Tour v528
NOC
NORTHROP GRUMMAN COR
$512.41 -0.39%
(9/22 15:06) ◀
|
Thursday, September 24, 2026 (3:05pm)
January 2026
|
▶
◀ 9/24 15:06

Option Volume

Detail
ℹ
Current (09/24 3:05pm) 496
Calls: 261 (53%)
Puts: 235 (47%)
Prior (09/22) 1,521
Calls: 933 (61%)
Puts: 588 (39%)
Current vs Prior -67.39%
Calls: -72.03% (Calls)
Puts: -60.03% (Puts)
Prior 7-Day Total 9,567
Calls: 3,975 (42%)
Puts: 5,592 (58%)
Prior 7-Day Average 1,366
Calls: 567 (42%)
Puts: 798 (58%)
Current vs Prior 7-Day Avg -63.71%
Calls: -54.04%
Puts: -70.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 3:05pm) $822.9K
Calls: $384.6K (47%)
Puts: $438.3K (53%)
Prior (09/22) $2.73M
Calls: $1.59M (58%)
Puts: $1.14M (42%)
Current vs Prior -69.88%
Calls: -75.84%
Puts: -61.57%
Prior 7-Day Total $26.86M
Calls: $4.27M (16%)
Puts: $22.60M (84%)
Prior 7-Day Average $3.84M
Calls: $609.7K (16%)
Puts: $3.23M (84%)
Current vs Prior 7-Day Avg -78.56%
Calls: -36.92%
Puts: -86.42%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24 3:05pm) 0.90
Prior (09/22) 0.63
Current vs Prior +42.87%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg -45.35%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/24 3:05pm) 26,367
Calls: 11,980 (45%)
Puts: 14,387 (55%)
Prior (09/22) 25,279
Calls: 11,319 (45%)
Puts: 13,960 (55%)
Current vs Prior +4.30%
Prior 7-Day Total 216,582
Calls: 102,603 (47%)
Puts: 113,979 (53%)
Prior 7-Day Average 30,940
Calls: 14,657 (47%)
Puts: 16,282 (53%)
Current vs Prior 7-Day Avg -14.78%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 6.35% | 10.36%
Prior 1.26% | 6.40%
Current vs Prior +403.46% | +61.82%
Prior 7-Day Avg 3.18% | 7.43%
Current vs 7-Day Avg +100.06% | +39.40%
Prior 7-Day Eod 1.26% | 6.40%
Current vs 7-Day Eod +403.46% | +61.82%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 31.55% | 22.17%
Calls: 27.32% | 18.87%
Puts: 35.79% | 25.47%
Prior 163.22% | 23.01%
Calls: 211.34% | 27.52%
Puts: 115.09% | 18.50%
Current vs Prior -80.67% | -3.65%
Prior 7-Day Avg 52.55% | 19.60%
Calls: 60.63% | 18.78%
Puts: 44.45% | 20.42%
Current vs 7-Day Avg -39.96% | +13.13%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 67% vs prior. P/C ratio rising 43% - 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 BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 12 found (avg delta 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1653.2059.10$56.1510.5%30.95--
$500.00Oct 1621.2025.10$23.1516.8%20.6813
$505.00Oct 1618.1023.80$20.9527.2%10.623
$510.00Oct 1615.8020.80$18.3027.3%--0.56106
$515.00Oct 1613.0016.70$14.8524.9%--0.5162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1635.1042.00$38.5517.9%--0.8317
$545.00Oct 1631.0038.40$34.7021.3%--0.7911
$540.00Oct 1627.0036.10$31.5528.8%--0.7436
$535.00Oct 1624.0029.40$26.7020.2%--0.7129
$530.00Oct 1621.7025.80$23.7517.3%--0.66116

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 181, top 62)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Oct 160.102.65$1.38184.8%620.0956
$530.00Oct 167.208.80$8.0020.0%110.35167
$570.00Oct 161.152.05$1.6056.2%80.09150
$520.00Oct 1611.2014.00$12.6022.2%70.46369
$545.00Oct 163.805.90$4.8543.3%50.2320
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Oct 169.8013.80$11.8033.9%160.44196
$465.00Oct 160.452.25$1.35133.3%120.0820
$495.00Oct 164.807.30$6.0541.3%120.28126
$475.00Oct 161.654.90$3.2899.1%70.1535
$500.00Oct 166.908.50$7.7020.8%70.33149

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. 29 found (best R:R 1.27, avg 3.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$505.00Oct 16$2.20$2.80$2.2068%1.27$502.20
$535.00$540.00Oct 16$0.50$4.50$0.5030%9.00$535.50
$505.00$510.00Oct 16$2.65$2.35$2.6562%0.89$507.65
$555.00$560.00Oct 16$0.45$4.55$0.4516%10.11$555.45
$515.00$520.00Oct 16$2.25$2.75$2.2551%1.22$517.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$545.00$540.00Oct 16$3.15$1.85$3.1579%0.59$541.85
$535.00$530.00Oct 16$2.95$2.05$2.9572%0.69$532.05
$530.00$525.00Oct 16$2.70$2.30$2.7066%0.85$527.30
$495.00$490.00Oct 16$0.80$4.20$0.8028%5.25$494.20
$520.00$515.00Oct 16$2.35$2.65$2.3555%1.13$517.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 2.91, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Oct 16$3.72$3.72$1.2887%2.91$598.72
$580.00$590.00Oct 16$1.10$1.10$8.9091%0.12$581.10
$560.00$565.00Oct 16$1.12$1.12$3.8887%0.29$561.12
$525.00$530.00Oct 16$2.45$2.45$2.5560%0.96$527.45
$545.00$550.00Oct 16$1.10$1.10$3.9077%0.28$546.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$435.00Oct 16$2.75$2.75$2.2590%1.22$437.25
$470.00$465.00Oct 16$1.30$1.30$3.7088%0.35$468.70
$465.00$460.00Oct 16$0.55$0.55$4.4592%0.12$464.45
$490.00$485.00Oct 16$1.30$1.30$3.7076%0.35$488.70
$505.00$500.00Oct 16$2.00$2.00$3.0062%0.67$503.00

