Tour v529
NOC
NORTHROP GRUMMAN COR
$485.40 -3.81%
◀ 9/30 09:50 ▶

Option Volume

Detail
ℹ
Current (09/30 9:50am) 696
Calls: 362 (52%)
Puts: 334 (48%)
Prior (07/21) 559
Calls: 314 (56%)
Puts: 245 (44%)
Current vs Prior +24.51%
Calls: +15.29% (Calls)
Puts: +36.33% (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 -24.32%
Calls: -20.44%
Puts: -28.13%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30 9:50am) $962.8K
Calls: $328.5K (34%)
Puts: $634.3K (66%)
Prior (07/21) $1.09M
Calls: $594.3K (54%)
Puts: $500.6K (46%)
Current vs Prior -12.06%
Calls: -44.72%
Puts: +26.70%
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 -64.07%
Calls: -40.61%
Puts: -70.17%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30 9:50am) 0.92
Prior (07/21) 0.78
Current vs Prior +18.25%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -13.28%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/30 9:50am) 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 5.35% | 9.85%
Prior 5.51% | 9.79%
Current vs Prior -2.94% | +0.64%
Prior 7-Day Avg 4.86% | 9.22%
Current vs 7-Day Avg +9.90% | +6.81%
Prior 7-Day Eod 5.51% | 9.79%
Current vs 7-Day Eod -2.94% | +0.64%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 30.41% | 19.19%
Calls: 30.00% | 21.14%
Puts: 30.82% | 17.24%
Prior 29.32% | 15.45%
Calls: 33.65% | 15.22%
Puts: 25.00% | 15.67%
Current vs Prior +3.72% | +24.21%
Prior 7-Day Avg 48.61% | 20.34%
Calls: 55.10% | 19.91%
Puts: 42.12% | 20.76%
Current vs 7-Day Avg -37.44% | -5.64%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($634.3K).

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)
TimeSmart MoneyRetailOverall
09:50BEARISHNEUTRALMIXED
09:45BEARISHNEUTRALMIXED
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 0.78, highest 0.96)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 1612.7017.80$15.2533.4%140.581
$485.00Oct 1610.2013.80$12.0030.0%130.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1662.0069.00$65.5010.7%--0.9614
$540.00Oct 1652.0059.00$55.5012.6%60.9435
$535.00Oct 1647.7053.80$50.7512.0%--0.9329
$525.00Oct 1638.3044.30$41.3014.5%--0.9141
$545.00Oct 1657.0064.20$60.6011.9%--0.9111

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 251, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Oct 160.801.60$1.2066.7%550.0995
$520.00Oct 161.802.20$2.0020.0%180.14370
$480.00Oct 1612.7017.80$15.2533.4%140.581
$485.00Oct 1610.2013.80$12.0030.0%130.51--
$490.00Oct 167.4011.90$9.6546.6%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 1652.0059.00$55.5012.6%60.9435
$470.00Oct 164.207.30$5.7553.9%40.30125
$475.00Oct 165.908.90$7.4040.5%40.3652

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 7.33, avg 3.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$495.00Oct 16$0.60$4.40$0.6044%7.33$490.60
$495.00$500.00Oct 16$1.75$3.25$1.7539%1.86$496.75
$505.00$510.00Oct 16$1.12$3.88$1.1227%3.46$506.12
$485.00$490.00Oct 16$2.35$2.65$2.3551%1.13$487.35
$510.00$515.00Oct 16$0.90$4.10$0.9022%4.56$510.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$495.00Oct 16$2.45$2.55$2.4566%1.04$497.55
$480.00$475.00Oct 16$1.30$3.70$1.3042%2.85$478.70
$490.00$485.00Oct 16$2.55$2.45$2.5556%0.96$487.45
$445.00$440.00Oct 16$0.40$4.60$0.4011%11.50$444.60
$475.00$470.00Oct 16$1.65$3.35$1.6536%2.03$473.35

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 0.40)

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$1.47$1.47$3.5393%0.42$571.47
$500.00$505.00Oct 16$2.50$2.50$2.5066%1.00$502.50
$545.00$550.00Oct 16$1.20$1.20$3.8091%0.32$546.20
$530.00$535.00Oct 16$0.80$0.80$4.2089%0.19$530.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$450.00Oct 16$1.93$1.93$3.0784%0.63$453.07
$440.00$435.00Oct 16$0.82$0.82$4.1891%0.20$439.18
$465.00$460.00Oct 16$1.45$1.45$3.5576%0.41$463.55
$485.00$480.00Oct 16$2.70$2.70$2.3051%1.17$482.30
$470.00$465.00Oct 16$1.35$1.35$3.6570%0.37$468.65

