Tour v526
NOC
NORTHROP GRUMMAN COR
$527.40 +0.68%
(9/2 18:04) ◀
|
Thursday, September 3, 2026 (3:05pm)
January 2026
|
▶ (9/3 18:03)
◀ 9/3 15:06 ▶

Option Volume

Detail
ℹ
Current (09/03 3:05pm) 594
Calls: 304 (51%)
Puts: 290 (49%)
Prior (09/02) 917
Calls: 529 (58%)
Puts: 388 (42%)
Current vs Prior -35.22%
Calls: -42.53% (Calls)
Puts: -25.26% (Puts)
Prior 7-Day Total 6,341
Calls: 4,133 (65%)
Puts: 2,208 (35%)
Prior 7-Day Average 905
Calls: 590 (65%)
Puts: 315 (35%)
Current vs Prior 7-Day Avg -34.43%
Calls: -48.51%
Puts: -8.06%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/03 3:05pm) $1.44M
Calls: $375.5K (26%)
Puts: $1.07M (74%)
Prior (09/02) $984.6K
Calls: $528.6K (54%)
Puts: $456.1K (46%)
Current vs Prior +46.48%
Calls: -28.95%
Puts: +133.89%
Prior 7-Day Total $10.01M
Calls: $5.16M (52%)
Puts: $4.85M (48%)
Prior 7-Day Average $1.43M
Calls: $736.7K (52%)
Puts: $693.2K (48%)
Current vs Prior 7-Day Avg +0.87%
Calls: -49.03%
Puts: +53.89%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/03 3:05pm) 0.95
Prior (09/02) 0.73
Current vs Prior +30.06%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +24.78%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/03 3:05pm) 27,985
Calls: 12,998 (46%)
Puts: 14,987 (54%)
Prior (09/02) 27,587
Calls: 12,761 (46%)
Puts: 14,826 (54%)
Current vs Prior +1.44%
Prior 7-Day Total 194,227
Calls: 89,871 (46%)
Puts: 104,356 (54%)
Prior 7-Day Average 27,746
Calls: 12,838 (46%)
Puts: 14,908 (54%)
Current vs Prior 7-Day Avg +0.86%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/18) | Next (10/16)
Current 4.49% | 7.79%
Prior 4.86% | 8.13%
Current vs Prior -7.50% | -4.16%
Prior 7-Day Avg 4.73% | 8.10%
Current vs 7-Day Avg -5.03% | -3.78%
Prior 7-Day Eod 4.86% | 8.13%
Current vs 7-Day Eod -7.50% | -4.16%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.12% | 20.62%
Calls: 22.59% | 25.06%
Puts: 7.66% | 16.19%
Prior 11.34% | 19.39%
Calls: 12.33% | 15.20%
Puts: 10.34% | 23.59%
Current vs Prior +33.33% | +6.34%
Prior 7-Day Avg 30.10% | 17.82%
Calls: 28.21% | 15.92%
Puts: 31.98% | 19.73%
Current vs 7-Day Avg -49.76% | +15.70%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($1.07M). P/C ratio rising 30% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
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 2 of results (avg 8.4%, best 7.7%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Sep 1811.3012.20$11.757.7%40.5392
$570.00Sep 1840.9044.80$42.859.1%10.9248

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. 18 found (avg delta 0.74, highest 0.96)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1827.6034.30$30.9521.6%10.8518
$510.00Sep 1820.5025.60$23.0522.1%--0.7523
$520.00Sep 1814.2018.70$16.4527.4%--0.6393
$525.00Sep 1810.6013.30$11.9522.6%80.55140
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Sep 1849.1055.20$52.1511.7%50.9647
$575.00Sep 1844.0050.30$47.1513.4%10.9417
$570.00Sep 1840.9044.80$42.859.1%10.9248
$565.00Sep 1834.3040.60$37.4516.8%--0.9042
$560.00Sep 1830.0035.30$32.6516.2%10.8697

