Tour v531
NOC
NORTHROP GRUMMAN COR
$476.11 -0.40%
$476.50 (+0.08%)🌙
as of 10/05 06:03 PM
◀ 10/5 18:03 ▶

Option Volume

Detail
ℹ
Current (10/05) 1,843
Calls: 1,028 (56%)
Puts: 815 (44%)
Prior (10/02) 1,428
Calls: 794 (56%)
Puts: 634 (44%)
Current vs Prior +29.06%
Calls: +29.47% (Calls)
Puts: +28.55% (Puts)
Prior 7-Day Total 8,964
Calls: 5,011 (56%)
Puts: 3,953 (44%)
Prior 7-Day Average 1,280
Calls: 715 (56%)
Puts: 564 (44%)
Current vs Prior 7-Day Avg +43.92%
Calls: +43.60%
Puts: +44.32%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $5.02M
Calls: $1.45M (29%)
Puts: $3.57M (71%)
Prior (10/02) $2.90M
Calls: $1.20M (41%)
Puts: $1.70M (59%)
Current vs Prior +73.16%
Calls: +21.22%
Puts: +109.68%
Prior 7-Day Total $14.85M
Calls: $7.27M (49%)
Puts: $7.57M (51%)
Prior 7-Day Average $2.12M
Calls: $1.04M (49%)
Puts: $1.08M (51%)
Current vs Prior 7-Day Avg +136.59%
Calls: +39.57%
Puts: +229.78%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.79
Prior (10/02) 0.80
Current vs Prior -0.71%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +4.65%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/05) 29,910
Calls: 14,249 (48%)
Puts: 15,661 (52%)
Prior (10/02) 29,407
Calls: 13,966 (47%)
Puts: 15,441 (53%)
Current vs Prior +1.71%
Prior 7-Day Total 154,446
Calls: 72,210 (47%)
Puts: 82,236 (53%)
Prior 7-Day Average 22,063
Calls: 10,315 (47%)
Puts: 11,748 (53%)
Current vs Prior 7-Day Avg +35.56%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.83% | 9.06%3.83% | 9.06%
Prior 4.70% | 9.15%4.70% | 9.15%
Current vs Prior -18.39% | -0.98%-18.39% | -0.98%
Prior 7-Day Avg 5.43% | 9.75%5.43% | 9.75%
Current vs 7-Day Avg -29.46% | -7.01%-29.46% | -7.01%
Prior 7-Day Eod 4.70% | 9.15%4.70% | 9.15%
Current vs 7-Day Eod -18.39% | -0.98%-18.39% | -0.98%
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 34.15% | 18.41%
Calls: 27.69% | 15.27%
Puts: 40.60% | 21.54%
Current vs 7-Day Avg +10.06% | -11.11%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($3.57M). Elevated premium activity with dollar volume up 73% vs prior. Dollar volume significantly above 7-day average (137% higher).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
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 -- 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. 14 found (avg delta 0.82, highest 1.00)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Oct 1611.3013.30$12.3016.3%--0.6513
$475.00Oct 168.5010.00$9.2516.2%10.541
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 1639.8047.70$43.7518.1%21.00111
$530.00Oct 1651.9058.00$54.9511.1%61.0029
$540.00Oct 1659.8067.10$63.4511.5%--1.0010
$525.00Oct 1645.0052.30$48.6515.0%--0.9633
$515.00Oct 1635.4042.20$38.8017.5%20.94494

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 464, top 43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 160.100.60$0.35142.9%430.03210
$500.00Oct 161.051.75$1.4050.0%390.1495
$490.00Oct 162.906.50$4.7076.6%370.3152
$510.00Oct 160.001.40$0.70200.0%350.07115
$555.00Oct 160.000.70$0.35200.0%310.0360
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Oct 162.456.20$4.3386.6%330.35145
$435.00Oct 160.150.55$0.35114.3%310.0453
$480.00Oct 167.0011.00$9.0044.4%300.55103
$475.00Oct 166.008.20$7.1031.0%180.4660
$500.00Oct 1623.7027.00$25.3513.0%160.87143

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 3.55, avg 5.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$475.00$480.00Oct 16$1.10$3.90$1.1054%3.55$476.10
$485.00$490.00Oct 16$1.50$3.50$1.5038%2.33$486.50
$480.00$485.00Oct 16$1.95$3.05$1.9546%1.56$481.95
$470.00$475.00Oct 16$3.05$1.95$3.0565%0.64$473.05
$495.00$500.00Oct 16$0.85$4.15$0.8520%4.88$495.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$460.00$455.00Oct 16$0.15$4.85$0.1521%32.33$459.85
$480.00$475.00Oct 16$1.90$3.10$1.9055%1.63$478.10
$470.00$465.00Oct 16$0.95$4.05$0.9535%4.26$469.05
$465.00$460.00Oct 16$0.88$4.12$0.8827%4.68$464.12
$450.00$445.00Oct 16$0.45$4.55$0.4511%10.11$449.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.71, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$565.00$570.00Oct 16$2.07$2.07$2.9391%0.71$567.07
$490.00$495.00Oct 16$2.45$2.45$2.5569%0.96$492.45
$535.00$540.00Oct 16$1.23$1.23$3.7792%0.33$536.23
$505.00$510.00Oct 16$0.85$0.85$4.1587%0.20$505.85
$515.00$520.00Oct 16$0.55$0.55$4.4593%0.12$515.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$475.00$470.00Oct 16$2.77$2.77$2.2354%1.24$472.23
$455.00$450.00Oct 16$1.15$1.15$3.8582%0.30$453.85
$445.00$440.00Oct 16$0.32$0.32$4.6893%0.07$444.68
$450.00$445.00Oct 16$0.45$0.45$4.5589%0.10$449.55
$465.00$460.00Oct 16$0.88$0.88$4.1273%0.21$464.12

