Tour v528
NOC
NORTHROP GRUMMAN COR
$509.66 -3.23%
(9/21 18:03) ◀
|
Tuesday, September 22, 2026 (3:05pm)
January 2026
|
▶ (9/24 15:06)
◀ 9/22 15:06 ▶

Option Volume

Detail
ℹ
Current (09/22 3:05pm) 1,521
Calls: 933 (61%)
Puts: 588 (39%)
Prior (09/18) 997
Calls: 410 (41%)
Puts: 587 (59%)
Current vs Prior +52.56%
Calls: +127.56% (Calls)
Puts: +0.17% (Puts)
Prior 7-Day Total 9,164
Calls: 3,869 (42%)
Puts: 5,295 (58%)
Prior 7-Day Average 1,309
Calls: 552 (42%)
Puts: 756 (58%)
Current vs Prior 7-Day Avg +16.18%
Calls: +68.80%
Puts: -22.27%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/22 3:05pm) $2.73M
Calls: $1.59M (58%)
Puts: $1.14M (42%)
Prior (09/18) $1.05M
Calls: $461.9K (44%)
Puts: $585.6K (56%)
Current vs Prior +160.83%
Calls: +244.62%
Puts: +94.74%
Prior 7-Day Total $27.26M
Calls: $4.18M (15%)
Puts: $23.08M (85%)
Prior 7-Day Average $3.89M
Calls: $597.4K (15%)
Puts: $3.30M (85%)
Current vs Prior 7-Day Avg -29.83%
Calls: +166.48%
Puts: -65.41%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/22 3:05pm) 0.63
Prior (09/18) 1.43
Current vs Prior -55.98%
Prior 7-Day Average 1.58
Current vs Prior 7-Day Avg -60.10%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/22 3:05pm) 25,279
Calls: 11,319 (45%)
Puts: 13,960 (55%)
Prior (09/18) 32,518
Calls: 15,590 (48%)
Puts: 16,928 (52%)
Current vs Prior -22.26%
Prior 7-Day Total 212,049
Calls: 100,011 (47%)
Puts: 112,038 (53%)
Prior 7-Day Average 30,292
Calls: 14,287 (47%)
Puts: 16,005 (53%)
Current vs Prior 7-Day Avg -16.55%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 6.86% | 10.54%
Prior 1.95% | 7.18%
Current vs Prior +252.14% | +46.82%
Prior 7-Day Avg 3.64% | 7.63%
Current vs 7-Day Avg +88.56% | +38.05%
Prior 7-Day Eod 1.95% | 7.18%
Current vs 7-Day Eod +252.14% | +46.82%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 8.49% | 16.33%
Calls: 6.72% | 22.22%
Puts: 10.26% | 10.44%
Prior 42.27% | 23.26%
Calls: 34.92% | 15.55%
Puts: 49.62% | 30.97%
Current vs Prior -79.91% | -29.79%
Prior 7-Day Avg 31.39% | 19.26%
Calls: 33.67% | 18.43%
Puts: 29.11% | 20.09%
Current vs 7-Day Avg -72.95% | -15.19%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 161% vs prior. Above-average activity with volume up 53% vs prior. Bullish P/C ratio of 0.63. P/C ratio dropping 56% - 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 BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 7.0%, best 5.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 1611.5012.10$11.805.1%200.42367
$515.00Oct 1613.7014.60$14.156.4%560.4712
$510.00Oct 1616.0017.60$16.809.5%1050.518
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Oct 1612.5013.40$12.956.9%480.4323

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. 16 found (avg delta 0.71, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Oct 1641.4045.80$43.6010.1%20.86--
$475.00Oct 1635.6041.30$38.4514.8%20.86--
$480.00Oct 1632.6037.70$35.1514.5%210.79--
$485.00Oct 1627.9033.50$30.7018.2%20.76--
$495.00Oct 1620.8027.20$24.0026.7%20.67--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Oct 1645.1051.70$48.4013.6%10.852
$550.00Oct 1641.3046.80$44.0512.5%10.8316
$545.00Oct 1636.8042.40$39.6014.1%--0.7811
$540.00Oct 1633.0038.70$35.8515.9%--0.7736
$535.00Oct 1629.1034.50$31.8017.0%--0.7229

