Tour v531
NOC
NORTHROP GRUMMAN COR
$495.69 +2.97%
$493.06 (-0.53%)🌙
as of 10/14 06:03 PM
◀ 10/14 18:03 ▶

Option Volume

Detail
ℹ
Current (10/14) 2,146
Calls: 891 (42%)
Puts: 1,255 (58%)
Prior (10/13) 785
Calls: 562 (72%)
Puts: 223 (28%)
Current vs Prior +173.38%
Calls: +58.54% (Calls)
Puts: +462.78% (Puts)
Prior 7-Day Total 8,707
Calls: 5,205 (60%)
Puts: 3,502 (40%)
Prior 7-Day Average 1,243
Calls: 743 (60%)
Puts: 500 (40%)
Current vs Prior 7-Day Avg +72.53%
Calls: +19.83%
Puts: +150.86%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/14) $2.08M
Calls: $1.08M (52%)
Puts: $994.9K (48%)
Prior (10/13) $1.17M
Calls: $648.4K (55%)
Puts: $521.7K (45%)
Current vs Prior +77.65%
Calls: +67.15%
Puts: +90.70%
Prior 7-Day Total $18.20M
Calls: $6.22M (34%)
Puts: $11.98M (66%)
Prior 7-Day Average $2.60M
Calls: $888.6K (34%)
Puts: $1.71M (66%)
Current vs Prior 7-Day Avg -20.04%
Calls: +21.96%
Puts: -41.85%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 1.41
Prior (10/13) 0.40
Current vs Prior +254.97%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +98.56%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/14) 32,680
Calls: 16,158 (49%)
Puts: 16,522 (51%)
Prior (10/13) 32,882
Calls: 15,952 (49%)
Puts: 16,930 (51%)
Current vs Prior -0.61%
Prior 7-Day Total 217,475
Calls: 104,548 (48%)
Puts: 112,927 (52%)
Prior 7-Day Average 31,067
Calls: 14,935 (48%)
Puts: 16,132 (52%)
Current vs Prior 7-Day Avg +5.19%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 2.50% | 8.64%2.50% | 8.64%
Prior 3.11% | 8.49%3.11% | 8.49%
Current vs Prior -19.45% | +1.87%-19.45% | +1.87%
Prior 7-Day Avg 3.70% | 8.78%3.70% | 8.78%
Current vs 7-Day Avg -32.45% | -1.54%-32.45% | -1.54%
Prior 7-Day Eod 3.11% | 8.49%3.11% | 8.49%
Current vs 7-Day Eod -19.45% | +1.87%-19.45% | +1.87%
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

Elevated premium activity with dollar volume up 78% vs prior. Unusually high activity with volume up 173% vs prior - elevated interest. Bearish P/C ratio of 1.41 indicates protective positioning. P/C ratio rising 255% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8.7%, best 7.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2094.00101.50$97.757.7%--0.9512
$450.00Nov 2051.0055.40$53.208.3%10.852
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2062.0067.90$64.959.1%--0.88158
$550.00Nov 2053.3058.80$56.059.8%--0.8410

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. 30 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1634.0039.50$36.7515.0%20.995
$470.00Oct 1624.1029.60$26.8520.5%20.9710
$475.00Oct 1619.0024.80$21.9026.5%20.958
$400.00Nov 2094.00101.50$97.757.7%--0.9512
$480.00Oct 1615.6020.10$17.8525.2%170.9252
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Oct 1618.1021.90$20.0019.0%121.00102
$540.00Oct 1640.7046.20$43.4512.7%--0.9910
$510.00Oct 1613.8016.90$15.3520.2%60.93143
$560.00Nov 2062.0067.90$64.959.1%--0.88158
$550.00Nov 2053.3058.80$56.059.8%--0.8410

