Tour v531
NOC
NORTHROP GRUMMAN COR
$473.46 -2.00%
$474.50 (+0.22%)🌙
as of 10/07 06:02 PM
◀ 10/7 18:02

Option Volume

Detail
ℹ
Current (10/07) 841
Calls: 503 (60%)
Puts: 338 (40%)
Prior (10/06) 1,292
Calls: 762 (59%)
Puts: 530 (41%)
Current vs Prior -34.91%
Calls: -33.99% (Calls)
Puts: -36.23% (Puts)
Prior 7-Day Total 10,938
Calls: 6,107 (56%)
Puts: 4,831 (44%)
Prior 7-Day Average 1,562
Calls: 872 (56%)
Puts: 690 (44%)
Current vs Prior 7-Day Avg -46.18%
Calls: -42.34%
Puts: -51.02%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $1.55M
Calls: $865.2K (56%)
Puts: $681.1K (44%)
Prior (10/06) $2.63M
Calls: $915.4K (35%)
Puts: $1.72M (65%)
Current vs Prior -41.23%
Calls: -5.48%
Puts: -60.30%
Prior 7-Day Total $20.60M
Calls: $8.60M (42%)
Puts: $12.00M (58%)
Prior 7-Day Average $2.94M
Calls: $1.23M (42%)
Puts: $1.71M (58%)
Current vs Prior 7-Day Avg -47.45%
Calls: -29.58%
Puts: -60.27%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.67
Prior (10/06) 0.70
Current vs Prior -3.39%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -12.27%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 30,979
Calls: 14,846 (48%)
Puts: 16,133 (52%)
Prior (10/06) 30,605
Calls: 14,693 (48%)
Puts: 15,912 (52%)
Current vs Prior +1.22%
Prior 7-Day Total 161,985
Calls: 77,082 (48%)
Puts: 84,903 (52%)
Prior 7-Day Average 23,140
Calls: 11,011 (48%)
Puts: 12,129 (52%)
Current vs Prior 7-Day Avg +33.87%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.93% | 9.00%3.93% | 9.00%
Prior 4.25% | 8.95%4.25% | 8.95%
Current vs Prior -7.64% | +0.50%-7.65% | +0.50%
Prior 7-Day Avg 4.84% | 9.46%4.84% | 9.46%
Current vs 7-Day Avg -18.88% | -4.90%-18.88% | -4.90%
Prior 7-Day Eod 4.25% | 8.95%4.25% | 8.95%
Current vs 7-Day Eod -7.64% | +0.50%-7.65% | +0.50%
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 36.08% | 16.79%
Calls: 25.08% | 12.53%
Puts: 47.09% | 21.06%
Current vs 7-Day Avg +4.15% | -2.58%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.67.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 4 of results (avg 7.8%, best 6.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Nov 2022.1024.00$23.058.2%40.564
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 1664.0068.10$66.056.2%--1.0010
$550.00Nov 2073.4079.10$76.257.5%--0.9110
$560.00Nov 2082.6090.80$86.709.5%--0.94183

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. 34 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2073.9081.80$77.8510.1%--0.9312
$450.00Oct 1623.4029.40$26.4022.7%10.911
$430.00Oct 1641.2046.40$43.8011.9%40.894
$435.00Oct 1637.1043.60$40.3516.1%40.88--
$440.00Oct 1632.4037.00$34.7013.3%10.861
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Oct 1633.0038.50$35.7515.4%141.00185
$520.00Oct 1643.2049.20$46.2013.0%--1.0066
$540.00Oct 1664.0068.10$66.056.2%--1.0010
$515.00Oct 1637.4042.70$40.0513.2%--0.98491
$505.00Oct 1627.6033.10$30.3518.1%10.9476

