NOC - Options Database

NOC

NORTHROP GRUMMAN COR

$483.52 -4.18%

(9/30 09:40) ◀

Wednesday, September 30, 2026 (9:45am)

▶ (9/30 09:50)

◀ 9/30 09:45 ▶

Option Volume

Detail

ℹ

Current (09/30 9:45am) 666

Calls: 347 (52%)

Puts: 319 (48%)

Prior (07/21) 447

Calls: 246 (55%)

Puts: 201 (45%)

Current vs Prior +48.99%

Calls: +41.06% (Calls)

Puts: +58.71% (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 -27.59%

Calls: -23.74%

Puts: -31.36%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/30 9:45am) $926.9K

Calls: $311.0K (34%)

Puts: $615.9K (66%)

Prior (07/21) $751.1K

Calls: $405.6K (54%)

Puts: $345.5K (46%)

Current vs Prior +23.40%

Calls: -23.33%

Puts: +78.26%

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 -65.41%

Calls: -43.79%

Puts: -71.03%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/30 9:45am) 0.92

Prior (07/21) 0.82

Current vs Prior +12.51%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -13.60%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/30 9:45am) 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

MO Expiry (10/16) | Next (11/20)

Current 5.51% | 9.91%

Prior 5.51% | 9.79%

Current vs Prior +0.07% | +1.24%

Prior 7-Day Avg 4.86% | 9.22%

Current vs 7-Day Avg +13.30% | +7.45%

Prior 7-Day Eod 5.51% | 9.79%

Current vs 7-Day Eod +0.07% | +1.24%

Sentiment BEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 36.89% | 19.77%

Calls: 33.44% | 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 +25.82% | +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 -24.11% | -2.79%

Liquidity Expensive

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Moderately bearish flow with 66% put dollar volume ($615.9K).

Smart Money BEARISH

Retail Flow NEUTRAL

Overall MIXED

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 NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
09:45	BEARISH	NEUTRAL	MIXED
09:40	BEARISH	NEUTRAL	BEARISH
09:35	BEARISH	BULLISH	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

🎯

Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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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 0.79, highest 0.98)

CALLS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$480.00	Oct 16	12.70	17.80	$15.25	33.4%	14	0.58	1
$485.00	Oct 16	10.10	13.80	$11.95	31.0%	9	0.51	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$550.00	Oct 16	62.00	69.40	$65.70	11.3%	--	0.98	14
$540.00	Oct 16	52.00	59.00	$55.50	12.6%	6	0.97	35
$535.00	Oct 16	47.70	53.80	$50.75	12.0%	--	0.94	29
$525.00	Oct 16	38.40	44.30	$41.35	14.3%	--	0.93	41
$545.00	Oct 16	57.00	64.70	$60.85	12.7%	--	0.92	11

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 237, top 56)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$525.00	Oct 16	0.80	1.60	$1.20	66.7%	55	0.09	95
$520.00	Oct 16	1.80	3.90	$2.85	73.7%	18	0.17	370
$480.00	Oct 16	12.70	17.80	$15.25	33.4%	14	0.58	1
$485.00	Oct 16	10.10	13.80	$11.95	31.0%	9	0.51	--
$490.00	Oct 16	6.80	12.00	$9.40	55.3%	4	0.44	26

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$490.00	Oct 16	11.80	16.10	$13.95	30.8%	56	0.56	240
$500.00	Oct 16	17.10	23.00	$20.05	29.4%	42	0.67	185
$540.00	Oct 16	52.00	59.00	$55.50	12.6%	6	0.97	35
$510.00	Oct 16	24.20	30.70	$27.45	23.7%	4	0.79	193
$470.00	Oct 16	3.50	7.50	$5.50	72.7%	3	0.29	125

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 6.14, avg 4.32)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$490.00	$495.00	Oct 16	$1.00	$4.00	$1.00	44%	4.00	$491.00
$495.00	$500.00	Oct 16	$1.10	$3.90	$1.10	39%	3.55	$496.10
$510.00	$515.00	Oct 16	$0.90	$4.10	$0.90	22%	4.56	$510.90
$535.00	$540.00	Oct 16	$0.32	$4.68	$0.32	8%	14.62	$535.32
$500.00	$505.00	Oct 16	$1.65	$3.35	$1.65	34%	2.03	$501.65