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 1.6K, top 233)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Nov 208.6010.80$9.7022.7%1000.3255
$535.00Nov 206.209.50$7.8542.0%810.2638
$490.00Oct 167.5011.60$9.5542.9%580.67216
$505.00Oct 161.452.65$2.0558.5%330.2784
$550.00Nov 203.905.10$4.5026.7%320.17105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Nov 205.406.80$6.1023.0%2330.21106
$470.00Oct 160.100.35$0.22113.6%1980.04159
$490.00Oct 161.506.60$4.05125.9%1780.34195
$475.00Nov 209.2012.20$10.7028.0%1040.3175
$470.00Nov 207.609.90$8.7526.3%790.27172

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 19.9%, max 57.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Oct 16Nov 2049.4%31.4%57.1%59251
$485.00Oct 16Nov 2035.7%30.7%16.3%2472
$505.00Oct 16Nov 2034.6%31.6%9.3%48107
$510.00Oct 16Nov 2034.3%32.3%6.2%18230
$495.00Oct 16Nov 2031.8%30.7%3.6%1344
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Oct 16Nov 2049.4%31.4%57.1%186272
$485.00Oct 16Nov 2035.7%30.7%16.3%1779
$505.00Oct 16Nov 2034.6%31.6%9.3%677
$495.00Oct 16Nov 2031.8%30.7%3.6%11109

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 6.14, avg 5.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$505.00Oct 16$0.70$4.30$0.7040%6.14$500.70
$485.00$490.00Oct 16$3.25$1.75$3.2584%0.54$488.25
$525.00$530.00Nov 20$0.85$4.15$0.8532%4.88$525.85
$505.00$510.00Nov 20$1.60$3.40$1.6046%2.13$506.60
$480.00$485.00Nov 20$2.75$2.25$2.7566%0.82$482.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$505.00Nov 20$2.40$2.60$2.4058%1.08$507.60
$440.00$435.00Nov 20$0.20$4.80$0.2011%24.00$439.80
$500.00$495.00Nov 20$2.10$2.90$2.1050%1.38$497.90
$480.00$475.00Nov 20$1.30$3.70$1.3034%2.85$478.70
$495.00$490.00Nov 20$1.95$3.05$1.9546%1.56$493.05