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 764, top 105)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Oct 1616.0017.60$16.809.5%1050.518
$530.00Oct 167.708.80$8.2513.3%730.33130
$515.00Oct 1613.7014.60$14.156.4%560.4712
$525.00Oct 169.3011.30$10.3019.4%420.3872
$550.00Oct 162.504.00$3.2546.2%290.17106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 1610.0012.00$11.0018.2%510.39121
$490.00Oct 166.208.00$7.1025.4%490.29206
$505.00Oct 1612.5013.40$12.956.9%480.4323
$480.00Oct 163.606.80$5.2061.5%310.2137
$495.00Oct 168.209.80$9.0017.8%270.34102

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 2.13, avg 6.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$510.00Oct 16$3.20$6.80$3.2062%2.13$503.20
$475.00$480.00Oct 16$3.30$1.70$3.3086%0.52$478.30
$520.00$525.00Oct 16$1.50$3.50$1.5042%2.33$521.50
$550.00$555.00Oct 16$0.42$4.58$0.4217%10.90$550.42
$565.00$570.00Oct 16$0.20$4.80$0.2010%24.00$565.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$485.00$480.00Oct 16$0.35$4.65$0.3524%13.29$484.65
$525.00$520.00Oct 16$2.50$2.50$2.5063%1.00$522.50
$450.00$440.00Oct 16$0.20$9.80$0.204%49.00$449.80
$505.00$500.00Oct 16$1.95$3.05$1.9544%1.56$503.05
$530.00$525.00Oct 16$3.25$1.75$3.2567%0.54$526.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 1.04, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Oct 16$1.32$1.32$3.6893%0.36$596.32
$545.00$550.00Oct 16$1.95$1.95$3.0578%0.64$546.95
$575.00$580.00Oct 16$0.90$0.90$4.1092%0.22$575.90
$605.00$610.00Oct 16$0.82$0.82$4.1893%0.20$605.82
$530.00$535.00Oct 16$1.90$1.90$3.1067%0.61$531.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$480.00$475.00Oct 16$2.55$2.55$2.4579%1.04$477.45
$455.00$450.00Oct 16$1.35$1.35$3.6591%0.37$453.65
$470.00$465.00Oct 16$1.20$1.20$3.8086%0.32$468.80
$495.00$490.00Oct 16$1.90$1.90$3.1066%0.61$493.10
$490.00$485.00Oct 16$1.55$1.55$3.4571%0.45$488.45

