Tour v526
NOC
NORTHROP GRUMMAN COR
$546.26 +0.21%
8/28 15:06

Option Volume

Detail
Current (08/28 3:05pm) 826
Calls: 319 (39%)
Puts: 507 (61%)
Prior (08/27) 610
Calls: 483 (79%)
Puts: 127 (21%)
Current vs Prior +35.41%
Calls: -33.95% (Calls)
Puts: +299.21% (Puts)
Prior 7-Day Total 9,510
Calls: 5,831 (61%)
Puts: 3,679 (39%)
Prior 7-Day Average 1,358
Calls: 833 (61%)
Puts: 525 (39%)
Current vs Prior 7-Day Avg -39.20%
Calls: -61.70%
Puts: -3.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/28 3:05pm) $2.51M
Calls: $985.7K (39%)
Puts: $1.53M (61%)
Prior (08/27) $1.20M
Calls: $1.01M (84%)
Puts: $189.1K (16%)
Current vs Prior +108.77%
Calls: -2.77%
Puts: +706.80%
Prior 7-Day Total $12.89M
Calls: $7.74M (60%)
Puts: $5.15M (40%)
Prior 7-Day Average $1.84M
Calls: $1.11M (60%)
Puts: $735.6K (40%)
Current vs Prior 7-Day Avg +36.43%
Calls: -10.81%
Puts: +107.40%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/28 3:05pm) 1.59
Prior (08/27) 0.26
Current vs Prior +504.45%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +117.95%
Sentiment BEARISH

Open Interest

Detail
Current (08/28 3:05pm) 27,334
Calls: 12,676 (46%)
Puts: 14,658 (54%)
Prior (08/27) 26,930
Calls: 12,452 (46%)
Puts: 14,478 (54%)
Current vs Prior +1.50%
Prior 7-Day Total 210,507
Calls: 98,267 (47%)
Puts: 112,240 (53%)
Prior 7-Day Average 30,072
Calls: 14,038 (47%)
Puts: 16,034 (53%)
Current vs Prior 7-Day Avg -9.11%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 5.08% | 8.10%
Prior 5.38% | 8.53%
Current vs Prior -5.55% | -5.05%
Prior 7-Day Avg 3.56% | 7.27%
Current vs 7-Day Avg +42.50% | +11.44%
Prior 7-Day Eod 5.38% | 8.53%
Current vs 7-Day Eod -5.55% | -5.05%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 25.34% | 19.91%
Calls: 39.37% | 16.27%
Puts: 11.30% | 23.55%
Prior 24.02% | 10.02%
Calls: 16.22% | 10.53%
Puts: 31.83% | 9.52%
Current vs Prior +5.50% | +98.70%
Prior 7-Day Avg 51.92% | 17.76%
Calls: 50.56% | 14.71%
Puts: 53.28% | 20.80%
Current vs 7-Day Avg -51.19% | +12.12%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($1.53M). Massive premium surge with dollar volume up 109% vs prior. Extreme bearish P/C ratio of 1.59 - heavy put buying. P/C ratio rising 504% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
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 6 of results (avg 8.4%, best 8.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Sep 18102.00110.50$106.258.0%50.921
$500.00Sep 1843.9047.70$45.808.3%--0.9716
$445.00Sep 1897.00105.90$101.458.8%51.003
$450.00Sep 1892.00100.50$96.258.8%101.004
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 1854.8059.40$57.108.1%270.94122
$605.00Sep 1859.5064.80$62.158.5%--0.9578

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. 25 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Sep 1897.00105.90$101.458.8%51.003
$450.00Sep 1892.00100.50$96.258.8%101.004
$480.00Sep 1862.0071.00$66.5013.5%--1.0010
$500.00Sep 1843.9047.70$45.808.3%--0.9716
$440.00Sep 18102.00110.50$106.258.0%50.921
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Sep 1859.5064.80$62.158.5%--0.9578
$620.00Sep 1871.7080.80$76.2511.9%100.9546
$610.00Sep 1861.6070.20$65.9013.1%--0.9427
$600.00Sep 1854.8059.40$57.108.1%270.94122
$590.00Sep 1843.7050.60$47.1514.6%--0.9035

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 213, top 27)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Sep 187.709.00$8.3515.6%200.3896
$570.00Sep 183.404.60$4.0030.0%110.22107
$450.00Sep 1892.00100.50$96.258.8%101.004
$600.00Sep 180.600.95$0.7745.5%100.06541
$580.00Sep 181.902.75$2.3336.5%80.14161
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 1854.8059.40$57.108.1%270.94122
$545.00Sep 1811.8013.20$12.5011.2%160.5084
$550.00Sep 1814.2015.90$15.0511.3%150.5687
$620.00Sep 1871.7080.80$76.2511.9%100.9546
$500.00Sep 180.801.50$1.1560.9%90.08289

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. 31 found (best R:R 1.38, avg 5.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$535.00Sep 18$2.10$2.90$2.1070%1.38$532.10
$540.00$545.00Sep 18$1.65$3.35$1.6557%2.03$541.65
$525.00$530.00Sep 18$3.15$1.85$3.1576%0.59$528.15
$575.00$580.00Sep 18$0.47$4.53$0.4717%9.64$575.47
$550.00$555.00Sep 18$1.80$3.20$1.8044%1.78$551.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$570.00$565.00Sep 18$2.75$2.25$2.7577%0.82$567.25
$540.00$535.00Sep 18$1.50$3.50$1.5043%2.33$538.50
$525.00$520.00Sep 18$0.85$4.15$0.8526%4.88$524.15
$510.00$505.00Sep 18$0.35$4.65$0.3514%13.29$509.65
$550.00$545.00Sep 18$2.55$2.45$2.5556%0.96$547.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 0.40, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$640.00$650.00Sep 18$2.87$2.87$7.1389%0.40$642.87
$595.00$600.00Sep 18$0.93$0.93$4.0790%0.23$595.93
$570.00$575.00Sep 18$1.20$1.20$3.8078%0.32$571.20
$555.00$560.00Sep 18$1.95$1.95$3.0562%0.64$556.95
$620.00$625.00Sep 18$0.30$0.30$4.7096%0.06$620.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$450.00Sep 18$2.55$2.55$2.4591%1.04$452.45
$485.00$480.00Sep 18$2.45$2.45$2.5589%0.96$482.55
$545.00$540.00Sep 18$2.80$2.80$2.2050%1.27$542.20
$505.00$500.00Sep 18$0.80$0.80$4.2089%0.19$504.20
$465.00$460.00Sep 18$0.80$0.80$4.2090%0.19$464.20

