Tour v526
NOC
NORTHROP GRUMMAN COR
$539.29 -0.70%
8/31 15:06

Option Volume

Detail
Current (08/31 3:05pm) 483
Calls: 227 (47%)
Puts: 256 (53%)
Prior (08/28) 826
Calls: 319 (39%)
Puts: 507 (61%)
Current vs Prior -41.53%
Calls: -28.84% (Calls)
Puts: -49.51% (Puts)
Prior 7-Day Total 8,310
Calls: 5,558 (67%)
Puts: 2,752 (33%)
Prior 7-Day Average 1,187
Calls: 794 (67%)
Puts: 393 (33%)
Current vs Prior 7-Day Avg -59.31%
Calls: -71.41%
Puts: -34.88%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/31 3:05pm) $1.27M
Calls: $357.0K (28%)
Puts: $909.2K (72%)
Prior (08/28) $2.51M
Calls: $985.7K (39%)
Puts: $1.53M (61%)
Current vs Prior -49.58%
Calls: -63.79%
Puts: -40.41%
Prior 7-Day Total $10.15M
Calls: $6.30M (62%)
Puts: $3.84M (38%)
Prior 7-Day Average $1.45M
Calls: $900.6K (62%)
Puts: $548.9K (38%)
Current vs Prior 7-Day Avg -12.65%
Calls: -60.37%
Puts: +65.63%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/31 3:05pm) 1.13
Prior (08/28) 1.59
Current vs Prior -29.04%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +98.70%
Sentiment BEARISH

Open Interest

Detail
Current (08/31 3:05pm) 27,661
Calls: 12,653 (46%)
Puts: 15,008 (54%)
Prior (08/28) 27,334
Calls: 12,676 (46%)
Puts: 14,658 (54%)
Current vs Prior +1.20%
Prior 7-Day Total 205,365
Calls: 95,452 (46%)
Puts: 109,913 (54%)
Prior 7-Day Average 29,337
Calls: 13,636 (46%)
Puts: 15,701 (54%)
Current vs Prior 7-Day Avg -5.72%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.86% | 8.13%
Prior 5.04% | 8.51%
Current vs Prior -3.66% | -4.48%
Prior 7-Day Avg 3.94% | 7.57%
Current vs 7-Day Avg +23.37% | +7.37%
Prior 7-Day Eod 5.04% | 8.51%
Current vs 7-Day Eod -3.66% | -4.48%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 11.34% | 19.39%
Calls: 12.33% | 15.20%
Puts: 10.34% | 23.59%
Prior 18.98% | 14.88%
Calls: 18.98% | 15.90%
Puts: 18.98% | 13.87%
Current vs Prior -40.25% | +30.31%
Prior 7-Day Avg 46.26% | 17.47%
Calls: 44.50% | 15.07%
Puts: 48.03% | 19.87%
Current vs 7-Day Avg -75.49% | +10.99%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($909.2K). Below-average activity with volume down 42% vs prior. Slightly bearish P/C ratio of 1.13. P/C ratio dropping 29% - sentiment shifting bullish.

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 BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7.9%, best 7.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 1877.9084.30$81.107.9%--0.9536

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. 21 found (avg delta 0.79, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1840.0044.40$42.2010.4%--0.9116
$510.00Sep 1830.8035.70$33.2514.7%--0.8523
$520.00Sep 1823.5026.40$24.9511.6%--0.7591
$525.00Sep 1819.5023.10$21.3016.9%--0.70138
$530.00Sep 1815.4020.90$18.1530.3%30.6428
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1867.2074.80$71.0010.7%--0.9827
$600.00Sep 1857.6064.40$61.0011.1%--0.9695
$620.00Sep 1877.9084.30$81.107.9%--0.9536
$605.00Sep 1862.5070.00$66.2511.3%--0.9478
$590.00Sep 1847.8054.00$50.9012.2%--0.9435

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 116, top 24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 1811.3012.80$12.0512.4%240.5071
$590.00Sep 180.451.20$0.8390.4%190.06199
$600.00Sep 180.200.70$0.45111.1%70.04537
$550.00Sep 187.208.20$7.7013.0%50.38118
$580.00Sep 180.902.05$1.4877.7%50.10162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Sep 180.000.95$0.48197.9%100.0270
$520.00Sep 184.105.20$4.6523.7%100.25119
$500.00Sep 180.901.75$1.3363.9%50.09294
$435.00Sep 180.005.30$2.65200.0%30.079
$480.00Sep 180.050.60$0.33166.7%20.0390

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. 30 found (best R:R 0.92, avg 6.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$545.00$550.00Sep 18$1.75$3.25$1.7544%1.86$546.75
$525.00$530.00Sep 18$3.15$1.85$3.1570%0.59$528.15
$585.00$590.00Sep 18$0.12$4.88$0.127%40.67$585.12
$535.00$540.00Sep 18$2.55$2.45$2.5557%0.96$537.55
$570.00$575.00Sep 18$0.58$4.42$0.5817%7.62$570.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$555.00$550.00Sep 18$2.60$2.40$2.6068%0.92$552.40
$545.00$540.00Sep 18$2.40$2.60$2.4056%1.08$542.60
$525.00$520.00Sep 18$1.10$3.90$1.1030%3.55$523.90
$530.00$525.00Sep 18$1.55$3.45$1.5536%2.23$528.45
$535.00$530.00Sep 18$1.95$3.05$1.9543%1.56$533.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 0.94, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Sep 18$1.10$1.10$3.9091%0.28$596.10
$605.00$610.00Sep 18$0.77$0.77$4.2394%0.18$605.77
$540.00$545.00Sep 18$2.60$2.60$2.4050%1.08$542.60
$580.00$585.00Sep 18$0.53$0.53$4.4790%0.12$580.53
$620.00$625.00Sep 18$0.23$0.23$4.7796%0.05$620.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$480.00Sep 18$2.42$2.42$2.5889%0.94$482.58
$455.00$450.00Sep 18$1.45$1.45$3.5591%0.41$453.55
$450.00$445.00Sep 18$1.12$1.12$3.8894%0.29$448.88
$505.00$500.00Sep 18$0.97$0.97$4.0387%0.24$504.03
$515.00$510.00Sep 18$1.17$1.17$3.8380%0.31$513.83

