Tour v526
NOC
NORTHROP GRUMMAN COR
$526.66 -1.17%
9/2 15:06

Option Volume

Detail
Current (09/02 3:05pm) 917
Calls: 529 (58%)
Puts: 388 (42%)
Prior (08/31) 483
Calls: 227 (47%)
Puts: 256 (53%)
Current vs Prior +89.86%
Calls: +133.04% (Calls)
Puts: +51.56% (Puts)
Prior 7-Day Total 7,478
Calls: 4,947 (66%)
Puts: 2,531 (34%)
Prior 7-Day Average 1,068
Calls: 706 (66%)
Puts: 361 (34%)
Current vs Prior 7-Day Avg -14.16%
Calls: -25.15%
Puts: +7.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 3:05pm) $984.6K
Calls: $528.6K (54%)
Puts: $456.1K (46%)
Prior (08/31) $1.27M
Calls: $357.0K (28%)
Puts: $909.2K (72%)
Current vs Prior -22.23%
Calls: +48.07%
Puts: -49.84%
Prior 7-Day Total $10.08M
Calls: $5.72M (57%)
Puts: $4.36M (43%)
Prior 7-Day Average $1.44M
Calls: $817.7K (57%)
Puts: $622.4K (43%)
Current vs Prior 7-Day Avg -31.63%
Calls: -35.36%
Puts: -26.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 3:05pm) 0.73
Prior (08/31) 1.13
Current vs Prior -34.96%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg +7.42%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 3:05pm) 27,587
Calls: 12,761 (46%)
Puts: 14,826 (54%)
Prior (08/31) 27,661
Calls: 12,653 (46%)
Puts: 15,008 (54%)
Current vs Prior -0.27%
Prior 7-Day Total 199,944
Calls: 92,797 (46%)
Puts: 107,147 (54%)
Prior 7-Day Average 28,563
Calls: 13,256 (46%)
Puts: 15,306 (54%)
Current vs Prior 7-Day Avg -3.42%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 4.40% | 7.88%
Prior 5.08% | 8.10%
Current vs Prior -13.47% | -2.72%
Prior 7-Day Avg 4.32% | 7.82%
Current vs 7-Day Avg +1.71% | +0.82%
Prior 7-Day Eod 5.08% | 8.10%
Current vs 7-Day Eod -13.47% | -2.72%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 30.04% | 9.52%
Calls: 24.79% | 12.53%
Puts: 35.29% | 6.52%
Prior 25.34% | 19.91%
Calls: 39.37% | 16.27%
Puts: 11.30% | 23.55%
Current vs Prior +18.55% | -52.18%
Prior 7-Day Avg 42.96% | 17.81%
Calls: 42.69% | 15.27%
Puts: 43.23% | 20.35%
Current vs 7-Day Avg -30.07% | -46.54%
Liquidity Expensive
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🤖 AI Insights

Above-average activity with volume up 90% vs prior. P/C ratio dropping 35% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 10 of results (avg 8.5%, best 6.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1876.5081.90$79.206.8%10.941
$500.00Oct 1636.0039.70$37.859.8%10.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 1619.3020.60$19.956.5%30.5022
$600.00Oct 1671.2076.70$73.957.4%20.891
$560.00Sep 1832.3035.00$33.658.0%--0.8697
$590.00Sep 1860.8066.00$63.408.2%50.9719
$625.00Oct 1693.80103.00$98.409.3%10.911

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. 29 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1876.5081.90$79.206.8%10.941
$500.00Sep 1827.0032.70$29.8519.1%--0.8318
$500.00Oct 1636.0039.70$37.859.8%10.74--
$510.00Sep 1819.2024.50$21.8524.3%--0.7323
$510.00Oct 1627.8032.20$30.0014.7%10.661
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Sep 1860.8066.00$63.408.2%50.9719
$585.00Sep 1855.6061.20$58.409.6%--0.9610
$580.00Sep 1849.7054.90$52.309.9%--0.9549
$575.00Sep 1844.0049.90$46.9512.6%--0.9417
$570.00Sep 1839.9046.60$43.2515.5%10.9249

