Tour v531
NOC
NORTHROP GRUMMAN COR
$484.48 +2.33%
◀ 10/8 18:02 ▶

Option Volume

Detail
ℹ
Current (10/08) 1,650
Calls: 1,159 (70%)
Puts: 491 (30%)
Prior (10/07) 841
Calls: 503 (60%)
Puts: 338 (40%)
Current vs Prior +96.20%
Calls: +130.42% (Calls)
Puts: +45.27% (Puts)
Prior 7-Day Total 11,207
Calls: 6,296 (56%)
Puts: 4,911 (44%)
Prior 7-Day Average 1,601
Calls: 899 (56%)
Puts: 701 (44%)
Current vs Prior 7-Day Avg +3.06%
Calls: +28.86%
Puts: -30.01%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/08) $3.86M
Calls: $726.5K (19%)
Puts: $3.13M (81%)
Prior (10/07) $1.55M
Calls: $865.2K (56%)
Puts: $681.1K (44%)
Current vs Prior +149.45%
Calls: -16.03%
Puts: +359.67%
Prior 7-Day Total $21.15M
Calls: $8.95M (42%)
Puts: $12.21M (58%)
Prior 7-Day Average $3.02M
Calls: $1.28M (42%)
Puts: $1.74M (58%)
Current vs Prior 7-Day Avg +27.63%
Calls: -43.18%
Puts: +79.56%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 0.42
Prior (10/07) 0.67
Current vs Prior -36.96%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -43.11%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/08) 31,168
Calls: 15,077 (48%)
Puts: 16,091 (52%)
Prior (10/07) 30,979
Calls: 14,846 (48%)
Puts: 16,133 (52%)
Current vs Prior +0.61%
Prior 7-Day Total 187,984
Calls: 89,169 (47%)
Puts: 98,815 (53%)
Prior 7-Day Average 26,854
Calls: 12,738 (47%)
Puts: 14,116 (53%)
Current vs Prior 7-Day Avg +16.06%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.59% | 9.02%3.59% | 9.02%
Prior 3.93% | 9.00%3.93% | 9.00%
Current vs Prior -8.58% | +0.25%-8.58% | +0.25%
Prior 7-Day Avg 4.60% | 9.33%4.60% | 9.33%
Current vs 7-Day Avg -21.93% | -3.30%-21.93% | -3.29%
Prior 7-Day Eod 3.93% | 9.00%3.93% | 9.00%
Current vs 7-Day Eod -8.58% | +0.25%-8.58% | +0.25%
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 36.40% | 16.23%
Calls: 22.28% | 11.55%
Puts: 50.53% | 20.92%
Current vs 7-Day Avg +3.24% | +0.80%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 81% of dollar volume in puts ($3.13M) vs calls ($726.5K). Massive premium surge with dollar volume up 149% vs prior. Above-average activity with volume up 96% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (1,159 calls vs 491 puts).

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 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 7.4%, best 5.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2085.0089.50$87.255.2%10.9312
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2074.2079.00$76.606.3%--0.93158
$540.00Oct 1654.1058.70$56.408.2%300.9510
$550.00Nov 2063.5070.10$66.809.9%--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. 27 found (avg delta 0.74, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2085.0089.50$87.255.2%10.9312
$470.00Oct 1615.3019.00$17.1521.6%--0.7610
$475.00Oct 1611.8016.00$13.9030.2%10.698
$480.00Oct 166.2012.70$9.4568.8%310.6034
$475.00Nov 2024.7029.30$27.0017.0%10.5937
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 1632.7038.00$35.3515.0%10.9639
$540.00Oct 1654.1058.70$56.408.2%300.9510
$515.00Oct 1627.6033.80$30.7020.2%120.93491
$560.00Nov 2074.2079.00$76.606.3%--0.93158
$510.00Oct 1622.8031.00$26.9030.5%260.90146

