Tour v531
NOC
NORTHROP GRUMMAN COR
$485.00 +0.89%
$484.15 (-0.18%)🌙
as of 10/12 06:02 PM
◀ 10/12 18:02 ▶

Option Volume

Detail
ℹ
Current (10/12) 868
Calls: 397 (46%)
Puts: 471 (54%)
Prior (10/08) 1,650
Calls: 1,159 (70%)
Puts: 491 (30%)
Current vs Prior -47.39%
Calls: -65.75% (Calls)
Puts: -4.07% (Puts)
Prior 7-Day Total 12,020
Calls: 6,819 (57%)
Puts: 5,201 (43%)
Prior 7-Day Average 1,717
Calls: 974 (57%)
Puts: 743 (43%)
Current vs Prior 7-Day Avg -49.45%
Calls: -59.25%
Puts: -36.61%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $1.08M
Calls: $418.2K (39%)
Puts: $659.7K (61%)
Prior (10/08) $3.86M
Calls: $726.5K (19%)
Puts: $3.13M (81%)
Current vs Prior -72.06%
Calls: -42.44%
Puts: -78.93%
Prior 7-Day Total $24.26M
Calls: $9.22M (38%)
Puts: $15.04M (62%)
Prior 7-Day Average $3.47M
Calls: $1.32M (38%)
Puts: $2.15M (62%)
Current vs Prior 7-Day Avg -68.89%
Calls: -68.24%
Puts: -69.29%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.19
Prior (10/08) 0.42
Current vs Prior +180.05%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +56.11%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 32,524
Calls: 15,765 (48%)
Puts: 16,759 (52%)
Prior (10/08) 31,168
Calls: 15,077 (48%)
Puts: 16,091 (52%)
Current vs Prior +4.35%
Prior 7-Day Total 192,147
Calls: 91,895 (48%)
Puts: 100,252 (52%)
Prior 7-Day Average 27,449
Calls: 13,127 (48%)
Puts: 14,321 (52%)
Current vs Prior 7-Day Avg +18.49%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 2.52% | 7.78%2.52% | 7.78%
Prior 3.59% | 9.02%3.59% | 9.02%
Current vs Prior -29.96% | -13.71%-29.96% | -13.71%
Prior 7-Day Avg 4.29% | 9.24%4.29% | 9.24%
Current vs 7-Day Avg -41.30% | -15.79%-41.30% | -15.79%
Prior 7-Day Eod 3.59% | 9.02%3.59% | 9.02%
Current vs 7-Day Eod -29.96% | -13.71%-29.96% | -13.71%
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 37.58% | 16.36%
Calls: 20.38% | 10.94%
Puts: 54.78% | 21.79%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($659.7K). Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 47% vs prior. Slightly bearish P/C ratio of 1.19.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.4%, best 7.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2083.2091.00$87.109.0%--0.9512
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 1653.7057.70$55.707.2%10.9410
$560.00Nov 2073.8079.80$76.807.8%--0.90158
$540.00Nov 2055.2060.80$58.009.7%--0.84152

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. 29 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2083.2091.00$87.109.0%--0.9512
$470.00Oct 1614.3018.90$16.6027.7%--0.8910
$475.00Oct 169.4013.80$11.6037.9%20.808
$470.00Nov 2024.8033.30$29.0529.3%20.654
$480.00Oct 167.1010.50$8.8038.6%30.6352
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 1632.7037.60$35.1513.9%--0.9839
$515.00Oct 1627.7033.00$30.3517.5%10.95485
$540.00Oct 1653.7057.70$55.707.2%10.9410
$510.00Oct 1623.2029.50$26.3523.9%190.94144
$535.00Oct 1646.2054.30$50.2516.1%10.93--

