Tour v528
NOC
NORTHROP GRUMMAN COR
$503.83 -0.39%
◀ 9/29 15:06 ▶

Option Volume

Detail
ℹ
Current (09/29 3:05pm) 737
Calls: 556 (75%)
Puts: 181 (25%)
Prior (09/28) 435
Calls: 216 (50%)
Puts: 219 (50%)
Current vs Prior +69.43%
Calls: +157.41% (Calls)
Puts: -17.35% (Puts)
Prior 7-Day Total 7,625
Calls: 3,868 (51%)
Puts: 3,757 (49%)
Prior 7-Day Average 1,089
Calls: 552 (51%)
Puts: 536 (49%)
Current vs Prior 7-Day Avg -32.34%
Calls: +0.62%
Puts: -66.28%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29 3:05pm) $675.5K
Calls: $404.2K (60%)
Puts: $271.3K (40%)
Prior (09/28) $503.4K
Calls: $166.5K (33%)
Puts: $336.9K (67%)
Current vs Prior +34.19%
Calls: +142.78%
Puts: -19.46%
Prior 7-Day Total $20.62M
Calls: $4.98M (24%)
Puts: $15.64M (76%)
Prior 7-Day Average $2.95M
Calls: $711.9K (24%)
Puts: $2.23M (76%)
Current vs Prior 7-Day Avg -77.07%
Calls: -43.23%
Puts: -87.85%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29 3:05pm) 0.33
Prior (09/28) 1.01
Current vs Prior -67.89%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -69.16%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29 3:05pm) 27,005
Calls: 12,351 (46%)
Puts: 14,654 (54%)
Prior (09/28) 26,843
Calls: 12,254 (46%)
Puts: 14,589 (54%)
Current vs Prior +0.60%
Prior 7-Day Total 206,577
Calls: 96,620 (47%)
Puts: 109,957 (53%)
Prior 7-Day Average 29,511
Calls: 13,802 (47%)
Puts: 15,708 (53%)
Current vs Prior 7-Day Avg -8.49%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 5.51% | 9.79%
Prior 6.24% | 10.35%
Current vs Prior -11.79% | -5.46%
Prior 7-Day Avg 4.09% | 8.55%
Current vs 7-Day Avg +34.54% | +14.47%
Prior 7-Day Eod 6.24% | 10.35%
Current vs 7-Day Eod -11.79% | -5.46%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.32% | 15.45%
Calls: 33.65% | 15.22%
Puts: 25.00% | 15.67%
Prior 30.05% | 21.84%
Calls: 31.75% | 22.22%
Puts: 28.36% | 21.46%
Current vs Prior -2.43% | -29.26%
Prior 7-Day Avg 49.95% | 20.46%
Calls: 55.63% | 19.28%
Puts: 44.28% | 21.65%
Current vs 7-Day Avg -41.30% | -24.50%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 69% vs prior. Extreme bullish P/C ratio of 0.33 - heavy call buying (556 calls vs 181 puts). P/C ratio dropping 68% - 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. 12 found (avg delta 0.72, highest 0.95)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1619.7024.80$22.2522.9%--0.7026
$500.00Oct 1613.1018.40$15.7533.7%--0.5830
$505.00Oct 1611.3015.50$13.4031.3%70.5210
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1643.1048.70$45.9012.2%10.9515
$545.00Oct 1638.0044.40$41.2015.5%--0.9111
$540.00Oct 1633.0039.90$36.4518.9%--0.8635
$535.00Oct 1629.3034.90$32.1017.4%--0.8329
$530.00Oct 1626.0031.60$28.8019.4%--0.78116

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 255, top 46)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Oct 160.401.00$0.7085.7%460.0573
$575.00Oct 160.250.50$0.3865.8%210.0346
$530.00Oct 163.904.60$4.2516.5%180.24184
$535.00Oct 162.604.00$3.3042.4%140.19172
$520.00Oct 166.307.80$7.0521.3%130.34367
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 160.401.50$0.95115.8%250.0713
$500.00Oct 168.8012.00$10.4030.8%130.42172
$475.00Oct 162.253.80$3.0351.2%110.1741
$485.00Oct 164.405.60$5.0024.0%80.2557
$495.00Oct 166.109.40$7.7542.6%60.36119

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 0.52, avg 7.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$505.00Oct 16$2.35$2.65$2.3558%1.13$502.35
$505.00$510.00Oct 16$2.10$2.90$2.1052%1.38$507.10
$550.00$555.00Oct 16$0.17$4.83$0.178%28.41$550.17
$535.00$540.00Oct 16$0.67$4.33$0.6719%6.46$535.67
$490.00$500.00Oct 16$6.50$3.50$6.5070%0.54$496.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$530.00Oct 16$3.30$1.70$3.3083%0.52$531.70
$505.00$500.00Oct 16$1.60$3.40$1.6049%2.13$503.40
$520.00$515.00Oct 16$2.65$2.35$2.6567%0.89$517.35
$495.00$490.00Oct 16$1.50$3.50$1.5036%2.33$493.50
$490.00$485.00Oct 16$1.25$3.75$1.2530%3.00$488.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 0.54, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Oct 16$1.75$1.75$3.2591%0.54$596.75
$545.00$550.00Oct 16$0.78$0.78$4.2288%0.18$545.78
$515.00$520.00Oct 16$2.10$2.10$2.9060%0.72$517.10
$520.00$525.00Oct 16$1.65$1.65$3.3566%0.49$521.65
$540.00$545.00Oct 16$0.75$0.75$4.2584%0.18$540.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$435.00Oct 16$1.20$1.20$3.8093%0.32$438.80
$500.00$495.00Oct 16$2.65$2.65$2.3558%1.13$497.35
$445.00$440.00Oct 16$0.95$0.95$4.0590%0.23$444.05
$475.00$470.00Oct 16$0.90$0.90$4.1083%0.22$474.10
$465.00$460.00Oct 16$0.53$0.53$4.4791%0.12$464.47