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. 18 found (cheapest 4.40% of stock, avg 6.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Sep 18$14.35$9.70$24.05$515.95$564.054.40%
$545.00Sep 18$12.70$12.50$25.20$519.80$570.204.61%
$550.00Sep 18$10.15$15.05$25.20$524.80$575.204.61%
$535.00Sep 18$18.80$8.20$27.00$508.00$562.004.94%
$555.00Sep 18$8.35$18.90$27.25$527.75$582.254.99%
$530.00Sep 18$20.90$6.55$27.45$502.55$557.455.03%
$560.00Sep 18$6.40$22.25$28.65$531.35$588.655.24%
$525.00Sep 18$24.05$5.20$29.25$495.75$554.255.35%
$565.00Sep 18$5.05$26.00$31.05$533.95$596.055.68%
$520.00Sep 18$27.65$4.35$32.00$488.00$552.005.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.53% of stock, avg 2.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$520.00Sep 18$4.00$4.35$8.35$511.65$578.35
$570.00$525.00Sep 18$4.00$5.20$9.20$515.80$579.20
$565.00$520.00Sep 18$5.05$4.35$9.40$510.60$574.40
$565.00$525.00Sep 18$5.05$5.20$10.25$514.75$575.25
$570.00$530.00Sep 18$4.00$6.55$10.55$519.45$580.55
$560.00$520.00Sep 18$6.40$4.35$10.75$509.25$570.75
$565.00$530.00Sep 18$5.05$6.55$11.60$518.40$576.60
$560.00$525.00Sep 18$6.40$5.20$11.60$513.40$571.60
$560.00$530.00Sep 18$6.40$6.55$12.95$517.05$572.95
$570.00$535.00Sep 18$4.00$8.20$12.20$522.80$582.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 80 found (best R:R 2.29, avg credit $1.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455595/600Sep 18$3.48$1.5282%2.29$451.52$598.48
480/485595/600Sep 18$3.38$1.6279%2.09$481.62$598.38
450/455570/575Sep 18$3.75$1.2569%3.00$451.25$573.75
450/455600/605Sep 18$2.77$2.2386%1.24$452.23$602.77
450/455580/585Sep 18$3.20$1.8077%1.78$451.80$583.20
480/485570/575Sep 18$3.65$1.3567%2.70$481.35$573.65
450/455560/565Sep 18$3.90$1.1059%3.55$451.10$563.90
480/485600/605Sep 18$2.67$2.3384%1.15$482.33$602.67
450/455585/590Sep 18$2.83$2.1780%1.30$452.17$587.83
480/485580/585Sep 18$3.10$1.9075%1.63$481.90$583.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 32.33, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$565.00$570.00Sep 18$0.30$4.7010%15.67
$610.00$615.00$620.00Sep 18$0.13$4.871%37.46
$520.00$525.00$530.00Sep 18$0.45$4.5510%10.11
$580.00$585.00$590.00Sep 18$0.37$4.635%12.51
$555.00$560.00$565.00Sep 18$0.60$4.4011%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Sep 18$0.15$4.858%32.33
$525.00$530.00$535.00Sep 18$0.30$4.7011%15.67
$555.00$560.00$565.00Sep 18$0.40$4.6011%11.50
$520.00$525.00$530.00Sep 18$0.50$4.509%9.00
$505.00$510.00$515.00Sep 18$0.60$4.406%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.35, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$625.001:2Sep 18-$0.15$4.85
$600.00$605.001:2Sep 18-$0.33$4.67
$610.00$615.001:2Sep 18-$0.62$4.38
$580.00$585.001:2Sep 18-$1.03$3.97
$615.00$620.001:2Sep 18-$0.80$4.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$505.00$500.001:2Sep 18-$0.35$4.65
$450.00$445.001:2Sep 18-$0.10$4.90
$515.00$510.001:2Sep 18-$1.35$3.65
$480.00$475.001:2Sep 18-$0.90$4.10
$510.00$505.001:2Sep 18-$1.60$3.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 1.41%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$555.00Sep 18$7.700.381.6%1.41%3.01%2096
$550.00Sep 18$9.100.440.7%1.67%2.35%6122
$560.00Sep 18$5.500.322.5%1.01%3.52%5102
$565.00Sep 18$4.300.273.4%0.79%4.22%2122
$570.00Sep 18$3.400.224.3%0.62%4.97%11107
$575.00Sep 18$2.000.175.3%0.37%5.63%489
$580.00Sep 18$1.900.146.2%0.35%6.52%8161
$585.00Sep 18$0.900.117.1%0.16%7.26%3220
$590.00Sep 18$1.150.098.0%0.21%8.22%6198
$600.00Sep 18$0.600.069.8%0.11%9.95%10541

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 319
Total Puts 507
Put/Call Ratio 1.59
Net Difference -188

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,831
Total Puts 3,679
Average Put/Call Ratio 0.73
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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