Tour v528
NOC
NORTHROP GRUMMAN COR
$507.70 -0.25%
◀ 9/25 15:06 ▶

Option Volume

Detail
ℹ
Current (09/25 3:05pm) 482
Calls: 327 (68%)
Puts: 155 (32%)
Prior (09/24) 496
Calls: 261 (53%)
Puts: 235 (47%)
Current vs Prior -2.82%
Calls: +25.29% (Calls)
Puts: -34.04% (Puts)
Prior 7-Day Total 8,651
Calls: 4,515 (52%)
Puts: 4,136 (48%)
Prior 7-Day Average 1,235
Calls: 645 (52%)
Puts: 590 (48%)
Current vs Prior 7-Day Avg -61.00%
Calls: -49.30%
Puts: -73.77%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 3:05pm) $750.7K
Calls: $439.3K (59%)
Puts: $311.4K (41%)
Prior (09/24) $822.9K
Calls: $384.6K (47%)
Puts: $438.3K (53%)
Current vs Prior -8.77%
Calls: +14.21%
Puts: -28.94%
Prior 7-Day Total $22.41M
Calls: $5.17M (23%)
Puts: $17.24M (77%)
Prior 7-Day Average $3.20M
Calls: $738.3K (23%)
Puts: $2.46M (77%)
Current vs Prior 7-Day Avg -76.55%
Calls: -40.50%
Puts: -87.35%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 3:05pm) 0.47
Prior (09/24) 0.90
Current vs Prior -47.36%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -53.69%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 3:05pm) 26,609
Calls: 12,090 (45%)
Puts: 14,519 (55%)
Prior (09/24) 26,367
Calls: 11,980 (45%)
Puts: 14,387 (55%)
Current vs Prior +0.92%
Prior 7-Day Total 213,551
Calls: 100,768 (47%)
Puts: 112,783 (53%)
Prior 7-Day Average 30,507
Calls: 14,395 (47%)
Puts: 16,111 (53%)
Current vs Prior 7-Day Avg -12.78%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 6.24% | 10.35%
Prior 6.86% | 10.54%
Current vs Prior -8.95% | -1.76%
Prior 7-Day Avg 3.50% | 7.81%
Current vs 7-Day Avg +78.49% | +32.45%
Prior 7-Day Eod 6.86% | 10.54%
Current vs 7-Day Eod -8.95% | -1.76%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 30.05% | 21.84%
Calls: 31.75% | 22.22%
Puts: 28.36% | 21.46%
Prior 8.49% | 16.33%
Calls: 6.72% | 22.22%
Puts: 10.26% | 10.44%
Current vs Prior +253.95% | +33.74%
Prior 7-Day Avg 49.04% | 19.67%
Calls: 56.15% | 19.26%
Puts: 41.93% | 20.08%
Current vs 7-Day Avg -38.73% | +11.04%
Liquidity Expensive
+
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🤖 AI Insights

Extreme bullish P/C ratio of 0.47 - heavy call buying (327 calls vs 155 puts). P/C ratio dropping 47% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 11 found (avg delta 0.69, highest 0.87)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1624.5030.50$27.5021.8%250.731
$500.00Oct 1617.8023.90$20.8529.3%200.6211
$510.00Oct 1612.3016.10$14.2026.8%30.51106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1640.4045.20$42.8011.2%--0.8717
$545.00Oct 1635.0040.30$37.6514.1%--0.8011
$540.00Oct 1631.2036.80$34.0016.5%--0.8036
$535.00Oct 1628.1032.30$30.2013.9%10.7529
$530.00Oct 1623.4028.30$25.8519.0%--0.72116

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 246, top 82)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 162.303.10$2.7029.6%820.15130
$520.00Oct 169.2011.90$10.5525.6%280.41374
$490.00Oct 1624.5030.50$27.5021.8%250.731
$500.00Oct 1617.8023.90$20.8529.3%200.6211
$555.00Oct 161.752.45$2.1033.3%80.1261
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Oct 168.0013.10$10.5548.3%120.4471
$510.00Oct 1611.8015.70$13.7528.4%120.50196
$485.00Oct 163.806.10$4.9546.5%100.2347
$480.00Oct 162.404.10$3.2552.3%40.1875
$515.00Oct 1613.0018.20$15.6033.3%40.55503

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. 28 found (best R:R 15.67, avg 10.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$535.00Oct 16$0.30$4.70$0.3029%15.67$530.30
$515.00$520.00Oct 16$1.30$3.70$1.3045%2.85$516.30
$555.00$560.00Oct 16$0.20$4.80$0.2012%24.00$555.20
$560.00$565.00Oct 16$0.17$4.83$0.1711%28.41$560.17
$490.00$500.00Oct 16$6.65$3.35$6.6573%0.50$496.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$505.00$500.00Oct 16$1.05$3.95$1.0544%3.76$503.95
$515.00$510.00Oct 16$1.85$3.15$1.8555%1.70$513.15
$490.00$485.00Oct 16$0.85$4.15$0.8527%4.88$489.15
$480.00$475.00Oct 16$0.52$4.48$0.5218%8.62$479.48
$450.00$440.00Oct 16$0.10$9.90$0.104%99.00$449.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 1.22, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Oct 16$2.75$2.75$2.2589%1.22$597.75
$545.00$550.00Oct 16$2.20$2.20$2.8078%0.79$547.20
$525.00$530.00Oct 16$2.55$2.55$2.4564%1.04$527.55
$570.00$575.00Oct 16$0.92$0.92$4.0891%0.23$570.92
$535.00$540.00Oct 16$1.45$1.45$3.5573%0.41$536.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$480.00Oct 16$1.70$1.70$3.3077%0.52$483.30
$455.00$450.00Oct 16$0.70$0.70$4.3093%0.16$454.30
$465.00$460.00Oct 16$0.87$0.87$4.1389%0.21$464.13
$500.00$495.00Oct 16$2.00$2.00$3.0062%0.67$498.00
$495.00$490.00Oct 16$1.70$1.70$3.3067%0.52$493.30

