Tour v529
NOC
NORTHROP GRUMMAN COR
$484.28 -4.03%
◀ 9/30 09:40 ▶

Option Volume

Detail
ℹ
Current (09/30 9:40am) 552
Calls: 274 (50%)
Puts: 278 (50%)
Prior (07/21) 374
Calls: 194 (52%)
Puts: 180 (48%)
Current vs Prior +47.59%
Calls: +41.24% (Calls)
Puts: +54.44% (Puts)
Prior 7-Day Total 6,438
Calls: 3,185 (49%)
Puts: 3,253 (51%)
Prior 7-Day Average 919
Calls: 455 (49%)
Puts: 464 (51%)
Current vs Prior 7-Day Avg -39.98%
Calls: -39.78%
Puts: -40.18%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 9:40am) $755.3K
Calls: $262.0K (35%)
Puts: $493.3K (65%)
Prior (07/21) $636.8K
Calls: $312.6K (49%)
Puts: $324.3K (51%)
Current vs Prior +18.60%
Calls: -16.18%
Puts: +52.12%
Prior 7-Day Total $18.76M
Calls: $3.87M (21%)
Puts: $14.88M (79%)
Prior 7-Day Average $2.68M
Calls: $553.2K (21%)
Puts: $2.13M (79%)
Current vs Prior 7-Day Avg -71.81%
Calls: -52.64%
Puts: -76.80%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30 9:40am) 1.01
Prior (07/21) 0.93
Current vs Prior +9.35%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -4.64%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 9:40am) 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 197,157
Calls: 91,154 (46%)
Puts: 106,003 (54%)
Prior 7-Day Average 28,165
Calls: 13,022 (46%)
Puts: 15,143 (54%)
Current vs Prior 7-Day Avg -2.26%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 5.58% | 9.89%
Prior 5.51% | 9.79%
Current vs Prior +1.23% | +1.08%
Prior 7-Day Avg 4.86% | 9.22%
Current vs 7-Day Avg +14.61% | +7.28%
Prior 7-Day Eod 5.51% | 9.79%
Current vs 7-Day Eod +1.23% | +1.08%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 37.48% | 19.77%
Calls: 34.62% | 15.50%
Puts: 40.35% | 24.04%
Prior 29.32% | 15.45%
Calls: 33.65% | 15.22%
Puts: 25.00% | 15.67%
Current vs Prior +27.83% | +27.96%
Prior 7-Day Avg 48.61% | 20.34%
Calls: 55.10% | 19.91%
Puts: 42.12% | 20.76%
Current vs 7-Day Avg -22.89% | -2.79%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($493.3K). Slightly bearish P/C ratio of 1.01.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
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
09:40BEARISHNEUTRALBEARISH
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 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 1612.9018.30$15.6034.6%40.581
$485.00Oct 169.7013.80$11.7534.9%40.50--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1661.8068.60$65.2010.4%--0.9414
$540.00Oct 1652.0058.90$55.4512.4%60.9335
$535.00Oct 1647.7053.80$50.7512.0%--0.9229
$545.00Oct 1656.8063.50$60.1511.1%--0.9011
$525.00Oct 1638.4044.30$41.3514.3%--0.9041

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 163, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 161.653.90$2.7880.9%180.16370
$525.00Oct 160.802.05$1.4288.0%60.1095
$480.00Oct 1612.9018.30$15.6034.6%40.581
$485.00Oct 169.7013.80$11.7534.9%40.50--
$490.00Oct 166.7012.00$9.3556.7%40.4426
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1611.8016.10$13.9530.8%560.56240
$500.00Oct 1617.1023.00$20.0529.4%420.66185
$540.00Oct 1652.0058.90$55.4512.4%60.9335
$475.00Oct 165.1011.00$8.0573.3%30.3752
$480.00Oct 167.1010.30$8.7036.8%20.4294

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. 25 found (best R:R 7.33, avg 5.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$495.00Oct 16$0.60$4.40$0.6044%7.33$490.60
$515.00$520.00Oct 16$0.12$4.88$0.1218%40.67$515.12
$495.00$500.00Oct 16$1.30$3.70$1.3039%2.85$496.30
$510.00$515.00Oct 16$0.95$4.05$0.9522%4.26$510.95
$535.00$540.00Oct 16$0.32$4.68$0.327%14.62$535.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$475.00Oct 16$0.65$4.35$0.6542%6.69$479.35
$470.00$465.00Oct 16$0.90$4.10$0.9030%4.56$469.10
$500.00$495.00Oct 16$2.85$2.15$2.8566%0.75$497.15
$445.00$440.00Oct 16$0.20$4.80$0.2010%24.00$444.80
$490.00$485.00Oct 16$2.55$2.45$2.5556%0.96$487.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.81, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$555.00$560.00Oct 16$2.23$2.23$2.7789%0.81$557.23
$570.00$575.00Oct 16$1.45$1.45$3.5593%0.41$571.45
$545.00$550.00Oct 16$1.17$1.17$3.8391%0.31$546.17
$520.00$525.00Oct 16$1.36$1.36$3.6484%0.37$521.36
$505.00$510.00Oct 16$1.80$1.80$3.2072%0.56$506.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$460.00$455.00Oct 16$2.92$2.92$2.0876%1.40$457.08
$475.00$470.00Oct 16$2.35$2.35$2.6563%0.89$472.65
$440.00$435.00Oct 16$0.93$0.93$4.0791%0.23$439.07
$450.00$445.00Oct 16$0.60$0.60$4.4087%0.14$449.40
$455.00$450.00Oct 16$0.63$0.63$4.3784%0.14$454.37