Most actively traded options today. High liquidity = easy entry/exit. 58 active (total vol 413, top 36)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 160.801.00$0.9022.2%360.10119
$500.00Nov 2010.0012.60$11.3023.0%260.3438
$510.00Nov 207.408.90$8.1518.4%230.2743
$550.00Nov 202.002.55$2.2824.1%220.1051
$525.00Oct 160.000.40$0.20200.0%160.0272
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Oct 163.103.80$3.4520.3%330.2988
$475.00Oct 165.309.10$7.2052.8%190.5183
$490.00Oct 1614.1019.10$16.6030.1%180.80205
$425.00Nov 202.954.30$3.6337.2%160.1432
$430.00Nov 203.604.90$4.2530.6%150.1699

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 1.2%, max 1.3%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$495.00Oct 16Nov 2034.1%33.6%1.3%20134
$455.00Oct 16Nov 2027.8%27.5%1.1%142

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 1.70, avg 5.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$485.00Oct 16$0.50$4.50$0.5038%9.00$480.50
$470.00$475.00Nov 20$1.75$3.25$1.7556%1.86$471.75
$485.00$490.00Nov 20$1.45$3.55$1.4545%2.45$486.45
$515.00$520.00Nov 20$0.55$4.45$0.5525%8.09$515.55
$480.00$485.00Nov 20$1.85$3.15$1.8548%1.70$481.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$485.00Oct 16$1.85$3.15$1.8580%1.70$488.15
$465.00$460.00Nov 20$0.95$4.05$0.9540%4.26$464.05
$480.00$475.00Nov 20$1.70$3.30$1.7052%1.94$478.30
$495.00$490.00Nov 20$2.25$2.75$2.2562%1.22$492.75
$455.00$450.00Nov 20$0.70$4.30$0.7031%6.14$454.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 1.04, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$525.00Nov 20$2.55$2.55$2.4577%1.04$522.55
$495.00$500.00Oct 16$2.28$2.28$2.7278%0.84$497.28
$535.00$540.00Oct 16$1.42$1.42$3.5891%0.40$536.42
$475.00$480.00Oct 16$3.22$3.22$1.7850%1.81$478.22
$545.00$550.00Nov 20$1.17$1.17$3.8387%0.31$546.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$460.00$455.00Nov 20$3.25$3.25$1.7564%1.86$456.75
$450.00$445.00Nov 20$2.45$2.45$2.5572%0.96$447.55
$465.00$460.00Oct 16$1.87$1.87$3.1371%0.60$463.13
$425.00$420.00Nov 20$1.18$1.18$3.8286%0.31$423.82
$455.00$450.00Oct 16$0.98$0.98$4.0284%0.24$454.02