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. 16 found (cheapest 6.08% of stock, avg 7.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Oct 16$20.00$11.00$31.00$469.00$531.006.08%
$510.00Oct 16$16.80$15.60$32.40$477.60$542.406.36%
$495.00Oct 16$24.00$9.00$33.00$462.00$528.006.47%
$515.00Oct 16$14.15$19.25$33.40$481.60$548.406.55%
$520.00Oct 16$11.80$22.35$34.15$485.85$554.156.70%
$525.00Oct 16$10.30$24.85$35.15$489.85$560.156.90%
$485.00Oct 16$30.70$5.55$36.25$448.75$521.257.11%
$530.00Oct 16$8.25$28.10$36.35$493.65$566.357.13%
$535.00Oct 16$6.35$31.80$38.15$496.85$573.157.49%
$480.00Oct 16$35.15$5.20$40.35$439.65$520.357.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.64% of stock, avg 4.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Oct 16$6.35$7.10$13.45$476.55$548.45
$530.00$490.00Oct 16$8.25$7.10$15.35$474.65$545.35
$535.00$495.00Oct 16$6.35$9.00$15.35$479.65$550.35
$530.00$495.00Oct 16$8.25$9.00$17.25$477.75$547.25
$525.00$490.00Oct 16$10.30$7.10$17.40$472.60$542.40
$535.00$500.00Oct 16$6.35$11.00$17.35$482.65$552.35
$525.00$495.00Oct 16$10.30$9.00$19.30$475.70$544.30
$530.00$500.00Oct 16$8.25$11.00$19.25$480.75$549.25
$525.00$500.00Oct 16$10.30$11.00$21.30$478.70$546.30
$520.00$490.00Oct 16$11.80$7.10$18.90$471.10$538.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 9.00, avg credit $2.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
475/480545/550Oct 16$4.50$0.5056%9.00$475.50$549.50
475/480530/535Oct 16$4.45$0.5546%8.09$475.55$534.45
450/455545/550Oct 16$3.30$1.7068%1.94$451.70$548.30
475/480535/540Oct 16$3.85$1.1551%3.35$476.15$538.85
475/480555/560Oct 16$3.18$1.8264%1.75$476.82$558.18
465/470545/550Oct 16$3.15$1.8564%1.70$466.85$548.15
475/480560/565Oct 16$2.85$2.1567%1.33$477.15$562.85
450/455530/535Oct 16$3.25$1.7558%1.86$451.75$533.25
475/480550/555Oct 16$2.97$2.0362%1.46$477.03$552.97
490/495545/550Oct 16$3.85$1.1544%3.35$491.15$548.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$525.00$530.00$535.00Oct 16$0.15$4.8510%32.33
$560.00$565.00$570.00Oct 16$0.10$4.903%49.00
$510.00$515.00$520.00Oct 16$0.30$4.7010%15.67
$555.00$560.00$565.00Oct 16$0.33$4.674%14.15
$530.00$535.00$540.00Oct 16$0.60$4.409%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$495.00$500.00Oct 16$0.10$4.9010%49.00
$485.00$490.00$495.00Oct 16$0.35$4.6510%13.29
$530.00$535.00$540.00Oct 16$0.35$4.659%13.29
$525.00$530.00$535.00Oct 16$0.45$4.5510%10.11
$500.00$505.00$510.00Oct 16$0.70$4.3010%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.10, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$545.00$550.001:2Oct 16-$1.30$3.70
$570.00$575.001:2Oct 16-$1.20$3.80
$555.00$560.001:2Oct 16-$1.57$3.43
$565.00$570.001:2Oct 16-$1.50$3.50
$560.00$565.001:2Oct 16-$1.60$3.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$475.001:2Oct 16-$0.10$4.90
$470.00$465.001:2Oct 16-$0.35$4.65
$450.00$440.001:2Oct 16-$0.30$9.70
$465.00$460.001:2Oct 16-$0.45$4.55
$440.00$435.001:2Oct 16-$0.30$4.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 3.14%, avg 1.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Oct 16$16.000.510.1%3.14%3.21%1058
$515.00Oct 16$13.700.471.1%2.69%3.74%5612
$520.00Oct 16$11.500.422.0%2.26%4.29%20367
$525.00Oct 16$9.300.383.0%1.82%4.83%4272
$530.00Oct 16$7.700.334.0%1.51%5.50%73130
$535.00Oct 16$5.200.285.0%1.02%5.99%6171
$540.00Oct 16$4.400.236.0%0.86%6.82%2362
$545.00Oct 16$3.200.226.9%0.63%7.56%618
$550.00Oct 16$2.500.177.9%0.49%8.41%29106
$555.00Oct 16$1.950.148.9%0.38%9.28%260

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 933
Total Puts 588
Put/Call Ratio 0.63
Net Difference 345

Prior's Put/Call Breakdown

Total Calls 410
Total Puts 587
Put/Call Ratio 1.43
Net Difference -177

Prior 7-Day Put/Call Summary

Total Calls 3,869
Total Puts 5,295
Average Put/Call Ratio 1.58
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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