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$480.00	$475.00	Oct 16	$0.70	$4.30	$0.70	42%	6.14	$479.30
$500.00	$495.00	Oct 16	$2.45	$2.55	$2.45	67%	1.04	$497.55
$445.00	$440.00	Oct 16	$0.20	$4.80	$0.20	10%	24.00	$444.80
$470.00	$465.00	Oct 16	$1.10	$3.90	$1.10	29%	3.55	$468.90
$490.00	$485.00	Oct 16	$2.55	$2.45	$2.55	56%	0.96	$487.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.81, avg 0.43)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$555.00	$560.00	Oct 16	$2.23	$2.23	$2.77	89%	0.81	$557.23
$570.00	$575.00	Oct 16	$1.47	$1.47	$3.53	93%	0.42	$571.47
$520.00	$525.00	Oct 16	$1.65	$1.65	$3.35	84%	0.49	$521.65
$545.00	$550.00	Oct 16	$1.17	$1.17	$3.83	91%	0.31	$546.17
$505.00	$510.00	Oct 16	$1.97	$1.97	$3.03	72%	0.65	$506.97

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$460.00	$455.00	Oct 16	$2.92	$2.92	$2.08	76%	1.40	$457.08
$475.00	$470.00	Oct 16	$2.55	$2.55	$2.45	63%	1.04	$472.45
$440.00	$435.00	Oct 16	$0.82	$0.82	$4.18	91%	0.20	$439.18
$450.00	$445.00	Oct 16	$0.60	$0.60	$4.40	87%	0.14	$449.40
$455.00	$450.00	Oct 16	$0.63	$0.63	$4.37	84%	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 4.83% of stock, avg 6.59%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$485.00	Oct 16	$11.95	$11.40	$23.35	$461.65	$508.35	4.83%
$490.00	Oct 16	$9.40	$13.95	$23.35	$466.65	$513.35	4.83%
$480.00	Oct 16	$15.25	$8.75	$24.00	$456.00	$504.00	4.96%
$495.00	Oct 16	$8.40	$17.60	$26.00	$469.00	$521.00	5.38%
$500.00	Oct 16	$7.30	$20.05	$27.35	$472.65	$527.35	5.66%
$505.00	Oct 16	$5.65	$24.05	$29.70	$475.30	$534.70	6.14%
$510.00	Oct 16	$3.68	$27.45	$31.13	$478.87	$541.13	6.44%
$515.00	Oct 16	$2.78	$33.00	$35.78	$479.22	$550.78	7.40%
$520.00	Oct 16	$2.85	$36.60	$39.45	$480.55	$559.45	8.16%
$525.00	Oct 16	$1.20	$41.35	$42.55	$482.45	$567.55	8.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.97% of stock, avg 3.06%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$510.00	$460.00	Oct 16	$3.68	$5.85	$9.53	$450.47	$519.53
$510.00	$470.00	Oct 16	$3.68	$5.50	$9.18	$460.82	$519.18
$505.00	$470.00	Oct 16	$5.65	$5.50	$11.15	$458.85	$516.15
$505.00	$460.00	Oct 16	$5.65	$5.85	$11.50	$448.50	$516.50
$500.00	$470.00	Oct 16	$7.30	$5.50	$12.80	$457.20	$512.80
$510.00	$475.00	Oct 16	$3.68	$8.05	$11.73	$463.27	$521.73
$500.00	$460.00	Oct 16	$7.30	$5.85	$13.15	$446.85	$513.15
$505.00	$475.00	Oct 16	$5.65	$8.05	$13.70	$461.30	$518.70
$495.00	$470.00	Oct 16	$8.40	$5.50	$13.90	$456.10	$508.90
$510.00	$480.00	Oct 16	$3.68	$8.75	$12.43	$467.57	$522.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 10.63, avg credit $2.25)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
455/460	520/525	Oct 16	$4.57	$0.43	59%	10.63	$455.43	$524.57
455/460	545/550	Oct 16	$4.09	$0.91	66%	4.49	$455.91	$549.09
455/460	505/510	Oct 16	$4.89	$0.11	47%	44.45	$455.11	$509.89
455/460	530/535	Oct 16	$3.72	$1.28	64%	2.91	$456.28	$533.72
455/460	500/505	Oct 16	$4.57	$0.43	42%	10.63	$455.43	$504.57
455/460	535/540	Oct 16	$3.24	$1.76	68%	1.84	$456.76	$538.24
455/460	510/515	Oct 16	$3.82	$1.18	54%	3.24	$456.18	$513.82
435/440	520/525	Oct 16	$2.47	$2.53	75%	0.98	$437.53	$522.47
435/440	545/550	Oct 16	$1.99	$3.01	82%	0.66	$438.01	$546.99
435/440	505/510	Oct 16	$2.79	$2.21	63%	1.26	$437.21	$507.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 49.00, cheapest $0.10)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$530.00	$535.00	$540.00	Oct 16	$0.48	$4.52	6%	9.42
$480.00	$485.00	$490.00	Oct 16	$0.75	$4.25	14%	5.67
$505.00	$510.00	$515.00	Oct 16	$1.07	$3.93	11%	3.67
$510.00	$515.00	$520.00	Oct 16	$0.97	$4.03	5%	4.15
$560.00	$565.00	$570.00	Oct 16	$1.15	$3.85	5%	3.35