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $12.41, cheapest $10.80)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$470.00Oct 16Nov 20$11.6524.0%27.4%
$475.00Oct 16Nov 20$13.9523.7%29.3%
$485.00Oct 16Nov 20$13.1225.8%32.6%
$480.00Oct 16Nov 20$14.4721.6%32.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$470.00Oct 16Nov 20$10.8024.0%27.4%
$475.00Oct 16Nov 20$12.3523.7%29.3%
$480.00Oct 16Nov 20$10.5521.6%32.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 3.07% of stock, avg 7.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$475.00Oct 16$7.35$7.20$14.55$460.45$489.553.07%
$480.00Oct 16$4.13$10.70$14.83$465.17$494.833.13%
$470.00Oct 16$11.40$5.00$16.40$453.60$486.403.46%
$485.00Oct 16$3.63$14.75$18.38$466.62$503.383.88%
$490.00Oct 16$2.35$16.60$18.95$471.05$508.954.00%
$495.00Oct 16$3.18$20.90$24.08$470.92$519.085.09%
$450.00Oct 16$26.40$0.80$27.20$422.80$477.205.74%
$500.00Oct 16$0.90$26.65$27.55$472.45$527.555.82%
$505.00Oct 16$0.95$30.35$31.30$473.70$536.306.61%
$510.00Oct 16$0.43$35.75$36.18$473.82$546.187.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.52% of stock, avg 3.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$500.00$460.00Oct 16$0.90$1.58$2.48$457.52$502.48
$500.00$455.00Oct 16$0.90$1.78$2.68$452.32$502.68
$500.00$440.00Oct 16$0.90$2.45$3.35$436.65$503.35
$490.00$460.00Oct 16$2.35$1.58$3.93$456.07$493.93
$490.00$455.00Oct 16$2.35$1.78$4.13$450.87$494.13
$495.00$460.00Oct 16$3.18$1.58$4.76$455.24$499.76
$490.00$440.00Oct 16$2.35$2.45$4.80$435.20$494.80
$495.00$455.00Oct 16$3.18$1.78$4.96$450.04$499.96
$500.00$465.00Oct 16$0.90$3.45$4.35$460.65$504.35
$485.00$460.00Oct 16$3.63$1.58$5.21$454.79$490.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 2.94, avg credit $2.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
420/425520/525Nov 20$3.73$1.2764%2.94$421.27$523.73
430/435520/525Nov 20$3.75$1.2558%3.00$431.25$523.75
435/440520/525Nov 20$3.85$1.1555%3.35$436.15$523.85
460/465495/500Oct 16$4.15$0.8548%4.88$460.85$499.15
460/465535/540Oct 16$3.29$1.7162%1.92$461.71$538.29
400/405520/525Nov 20$2.90$2.1069%1.38$402.10$522.90
450/455495/500Oct 16$3.26$1.7462%1.87$451.74$498.26
445/450505/510Nov 20$4.30$0.7041%6.14$445.70$509.30
425/430520/525Nov 20$3.17$1.8361%1.73$426.83$523.17
450/455535/540Oct 16$2.40$2.6075%0.92$452.60$537.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 16$0.13$4.874%37.46
$470.00$475.00$480.00Oct 16$0.83$4.1724%5.02
$510.00$515.00$520.00Nov 20$0.30$4.704%15.67
$480.00$485.00$490.00Nov 20$0.40$4.607%11.50
$520.00$525.00$530.00Oct 16$0.30$4.700%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$435.00$440.00Nov 20$0.10$4.906%49.00
$530.00$540.00$550.00Nov 20$0.35$9.657%27.57
$475.00$480.00$485.00Oct 16$0.55$4.4520%8.09
$505.00$510.00$515.00Nov 20$0.20$4.806%24.00
$465.00$470.00$475.00Oct 16$0.65$4.3521%6.69

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 $-0.91, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$480.001:2Oct 16-$0.91$4.09
$550.00$560.001:2Nov 20-$0.18$9.82
$485.00$490.001:2Oct 16-$1.07$3.93
$515.00$520.001:2Oct 16-$0.07$4.93
$520.00$525.001:2Oct 16-$0.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$465.001:2Oct 16-$1.90$3.10
$475.00$470.001:2Oct 16-$2.80$2.20
$480.00$475.001:2Oct 16-$3.70$1.30
$425.00$420.001:2Nov 20-$1.27$3.73
$420.00$410.001:2Nov 20-$1.81$8.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 2.62%, avg 1.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$490.00Nov 20$12.400.413.5%2.62%6.11%--17
$500.00Nov 20$10.000.345.6%2.11%7.72%2638
$475.00Nov 20$18.200.520.3%3.84%4.17%928
$485.00Nov 20$13.800.452.4%2.91%5.35%131
$480.00Nov 20$15.700.481.4%3.32%4.70%--90
$505.00Nov 20$8.500.316.7%1.80%8.46%616
$510.00Nov 20$7.400.277.7%1.56%9.28%2343
$515.00Nov 20$6.300.258.8%1.33%10.10%--58
$520.00Nov 20$5.300.239.8%1.12%10.95%--226
$530.00Nov 20$4.000.1711.9%0.84%12.79%127

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 503
Total Puts 338
Put/Call Ratio 0.67
Net Difference 165

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,107
Total Puts 4,831
Average Put/Call Ratio 0.77
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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