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 4.82% of stock, avg 6.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Oct 16$12.00$11.40$23.40$461.60$508.404.82%
$490.00Oct 16$9.65$13.95$23.60$466.40$513.604.86%
$480.00Oct 16$15.25$8.70$23.95$456.05$503.954.93%
$495.00Oct 16$9.05$17.60$26.65$468.35$521.655.49%
$500.00Oct 16$7.30$20.05$27.35$472.65$527.355.63%
$505.00Oct 16$4.80$24.05$28.85$476.15$533.855.94%
$510.00Oct 16$3.68$27.45$31.13$478.87$541.136.41%
$515.00Oct 16$2.78$32.40$35.18$479.82$550.187.25%
$520.00Oct 16$2.00$36.60$38.60$481.40$558.607.95%
$525.00Oct 16$1.20$41.30$42.50$482.50$567.508.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.66% of stock, avg 2.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$465.00Oct 16$3.68$4.40$8.08$456.92$518.08
$505.00$465.00Oct 16$4.80$4.40$9.20$455.80$514.20
$510.00$470.00Oct 16$3.68$5.75$9.43$460.57$519.43
$505.00$470.00Oct 16$4.80$5.75$10.55$459.45$515.55
$510.00$475.00Oct 16$3.68$7.40$11.08$463.92$521.08
$500.00$465.00Oct 16$7.30$4.40$11.70$453.30$511.70
$505.00$475.00Oct 16$4.80$7.40$12.20$462.80$517.20
$500.00$470.00Oct 16$7.30$5.75$13.05$456.95$513.05
$500.00$475.00Oct 16$7.30$7.40$14.70$460.30$514.70
$510.00$480.00Oct 16$3.68$8.70$12.38$467.62$522.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 7.77, avg credit $2.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455500/505Oct 16$4.43$0.5750%7.77$450.57$504.43
450/455545/550Oct 16$3.13$1.8774%1.67$451.87$548.13
450/455530/535Oct 16$2.73$2.2772%1.20$452.27$532.73
450/455520/525Oct 16$2.73$2.2769%1.20$452.27$522.73
435/440500/505Oct 16$3.32$1.6857%1.98$436.68$503.32
435/440545/550Oct 16$2.02$2.9882%0.68$437.98$547.02
450/455535/540Oct 16$2.25$2.7576%0.82$452.75$537.25
460/465500/505Oct 16$3.95$1.0542%3.76$461.05$503.95
450/455515/520Oct 16$2.71$2.2966%1.18$452.29$517.71
460/465545/550Oct 16$2.65$2.3567%1.13$462.35$547.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 40.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Oct 16$0.12$4.887%40.67
$505.00$510.00$515.00Oct 16$0.22$4.789%21.73
$530.00$535.00$540.00Oct 16$0.48$4.526%9.42
$480.00$485.00$490.00Oct 16$0.90$4.1014%4.56
$500.00$505.00$510.00Oct 16$1.38$3.6212%2.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$530.00$535.00$540.00Oct 16$0.10$4.906%49.00
$465.00$470.00$475.00Oct 16$0.30$4.7012%15.67
$520.00$525.00$530.00Oct 16$0.10$4.903%49.00
$515.00$520.00$525.00Oct 16$0.50$4.508%9.00
$535.00$540.00$545.00Oct 16$0.35$4.652%13.29

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 $-0.25, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$535.001:2Oct 16-$0.25$4.75
$520.00$525.001:2Oct 16-$0.40$4.60
$535.00$540.001:2Oct 16-$0.41$4.59
$560.00$565.001:2Oct 16-$0.45$4.55
$515.00$520.001:2Oct 16-$1.22$3.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$460.001:2Oct 16-$1.50$3.50
$445.00$440.001:2Oct 16-$1.10$3.90
$470.00$465.001:2Oct 16-$3.05$1.95
$460.00$455.001:2Oct 16-$2.91$2.09
$450.00$445.001:2Oct 16-$2.80$2.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.61%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$495.00Oct 16$7.800.392.0%1.61%3.58%12
$500.00Oct 16$4.900.343.0%1.01%4.02%--30
$490.00Oct 16$7.400.440.9%1.52%2.47%426
$505.00Oct 16$4.100.274.0%0.84%4.88%417
$510.00Oct 16$2.550.225.1%0.53%5.59%2106
$515.00Oct 16$1.850.176.1%0.38%6.48%169
$520.00Oct 16$1.800.147.1%0.37%7.50%18370
$530.00Oct 16$0.700.119.2%0.14%9.33%2228
$525.00Oct 16$0.800.098.2%0.16%8.32%5595
$535.00Oct 16$0.100.0710.2%0.02%10.24%1172

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 362
Total Puts 334
Put/Call Ratio 0.92
Net Difference 28

Prior's Put/Call Breakdown

Total Calls 314
Total Puts 245
Put/Call Ratio 0.78
Net Difference 69

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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