Tour v531
NOC
NORTHROP GRUMMAN COR
$481.38 -0.75%
$481.75 (+0.08%)🌙
as of 10/13 06:02 PM
◀ 10/13 18:02 ▶

Option Volume

Detail
ℹ
Current (10/13) 785
Calls: 562 (72%)
Puts: 223 (28%)
Prior (10/12) 868
Calls: 397 (46%)
Puts: 471 (54%)
Current vs Prior -9.56%
Calls: +41.56% (Calls)
Puts: -52.65% (Puts)
Prior 7-Day Total 9,642
Calls: 5,471 (57%)
Puts: 4,171 (43%)
Prior 7-Day Average 1,377
Calls: 781 (57%)
Puts: 595 (43%)
Current vs Prior 7-Day Avg -43.01%
Calls: -28.09%
Puts: -62.57%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/13) $1.17M
Calls: $648.4K (55%)
Puts: $521.7K (45%)
Prior (10/12) $1.08M
Calls: $418.2K (39%)
Puts: $659.7K (61%)
Current vs Prior +8.55%
Calls: +55.04%
Puts: -20.92%
Prior 7-Day Total $21.19M
Calls: $7.74M (37%)
Puts: $13.45M (63%)
Prior 7-Day Average $3.03M
Calls: $1.11M (37%)
Puts: $1.92M (63%)
Current vs Prior 7-Day Avg -61.34%
Calls: -41.35%
Puts: -72.84%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/13) 0.40
Prior (10/12) 1.19
Current vs Prior -66.55%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -50.80%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/13) 32,882
Calls: 15,952 (49%)
Puts: 16,930 (51%)
Prior (10/12) 32,524
Calls: 15,765 (48%)
Puts: 16,759 (52%)
Current vs Prior +1.10%
Prior 7-Day Total 213,281
Calls: 102,097 (48%)
Puts: 111,184 (52%)
Prior 7-Day Average 30,468
Calls: 14,585 (48%)
Puts: 15,883 (52%)
Current vs Prior 7-Day Avg +7.92%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 3.11% | 8.49%3.11% | 8.49%
Prior 2.52% | 7.78%2.52% | 7.78%
Current vs Prior +23.46% | +9.03%+23.46% | +9.03%
Prior 7-Day Avg 3.96% | 8.99%3.96% | 8.99%
Current vs 7-Day Avg -21.62% | -5.59%-21.62% | -5.59%
Prior 7-Day Eod 2.52% | 7.78%2.52% | 7.78%
Current vs 7-Day Eod +23.46% | +9.03%+23.46% | +9.03%
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 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

Extreme bullish P/C ratio of 0.40 - heavy call buying (562 calls vs 223 puts). P/C ratio dropping 67% - sentiment shifting bullish.

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 NEUTRAL
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 1 of results (avg 9.9%, best 9.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Nov 2066.1073.00$69.559.9%--0.8810

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. 28 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 1628.7034.70$31.7018.9%10.972
$400.00Nov 2079.3087.80$83.5510.2%--0.9312
$470.00Oct 168.4016.50$12.4565.1%--0.8110
$480.00Oct 164.709.80$7.2570.3%50.5849
$475.00Nov 2019.2026.90$23.0533.4%--0.5737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 1618.1021.70$19.9018.1%151.00126
$510.00Oct 1625.3032.30$28.8024.3%41.00143
$515.00Oct 1630.2037.10$33.6520.5%11.00485
$520.00Oct 1635.2043.60$39.4021.3%--1.0039
$535.00Oct 1650.2058.20$54.2014.8%51.00--

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 411, top 85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 160.802.55$1.67104.8%850.26170
$550.00Nov 202.003.60$2.8057.1%560.1281
$500.00Oct 160.101.00$0.55163.6%410.09155
$505.00Oct 160.101.35$0.73171.2%380.1077
$495.00Oct 160.202.10$1.15165.2%200.1737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 1618.1021.70$19.9018.1%151.00126
$460.00Oct 160.251.20$0.73130.1%140.0966
$480.00Nov 2013.7020.90$17.3041.6%110.47435
$480.00Oct 160.608.30$4.45173.0%90.43123
$490.00Oct 167.5015.20$11.3567.8%60.79197

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 21.4%, max 31.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Oct 16Nov 2032.9%29.0%13.4%5137
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$470.00Oct 16Nov 2035.4%27.0%31.1%9327
$475.00Oct 16Nov 2035.8%28.1%27.6%1160
$480.00Oct 16Nov 2032.9%29.0%13.4%20558