Most actively traded options today. High liquidity = easy entry/exit. 70 active (total vol 499, top 101)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 185.806.80$6.3015.9%1010.3481
$530.00Sep 188.2011.00$9.6029.2%430.4633
$600.00Sep 180.100.25$0.1883.3%210.02537
$535.00Sep 187.508.60$8.0513.7%170.4053
$560.00Sep 181.652.30$1.9832.8%170.14123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Sep 186.908.70$7.8023.1%320.39123
$490.00Oct 164.506.00$5.2528.6%160.204
$500.00Sep 182.302.80$2.5519.6%140.16298
$495.00Sep 181.252.40$1.8362.8%120.12183
$545.00Sep 1821.2025.00$23.1016.5%110.7391

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 3.1%, max 4.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Sep 18Oct 1625.8%24.6%4.8%124
$500.00Sep 18Oct 1626.0%25.6%1.5%118
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Sep 18Oct 1625.8%24.6%4.8%390
$500.00Sep 18Oct 1626.0%25.6%1.5%15316

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 0.89, avg 6.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$520.00Oct 16$5.45$4.55$5.4566%0.83$515.45
$550.00$555.00Oct 16$1.00$4.00$1.0034%4.00$551.00
$530.00$535.00Sep 18$1.55$3.45$1.5546%2.23$531.55
$585.00$590.00Oct 16$0.18$4.82$0.1814%26.78$585.18
$590.00$600.00Oct 16$0.80$9.20$0.8013%11.50$590.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$545.00Sep 18$2.65$2.35$2.6578%0.89$547.35
$530.00$525.00Sep 18$1.40$3.60$1.4054%2.57$528.60
$480.00$470.00Oct 16$0.65$9.35$0.6514%14.38$479.35
$460.00$455.00Sep 18$0.20$4.80$0.2010%24.00$459.80
$465.00$460.00Sep 18$0.25$4.75$0.2511%19.00$464.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 0.82, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$615.00$620.00Sep 18$1.82$1.82$3.1890%0.57$616.82
$560.00$565.00Oct 16$1.75$1.75$3.2571%0.54$561.75
$620.00$625.00Sep 18$0.45$0.45$4.5596%0.10$620.45
$595.00$600.00Sep 18$0.40$0.40$4.6096%0.09$595.40
$610.00$615.00Oct 16$0.72$0.72$4.2890%0.17$610.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$450.00Sep 18$2.25$2.25$2.7591%0.82$452.75
$430.00$425.00Sep 18$1.50$1.50$3.5095%0.43$428.50
$480.00$475.00Sep 18$1.82$1.82$3.1886%0.57$478.18
$470.00$455.00Oct 16$1.97$1.97$13.0388%0.15$468.03
$485.00$480.00Oct 16$1.50$1.50$3.5082%0.43$483.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $8.22, cheapest $6.95)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Sep 18Oct 16$9.5524.6%25.4%
$540.00Sep 18Oct 16$8.2526.5%27.7%
$525.00Sep 18Oct 16$9.4523.7%25.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$515.00Sep 18Oct 16$6.9524.9%25.3%
$520.00Sep 18Oct 16$7.4524.6%25.4%
$535.00Sep 18Oct 16$8.0026.5%27.6%
$540.00Sep 18Oct 16$7.7026.5%27.7%
$525.00Sep 18Oct 16$7.7523.7%25.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 3.92% of stock, avg 6.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Sep 18$9.60$11.05$20.65$509.35$550.653.92%
$525.00Sep 18$12.10$9.65$21.75$503.25$546.754.13%
$535.00Sep 18$8.05$14.35$22.40$512.60$557.404.25%
$520.00Sep 18$15.00$7.80$22.80$497.20$542.804.33%
$540.00Sep 18$6.30$18.05$24.35$515.65$564.354.62%
$510.00Sep 18$21.85$4.80$26.65$483.35$536.655.06%
$545.00Sep 18$4.60$23.10$27.70$517.30$572.705.26%
$550.00Sep 18$3.65$25.75$29.40$520.60$579.405.58%
$555.00Sep 18$2.75$29.60$32.35$522.65$587.356.14%
$500.00Sep 18$29.85$2.55$32.40$467.60$532.406.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.32% of stock, avg 3.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$505.00Sep 18$3.65$3.28$6.93$498.07$556.93
$545.00$505.00Sep 18$4.60$3.28$7.88$497.12$552.88
$550.00$510.00Sep 18$3.65$4.80$8.45$501.55$558.45
$545.00$510.00Sep 18$4.60$4.80$9.40$500.60$554.40
$550.00$515.00Sep 18$3.65$6.00$9.65$505.35$559.65
$540.00$505.00Sep 18$6.30$3.28$9.58$495.42$549.58
$545.00$515.00Sep 18$4.60$6.00$10.60$504.40$555.60
$540.00$510.00Sep 18$6.30$4.80$11.10$498.90$551.10
$540.00$515.00Sep 18$6.30$6.00$12.30$502.70$552.30
$550.00$520.00Sep 18$3.65$7.80$11.45$508.55$561.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 3.76, avg credit $2.04)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455540/545Sep 18$3.95$1.0557%3.76$451.05$543.95
450/455560/565Sep 18$2.90$2.1077%1.38$452.10$562.90
450/455570/575Sep 18$2.63$2.3782%1.11$452.37$572.63
450/455555/560Sep 18$3.02$1.9873%1.53$451.98$558.02
450/455575/580Sep 18$2.40$2.6084%0.92$452.60$577.40
450/455550/555Sep 18$3.15$1.8568%1.70$451.85$553.15
450/455565/570Sep 18$2.45$2.5580%0.96$452.55$567.45
450/455545/550Sep 18$3.20$1.8064%1.78$451.80$548.20
425/430540/545Sep 18$3.20$1.8061%1.78$426.80$543.20
425/430560/565Sep 18$2.15$2.8581%0.75$427.85$562.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Sep 18$0.05$4.9513%99.00
$500.00$510.00$520.00Sep 18$1.15$8.8523%7.70
$550.00$555.00$560.00Sep 18$0.13$4.879%37.46
$555.00$560.00$565.00Sep 18$0.12$4.888%40.67
$520.00$525.00$530.00Sep 18$0.40$4.6014%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Sep 18$0.05$4.9514%99.00
$565.00$570.00$575.00Sep 18$0.05$4.954%99.00
$550.00$555.00$560.00Sep 18$0.20$4.809%24.00
$500.00$505.00$510.00Oct 16$0.20$4.807%24.00
$530.00$535.00$540.00Sep 18$0.40$4.6013%11.50

