Tour v529
NOC
NORTHROP GRUMMAN COR
$485.50 -3.79%
◀ 9/30 09:35 ▶

Option Volume

Detail
ℹ
Current (09/30 9:35am) 425
Calls: 229 (54%)
Puts: 196 (46%)
Prior (07/21) 260
Calls: 124 (48%)
Puts: 136 (52%)
Current vs Prior +63.46%
Calls: +84.68% (Calls)
Puts: +44.12% (Puts)
Prior 7-Day Total 6,823
Calls: 3,419 (50%)
Puts: 3,404 (50%)
Prior 7-Day Average 974
Calls: 488 (50%)
Puts: 486 (50%)
Current vs Prior 7-Day Avg -56.40%
Calls: -53.11%
Puts: -59.69%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30 9:35am) $575.8K
Calls: $229.5K (40%)
Puts: $346.3K (60%)
Prior (07/21) $463.6K
Calls: $204.9K (44%)
Puts: $258.7K (56%)
Current vs Prior +24.20%
Calls: +12.02%
Puts: +33.85%
Prior 7-Day Total $19.23M
Calls: $4.26M (22%)
Puts: $14.97M (78%)
Prior 7-Day Average $2.75M
Calls: $608.8K (22%)
Puts: $2.14M (78%)
Current vs Prior 7-Day Avg -79.04%
Calls: -62.31%
Puts: -83.81%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30 9:35am) 0.86
Prior (07/21) 1.10
Current vs Prior -21.96%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -20.57%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/30 9:35am) 27,528
Calls: 12,763 (46%)
Puts: 14,765 (54%)
Prior (07/21) 23,685
Calls: 11,542 (49%)
Puts: 12,143 (51%)
Current vs Prior +16.23%
Prior 7-Day Total 202,076
Calls: 93,982 (47%)
Puts: 108,094 (53%)
Prior 7-Day Average 28,868
Calls: 13,426 (47%)
Puts: 15,442 (53%)
Current vs Prior 7-Day Avg -4.64%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 5.50% | 9.78%
Prior 5.88% | 9.92%
Current vs Prior -6.50% | -1.39%
Prior 7-Day Avg 4.51% | 8.87%
Current vs 7-Day Avg +21.92% | +10.27%
Prior 7-Day Eod 5.88% | 9.92%
Current vs 7-Day Eod -6.50% | -1.39%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 37.77% | 27.31%
Calls: 41.63% | 25.11%
Puts: 33.91% | 29.51%
Prior 35.36% | 20.30%
Calls: 40.00% | 17.79%
Puts: 30.71% | 22.81%
Current vs Prior +6.82% | +34.53%
Prior 7-Day Avg 49.27% | 20.75%
Calls: 56.25% | 19.38%
Puts: 42.29% | 22.11%
Current vs 7-Day Avg -23.34% | +31.64%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 60% put dollar volume ($346.3K). Above-average activity with volume up 63% vs prior. P/C ratio dropping 22% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:05BULLISHBULLISHBULLISH
09:35BEARISHBULLISHBULLISH

📈 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. 15 found (avg delta 0.77, highest 0.93)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 1611.6018.30$14.9544.8%40.571
$485.00Oct 169.7014.80$12.2541.6%30.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Oct 1647.0055.00$51.0015.7%--0.9329
$550.00Oct 1662.0069.90$65.9512.0%--0.9214
$540.00Oct 1652.0060.00$56.0014.3%--0.9135
$545.00Oct 1655.2065.00$60.1016.3%--0.9111
$525.00Oct 1637.8043.90$40.8514.9%--0.9141

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 137, top 55)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 160.903.90$2.40125.0%160.15370
$480.00Oct 1611.6018.30$14.9544.8%40.571
$490.00Oct 166.7011.80$9.2555.1%40.4426
$485.00Oct 169.7014.80$12.2541.6%30.51--
$560.00Oct 160.000.50$0.25200.0%20.0284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1612.0016.90$14.4533.9%550.56240
$500.00Oct 1617.8023.80$20.8028.8%420.66185
$475.00Oct 164.6011.00$7.8082.1%20.3652
$480.00Oct 167.3013.00$10.1556.2%20.4394
$495.00Oct 1615.0020.50$17.7531.0%20.62125

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. 24 found (best R:R 4.26, avg 5.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$500.00Oct 16$1.90$8.10$1.9044%4.26$491.90
$545.00$550.00Oct 16$0.15$4.85$0.159%32.33$545.15
$480.00$485.00Oct 16$2.70$2.30$2.7057%0.85$482.70
$530.00$535.00Oct 16$0.50$4.50$0.5010%9.00$530.50
$500.00$505.00Oct 16$1.70$3.30$1.7034%1.94$501.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$485.00$480.00Oct 16$1.45$3.55$1.4549%2.45$483.55
$470.00$465.00Oct 16$0.80$4.20$0.8029%5.25$469.20
$505.00$500.00Oct 16$3.00$2.00$3.0072%0.67$502.00
$455.00$450.00Oct 16$0.38$4.62$0.3816%12.16$454.62
$445.00$440.00Oct 16$0.20$4.80$0.2010%24.00$444.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.81, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$555.00$560.00Oct 16$2.23$2.23$2.7789%0.81$557.23
$515.00$520.00Oct 16$1.55$1.55$3.4579%0.45$516.55
$520.00$525.00Oct 16$1.15$1.15$3.8585%0.30$521.15
$505.00$510.00Oct 16$1.65$1.65$3.3572%0.49$506.65
$570.00$575.00Oct 16$0.60$0.60$4.4093%0.14$570.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$460.00$455.00Oct 16$2.92$2.92$2.0876%1.40$457.08
$440.00$435.00Oct 16$0.93$0.93$4.0791%0.23$439.07
$475.00$470.00Oct 16$2.20$2.20$2.8064%0.79$472.80
$480.00$475.00Oct 16$2.35$2.35$2.6557%0.89$477.65
$450.00$445.00Oct 16$0.85$0.85$4.1586%0.20$449.15