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 0.92, avg 7.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$470.00$480.00Oct 16$5.20$4.80$5.2080%0.92$475.20
$490.00$500.00Nov 20$2.75$7.25$2.7545%2.64$492.75
$510.00$515.00Nov 20$0.25$4.75$0.2530%19.00$510.25
$500.00$505.00Nov 20$1.10$3.90$1.1037%3.55$501.10
$535.00$540.00Nov 20$0.30$4.70$0.3016%15.67$535.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$435.00$430.00Nov 20$0.20$4.80$0.2018%24.00$434.80
$495.00$490.00Nov 20$2.55$2.45$2.5559%0.96$492.45
$465.00$460.00Oct 16$0.15$4.85$0.1512%32.33$464.85
$480.00$475.00Oct 16$1.40$3.60$1.4043%2.57$478.60
$510.00$500.00Nov 20$6.55$3.45$6.5570%0.53$503.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 4.38, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$575.00Oct 16$2.40$2.40$2.6091%0.92$572.40
$570.00$575.00Nov 20$1.40$1.40$3.6091%0.39$571.40
$485.00$490.00Nov 20$3.35$3.35$1.6551%2.03$488.35
$520.00$525.00Nov 20$2.00$2.00$3.0075%0.67$522.00
$505.00$510.00Nov 20$2.20$2.20$2.8066%0.79$507.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$450.00Nov 20$4.07$4.07$0.9372%4.38$450.93
$430.00$425.00Nov 20$2.82$2.82$2.1884%1.29$427.18
$440.00$435.00Oct 16$1.65$1.65$3.3588%0.49$438.35
$445.00$440.00Nov 20$2.00$2.00$3.0080%0.67$443.00
$475.00$470.00Nov 20$2.80$2.80$2.2058%1.27$472.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $12.97, cheapest $11.25)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$480.00Oct 16Nov 20$13.3032.9%29.0%
$485.00Oct 16Nov 20$14.8525.3%32.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Oct 16Nov 20$11.2535.8%28.1%
$480.00Oct 16Nov 20$12.8532.9%29.0%
$485.00Oct 16Nov 20$12.6025.3%32.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 2.29% of stock, avg 6.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Oct 16$3.30$7.70$11.00$474.00$496.002.29%
$480.00Oct 16$7.25$4.45$11.70$468.30$491.702.43%
$490.00Oct 16$1.67$11.35$13.02$476.98$503.022.70%
$470.00Oct 16$12.45$1.70$14.15$455.85$484.152.94%
$495.00Oct 16$1.15$15.45$16.60$478.40$511.603.45%
$500.00Oct 16$0.55$19.90$20.45$479.55$520.454.25%
$505.00Oct 16$0.73$23.70$24.43$480.57$529.435.07%
$510.00Oct 16$0.15$28.80$28.95$481.05$538.956.01%
$450.00Oct 16$31.70$0.23$31.93$418.07$481.936.63%
$515.00Oct 16$0.10$33.65$33.75$481.25$548.757.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.42% of stock, avg 3.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$495.00$465.00Oct 16$1.15$0.88$2.03$462.97$497.03
$495.00$470.00Oct 16$1.15$1.70$2.85$467.15$497.85
$490.00$465.00Oct 16$1.67$0.88$2.55$462.45$492.55
$560.00$465.00Oct 16$2.45$0.88$3.33$461.67$563.33
$565.00$465.00Oct 16$2.45$0.88$3.33$461.67$568.33
$490.00$470.00Oct 16$1.67$1.70$3.37$466.63$493.37
$495.00$440.00Oct 16$1.15$2.45$3.60$436.40$498.60
$560.00$470.00Oct 16$2.45$1.70$4.15$465.85$564.15
$565.00$470.00Oct 16$2.45$1.70$4.15$465.85$569.15
$490.00$440.00Oct 16$1.67$2.45$4.12$435.88$494.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 4.26, avg credit $2.05)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440570/575Oct 16$4.05$0.9578%4.26$435.95$574.05
425/430520/525Nov 20$4.82$0.1858%26.78$425.18$524.82
450/455530/535Nov 20$4.80$0.2053%24.00$450.20$534.80
450/455535/540Nov 20$4.37$0.6356%6.94$450.63$539.37
450/455570/575Oct 16$2.70$2.3084%1.17$452.30$572.70
425/430525/530Nov 20$3.69$1.3163%2.82$426.31$528.69
425/430530/535Nov 20$3.55$1.4565%2.45$426.45$533.55
465/470570/575Oct 16$3.22$1.7871%1.81$466.78$573.22
470/475570/575Oct 16$3.75$1.2560%3.00$471.25$573.75
440/445520/525Nov 20$4.00$1.0054%4.00$441.00$524.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$475.00$480.00$485.00Nov 20$0.10$4.908%49.00
$525.00$530.00$535.00Nov 20$0.14$4.865%34.71
$515.00$520.00$525.00Oct 16$0.09$4.911%54.56
$545.00$550.00$555.00Oct 16$0.24$4.762%19.83
$505.00$510.00$515.00Oct 16$0.53$4.478%8.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$485.00$490.00Oct 16$0.40$4.6036%11.50
$470.00$475.00$480.00Oct 16$0.05$4.9523%99.00
$485.00$490.00$495.00Oct 16$0.45$4.5528%10.11
$490.00$495.00$500.00Oct 16$0.35$4.6521%13.29
$470.00$475.00$480.00Nov 20$0.20$4.809%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 $-2.05, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$480.001:2Oct 16-$2.05$7.95
$485.00$490.001:2Oct 16-$0.04$4.96
$490.00$495.001:2Oct 16-$0.63$4.37
$510.00$515.001:2Oct 16-$0.05$4.95
$520.00$525.001:2Oct 16-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$480.001:2Oct 16-$1.20$3.80
$475.00$470.001:2Oct 16-$0.35$4.65
$470.00$465.001:2Oct 16-$0.06$4.94
$480.00$475.001:2Oct 16-$1.65$3.35
$460.00$455.001:2Oct 16-$0.33$4.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 2.31%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Nov 20$11.100.373.9%2.31%6.17%365
$515.00Nov 20$7.200.287.0%1.50%8.48%257
$485.00Nov 20$14.000.490.8%2.91%3.66%--37
$505.00Nov 20$7.400.344.9%1.54%6.44%123
$490.00Nov 20$11.500.451.8%2.39%4.18%332
$520.00Nov 20$5.000.258.0%1.04%9.06%20241
$525.00Nov 20$4.200.219.1%0.87%9.93%850
$510.00Nov 20$4.500.306.0%0.93%6.88%--77
$530.00Nov 20$2.050.1810.1%0.43%10.53%347
$535.00Nov 20$1.700.1611.1%0.35%11.49%240

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 562
Total Puts 223
Put/Call Ratio 0.40
Net Difference 339

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,471
Total Puts 4,171
Average Put/Call Ratio 0.81
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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