Tour v531
NOC
NORTHROP GRUMMAN COR
$483.11 +1.47%
$482.20 (-0.19%)🌙
as of 10/06 06:02 PM
◀ 10/6 18:02 ▶

Option Volume

Detail
ℹ
Current (10/06) 1,292
Calls: 762 (59%)
Puts: 530 (41%)
Prior (10/05) 1,843
Calls: 1,028 (56%)
Puts: 815 (44%)
Current vs Prior -29.90%
Calls: -25.88% (Calls)
Puts: -34.97% (Puts)
Prior 7-Day Total 10,226
Calls: 5,746 (56%)
Puts: 4,480 (44%)
Prior 7-Day Average 1,460
Calls: 820 (56%)
Puts: 640 (44%)
Current vs Prior 7-Day Avg -11.56%
Calls: -7.17%
Puts: -17.19%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06) $2.63M
Calls: $915.4K (35%)
Puts: $1.72M (65%)
Prior (10/05) $5.02M
Calls: $1.45M (29%)
Puts: $3.57M (71%)
Current vs Prior -47.57%
Calls: -36.88%
Puts: -51.91%
Prior 7-Day Total $18.92M
Calls: $8.29M (44%)
Puts: $10.64M (56%)
Prior 7-Day Average $2.70M
Calls: $1.18M (44%)
Puts: $1.52M (56%)
Current vs Prior 7-Day Avg -2.67%
Calls: -22.66%
Puts: +12.91%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 0.70
Prior (10/05) 0.79
Current vs Prior -12.27%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -4.78%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06) 30,605
Calls: 14,693 (48%)
Puts: 15,912 (52%)
Prior (10/05) 29,910
Calls: 14,249 (48%)
Puts: 15,661 (52%)
Current vs Prior +2.32%
Prior 7-Day Total 157,989
Calls: 74,479 (47%)
Puts: 83,510 (53%)
Prior 7-Day Average 22,569
Calls: 10,639 (47%)
Puts: 11,930 (53%)
Current vs Prior 7-Day Avg +35.60%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 4.25% | 8.95%4.25% | 8.95%
Prior 3.83% | 9.06%3.83% | 9.06%
Current vs Prior +10.97% | -1.22%+10.97% | -1.22%
Prior 7-Day Avg 5.07% | 9.61%5.07% | 9.61%
Current vs 7-Day Avg -16.06% | -6.84%-16.06% | -6.84%
Prior 7-Day Eod 3.83% | 9.06%3.83% | 9.06%
Current vs 7-Day Eod +10.97% | -1.22%+10.97% | -1.22%
Sentiment BEARISHBEARISH

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 35.01% | 17.58%
Calls: 26.70% | 14.14%
Puts: 43.31% | 21.01%
Current vs 7-Day Avg +7.35% | -6.92%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($1.72M). Bullish P/C ratio of 0.70.

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 BULLISH
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 5 of results (avg 7.6%, best 5.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2084.6089.60$87.105.7%--0.9512
$525.00Nov 206.907.50$7.208.3%10.2425
$440.00Oct 1641.7045.70$43.709.2%10.92--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2074.5079.70$77.106.7%--0.90183
$550.00Nov 2065.1070.40$67.757.8%--0.8710

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. 33 found (avg delta 0.75, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2084.6089.60$87.105.7%--0.9512
$440.00Oct 1641.7045.70$43.709.2%10.92--
$430.00Oct 1651.0056.80$53.9010.8%40.90--
$460.00Oct 1621.1028.10$24.6028.5%20.883
$470.00Oct 1614.9018.70$16.8022.6%80.7513
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 1643.6051.00$47.3015.6%10.967
$540.00Oct 1653.0059.20$56.1011.1%--0.9510
$520.00Oct 1635.4040.20$37.8012.7%--0.9570
$515.00Oct 1627.8036.00$31.9025.7%--0.91492
$560.00Nov 2074.5079.70$77.106.7%--0.90183