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 $-9.70, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$565.00$580.001:2Oct 16-$1.20$13.80
$600.00$605.001:2Sep 18-$0.08$4.92
$570.00$575.001:2Sep 18-$0.37$4.63
$580.00$585.001:2Sep 18-$0.30$4.70
$560.00$565.001:2Sep 18-$0.68$4.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$550.001:2Oct 16-$9.70$20.30
$495.00$490.001:2Sep 18-$0.47$4.53
$500.00$495.001:2Sep 18-$1.11$3.89
$510.00$505.001:2Sep 18-$1.76$3.24
$445.00$440.001:2Sep 18-$0.81$4.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.60%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Oct 16$13.700.422.5%2.60%5.13%65
$555.00Oct 16$9.000.325.4%1.71%7.09%35
$550.00Oct 16$9.200.344.4%1.75%6.18%28
$560.00Oct 16$6.800.296.3%1.29%7.62%214
$565.00Oct 16$6.000.257.3%1.14%8.42%217
$580.00Oct 16$3.100.1710.1%0.59%10.72%222
$535.00Sep 18$7.500.401.6%1.42%3.01%1753
$585.00Oct 16$2.350.1411.1%0.45%11.52%33
$540.00Sep 18$5.800.342.5%1.10%3.63%10181
$530.00Sep 18$8.200.460.6%1.56%2.19%4333

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 529
Total Puts 388
Put/Call Ratio 0.73
Net Difference 141

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,947
Total Puts 2,531
Average Put/Call Ratio 0.68
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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