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. 10 found (cheapest 4.88% of stock, avg 6.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$490.00Oct 16$9.25$14.45$23.70$466.30$513.704.88%
$485.00Oct 16$12.25$11.60$23.85$461.15$508.854.91%
$480.00Oct 16$14.95$10.15$25.10$454.90$505.105.17%
$500.00Oct 16$7.35$20.80$28.15$471.85$528.155.80%
$505.00Oct 16$5.65$23.80$29.45$475.55$534.456.07%
$510.00Oct 16$4.00$28.20$32.20$477.80$542.206.63%
$515.00Oct 16$3.95$32.45$36.40$478.60$551.407.50%
$520.00Oct 16$2.40$37.00$39.40$480.60$559.408.12%
$525.00Oct 16$1.25$40.85$42.10$482.90$567.108.67%
$530.00Oct 16$1.55$46.00$47.55$482.45$577.559.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.81% of stock, avg 2.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$465.00Oct 16$4.00$4.80$8.80$456.20$518.80
$515.00$465.00Oct 16$3.95$4.80$8.75$456.25$523.75
$510.00$470.00Oct 16$4.00$5.60$9.60$460.40$519.60
$515.00$470.00Oct 16$3.95$5.60$9.55$460.45$524.55
$505.00$465.00Oct 16$5.65$4.80$10.45$454.55$515.45
$505.00$470.00Oct 16$5.65$5.60$11.25$458.75$516.25
$500.00$465.00Oct 16$7.35$4.80$12.15$452.85$512.15
$500.00$470.00Oct 16$7.35$5.60$12.95$457.05$512.95
$510.00$475.00Oct 16$4.00$7.80$11.80$463.20$521.80
$515.00$475.00Oct 16$3.95$7.80$11.75$463.25$526.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 8.43, avg credit $2.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
455/460515/520Oct 16$4.47$0.5355%8.43$455.53$519.47
435/440555/560Oct 16$3.16$1.8480%1.72$436.84$558.16
455/460520/525Oct 16$4.07$0.9361%4.38$455.93$524.07
455/460570/575Oct 16$3.52$1.4868%2.38$456.48$573.52
455/460505/510Oct 16$4.57$0.4347%10.63$455.43$509.57
445/450555/560Oct 16$3.08$1.9275%1.60$446.92$558.08
455/460500/505Oct 16$4.62$0.3842%12.16$455.38$504.62
455/460530/535Oct 16$3.42$1.5866%2.16$456.58$533.42
455/460545/550Oct 16$3.07$1.9366%1.59$456.93$548.07
440/445555/560Oct 16$2.43$2.5779%0.95$442.57$557.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 16$0.40$4.6011%11.50
$530.00$535.00$540.00Oct 16$0.98$4.021%4.10
$560.00$565.00$570.00Oct 16$1.15$3.855%3.35
$545.00$550.00$555.00Oct 16$1.08$3.922%3.63
$520.00$525.00$530.00Oct 16$1.45$3.555%2.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$475.00$480.00Oct 16$0.15$4.8513%32.33
$510.00$515.00$520.00Oct 16$0.30$4.708%15.67
$485.00$490.00$495.00Oct 16$0.45$4.5513%10.11
$440.00$445.00$450.00Oct 16$0.65$4.355%6.69
$480.00$485.00$490.00Oct 16$1.40$3.6013%2.57

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 $-0.01, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$525.001:2Oct 16-$0.10$4.90
$515.00$520.001:2Oct 16-$0.85$4.15
$570.00$575.001:2Oct 16-$0.40$4.60
$530.00$535.001:2Oct 16-$0.55$4.45
$560.00$565.001:2Oct 16-$0.45$4.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$455.001:2Oct 16-$0.01$4.99
$450.00$445.001:2Oct 16-$0.85$4.15
$445.00$440.001:2Oct 16-$1.30$3.70
$455.00$450.001:2Oct 16-$2.17$2.83
$475.00$470.001:2Oct 16-$3.40$1.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 1.03%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Oct 16$5.000.343.0%1.03%4.02%--30
$515.00Oct 16$2.800.216.1%0.58%6.65%--69
$510.00Oct 16$3.200.235.0%0.66%5.71%--106
$490.00Oct 16$6.700.440.9%1.38%2.31%426
$505.00Oct 16$3.200.284.0%0.66%4.68%--17
$520.00Oct 16$0.900.157.1%0.19%7.29%16370
$550.00Oct 16$0.100.0813.3%0.02%13.31%--207
$575.00Oct 16$0.250.0518.4%0.05%18.49%--62
$525.00Oct 16$0.700.108.1%0.14%8.28%--95
$530.00Oct 16$0.100.109.2%0.02%9.19%1228

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 229
Total Puts 196
Put/Call Ratio 0.86
Net Difference 33

Prior's Put/Call Breakdown

Total Calls 124
Total Puts 136
Put/Call Ratio 1.10
Net Difference -12

Prior 7-Day Put/Call Summary

Total Calls 3,419
Total Puts 3,404
Average Put/Call Ratio 1.08
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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