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 317, top 89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Sep 188.8010.90$9.8521.3%890.4775
$560.00Sep 181.502.60$2.0553.7%230.14118
$600.00Sep 180.150.25$0.2050.0%230.02541
$610.00Sep 180.050.60$0.33166.7%180.02116
$540.00Sep 185.106.40$5.7522.6%140.33165
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Oct 160.751.45$1.1063.6%120.0511
$520.00Oct 1612.1015.20$13.6522.7%60.4111
$475.00Sep 180.200.60$0.40100.0%50.0349
$525.00Sep 187.3010.50$8.9036.0%50.4652
$580.00Sep 1849.1055.20$52.1511.7%50.9647

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 2.0%, max 2.0%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Sep 18Oct 1626.1%25.6%2.0%5116

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 1.94, avg 6.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$580.00$585.00Oct 16$0.12$4.88$0.1217%40.67$580.12
$555.00$560.00Sep 18$0.20$4.80$0.2016%24.00$555.20
$510.00$520.00Sep 18$6.60$3.40$6.6075%0.52$516.60
$560.00$565.00Oct 16$0.80$4.20$0.8028%5.25$560.80
$565.00$575.00Oct 16$1.65$8.35$1.6526%5.06$566.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$530.00Sep 18$1.70$3.30$1.7060%1.94$533.30
$550.00$540.00Oct 16$5.05$4.95$5.0565%0.98$544.95
$515.00$510.00Oct 16$1.20$3.80$1.2036%3.17$513.80
$515.00$510.00Sep 18$1.00$4.00$1.0030%4.00$514.00
$505.00$500.00Sep 18$0.52$4.48$0.5218%8.62$504.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 6.94, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$605.00$610.00Sep 18$1.17$1.17$3.8393%0.31$606.17
$585.00$590.00Sep 18$1.02$1.02$3.9892%0.26$586.02
$610.00$615.00Oct 16$1.20$1.20$3.8090%0.32$611.20
$615.00$620.00Sep 18$0.92$0.92$4.0893%0.23$615.92
$575.00$580.00Oct 16$1.40$1.40$3.6079%0.39$576.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$480.00Sep 18$4.37$4.37$0.6382%6.94$480.63
$455.00$450.00Sep 18$3.40$3.40$1.6087%2.12$451.60
$465.00$460.00Sep 18$3.20$3.20$1.8086%1.78$461.80
$450.00$445.00Sep 18$1.10$1.10$3.9094%0.28$448.90
$490.00$470.00Oct 16$2.78$2.78$17.2282%0.16$487.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $7.84, cheapest $7.40)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$535.00Sep 18Oct 16$9.6025.6%27.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Sep 18Oct 16$7.4026.1%25.6%
$515.00Sep 18Oct 16$6.4523.4%24.4%
$525.00Sep 18Oct 16$6.9023.4%24.5%
$540.00Sep 18Oct 16$8.5025.4%27.4%
$535.00Sep 18Oct 16$8.7025.6%27.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 3.95% of stock, avg 6.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Sep 18$11.95$8.90$20.85$504.15$545.853.95%
$535.00Sep 18$7.55$13.45$21.00$514.00$556.003.98%
$530.00Sep 18$9.85$11.75$21.60$508.40$551.604.10%
$540.00Sep 18$5.75$16.60$22.35$517.65$562.354.24%
$520.00Sep 18$16.45$6.35$22.80$497.20$542.804.32%
$545.00Sep 18$4.60$20.60$25.20$519.80$570.204.78%
$510.00Sep 18$23.05$3.95$27.00$483.00$537.005.12%
$550.00Sep 18$2.98$24.45$27.43$522.57$577.435.20%
$555.00Sep 18$2.25$27.85$30.10$524.90$585.105.71%
$500.00Sep 18$30.95$2.08$33.03$466.97$533.036.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.06% of stock, avg 3.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$505.00Sep 18$2.98$2.60$5.58$499.42$555.58