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. 11 found (cheapest 5.68% of stock, avg 6.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Oct 16$14.85$14.25$29.10$485.90$544.105.68%
$520.00Oct 16$12.60$16.60$29.20$490.80$549.205.70%
$510.00Oct 16$18.30$11.80$30.10$479.90$540.105.87%
$505.00Oct 16$20.95$9.70$30.65$474.35$535.655.98%
$500.00Oct 16$23.15$7.70$30.85$469.15$530.856.02%
$525.00Oct 16$10.45$21.05$31.50$493.50$556.506.15%
$530.00Oct 16$8.00$23.75$31.75$498.25$561.756.20%
$535.00Oct 16$6.45$26.70$33.15$501.85$568.156.47%
$540.00Oct 16$5.95$31.55$37.50$502.50$577.507.32%
$545.00Oct 16$4.85$34.70$39.55$505.45$584.557.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.34% of stock, avg 3.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$540.00$495.00Oct 16$5.95$6.05$12.00$483.00$552.00
$535.00$495.00Oct 16$6.45$6.05$12.50$482.50$547.50
$540.00$500.00Oct 16$5.95$7.70$13.65$486.35$553.65
$535.00$500.00Oct 16$6.45$7.70$14.15$485.85$549.15
$530.00$495.00Oct 16$8.00$6.05$14.05$480.95$544.05
$530.00$500.00Oct 16$8.00$7.70$15.70$484.30$545.70
$535.00$505.00Oct 16$6.45$9.70$16.15$488.85$551.15
$540.00$505.00Oct 16$5.95$9.70$15.65$489.35$555.65
$530.00$505.00Oct 16$8.00$9.70$17.70$487.30$547.70
$525.00$495.00Oct 16$10.45$6.05$16.50$478.50$541.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 3.42, avg credit $2.18)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440560/565Oct 16$3.87$1.1377%3.42$436.13$563.87
435/440545/550Oct 16$3.85$1.1568%3.35$436.15$548.85
435/440550/555Oct 16$3.55$1.4572%2.45$436.45$553.55
435/440530/535Oct 16$4.30$0.7056%6.14$435.70$534.30
435/440540/545Oct 16$3.85$1.1564%3.35$436.15$543.85
435/440555/560Oct 16$3.20$1.8075%1.78$436.80$558.20
435/440535/540Oct 16$3.25$1.7561%1.86$436.75$538.25
465/470560/565Oct 16$2.42$2.5874%0.94$467.58$562.42
465/470545/550Oct 16$2.40$2.6065%0.92$467.60$547.40
460/465560/565Oct 16$1.67$3.3379%0.50$463.33$561.67

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
$515.00$520.00$525.00Oct 16$0.10$4.9010%49.00
$545.00$550.00$555.00Oct 16$0.30$4.707%15.67
$550.00$555.00$560.00Oct 16$0.35$4.656%13.29
$525.00$530.00$535.00Oct 16$0.90$4.1011%4.56
$530.00$535.00$540.00Oct 16$1.05$3.958%3.76
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$505.00$510.00Oct 16$0.10$4.9011%49.00
$525.00$530.00$535.00Oct 16$0.25$4.7511%19.00
$505.00$510.00$515.00Oct 16$0.35$4.6512%13.29
$495.00$500.00$505.00Oct 16$0.35$4.6511%13.29
$470.00$475.00$480.00Oct 16$0.24$4.766%19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.05, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$565.001:2Oct 16-$0.26$4.74
$570.00$575.001:2Oct 16-$0.70$4.30
$600.00$605.001:2Oct 16-$0.68$4.32
$550.00$555.001:2Oct 16-$2.15$2.85
$555.00$560.001:2Oct 16-$2.05$2.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$465.001:2Oct 16-$0.05$4.95
$465.00$460.001:2Oct 16-$0.25$4.75
$455.00$450.001:2Oct 16-$0.95$4.05
$460.00$455.001:2Oct 16-$1.10$3.90
$475.00$470.001:2Oct 16-$2.02$2.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.19%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Oct 16$11.200.461.5%2.19%3.67%7369
$515.00Oct 16$13.000.510.5%2.54%3.04%--62
$525.00Oct 16$8.800.412.5%1.72%4.17%290
$530.00Oct 16$7.200.353.4%1.41%4.84%11167
$540.00Oct 16$4.700.275.4%0.92%6.30%372
$535.00Oct 16$4.500.304.4%0.88%5.29%2172
$545.00Oct 16$3.800.236.4%0.74%7.10%520
$550.00Oct 16$3.000.197.3%0.59%7.92%4130
$555.00Oct 16$2.300.168.3%0.45%8.76%262
$560.00Oct 16$1.900.139.3%0.37%9.66%184

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 261
Total Puts 235
Put/Call Ratio 0.90
Net Difference 26

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,975
Total Puts 5,592
Average Put/Call Ratio 1.65
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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