0.51$443.32$501.68
450/455505/510Oct 16$1.78$3.2266%0.55$453.22$506.78
450/455545/550Oct 16$1.06$3.9480%0.27$453.94$546.06
440/445505/510Oct 16$1.35$3.6575%0.37$443.65$506.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 24.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$485.00$490.00Oct 16$0.20$4.8014%24.00
$485.00$490.00$495.00Oct 16$0.30$4.7013%15.67
$500.00$505.00$510.00Oct 16$0.33$4.6711%14.15
$490.00$495.00$500.00Oct 16$0.38$4.6212%12.16
$515.00$520.00$525.00Oct 16$0.33$4.676%14.15
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$485.00$490.00$495.00Oct 16$0.25$4.7513%19.00
$435.00$440.00$445.00Oct 16$0.30$4.705%15.67
$500.00$505.00$510.00Oct 16$0.55$4.4511%8.09
$445.00$450.00$455.00Oct 16$0.56$4.448%7.93
$515.00$520.00$525.00Oct 16$0.60$4.406%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. 26 found (best net $-3.55, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$480.001:2Oct 16-$3.55$6.45
$515.00$520.001:2Oct 16-$0.07$4.93
$505.00$510.001:2Oct 16-$0.45$4.55
$520.00$525.001:2Oct 16-$0.15$4.85
$500.00$505.001:2Oct 16-$0.97$4.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$475.001:2Oct 16-$1.55$3.45
$445.00$440.001:2Oct 16-$0.18$4.82
$455.00$450.001:2Oct 16-$0.62$4.38
$440.00$435.001:2Oct 16-$0.28$4.72
$450.00$445.001:2Oct 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. 10 found (best yield 1.26%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$485.00Oct 16$6.000.411.5%1.26%2.72%1321
$490.00Oct 16$4.700.342.5%0.98%3.49%2048
$495.00Oct 16$3.300.273.6%0.69%4.25%87
$480.00Oct 16$6.800.480.4%1.42%1.84%2237
$500.00Oct 16$2.350.224.6%0.49%5.09%2995
$505.00Oct 16$1.300.165.7%0.27%5.92%1431
$510.00Oct 16$0.750.116.7%0.16%6.85%4115
$540.00Oct 16$0.100.0513.0%0.02%12.99%186
$520.00Oct 16$0.400.068.8%0.08%8.87%13435
$530.00Oct 16$0.200.0510.9%0.04%10.92%15219

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 794
Total Puts 634
Put/Call Ratio 0.80
Net Difference 160

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,782
Total Puts 3,635
Average Put/Call Ratio 0.72
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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