Most actively traded options today. High liquidity = easy entry/exit. 70 active (total vol 650, top 89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 160.300.65$0.4872.9%890.05452
$500.00Oct 162.054.00$3.0364.4%370.23124
$480.00Oct 167.2013.90$10.5563.5%320.5641
$475.00Nov 2024.2029.50$26.8519.7%270.5912
$570.00Nov 200.002.10$1.05200.0%250.0564
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2012.6016.30$14.4525.6%340.4149
$480.00Nov 2016.5018.90$17.7013.6%330.4571
$490.00Oct 169.0014.10$11.5544.2%220.63206
$470.00Oct 160.755.80$3.28154.0%180.27156
$475.00Oct 160.507.30$3.90174.4%140.3474

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. 57 found (best R:R 0.69, avg 4.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$505.00$510.00Nov 20$0.45$4.55$0.4537%10.11$505.45
$495.00$500.00Nov 20$1.25$3.75$1.2544%3.00$496.25
$485.00$490.00Nov 20$1.65$3.35$1.6551%2.03$486.65
$460.00$475.00Nov 20$9.40$5.60$9.4071%0.60$469.40
$470.00$475.00Oct 16$3.15$1.85$3.1575%0.59$473.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$505.00Oct 16$2.95$2.05$2.9589%0.69$507.05
$490.00$485.00Oct 16$1.55$3.45$1.5563%2.23$488.45
$475.00$470.00Nov 20$0.80$4.20$0.8041%5.25$474.20
$475.00$470.00Oct 16$0.62$4.38$0.6234%7.06$474.38
$460.00$455.00Oct 16$0.17$4.83$0.1714%28.41$459.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 43 found (best R:R 0.94, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$565.00$570.00Oct 16$2.42$2.42$2.5890%0.94$567.42
$510.00$515.00Nov 20$2.55$2.55$2.4565%1.04$512.55
$540.00$545.00Nov 20$1.60$1.60$3.4083%0.47$541.60
$500.00$505.00Nov 20$2.75$2.75$2.2559%1.22$502.75
$500.00$505.00Oct 16$1.53$1.53$3.4777%0.44$501.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$450.00Nov 20$2.75$2.75$2.2573%1.22$452.25
$440.00$435.00Oct 16$1.50$1.50$3.5090%0.43$438.50
$480.00$475.00Nov 20$3.25$3.25$1.7555%1.86$476.75
$470.00$465.00Oct 16$1.95$1.95$3.0574%0.64$468.05
$445.00$440.00Nov 20$1.90$1.90$3.1079%0.61$443.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $12.01, cheapest $9.65)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Oct 16Nov 20$13.4027.8%28.0%
$490.00Oct 16Nov 20$13.6028.1%32.4%
$475.00Oct 16Nov 20$13.2021.5%27.5%
$480.00Oct 16Nov 20$13.0522.2%28.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Oct 16Nov 20$9.6527.8%28.0%
$490.00Oct 16Nov 20$11.0528.1%32.4%
$475.00Oct 16Nov 20$10.5521.5%27.5%
$480.00Oct 16Nov 20$11.5522.2%28.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 3.46% of stock, avg 7.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$480.00Oct 16$10.55$6.15$16.70$463.30$496.703.46%
$490.00Oct 16$5.50$11.55$17.05$472.95$507.053.53%
$485.00Oct 16$7.35$10.00$17.35$467.65$502.353.59%
$475.00Oct 16$13.65$3.90$17.55$457.45$492.553.63%
$495.00Oct 16$3.83$14.75$18.58$476.42$513.583.85%
$470.00Oct 16$16.80$3.28$20.08$449.92$490.084.16%
$500.00Oct 16$3.03$19.65$22.68$477.32$522.684.69%
$505.00Oct 16$1.50$23.30$24.80$480.20$529.805.13%
$460.00Oct 16$24.60$1.60$26.20$433.80$486.205.42%