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 4.78% of stock, avg 6.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Oct 16$11.75$11.40$23.15$461.85$508.154.78%
$490.00Oct 16$9.35$13.95$23.30$466.70$513.304.81%
$480.00Oct 16$15.60$8.70$24.30$455.70$504.305.02%
$495.00Oct 16$8.75$17.20$25.95$469.05$520.955.36%
$500.00Oct 16$7.45$20.05$27.50$472.50$527.505.68%
$505.00Oct 16$5.65$23.60$29.25$475.75$534.256.04%
$510.00Oct 16$3.85$27.45$31.30$478.70$541.306.46%
$515.00Oct 16$2.90$31.85$34.75$480.25$549.757.18%
$520.00Oct 16$2.78$36.60$39.38$480.62$559.388.13%
$525.00Oct 16$1.42$41.35$42.77$482.23$567.778.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.79% of stock, avg 3.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$465.00Oct 16$3.85$4.80$8.65$456.35$518.65
$510.00$470.00Oct 16$3.85$5.70$9.55$460.45$519.55
$505.00$465.00Oct 16$5.65$4.80$10.45$454.55$515.45
$505.00$470.00Oct 16$5.65$5.70$11.35$458.65$516.35
$500.00$465.00Oct 16$7.45$4.80$12.25$452.75$512.25
$500.00$470.00Oct 16$7.45$5.70$13.15$456.85$513.15
$510.00$475.00Oct 16$3.85$8.05$11.90$463.10$521.90
$505.00$475.00Oct 16$5.65$8.05$13.70$461.30$518.70
$510.00$480.00Oct 16$3.85$8.70$12.55$467.45$522.55
$495.00$465.00Oct 16$8.75$4.80$13.55$451.45$508.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 5.94, avg credit $2.05)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
455/460520/525Oct 16$4.28$0.7259%5.94$455.72$524.28
455/460505/510Oct 16$4.72$0.2847%16.86$455.28$509.72
455/460530/535Oct 16$3.72$1.2864%2.91$456.28$533.72
455/460500/505Oct 16$4.72$0.2842%16.86$455.28$504.72
455/460535/540Oct 16$3.24$1.7668%1.84$456.76$538.24
455/460510/515Oct 16$3.87$1.1353%3.42$456.13$513.87
435/440520/525Oct 16$2.29$2.7175%0.85$437.71$522.29
455/460515/520Oct 16$3.04$1.9658%1.55$456.96$518.04
435/440505/510Oct 16$2.73$2.2763%1.20$437.27$507.73
435/440530/535Oct 16$1.73$3.2780%0.53$438.27$531.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$530.00$535.00$540.00Oct 16$0.48$4.526%9.42
$505.00$510.00$515.00Oct 16$0.85$4.1511%4.88
$510.00$515.00$520.00Oct 16$0.83$4.176%5.02
$560.00$565.00$570.00Oct 16$1.15$3.855%3.35
$480.00$485.00$490.00Oct 16$1.45$3.5514%2.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$530.00$535.00$540.00Oct 16$0.05$4.955%99.00
$500.00$505.00$510.00Oct 16$0.30$4.7012%15.67
$510.00$515.00$520.00Oct 16$0.35$4.656%13.29
$505.00$510.00$515.00Oct 16$0.55$4.4510%8.09
$440.00$445.00$450.00Oct 16$0.40$4.604%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.01, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$525.001:2Oct 16-$0.06$4.94
$530.00$535.001:2Oct 16-$0.25$4.75
$535.00$540.001:2Oct 16-$0.41$4.59
$560.00$565.001:2Oct 16-$0.45$4.55
$505.00$510.001:2Oct 16-$2.05$2.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$455.001:2Oct 16-$0.01$4.99
$450.00$445.001:2Oct 16-$1.10$3.90
$445.00$440.001:2Oct 16-$1.30$3.70
$455.00$450.001:2Oct 16-$1.67$3.33
$475.00$470.001:2Oct 16-$3.35$1.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 1.42%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$495.00Oct 16$6.900.392.2%1.42%3.64%12
$500.00Oct 16$5.200.343.2%1.07%4.32%--30
$485.00Oct 16$9.700.500.1%2.00%2.15%4--
$490.00Oct 16$6.700.441.2%1.38%2.56%426
$505.00Oct 16$3.200.284.3%0.66%4.94%--17
$510.00Oct 16$2.900.225.3%0.60%5.91%1106
$515.00Oct 16$2.100.186.3%0.43%6.78%169
$520.00Oct 16$1.650.167.4%0.34%7.72%18370
$530.00Oct 16$0.700.119.4%0.14%9.59%2228
$525.00Oct 16$0.800.108.4%0.17%8.57%695

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 274
Total Puts 278
Put/Call Ratio 1.01
Net Difference -4

Prior's Put/Call Breakdown

Total Calls 194
Total Puts 180
Put/Call Ratio 0.93
Net Difference 14

Prior 7-Day Put/Call Summary

Total Calls 3,185
Total Puts 3,253
Average Put/Call Ratio 1.06
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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