Tour v526
NOC
NORTHROP GRUMMAN COR
$543.33 -1.20%
8/27 15:06

Option Volume

Detail
Current (08/27 3:05pm) 610
Calls: 483 (79%)
Puts: 127 (21%)
Prior (08/26) 687
Calls: 299 (44%)
Puts: 388 (56%)
Current vs Prior -11.21%
Calls: +61.54% (Calls)
Puts: -67.27% (Puts)
Prior 7-Day Total 10,067
Calls: 6,112 (61%)
Puts: 3,955 (39%)
Prior 7-Day Average 1,438
Calls: 873 (61%)
Puts: 565 (39%)
Current vs Prior 7-Day Avg -57.58%
Calls: -44.68%
Puts: -77.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27 3:05pm) $1.20M
Calls: $1.01M (84%)
Puts: $189.1K (16%)
Prior (08/26) $1.22M
Calls: $265.0K (22%)
Puts: $953.6K (78%)
Current vs Prior -1.29%
Calls: +282.59%
Puts: -80.17%
Prior 7-Day Total $13.58M
Calls: $8.87M (65%)
Puts: $4.71M (35%)
Prior 7-Day Average $1.94M
Calls: $1.27M (65%)
Puts: $672.6K (35%)
Current vs Prior 7-Day Avg -37.98%
Calls: -19.98%
Puts: -71.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27 3:05pm) 0.26
Prior (08/26) 1.30
Current vs Prior -79.74%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -62.83%
Sentiment BULLISH

Open Interest

Detail
Current (08/27 3:05pm) 26,930
Calls: 12,452 (46%)
Puts: 14,478 (54%)
Prior (08/26) 26,553
Calls: 12,305 (46%)
Puts: 14,248 (54%)
Current vs Prior +1.42%
Prior 7-Day Total 215,416
Calls: 101,120 (47%)
Puts: 114,296 (53%)
Prior 7-Day Average 30,773
Calls: 14,445 (47%)
Puts: 16,328 (53%)
Current vs Prior 7-Day Avg -12.49%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 5.04% | 8.51%
Prior 5.68% | 8.67%
Current vs Prior -11.17% | -1.79%
Prior 7-Day Avg 3.21% | 7.02%
Current vs 7-Day Avg +56.98% | +21.31%
Prior 7-Day Eod 5.68% | 8.67%
Current vs 7-Day Eod -11.17% | -1.79%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 18.98% | 14.88%
Calls: 18.98% | 15.90%
Puts: 18.98% | 13.87%
Prior 11.87% | 20.27%
Calls: 5.33% | 19.43%
Puts: 18.41% | 21.12%
Current vs Prior +59.90% | -26.59%
Prior 7-Day Avg 51.23% | 19.77%
Calls: 50.84% | 16.08%
Puts: 51.63% | 23.45%
Current vs 7-Day Avg -62.95% | -24.72%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($1.01M) vs puts ($189.1K). Extreme bullish P/C ratio of 0.26 - heavy call buying (483 calls vs 127 puts). P/C ratio dropping 80% - 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 BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 7.1%, best 7.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Sep 1847.3050.80$49.057.1%--0.8935

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. 22 found (avg delta 0.77, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1841.3048.00$44.6515.0%--0.9016
$480.00Sep 1859.0068.40$63.7014.8%--0.8910
$510.00Sep 1832.0038.90$35.4519.5%--0.8623
$520.00Sep 1825.0029.50$27.2516.5%10.7791
$525.00Sep 1821.7028.00$24.8525.4%--0.72137
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Sep 1860.1067.20$63.6511.2%--0.9578
$620.00Sep 1874.9082.90$78.9010.1%--0.9546
$600.00Sep 1855.5061.50$58.5010.3%--0.92122
$590.00Sep 1847.3050.80$49.057.1%--0.8935
$610.00Sep 1864.7073.10$68.9012.2%--0.8827

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 251, top 106)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Sep 186.908.50$7.7020.8%1060.3777
$590.00Sep 180.903.00$1.95107.7%310.11220
$585.00Sep 181.552.65$2.1052.4%170.13211
$580.00Sep 182.103.10$2.6038.5%160.15158
$560.00Sep 185.206.90$6.0528.1%80.31101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Sep 180.551.40$0.9886.7%140.0656
$535.00Sep 188.2010.40$9.3023.7%80.3943
$570.00Sep 1829.5033.60$31.5513.0%50.7753
$585.00Sep 1842.4047.50$44.9511.3%50.8718
$500.00Sep 180.852.20$1.5388.2%20.09290

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. 33 found (best R:R 6.14, avg 7.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$540.00$545.00Sep 18$0.70$4.30$0.7055%6.14$540.70
$520.00$525.00Sep 18$2.40$2.60$2.4076%1.08$522.40
$525.00$530.00Sep 18$2.85$2.15$2.8572%0.75$527.85
$575.00$580.00Sep 18$0.25$4.75$0.2517%19.00$575.25
$585.00$590.00Sep 18$0.15$4.85$0.1513%32.33$585.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$555.00$550.00Sep 18$2.20$2.80$2.2063%1.27$552.80
$510.00$505.00Sep 18$0.17$4.83$0.1714%28.41$509.83
$475.00$470.00Sep 18$0.10$4.90$0.1010%49.00$474.90
$540.00$535.00Sep 18$1.85$3.15$1.8545%1.70$538.15
$530.00$525.00Sep 18$1.35$3.65$1.3533%2.70$528.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 0.26, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$630.00$640.00Sep 18$2.08$2.08$7.9290%0.26$632.08
$615.00$620.00Sep 18$1.90$1.90$3.1089%0.61$616.90
$545.00$550.00Sep 18$3.20$3.20$1.8051%1.78$548.20
$570.00$575.00Sep 18$1.40$1.40$3.6077%0.39$571.40
$600.00$605.00Sep 18$0.54$0.54$4.4692%0.12$600.54
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$450.00$445.00Sep 18$1.02$1.02$3.9894%0.26$448.98
$520.00$515.00Sep 18$1.47$1.47$3.5376%0.42$518.53
$455.00$450.00Sep 18$0.65$0.65$4.3592%0.15$454.35
$500.00$495.00Sep 18$0.58$0.58$4.4291%0.13$499.42
$515.00$510.00Sep 18$0.98$0.98$4.0282%0.24$514.02