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 5.41% of stock, avg 6.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Oct 16$11.85$15.60$27.45$487.55$542.455.41%
$510.00Oct 16$14.20$13.75$27.95$482.05$537.955.51%
$520.00Oct 16$10.55$18.95$29.50$490.50$549.505.81%
$500.00Oct 16$20.85$9.50$30.35$469.65$530.355.98%
$525.00Oct 16$8.70$22.45$31.15$493.85$556.156.14%
$530.00Oct 16$6.15$25.85$32.00$498.00$562.006.30%
$490.00Oct 16$27.50$5.80$33.30$456.70$523.306.56%
$535.00Oct 16$5.85$30.20$36.05$498.95$571.057.10%
$540.00Oct 16$4.40$34.00$38.40$501.60$578.407.56%
$545.00Oct 16$4.90$37.65$42.55$502.45$587.558.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.13% of stock, avg 3.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$485.00Oct 16$5.85$4.95$10.80$474.20$545.80
$535.00$490.00Oct 16$5.85$5.80$11.65$478.35$546.65
$530.00$485.00Oct 16$6.15$4.95$11.10$473.90$541.10
$530.00$490.00Oct 16$6.15$5.80$11.95$478.05$541.95
$530.00$495.00Oct 16$6.15$7.50$13.65$481.35$543.65
$535.00$495.00Oct 16$5.85$7.50$13.35$481.65$548.35
$525.00$485.00Oct 16$8.70$4.95$13.65$471.35$538.65
$525.00$490.00Oct 16$8.70$5.80$14.50$475.50$539.50
$525.00$495.00Oct 16$8.70$7.50$16.20$478.80$541.20
$530.00$500.00Oct 16$6.15$9.50$15.65$484.35$545.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 54 found (best R:R 3.55, avg credit $1.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/485545/550Oct 16$3.90$1.1055%3.55$481.10$548.90
450/455545/550Oct 16$2.90$2.1072%1.38$452.10$547.90
460/465545/550Oct 16$3.07$1.9368%1.59$461.93$548.07
490/495545/550Oct 16$3.90$1.1046%3.55$491.10$548.90
435/440545/550Oct 16$2.33$2.6776%0.87$437.67$547.33
465/470545/550Oct 16$2.80$2.2065%1.27$467.20$547.80
475/480545/550Oct 16$2.72$2.2861%1.19$477.28$547.72
480/485535/540Oct 16$3.15$1.8550%1.70$481.85$538.15
485/490545/550Oct 16$3.05$1.9551%1.56$486.95$548.05
450/455535/540Oct 16$2.15$2.8567%0.75$452.85$537.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 32.33, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$565.00$570.00Oct 16$0.14$4.862%34.71
$550.00$555.00$560.00Oct 16$0.40$4.604%11.50
$510.00$515.00$520.00Oct 16$1.05$3.9510%3.76
$545.00$550.00$555.00Oct 16$1.60$3.4010%2.13
$535.00$540.00$545.00Oct 16$1.95$3.055%1.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 16$0.15$4.8510%32.33
$490.00$495.00$500.00Oct 16$0.30$4.7011%15.67
$470.00$475.00$480.00Oct 16$0.49$4.514%9.20
$485.00$490.00$495.00Oct 16$0.85$4.159%4.88
$525.00$530.00$535.00Oct 16$0.95$4.059%4.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.50, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$545.00$550.001:2Oct 16-$0.50$4.50
$600.00$605.001:2Oct 16-$0.51$4.49
$550.00$555.001:2Oct 16-$1.50$3.50
$560.00$565.001:2Oct 16-$1.56$3.44
$555.00$560.001:2Oct 16-$1.70$3.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$460.001:2Oct 16-$0.36$4.64
$450.00$440.001:2Oct 16-$0.33$9.67
$440.00$435.001:2Oct 16-$0.17$4.83
$485.00$480.001:2Oct 16-$1.55$3.45
$460.00$455.001:2Oct 16-$1.23$3.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.81%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Oct 16$9.200.412.4%1.81%4.23%28374
$515.00Oct 16$10.900.451.4%2.15%3.58%562
$525.00Oct 16$7.500.363.4%1.48%4.88%292
$510.00Oct 16$12.300.510.5%2.42%2.88%3106
$535.00Oct 16$4.800.275.4%0.95%6.32%--172
$530.00Oct 16$5.400.294.4%1.06%5.46%5168
$545.00Oct 16$2.800.227.3%0.55%7.90%119
$540.00Oct 16$3.300.226.4%0.65%7.01%174
$550.00Oct 16$2.300.158.3%0.45%8.78%82130
$555.00Oct 16$1.750.129.3%0.34%9.66%861

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 327
Total Puts 155
Put/Call Ratio 0.47
Net Difference 172

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,515
Total Puts 4,136
Average Put/Call Ratio 1.02
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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