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 669, top 59)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 161.603.00$2.3060.9%590.22136
$505.00Oct 160.102.60$1.35185.2%540.1557
$510.00Nov 207.7014.90$11.3063.7%370.3457
$480.00Oct 166.2012.70$9.4568.8%310.6034
$490.00Oct 163.107.10$5.1078.4%260.4081
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 165.306.30$5.8017.2%480.40108
$540.00Oct 1654.1058.70$56.408.2%300.9510
$480.00Nov 2015.7021.10$18.4029.3%280.4497
$510.00Oct 1622.8031.00$26.9030.5%260.90146
$445.00Oct 160.051.90$0.98188.8%220.0720

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 3.35, avg 5.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$485.00Oct 16$1.15$3.85$1.1560%3.35$481.15
$485.00$490.00Nov 20$1.60$3.40$1.6052%2.12$486.60
$495.00$500.00Oct 16$0.30$4.70$0.3027%15.67$495.30
$505.00$510.00Nov 20$1.05$3.95$1.0537%3.76$506.05
$500.00$505.00Nov 20$1.25$3.75$1.2540%3.00$501.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$485.00$480.00Nov 20$1.40$3.60$1.4048%2.57$483.60
$500.00$495.00Nov 20$2.35$2.65$2.3560%1.13$497.65
$495.00$490.00Nov 20$2.15$2.85$2.1556%1.33$492.85
$495.00$490.00Oct 16$2.90$2.10$2.9073%0.72$492.10
$480.00$475.00Oct 16$1.27$3.73$1.2740%2.94$478.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 0.85, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$540.00$545.00Nov 20$2.30$2.30$2.7084%0.85$542.30
$570.00$575.00Oct 16$1.60$1.60$3.4090%0.47$571.60
$510.00$515.00Nov 20$2.85$2.85$2.1566%1.33$512.85
$490.00$495.00Nov 20$3.55$3.55$1.4552%2.45$493.55
$550.00$560.00Nov 20$1.92$1.92$8.0887%0.24$551.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$470.00$465.00Nov 20$2.80$2.80$2.2063%1.27$467.20
$440.00$435.00Nov 20$1.52$1.52$3.4882%0.44$438.48
$425.00$420.00Nov 20$1.28$1.28$3.7287%0.34$423.72
$410.00$405.00Nov 20$0.95$0.95$4.0592%0.23$409.05
$395.00$390.00Nov 20$0.88$0.88$4.1292%0.21$394.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $12.96, cheapest $11.67)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Oct 16Nov 20$13.1030.5%31.4%
$485.00Oct 16Nov 20$13.2527.7%29.5%
$480.00Oct 16Nov 20$14.4528.3%31.2%
$490.00Oct 16Nov 20$14.8525.7%33.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Oct 16Nov 20$11.6730.5%31.4%
$485.00Oct 16Nov 20$11.8527.7%29.5%
$480.00Oct 16Nov 20$12.6028.3%31.2%
$490.00Oct 16Nov 20$11.9525.7%33.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 3.15% of stock, avg 6.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$480.00Oct 16$9.45$5.80$15.25$464.75$495.253.15%
$490.00Oct 16$5.10$10.95$16.05$473.95$506.053.31%
$485.00Oct 16$8.30$7.95$16.25$468.75$501.253.35%
$495.00Oct 16$2.60$13.85$16.45$478.55$511.453.40%
$475.00Oct 16$13.90$4.53$18.43$456.57$493.433.80%
$500.00Oct 16$2.30$17.90$20.20$479.80$520.204.17%
$470.00Oct 16$17.15$3.25$20.40$449.60$490.404.21%
$505.00Oct 16$1.35$21.50$22.85$482.15$527.854.72%
$510.00Oct 16$1.00$26.90$27.90$482.10$537.905.76%
$515.00Oct 16$0.70$30.70$31.40$483.60$546.406.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.58% of stock, avg 3.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$465.00Oct 16$1.00$1.80$2.80$462.20$512.80