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 616, top 114)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 162.354.60$3.4764.8%1040.3479
$495.00Oct 161.402.30$1.8548.6%220.2223
$500.00Nov 2012.6014.20$13.4011.9%200.4054
$500.00Oct 160.701.25$0.9856.1%180.13146
$550.00Nov 202.003.80$2.9062.1%150.1266
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Oct 160.250.95$0.60116.7%1140.0988
$450.00Nov 202.707.00$4.8588.7%580.19174
$495.00Oct 1610.3013.30$11.8025.4%260.7887
$510.00Oct 1623.2029.50$26.3523.9%190.94144
$490.00Oct 166.609.90$8.2540.0%140.66197

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 3.7%, max 7.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Oct 16Nov 2030.3%28.2%7.3%371
$490.00Oct 16Nov 2031.7%31.4%0.7%105111
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Oct 16Nov 2030.3%28.2%7.3%1285
$470.00Oct 16Nov 2030.4%29.6%2.7%15327
$490.00Oct 16Nov 2031.7%31.4%0.7%14273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 3.17, avg 7.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$475.00$480.00Nov 20$2.05$2.95$2.0561%1.44$477.05
$475.00$480.00Oct 16$2.80$2.20$2.8080%0.79$477.80
$480.00$485.00Nov 20$2.10$2.90$2.1057%1.38$482.10
$540.00$545.00Nov 20$0.37$4.63$0.3716%12.51$540.37
$550.00$560.00Nov 20$0.70$9.30$0.7012%13.29$550.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$485.00Oct 16$1.20$3.80$1.2066%3.17$488.80
$450.00$445.00Nov 20$0.15$4.85$0.1519%32.33$449.85
$495.00$490.00Nov 20$1.95$3.05$1.9556%1.56$493.05
$475.00$470.00Nov 20$1.30$3.70$1.3039%2.85$473.70
$445.00$440.00Nov 20$0.30$4.70$0.3018%15.67$444.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 0.92, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$575.00Oct 16$2.40$2.40$2.6091%0.92$572.40
$575.00$580.00Nov 20$0.95$0.95$4.0592%0.23$575.95
$560.00$565.00Nov 20$0.90$0.90$4.1090%0.22$560.90
$525.00$530.00Nov 20$1.40$1.40$3.6077%0.39$526.40
$490.00$495.00Oct 16$1.62$1.62$3.3866%0.48$491.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$425.00$420.00Nov 20$2.40$2.40$2.6087%0.92$422.60
$440.00$435.00Oct 16$1.47$1.47$3.5391%0.42$438.53
$395.00$390.00Nov 20$1.22$1.22$3.7894%0.32$393.78
$465.00$460.00Nov 20$2.25$2.25$2.7569%0.82$462.75
$455.00$450.00Nov 20$1.85$1.85$3.1576%0.59$453.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $12.92, cheapest $10.60)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Oct 16Nov 20$14.9530.3%28.2%
$490.00Oct 16Nov 20$14.2831.7%31.4%
$480.00Oct 16Nov 20$13.4025.7%28.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Oct 16Nov 20$10.6030.3%28.2%
$490.00Oct 16Nov 20$12.5531.7%31.4%
$480.00Oct 16Nov 20$11.7525.7%28.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 2.42% of stock, avg 6.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$490.00Oct 16$3.47$8.25$11.72$478.28$501.722.42%
$485.00Oct 16$5.15$7.05$12.20$472.80$497.202.52%
$480.00Oct 16$8.80$3.80$12.60$467.40$492.602.60%
$495.00Oct 16$1.85$11.80$13.65$481.35$508.652.81%
$475.00Oct 16$11.60$2.17$13.77$461.23$488.772.84%
$500.00Oct 16$0.98$15.55$16.53$483.47$516.533.41%
$470.00Oct 16$16.60$1.63$18.23$451.77$488.233.76%
$505.00Oct 16$0.95$21.00$21.95$483.05$526.954.53%
$510.00Oct 16$0.40$26.35$26.75$483.25$536.755.52%