$510.00Oct 16$1.08$26.25$27.33$482.67$537.335.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.59% of stock, avg 3.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$505.00$465.00Oct 16$1.50$1.33$2.83$462.17$507.83
$505.00$460.00Oct 16$1.50$1.60$3.10$456.90$508.10
$500.00$465.00Oct 16$3.03$1.33$4.36$460.64$504.36
$500.00$460.00Oct 16$3.03$1.60$4.63$455.37$504.63
$505.00$470.00Oct 16$1.50$3.28$4.78$465.22$509.78
$495.00$465.00Oct 16$3.83$1.33$5.16$459.84$500.16
$495.00$460.00Oct 16$3.83$1.60$5.43$454.57$500.43
$500.00$470.00Oct 16$3.03$3.28$6.31$463.69$506.31
$505.00$475.00Oct 16$1.50$3.90$5.40$469.60$510.40
$495.00$470.00Oct 16$3.83$3.28$7.11$462.89$502.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 87 found (best R:R 3.63, avg credit $2.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440565/570Oct 16$3.92$1.0881%3.63$436.08$568.92
465/470565/570Oct 16$4.37$0.6364%6.94$465.63$569.37
440/445565/570Oct 16$3.27$1.7377%1.89$441.73$568.27
450/455565/570Oct 16$2.95$2.0578%1.44$452.05$567.95
450/455525/530Nov 20$4.35$0.6548%6.69$450.65$529.35
440/445510/515Nov 20$4.45$0.5544%8.09$440.55$514.45
450/455530/535Nov 20$4.02$0.9852%4.10$450.98$534.02
460/465510/515Nov 20$4.90$0.1032%49.00$460.10$514.90
435/440500/505Oct 16$3.03$1.9768%1.54$436.97$503.03
455/460565/570Oct 16$2.59$2.4176%1.07$457.41$567.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$475.00$480.00Oct 16$0.05$4.9520%99.00
$485.00$490.00$495.00Oct 16$0.18$4.8217%26.78
$515.00$520.00$525.00Nov 20$0.15$4.856%32.33
$505.00$510.00$515.00Oct 16$0.27$4.736%17.52
$565.00$570.00$575.00Nov 20$0.20$4.803%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$530.00$540.00$550.00Nov 20$0.40$9.608%24.00
$490.00$495.00$500.00Nov 20$0.20$4.807%24.00
$540.00$550.00$560.00Nov 20$0.45$9.557%21.22
$510.00$515.00$520.00Oct 16$0.25$4.755%19.00
$485.00$490.00$495.00Nov 20$0.30$4.707%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-5.50, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$460.001:2Oct 16-$5.50$14.50
$515.00$520.001:2Oct 16-$0.03$4.97
$525.00$530.001:2Oct 16$0.00$5.00
$505.00$510.001:2Oct 16-$0.66$4.34
$550.00$555.001:2Oct 16-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$475.001:2Oct 16-$1.65$3.35
$485.00$480.001:2Oct 16-$2.30$2.70
$455.00$450.001:2Oct 16-$0.37$4.63
$405.00$400.001:2Nov 20-$0.50$4.50
$445.00$440.001:2Oct 16-$0.75$4.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 2.94%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Nov 20$14.200.413.5%2.94%6.44%1919
$485.00Nov 20$19.600.510.4%4.06%4.45%531
$510.00Nov 20$10.800.355.6%2.24%7.80%838
$490.00Nov 20$15.200.481.4%3.15%4.57%--17
$495.00Nov 20$12.500.442.5%2.59%5.05%22
$525.00Nov 20$6.900.248.7%1.43%10.10%125
$515.00Nov 20$7.000.306.6%1.45%8.05%257
$505.00Nov 20$8.400.374.5%1.74%6.27%316
$520.00Nov 20$6.000.277.6%1.24%8.88%24212
$530.00Nov 20$4.700.219.7%0.97%10.68%823

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 762
Total Puts 530
Put/Call Ratio 0.70
Net Difference 232

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,746
Total Puts 4,480
Average Put/Call Ratio 0.73
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All