$505.00$465.00Oct 16$1.35$1.80$3.15$461.85$508.15
$500.00$465.00Oct 16$2.30$1.80$4.10$460.90$504.10
$510.00$470.00Oct 16$1.00$3.25$4.25$465.75$514.25
$495.00$465.00Oct 16$2.60$1.80$4.40$460.60$499.40
$505.00$470.00Oct 16$1.35$3.25$4.60$465.40$509.60
$500.00$470.00Oct 16$2.30$3.25$5.55$464.45$505.55
$495.00$470.00Oct 16$2.60$3.25$5.85$464.15$500.85
$510.00$475.00Oct 16$1.00$4.53$5.53$469.47$515.53
$505.00$475.00Oct 16$1.35$4.53$5.88$469.12$510.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 6.94, avg credit $2.03)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440510/515Nov 20$4.37$0.6349%6.94$435.63$514.37
420/425510/515Nov 20$4.13$0.8753%4.75$420.87$514.13
405/410510/515Nov 20$3.80$1.2058%3.17$406.20$513.80
390/395510/515Nov 20$3.73$1.2759%2.94$391.27$513.73
455/460510/515Nov 20$4.65$0.3537%13.29$455.35$514.65
435/440535/540Nov 20$3.09$1.9162%1.62$436.91$538.09
420/425535/540Nov 20$2.85$2.1567%1.33$422.15$537.85
405/410535/540Nov 20$2.52$2.4872%1.02$407.48$537.52
390/395535/540Nov 20$2.45$2.5572%0.96$392.55$537.45
460/465510/515Nov 20$4.40$0.6033%7.33$460.60$514.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 49.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Nov 20$0.10$4.906%49.00
$485.00$490.00$495.00Oct 16$0.70$4.3024%6.14
$500.00$505.00$510.00Nov 20$0.20$4.806%24.00
$525.00$530.00$535.00Oct 16$0.19$4.815%25.32
$560.00$565.00$570.00Nov 20$0.07$4.930%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$455.00$460.00$465.00Oct 16$0.13$4.877%37.46
$515.00$520.00$525.00Nov 20$0.10$4.906%49.00
$470.00$475.00$480.00Nov 20$0.15$4.858%32.33
$490.00$495.00$500.00Nov 20$0.20$4.808%24.00
$440.00$445.00$450.00Nov 20$0.20$4.805%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-14.30, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$495.001:2Oct 16-$0.10$4.90
$500.00$505.001:2Oct 16-$0.40$4.60
$485.00$490.001:2Oct 16-$1.90$3.10
$515.00$520.001:2Oct 16-$0.10$4.90
$510.00$515.001:2Oct 16-$0.40$4.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$520.001:2Oct 16-$14.30$5.70
$470.00$465.001:2Oct 16-$0.35$4.65
$455.00$450.001:2Oct 16-$0.17$4.83
$460.00$455.001:2Oct 16-$0.56$4.44
$410.00$405.001:2Nov 20-$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 4.15%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$485.00Nov 20$20.100.520.1%4.15%4.26%1431
$490.00Nov 20$17.300.481.1%3.57%4.71%1917
$505.00Nov 20$9.700.374.2%2.00%6.24%221
$495.00Nov 20$12.400.442.2%2.56%4.73%64
$510.00Nov 20$7.700.345.3%1.59%6.86%3757
$500.00Nov 20$10.100.403.2%2.08%5.29%955
$520.00Nov 20$6.000.267.3%1.24%8.57%18226
$515.00Nov 20$6.200.296.3%1.28%7.58%158
$525.00Nov 20$4.600.238.4%0.95%9.31%535
$535.00Nov 20$3.100.2010.4%0.64%11.07%732

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 1,159
Total Puts 491
Put/Call Ratio 0.42
Net Difference 668

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,296
Total Puts 4,911
Average Put/Call Ratio 0.74
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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