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$530.00	$535.00	$540.00	Oct 16	$0.10	$4.90	6%	49.00
$440.00	$445.00	$450.00	Oct 16	$0.40	$4.60	4%	11.50
$535.00	$540.00	$545.00	Oct 16	$0.60	$4.40	2%	7.33
$485.00	$490.00	$495.00	Oct 16	$1.10	$3.90	12%	3.55
$515.00	$520.00	$525.00	Oct 16	$1.15	$3.85	9%	3.35

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, 18 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$530.00	$535.00	1:2	Oct 16	-$0.25	$4.75
$535.00	$540.00	1:2	Oct 16	-$0.41	$4.59
$560.00	$565.00	1:2	Oct 16	-$0.45	$4.55
$505.00	$510.00	1:2	Oct 16	-$1.71	$3.29
$510.00	$515.00	1:2	Oct 16	-$1.88	$3.12

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$460.00	$455.00	1:2	Oct 16	-$0.01	$4.99
$450.00	$445.00	1:2	Oct 16	-$1.10	$3.90
$445.00	$440.00	1:2	Oct 16	-$1.30	$3.70
$455.00	$450.00	1:2	Oct 16	-$1.67	$3.33
$475.00	$470.00	1:2	Oct 16	-$2.95	$2.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.09%, avg 0.73%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$485.00	Oct 16	$10.10	0.51	0.3%	2.09%	2.39%	9	--
$495.00	Oct 16	$6.20	0.39	2.4%	1.28%	3.66%	1	2
$500.00	Oct 16	$4.90	0.34	3.4%	1.01%	4.42%	--	30
$490.00	Oct 16	$6.80	0.44	1.3%	1.41%	2.75%	4	26
$505.00	Oct 16	$3.20	0.28	4.4%	0.66%	5.10%	--	17
$510.00	Oct 16	$2.55	0.22	5.5%	0.53%	6.00%	2	106
$520.00	Oct 16	$1.80	0.17	7.5%	0.37%	7.92%	18	370
$515.00	Oct 16	$1.85	0.17	6.5%	0.38%	6.89%	1	69
$530.00	Oct 16	$0.70	0.11	9.6%	0.14%	9.76%	2	228
$525.00	Oct 16	$0.80	0.09	8.6%	0.17%	8.74%	55	95

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 347

Total Puts 319

Put/Call Ratio 0.92

Net Difference 28

Prior's Put/Call Breakdown

Total Calls 246

Total Puts 201

Put/Call Ratio 0.82

Net Difference 45

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

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📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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