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 3.43% of stock, avg 5.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$475.00Oct 16$9.25$7.10$16.35$458.65$491.353.43%
$470.00Oct 16$12.30$4.33$16.63$453.37$486.633.49%
$480.00Oct 16$8.15$9.00$17.15$462.85$497.153.60%
$485.00Oct 16$6.20$12.85$19.05$465.95$504.054.00%
$490.00Oct 16$4.70$17.10$21.80$468.20$511.804.58%
$495.00Oct 16$2.25$20.95$23.20$471.80$518.204.87%
$500.00Oct 16$1.40$25.35$26.75$473.25$526.755.62%
$505.00Oct 16$1.55$30.35$31.90$473.10$536.906.70%
$510.00Oct 16$0.70$34.90$35.60$474.40$545.607.48%
$515.00Oct 16$0.75$38.80$39.55$475.45$554.558.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.79% of stock, avg 1.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$500.00$455.00Oct 16$1.40$2.35$3.75$451.25$503.75
$500.00$460.00Oct 16$1.40$2.50$3.90$456.10$503.90
$495.00$455.00Oct 16$2.25$2.35$4.60$450.40$499.60
$495.00$460.00Oct 16$2.25$2.50$4.75$455.25$499.75
$500.00$465.00Oct 16$1.40$3.38$4.78$460.22$504.78
$495.00$465.00Oct 16$2.25$3.38$5.63$459.37$500.63
$500.00$470.00Oct 16$1.40$4.33$5.73$464.27$505.73
$495.00$470.00Oct 16$2.25$4.33$6.58$463.42$501.58
$490.00$460.00Oct 16$4.70$2.50$7.20$452.80$497.20
$490.00$455.00Oct 16$4.70$2.35$7.05$447.95$497.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 1.81, avg credit $1.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455565/570Oct 16$3.22$1.7873%1.81$451.78$568.22
440/445565/570Oct 16$2.39$2.6183%0.92$442.61$567.39
445/450565/570Oct 16$2.52$2.4880%1.02$447.48$567.52
450/455490/495Oct 16$3.60$1.4052%2.57$451.40$493.60
460/465565/570Oct 16$2.95$2.0564%1.44$462.05$567.95
450/455535/540Oct 16$2.38$2.6274%0.91$452.62$537.38
440/445490/495Oct 16$2.77$2.2362%1.24$442.23$492.77
445/450490/495Oct 16$2.90$2.1059%1.38$447.10$492.90
465/470565/570Oct 16$3.02$1.9856%1.53$466.98$568.02
440/445535/540Oct 16$1.55$3.4585%0.45$443.45$536.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$485.00$490.00Oct 16$0.45$4.5515%10.11
$515.00$520.00$525.00Oct 16$0.68$4.324%6.35
$505.00$510.00$515.00Oct 16$0.90$4.106%4.56
$495.00$500.00$505.00Oct 16$1.00$4.007%4.00
$525.00$530.00$535.00Oct 16$0.96$4.045%4.21
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$460.00$465.00$470.00Oct 16$0.07$4.9314%70.43
$440.00$445.00$450.00Oct 16$0.13$4.876%37.46
$480.00$485.00$490.00Oct 16$0.40$4.6015%11.50
$490.00$495.00$500.00Oct 16$0.55$4.4517%8.09
$435.00$440.00$445.00Oct 16$0.24$4.764%19.83

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 $-0.05, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$495.00$500.001:2Oct 16-$0.55$4.45
$525.00$530.001:2Oct 16-$0.37$4.63
$545.00$550.001:2Oct 16-$0.35$4.65
$550.00$555.001:2Oct 16-$0.40$4.60
$520.00$525.001:2Oct 16-$0.46$4.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$455.00$450.001:2Oct 16-$0.05$4.95
$475.00$470.001:2Oct 16-$1.56$3.44
$445.00$440.001:2Oct 16-$0.11$4.89
$450.00$445.001:2Oct 16-$0.30$4.70
$440.00$435.001:2Oct 16-$0.27$4.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.30%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$480.00Oct 16$6.200.460.8%1.30%2.12%737
$485.00Oct 16$4.500.381.9%0.95%2.81%1716
$490.00Oct 16$2.900.312.9%0.61%3.53%3752
$495.00Oct 16$1.850.204.0%0.39%4.36%113
$505.00Oct 16$0.900.136.1%0.19%6.26%838
$500.00Oct 16$1.050.145.0%0.22%5.24%3995
$515.00Oct 16$0.100.078.2%0.02%8.19%369

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 1,028
Total Puts 815
Put/Call Ratio 0.79
Net Difference 213

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,011
Total Puts 3,953
Average Put/Call Ratio 0.76
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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