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 4.57% of stock, avg 6.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Sep 18$13.70$11.15$24.85$515.15$564.854.57%
$545.00Sep 18$13.00$13.70$26.70$518.30$571.704.91%
$550.00Sep 18$9.80$17.00$26.80$523.20$576.804.93%
$555.00Sep 18$7.70$19.20$26.90$528.10$581.904.95%
$535.00Sep 18$18.65$9.30$27.95$507.05$562.955.14%
$530.00Sep 18$22.00$7.35$29.35$500.65$559.355.40%
$560.00Sep 18$6.05$23.40$29.45$530.55$589.455.42%
$525.00Sep 18$24.85$6.00$30.85$494.15$555.855.68%
$520.00Sep 18$27.25$4.85$32.10$487.90$552.105.91%
$565.00Sep 18$5.05$27.50$32.55$532.45$597.555.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.82% of stock, avg 2.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$520.00Sep 18$5.05$4.85$9.90$510.10$574.90
$565.00$525.00Sep 18$5.05$6.00$11.05$513.95$576.05
$560.00$520.00Sep 18$6.05$4.85$10.90$509.10$570.90
$560.00$525.00Sep 18$6.05$6.00$12.05$512.95$572.05
$565.00$530.00Sep 18$5.05$7.35$12.40$517.60$577.40
$560.00$530.00Sep 18$6.05$7.35$13.40$516.60$573.40
$555.00$520.00Sep 18$7.70$4.85$12.55$507.45$567.55
$555.00$525.00Sep 18$7.70$6.00$13.70$511.30$568.70
$555.00$530.00Sep 18$7.70$7.35$15.05$514.95$570.05
$565.00$535.00Sep 18$5.05$9.30$14.35$520.65$579.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 0.94, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
445/450570/575Sep 18$2.42$2.5871%0.94$447.58$572.42
515/520570/575Sep 18$2.87$2.1354%1.35$517.13$572.87
450/455570/575Sep 18$2.05$2.9570%0.69$452.95$572.05
445/450590/595Sep 18$1.37$3.6382%0.38$448.63$591.37
445/450580/585Sep 18$1.52$3.4878%0.44$448.48$581.52
495/500570/575Sep 18$1.98$3.0268%0.66$498.02$571.98
500/505570/575Sep 18$2.10$2.9065%0.72$502.90$572.10
510/515570/575Sep 18$2.38$2.6259%0.91$512.62$572.38
445/450585/590Sep 18$1.17$3.8381%0.31$448.83$586.17
445/450565/570Sep 18$1.82$3.1867%0.57$448.18$566.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$565.00$570.00Sep 18$0.20$4.808%24.00
$550.00$555.00$560.00Sep 18$0.45$4.5512%10.11
$500.00$510.00$520.00Sep 18$1.00$9.0014%9.00
$580.00$585.00$590.00Sep 18$0.35$4.654%13.29
$555.00$560.00$565.00Sep 18$0.65$4.3510%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$565.00$570.00$575.00Sep 18$0.10$4.909%49.00
$520.00$525.00$530.00Sep 18$0.20$4.8010%24.00
$495.00$500.00$505.00Sep 18$0.12$4.886%40.67
$600.00$605.00$610.00Sep 18$0.10$4.904%49.00
$465.00$470.00$475.00Sep 18$0.10$4.901%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. 35 found (best net $-0.14, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$605.001:2Sep 18-$0.14$4.86
$620.00$625.001:2Sep 18-$0.10$4.90
$595.00$600.001:2Sep 18-$0.84$4.16
$570.00$575.001:2Sep 18-$1.45$3.55
$590.00$595.001:2Sep 18-$1.25$3.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$495.001:2Sep 18-$0.37$4.63
$505.00$500.001:2Sep 18-$0.83$4.17
$515.00$510.001:2Sep 18-$1.42$3.58
$495.00$490.001:2Sep 18-$1.01$3.99
$520.00$515.001:2Sep 18-$1.91$3.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 1.67%, avg 0.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Sep 18$9.100.431.2%1.67%2.90%5116
$545.00Sep 18$10.800.490.3%1.99%2.30%363
$555.00Sep 18$6.900.372.1%1.27%3.42%10677
$560.00Sep 18$5.200.313.1%0.96%4.03%8101
$565.00Sep 18$4.600.264.0%0.85%4.83%1123
$570.00Sep 18$3.500.234.9%0.64%5.55%7108
$580.00Sep 18$2.100.156.8%0.39%7.14%16158
$585.00Sep 18$1.550.137.7%0.29%7.95%17211
$575.00Sep 18$1.600.175.8%0.29%6.12%387
$590.00Sep 18$0.900.118.6%0.17%8.76%31220

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 483
Total Puts 127
Put/Call Ratio 0.26
Net Difference 356

Prior's Put/Call Breakdown

Total Calls 299
Total Puts 388
Put/Call Ratio 1.30
Net Difference -89

Prior 7-Day Put/Call Summary

Total Calls 6,112
Total Puts 3,955
Average Put/Call Ratio 0.71
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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