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 4.35% of stock, avg 6.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Sep 18$9.45$14.00$23.45$521.55$568.454.35%
$540.00Sep 18$12.05$11.60$23.65$516.35$563.654.39%
$535.00Sep 18$14.60$9.25$23.85$511.15$558.854.42%
$530.00Sep 18$18.15$7.30$25.45$504.55$555.454.72%
$550.00Sep 18$7.70$18.05$25.75$524.25$575.754.77%
$555.00Sep 18$6.05$20.65$26.70$528.30$581.704.95%
$525.00Sep 18$21.30$5.75$27.05$497.95$552.055.02%
$520.00Sep 18$24.95$4.65$29.60$490.40$549.605.49%
$560.00Sep 18$4.65$25.00$29.65$530.35$589.655.50%
$565.00Sep 18$3.50$28.70$32.20$532.80$597.205.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.51% of stock, avg 2.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$520.00Sep 18$3.50$4.65$8.15$511.85$573.15
$560.00$520.00Sep 18$4.65$4.65$9.30$510.70$569.30
$565.00$525.00Sep 18$3.50$5.75$9.25$515.75$574.25
$560.00$525.00Sep 18$4.65$5.75$10.40$514.60$570.40
$555.00$520.00Sep 18$6.05$4.65$10.70$509.30$565.70
$555.00$525.00Sep 18$6.05$5.75$11.80$513.20$566.80
$565.00$530.00Sep 18$3.50$7.30$10.80$519.20$575.80
$560.00$530.00Sep 18$4.65$7.30$11.95$518.05$571.95
$555.00$530.00Sep 18$6.05$7.30$13.35$516.65$568.35
$550.00$520.00Sep 18$7.70$4.65$12.35$507.65$562.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 1.44, avg credit $1.88)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/485580/585Sep 18$2.95$2.0578%1.44$482.05$582.95
480/485575/580Sep 18$2.99$2.0175%1.49$482.01$577.99
480/485560/565Sep 18$3.57$1.4363%2.50$481.43$563.57
480/485555/560Sep 18$3.82$1.1857%3.24$481.18$558.82
480/485565/570Sep 18$3.29$1.7168%1.92$481.71$568.29
480/485585/590Sep 18$2.54$2.4681%1.03$482.46$587.54
480/485570/575Sep 18$3.00$2.0072%1.50$482.00$573.00
450/455580/585Sep 18$1.98$3.0281%0.66$453.02$581.98
450/455575/580Sep 18$2.02$2.9878%0.68$452.98$577.02
450/455560/565Sep 18$2.60$2.4065%1.08$452.40$562.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$550.00$555.00Sep 18$0.10$4.9012%49.00
$500.00$510.00$520.00Sep 18$0.65$9.3515%14.38
$550.00$555.00$560.00Sep 18$0.25$4.7512%19.00
$555.00$560.00$565.00Sep 18$0.25$4.7511%19.00
$560.00$565.00$570.00Sep 18$0.28$4.729%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Sep 18$0.05$4.9514%99.00
$560.00$565.00$570.00Sep 18$0.15$4.859%32.33
$530.00$535.00$540.00Sep 18$0.40$4.6014%11.50
$525.00$530.00$535.00Sep 18$0.40$4.6013%11.50
$520.00$525.00$530.00Sep 18$0.45$4.5511%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.13, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$640.001:2Sep 18-$0.50$9.50
$580.00$585.001:2Sep 18-$0.42$4.58
$620.00$625.001:2Sep 18-$0.32$4.68
$575.00$580.001:2Sep 18-$0.91$4.09
$585.00$590.001:2Sep 18-$0.71$4.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$495.001:2Sep 18-$0.13$4.87
$455.00$450.001:2Sep 18-$0.15$4.85
$505.00$500.001:2Sep 18-$0.36$4.64
$475.00$470.001:2Sep 18-$0.01$4.99
$515.00$510.001:2Sep 18-$1.11$3.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.10%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Sep 18$11.300.500.1%2.10%2.23%2471
$550.00Sep 18$7.200.382.0%1.34%3.32%5118
$545.00Sep 18$8.300.441.1%1.54%2.60%166
$555.00Sep 18$5.500.322.9%1.02%3.93%1111
$560.00Sep 18$4.200.263.8%0.78%4.62%2102
$565.00Sep 18$3.000.214.8%0.56%5.32%2123
$570.00Sep 18$2.300.175.7%0.43%6.12%1108
$575.00Sep 18$1.300.146.6%0.24%6.86%190
$580.00Sep 18$0.900.107.5%0.17%7.72%5162
$585.00Sep 18$0.500.078.5%0.09%8.57%1218

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 227
Total Puts 256
Put/Call Ratio 1.13
Net Difference -29

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,558
Total Puts 2,752
Average Put/Call Ratio 0.57
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All