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 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$575.00Oct 16$2.42$2.42$2.5890%0.94$572.42
$500.00$505.00Nov 20$3.20$3.20$1.8050%1.78$503.20
$585.00$590.00Oct 16$0.80$0.80$4.2096%0.19$585.80
$565.00$570.00Nov 20$1.05$1.05$3.9588%0.27$566.05
$540.00$545.00Oct 16$0.62$0.62$4.3894%0.14$540.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$490.00$485.00Oct 16$2.90$2.90$2.1066%1.38$487.10
$440.00$435.00Oct 16$1.60$1.60$3.4090%0.47$438.40
$455.00$450.00Nov 20$1.95$1.95$3.0580%0.64$453.05
$490.00$485.00Nov 20$2.65$2.65$2.3558%1.13$487.35
$465.00$460.00Oct 16$0.70$0.70$4.3093%0.16$464.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $14.97, cheapest $12.20)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$490.00Oct 16Nov 20$15.6549.4%31.4%
$495.00Oct 16Nov 20$16.6531.8%30.7%
$500.00Oct 16Nov 20$16.9527.7%33.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$490.00Oct 16Nov 20$12.2049.4%31.4%
$495.00Oct 16Nov 20$14.6031.8%30.7%
$500.00Oct 16Nov 20$13.8027.7%33.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 1.87% of stock, avg 6.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Oct 16$2.75$6.50$9.25$490.75$509.251.87%
$495.00Oct 16$5.90$3.60$9.50$485.50$504.501.92%
$505.00Oct 16$2.05$10.75$12.80$492.20$517.802.58%
$490.00Oct 16$9.55$4.05$13.60$476.40$503.602.74%
$485.00Oct 16$12.80$1.15$13.95$471.05$498.952.81%
$510.00Oct 16$1.00$15.35$16.35$493.65$526.353.30%
$480.00Oct 16$17.85$0.48$18.33$461.67$498.333.70%
$515.00Oct 16$0.40$20.00$20.40$494.60$535.404.12%
$475.00Oct 16$21.90$0.30$22.20$452.80$497.204.48%
$470.00Oct 16$26.85$0.22$27.07$442.93$497.075.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.43% of stock, avg 3.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$485.00Oct 16$1.00$1.15$2.15$482.85$512.15
$510.00$445.00Oct 16$1.00$1.95$2.95$442.05$512.95
$505.00$485.00Oct 16$2.05$1.15$3.20$481.80$508.20
$510.00$440.00Oct 16$1.00$2.45$3.45$436.55$513.45
$565.00$485.00Oct 16$2.45$1.15$3.60$481.40$568.60
$570.00$485.00Oct 16$2.45$1.15$3.60$481.40$573.60
$570.00$445.00Oct 16$2.45$1.95$4.40$440.60$574.40
$565.00$445.00Oct 16$2.45$1.95$4.40$440.60$569.40
$505.00$445.00Oct 16$2.05$1.95$4.00$441.00$509.00
$570.00$440.00Oct 16$2.45$2.45$4.90$435.10$574.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 104 found (best R:R 4.10, avg credit $2.03)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440570/575Oct 16$4.02$0.9880%4.10$435.98$574.02
460/465570/575Oct 16$3.12$1.8882%1.66$461.88$573.12
485/490585/590Oct 16$3.70$1.3062%2.85$486.30$588.70
480/485570/575Oct 16$3.09$1.9173%1.62$481.91$573.09
435/440585/590Oct 16$2.40$2.6085%0.92$437.60$587.40
475/480570/575Oct 16$2.60$2.4081%1.08$477.40$572.60
485/490540/545Oct 16$3.52$1.4860%2.38$486.48$543.52
435/440540/545Oct 16$2.22$2.7884%0.80$437.78$542.22
485/490525/530Oct 16$3.57$1.4357%2.50$486.43$528.57
435/440525/530Oct 16$2.27$2.7381%0.83$437.73$527.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$495.00$500.00Oct 16$0.50$4.5027%9.00
$505.00$510.00$515.00Oct 16$0.45$4.5520%10.11
$535.00$540.00$545.00Nov 20$0.10$4.907%49.00
$510.00$515.00$520.00Oct 16$0.38$4.6212%12.16
$485.00$490.00$495.00Nov 20$0.50$4.508%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$505.00$510.00$515.00Oct 16$0.05$4.9522%99.00
$500.00$505.00$510.00Oct 16$0.35$4.6528%13.29
$530.00$540.00$550.00Nov 20$0.45$9.5512%21.22
$490.00$495.00$500.00Nov 20$0.15$4.858%32.33
$470.00$475.00$480.00Oct 16$0.10$4.905%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-8.65, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$450.001:2Nov 20-$8.65$41.35
$450.00$475.001:2Nov 20-$15.80$9.20
$490.00$495.001:2Oct 16-$2.25$2.75
$500.00$505.001:2Oct 16-$1.35$3.65
$555.00$560.001:2Oct 16-$0.15$4.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$495.001:2Oct 16-$0.70$4.30
$505.00$500.001:2Oct 16-$2.25$2.75
$480.00$475.001:2Oct 16-$0.12$4.88
$475.00$470.001:2Oct 16-$0.14$4.86
$425.00$420.001:2Nov 20-$0.55$4.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 3.63%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Nov 20$18.000.500.9%3.63%4.50%2066
$515.00Nov 20$12.000.393.9%2.42%6.32%657
$510.00Nov 20$13.400.422.9%2.70%5.59%477
$505.00Nov 20$14.300.461.9%2.88%4.76%1523
$520.00Nov 20$10.000.354.9%2.02%6.92%21240
$525.00Nov 20$8.600.325.9%1.73%7.65%10055
$530.00Nov 20$7.100.296.9%1.43%8.35%2248
$535.00Nov 20$6.200.267.9%1.25%9.18%8138
$540.00Nov 20$5.200.238.9%1.05%9.99%2465
$545.00Nov 20$4.400.199.9%0.89%10.84%1018

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 891
Total Puts 1,255
Put/Call Ratio 1.41
Net Difference -364

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,205
Total Puts 3,502
Average Put/Call Ratio 0.71
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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