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 5.04% of stock, avg 6.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$505.00Oct 16$13.40$12.00$25.40$479.60$530.405.04%
$510.00Oct 16$11.30$14.60$25.90$484.10$535.905.14%
$500.00Oct 16$15.75$10.40$26.15$473.85$526.155.19%
$515.00Oct 16$9.15$18.05$27.20$487.80$542.205.40%
$520.00Oct 16$7.05$20.70$27.75$492.25$547.755.51%
$490.00Oct 16$22.25$6.25$28.50$461.50$518.505.66%
$525.00Oct 16$5.40$24.60$30.00$495.00$555.005.95%
$530.00Oct 16$4.25$28.80$33.05$496.95$563.056.56%
$535.00Oct 16$3.30$32.10$35.40$499.60$570.407.03%
$540.00Oct 16$2.63$36.45$39.08$500.92$579.087.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.84% of stock, avg 3.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$485.00Oct 16$4.25$5.00$9.25$475.75$539.25
$525.00$485.00Oct 16$5.40$5.00$10.40$474.60$535.40
$530.00$490.00Oct 16$4.25$6.25$10.50$479.50$540.50
$525.00$490.00Oct 16$5.40$6.25$11.65$478.35$536.65
$520.00$485.00Oct 16$7.05$5.00$12.05$472.95$532.05
$530.00$495.00Oct 16$4.25$7.75$12.00$483.00$542.00
$520.00$490.00Oct 16$7.05$6.25$13.30$476.70$533.30
$525.00$495.00Oct 16$5.40$7.75$13.15$481.85$538.15
$520.00$495.00Oct 16$7.05$7.75$14.80$480.20$534.80
$515.00$485.00Oct 16$9.15$5.00$14.15$470.85$529.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 0.66, avg credit $1.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
435/440545/550Oct 16$1.98$3.0281%0.66$438.02$546.98
435/440540/545Oct 16$1.95$3.0577%0.64$438.05$541.95
435/440520/525Oct 16$2.85$2.1559%1.33$437.15$522.85
435/440530/535Oct 16$2.15$2.8570%0.75$437.85$532.15
440/445545/550Oct 16$1.73$3.2778%0.53$443.27$546.73
435/440550/555Oct 16$1.37$3.6385%0.38$438.63$551.37
435/440525/530Oct 16$2.35$2.6565%0.89$437.65$527.35
435/440535/540Oct 16$1.87$3.1374%0.60$438.13$536.87
440/445540/545Oct 16$1.70$3.3074%0.52$443.30$541.70
440/445520/525Oct 16$2.60$2.4056%1.08$442.40$522.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Oct 16$0.05$4.9512%99.00
$500.00$505.00$510.00Oct 16$0.25$4.7512%19.00
$525.00$530.00$535.00Oct 16$0.20$4.809%24.00
$560.00$565.00$570.00Oct 16$0.05$4.952%99.00
$550.00$555.00$560.00Oct 16$0.12$4.882%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$485.00$490.00Oct 16$0.10$4.9010%49.00
$460.00$465.00$470.00Oct 16$0.12$4.886%40.67
$485.00$490.00$495.00Oct 16$0.25$4.7511%19.00
$520.00$525.00$530.00Oct 16$0.30$4.7011%15.67
$465.00$470.00$475.00Oct 16$0.25$4.757%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.32, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$545.00$550.001:2Oct 16-$0.32$4.68
$570.00$575.001:2Oct 16-$0.19$4.81
$565.00$570.001:2Oct 16-$0.44$4.56
$560.00$565.001:2Oct 16-$0.52$4.48
$550.00$555.001:2Oct 16-$0.76$4.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$460.001:2Oct 16-$0.42$4.58
$445.00$440.001:2Oct 16-$0.55$4.45
$460.00$455.001:2Oct 16-$0.55$4.45
$470.00$465.001:2Oct 16-$0.83$4.17
$475.00$470.001:2Oct 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 1.95%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Oct 16$9.800.461.2%1.95%3.17%1105
$515.00Oct 16$7.900.402.2%1.57%3.79%169
$505.00Oct 16$11.300.520.2%2.24%2.48%710
$520.00Oct 16$6.300.343.2%1.25%4.46%13367
$525.00Oct 16$4.400.284.2%0.87%5.08%1295
$530.00Oct 16$3.900.245.2%0.77%5.97%18184
$535.00Oct 16$2.600.196.2%0.52%6.70%14172
$540.00Oct 16$2.150.167.2%0.43%7.61%689
$545.00Oct 16$1.450.128.2%0.29%8.46%519
$550.00Oct 16$0.600.089.2%0.12%9.28%3203

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 556
Total Puts 181
Put/Call Ratio 0.33
Net Difference 375

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,868
Total Puts 3,757
Average Put/Call Ratio 1.06
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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