Tour v528
NOC
NORTHROP GRUMMAN COR
$507.48 -0.60%
◀ 9/28 15:06

Option Volume

Detail
ℹ
Current (09/28 3:05pm) 435
Calls: 216 (50%)
Puts: 219 (50%)
Prior (09/25) 482
Calls: 327 (68%)
Puts: 155 (32%)
Current vs Prior -9.75%
Calls: -33.94% (Calls)
Puts: +41.29% (Puts)
Prior 7-Day Total 8,491
Calls: 4,290 (51%)
Puts: 4,201 (49%)
Prior 7-Day Average 1,213
Calls: 612 (51%)
Puts: 600 (49%)
Current vs Prior 7-Day Avg -64.14%
Calls: -64.76%
Puts: -63.51%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/28 3:05pm) $503.4K
Calls: $166.5K (33%)
Puts: $336.9K (67%)
Prior (09/25) $750.7K
Calls: $439.3K (59%)
Puts: $311.4K (41%)
Current vs Prior -32.94%
Calls: -62.10%
Puts: +8.19%
Prior 7-Day Total $22.48M
Calls: $5.03M (22%)
Puts: $17.44M (78%)
Prior 7-Day Average $3.21M
Calls: $719.3K (22%)
Puts: $2.49M (78%)
Current vs Prior 7-Day Avg -84.32%
Calls: -76.85%
Puts: -86.48%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/28 3:05pm) 1.01
Prior (09/25) 0.47
Current vs Prior +113.90%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -8.00%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/28 3:05pm) 26,843
Calls: 12,254 (46%)
Puts: 14,589 (54%)
Prior (09/25) 26,609
Calls: 12,090 (45%)
Puts: 14,519 (55%)
Current vs Prior +0.88%
Prior 7-Day Total 210,112
Calls: 98,766 (47%)
Puts: 111,346 (53%)
Prior 7-Day Average 30,016
Calls: 14,109 (47%)
Puts: 15,906 (53%)
Current vs Prior 7-Day Avg -10.57%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 5.88% | 9.92%
Prior 6.35% | 10.36%
Current vs Prior -7.40% | -4.26%
Prior 7-Day Avg 3.78% | 8.21%
Current vs 7-Day Avg +55.44% | +20.92%
Prior 7-Day Eod 6.35% | 10.36%
Current vs 7-Day Eod -7.40% | -4.26%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 35.36% | 20.30%
Calls: 40.00% | 17.79%
Puts: 30.71% | 22.81%
Prior 31.55% | 22.17%
Calls: 27.32% | 18.87%
Puts: 35.79% | 25.47%
Current vs Prior +12.08% | -8.43%
Prior 7-Day Avg 50.09% | 20.68%
Calls: 56.11% | 19.03%
Puts: 44.08% | 22.33%
Current vs 7-Day Avg -29.41% | -1.84%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($336.9K). Slightly bearish P/C ratio of 1.01. P/C ratio rising 114% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
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 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 1 of results (avg 7.2%, best 7.2%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 1633.5036.00$34.757.2%20.8536

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 0.71, highest 0.94)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1623.5028.40$25.9518.9%--0.7426
$500.00Oct 1617.0021.30$19.1522.5%--0.6429
$505.00Oct 1613.2019.80$16.5040.0%10.589
$510.00Oct 1610.0014.20$12.1034.7%10.52104
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1639.9044.80$42.3511.6%10.9416
$545.00Oct 1635.6042.00$38.8016.5%--0.8711
$540.00Oct 1633.5036.00$34.757.2%20.8536
$535.00Oct 1626.0035.20$30.6030.1%--0.7929
$530.00Oct 1622.1028.00$25.0523.6%--0.76116

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 236, top 43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 161.502.40$1.9546.2%430.12166
$540.00Oct 162.704.00$3.3538.8%200.1974
$530.00Oct 164.305.70$5.0028.0%120.28173
$560.00Oct 160.651.60$1.1384.1%120.0881
$575.00Oct 160.300.50$0.4050.0%110.0336
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 166.9010.00$8.4536.7%210.37155
$480.00Oct 163.006.00$4.5066.7%150.2078
$440.00Oct 160.001.05$0.53198.1%140.0313
$435.00Oct 160.100.50$0.30133.3%130.0228
$445.00Oct 160.000.90$0.45200.0%80.039

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 3.76, avg 5.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$515.00Oct 16$1.05$3.95$1.0552%3.76$511.05
$530.00$535.00Oct 16$0.45$4.55$0.4528%10.11$530.45
$540.00$545.00Oct 16$0.32$4.68$0.3219%14.62$540.32
$500.00$505.00Oct 16$2.65$2.35$2.6564%0.89$502.65
$550.00$555.00Oct 16$0.32$4.68$0.3212%14.62$550.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$510.00Oct 16$2.10$2.90$2.1056%1.38$512.90
$530.00$525.00Oct 16$3.25$1.75$3.2576%0.54$526.75
$495.00$490.00Oct 16$1.10$3.90$1.1031%3.55$493.90
$525.00$520.00Oct 16$3.05$1.95$3.0568%0.64$521.95
$505.00$500.00Oct 16$1.85$3.15$1.8543%1.70$503.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.84, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$575.00Oct 16$1.40$1.40$3.6090%0.39$571.40
$525.00$530.00Oct 16$2.00$2.00$3.0066%0.67$527.00
$545.00$550.00Oct 16$1.08$1.08$3.9283%0.28$546.08
$585.00$590.00Oct 16$0.37$0.37$4.6396%0.08$585.37
$535.00$540.00Oct 16$1.20$1.20$3.8076%0.32$536.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$470.00$465.00Oct 16$2.28$2.28$2.7285%0.84$467.72
$490.00$485.00Oct 16$1.90$1.90$3.1074%0.61$488.10
$455.00$450.00Oct 16$0.95$0.95$4.0592%0.23$454.05
$480.00$475.00Oct 16$1.15$1.15$3.8580%0.30$478.85
$450.00$445.00Oct 16$0.30$0.30$4.7095%0.06$449.70