$515.00Oct 16$0.30$30.35$30.65$484.35$545.656.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.51% of stock, avg 3.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$505.00$445.00Oct 16$0.95$1.50$2.45$442.55$507.45
$500.00$445.00Oct 16$0.98$1.50$2.48$442.52$502.48
$505.00$440.00Oct 16$0.95$1.60$2.55$437.45$507.55
$500.00$440.00Oct 16$0.98$1.60$2.58$437.42$502.58
$500.00$470.00Oct 16$0.98$1.63$2.61$467.39$502.61
$505.00$470.00Oct 16$0.95$1.63$2.58$467.42$507.58
$495.00$470.00Oct 16$1.85$1.63$3.48$466.52$498.48
$500.00$475.00Oct 16$0.98$2.17$3.15$471.85$503.15
$505.00$475.00Oct 16$0.95$2.17$3.12$471.88$508.12
$495.00$445.00Oct 16$1.85$1.50$3.35$441.65$498.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 3.42, avg credit $1.93)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440570/575Oct 16$3.87$1.1381%3.42$436.13$573.87
465/470570/575Oct 16$3.43$1.5772%2.18$466.57$573.43
420/425525/530Nov 20$3.80$1.2064%3.17$421.20$528.80
420/425530/535Nov 20$3.42$1.5868%2.16$421.58$533.42
420/425545/550Nov 20$3.13$1.8772%1.67$421.87$548.13
460/465570/575Oct 16$2.62$2.3882%1.10$462.38$572.62
420/425520/525Nov 20$3.60$1.4061%2.57$421.40$523.60
420/425515/520Nov 20$3.75$1.2557%3.00$421.25$518.75
420/425510/515Nov 20$3.85$1.1554%3.35$421.15$513.85
420/425540/545Nov 20$2.77$2.2371%1.24$422.23$542.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$485.00$490.00$495.00Oct 16$0.06$4.9424%82.33
$500.00$505.00$510.00Nov 20$0.10$4.907%49.00
$505.00$510.00$515.00Nov 20$0.10$4.907%49.00
$510.00$515.00$520.00Nov 20$0.10$4.907%49.00
$515.00$520.00$525.00Nov 20$0.15$4.857%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$495.00$500.00Oct 16$0.20$4.8020%24.00
$515.00$520.00$525.00Nov 20$0.15$4.857%32.33
$455.00$460.00$465.00Oct 16$0.19$4.814%25.32
$510.00$515.00$520.00Nov 20$0.35$4.657%13.29
$460.00$465.00$470.00Oct 16$0.81$4.1913%5.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.55, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$485.001:2Oct 16-$1.50$3.50
$490.00$495.001:2Oct 16-$0.23$4.77
$495.00$500.001:2Oct 16-$0.11$4.89
$485.00$490.001:2Oct 16-$1.79$3.21
$510.00$515.001:2Oct 16-$0.20$4.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$480.001:2Oct 16-$0.55$4.45
$480.00$475.001:2Oct 16-$0.54$4.46
$465.00$460.001:2Oct 16-$0.16$4.84
$455.00$450.001:2Oct 16-$0.21$4.79
$475.00$470.001:2Oct 16-$1.09$3.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.42%, avg 1.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$490.00Nov 20$16.600.481.0%3.42%4.45%132
$485.00Nov 20$18.700.520.0%3.86%3.86%236
$500.00Nov 20$12.600.403.1%2.60%5.69%2054
$505.00Nov 20$10.800.374.1%2.23%6.35%123
$515.00Nov 20$7.500.306.2%1.55%7.73%--57
$510.00Nov 20$7.700.335.2%1.59%6.74%177
$520.00Nov 20$6.200.267.2%1.28%8.49%3239
$525.00Nov 20$5.700.238.2%1.18%9.42%1139
$530.00Nov 20$3.500.199.3%0.72%10.00%--47
$535.00Nov 20$2.950.1610.3%0.61%10.92%139

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 397
Total Puts 471
Put/Call Ratio 1.19
Net Difference -74

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,819
Total Puts 5,201
Average Put/Call Ratio 0.76
Ratio Trend Rising

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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