$550.00$510.00Sep 18$2.98$3.95$6.93$503.07$556.93
$545.00$505.00Sep 18$4.60$2.60$7.20$497.80$552.20
$550.00$515.00Sep 18$2.98$4.95$7.93$507.07$557.93
$545.00$510.00Sep 18$4.60$3.95$8.55$501.45$553.55
$540.00$505.00Sep 18$5.75$2.60$8.35$496.65$548.35
$545.00$515.00Sep 18$4.60$4.95$9.55$505.45$554.55
$540.00$510.00Sep 18$5.75$3.95$9.70$500.30$549.70
$540.00$515.00Sep 18$5.75$4.95$10.70$504.30$550.70
$550.00$520.00Sep 18$2.98$6.35$9.33$510.67$559.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 117 found (best R:R 20.74, avg credit $2.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/485570/575Sep 18$4.77$0.2374%20.74$480.23$574.77
480/485575/580Sep 18$4.62$0.3876%12.16$480.38$579.62
480/485565/570Sep 18$4.57$0.4372%10.63$480.43$569.57
480/485555/560Sep 18$4.57$0.4366%10.63$480.43$559.57
450/455560/565Sep 18$4.15$0.8573%4.88$450.85$564.15
460/465545/550Sep 18$4.82$0.1858%26.78$460.18$549.82
450/455570/575Sep 18$3.80$1.2079%3.17$451.20$573.80
450/455575/580Sep 18$3.65$1.3581%2.70$451.35$578.65
460/465560/565Sep 18$3.95$1.0572%3.76$461.05$563.95
460/465570/575Sep 18$3.60$1.4078%2.57$461.40$573.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 15.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$550.00$555.00Oct 16$0.10$4.907%49.00
$500.00$510.00$520.00Sep 18$1.30$8.7023%6.69
$570.00$575.00$580.00Sep 18$0.15$4.854%32.33
$530.00$535.00$540.00Sep 18$0.50$4.5014%9.00
$535.00$540.00$545.00Sep 18$0.65$4.3512%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Sep 18$0.30$4.7016%15.67
$500.00$505.00$510.00Oct 16$0.10$4.908%49.00
$490.00$495.00$500.00Oct 16$0.15$4.857%32.33
$495.00$500.00$505.00Oct 16$0.20$4.807%24.00
$510.00$515.00$520.00Sep 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. 50 found (best net $-0.13, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$615.001:2Oct 16-$0.35$4.65
$575.00$580.001:2Sep 18-$0.20$4.80
$570.00$575.001:2Sep 18-$0.30$4.70
$560.00$565.001:2Sep 18-$0.55$4.45
$545.00$550.001:2Sep 18-$1.36$3.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$455.001:2Oct 16-$0.13$14.87
$480.00$475.001:2Sep 18-$0.17$4.83
$510.00$505.001:2Sep 18-$1.25$3.75
$500.00$495.001:2Sep 18-$0.92$4.08
$505.00$500.001:2Sep 18-$1.56$3.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 3.07%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Oct 16$16.200.471.4%3.07%4.51%112
$545.00Oct 16$11.600.393.3%2.20%5.54%25
$550.00Oct 16$9.800.364.3%1.86%6.14%119
$555.00Oct 16$8.500.325.2%1.61%6.84%37
$565.00Oct 16$6.300.267.1%1.19%8.32%312
$560.00Oct 16$6.300.286.2%1.19%7.38%116
$575.00Oct 16$3.800.219.0%0.72%9.75%19
$580.00Oct 16$3.500.1710.0%0.66%10.64%1022
$590.00Oct 16$2.400.1311.9%0.46%12.32%214
$585.00Oct 16$0.850.1610.9%0.16%11.08%35

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 304
Total Puts 290
Put/Call Ratio 0.95
Net Difference 14

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,133
Total Puts 2,208
Average Put/Call Ratio 0.76
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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