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. 12 found (cheapest 5.01% of stock, avg 6.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$510.00Oct 16$12.10$13.35$25.45$484.55$535.455.01%
$515.00Oct 16$11.05$15.45$26.50$488.50$541.505.22%
$505.00Oct 16$16.50$10.30$26.80$478.20$531.805.28%
$500.00Oct 16$19.15$8.45$27.60$472.40$527.605.44%
$520.00Oct 16$8.85$18.75$27.60$492.40$547.605.44%
$525.00Oct 16$7.00$21.80$28.80$496.20$553.805.68%
$530.00Oct 16$5.00$25.05$30.05$499.95$560.055.92%
$490.00Oct 16$25.95$5.65$31.60$458.40$521.606.23%
$535.00Oct 16$4.55$30.60$35.15$499.85$570.156.93%
$540.00Oct 16$3.35$34.75$38.10$501.90$578.107.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.01% of stock, avg 3.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$490.00Oct 16$4.55$5.65$10.20$479.80$545.20
$530.00$490.00Oct 16$5.00$5.65$10.65$479.35$540.65
$535.00$495.00Oct 16$4.55$6.75$11.30$483.70$546.30
$530.00$495.00Oct 16$5.00$6.75$11.75$483.25$541.75
$525.00$490.00Oct 16$7.00$5.65$12.65$477.35$537.65
$525.00$495.00Oct 16$7.00$6.75$13.75$481.25$538.75
$530.00$500.00Oct 16$5.00$8.45$13.45$486.55$543.45
$535.00$500.00Oct 16$4.55$8.45$13.00$487.00$548.00
$525.00$500.00Oct 16$7.00$8.45$15.45$484.55$540.45
$520.00$490.00Oct 16$8.85$5.65$14.50$475.50$534.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 5.94, avg credit $1.97)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
465/470525/530Oct 16$4.28$0.7251%5.94$465.72$529.28
465/470545/550Oct 16$3.36$1.6468%2.05$466.64$548.36
465/470535/540Oct 16$3.48$1.5261%2.29$466.52$538.48
465/470555/560Oct 16$2.78$2.2275%1.25$467.22$557.78
465/470550/555Oct 16$2.60$2.4073%1.08$467.40$552.60
465/470540/545Oct 16$2.60$2.4066%1.08$467.40$542.60
485/490525/530Oct 16$3.90$1.1040%3.55$486.10$528.90
450/455525/530Oct 16$2.95$2.0558%1.44$452.05$527.95
485/490545/550Oct 16$2.98$2.0256%1.48$487.02$547.98
450/455545/550Oct 16$2.03$2.9774%0.68$452.97$547.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 24.00, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 16$0.35$4.6512%13.29
$575.00$580.00$585.00Oct 16$0.19$4.811%25.32
$585.00$590.00$595.00Oct 16$0.37$4.632%12.51
$595.00$600.00$605.00Oct 16$0.41$4.591%11.20
$545.00$550.00$555.00Oct 16$0.76$4.247%5.58
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Oct 16$0.20$4.8014%24.00
$495.00$500.00$505.00Oct 16$0.15$4.8512%32.33
$490.00$495.00$500.00Oct 16$0.60$4.4010%7.33
$440.00$445.00$450.00Oct 16$0.38$4.621%12.16
$445.00$450.00$455.00Oct 16$0.65$4.355%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.07, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$595.00$600.001:2Oct 16-$0.12$4.88
$590.00$595.001:2Oct 16-$0.28$4.72
$545.00$550.001:2Oct 16-$0.87$4.13
$555.00$560.001:2Oct 16-$0.63$4.37
$575.00$580.001:2Oct 16-$0.46$4.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$435.001:2Oct 16-$0.07$4.93
$450.00$445.001:2Oct 16-$0.15$4.85
$445.00$440.001:2Oct 16-$0.61$4.39
$490.00$485.001:2Oct 16-$1.85$3.15
$460.00$455.001:2Oct 16-$1.65$3.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.91%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$515.00Oct 16$9.700.461.5%1.91%3.39%167
$520.00Oct 16$8.000.402.5%1.58%4.04%7365
$525.00Oct 16$6.000.343.5%1.18%4.63%492
$510.00Oct 16$10.000.520.5%1.97%2.47%1104
$530.00Oct 16$4.300.284.4%0.85%5.28%12173
$535.00Oct 16$3.300.245.4%0.65%6.07%3173
$540.00Oct 16$2.700.196.4%0.53%6.94%2074
$545.00Oct 16$1.350.177.4%0.27%7.66%--19
$565.00Oct 16$0.600.1111.3%0.12%11.45%--73
$570.00Oct 16$0.400.1012.3%0.08%12.40%--151

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 216
Total Puts 219
Put/Call Ratio 1.01
Net Difference -3

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,290
Total Puts 4,201
Average Put/Call Ratio 1.10
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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