Tour v529
NOC
NORTHROP GRUMMAN COR
$484.98 -3.89%
◀ 9/30 09:55 ▶

Option Volume

Detail
ℹ
Current (09/30 9:55am) 775
Calls: 404 (52%)
Puts: 371 (48%)
Prior (07/21) 645
Calls: 346 (54%)
Puts: 299 (46%)
Current vs Prior +20.16%
Calls: +16.76% (Calls)
Puts: +24.08% (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 -15.73%
Calls: -11.21%
Puts: -20.17%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30 9:55am) $1.08M
Calls: $387.1K (36%)
Puts: $693.7K (64%)
Prior (07/21) $1.34M
Calls: $801.8K (60%)
Puts: $542.8K (40%)
Current vs Prior -19.61%
Calls: -51.72%
Puts: +27.81%
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 -59.66%
Calls: -30.02%
Puts: -67.37%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30 9:55am) 0.92
Prior (07/21) 0.86
Current vs Prior +6.27%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -13.69%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/30 9:55am) 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 5.41% | 9.88%
Prior 5.51% | 9.79%
Current vs Prior -1.73% | +0.94%
Prior 7-Day Avg 4.86% | 9.22%
Current vs 7-Day Avg +11.26% | +7.13%
Prior 7-Day Eod 5.51% | 9.79%
Current vs 7-Day Eod -1.73% | +0.94%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 33.99% | 19.77%
Calls: 33.44% | 15.50%
Puts: 34.55% | 24.04%
Prior 29.32% | 15.45%
Calls: 33.65% | 15.22%
Puts: 25.00% | 15.67%
Current vs Prior +15.93% | +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 -30.07% | -2.79%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($693.7K).

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 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
09:55BEARISHNEUTRALMIXED
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 2 of results (avg 8.7%, best 7.9%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1662.0067.10$64.557.9%--0.9414
$540.00Oct 1652.0057.20$54.609.5%60.9435

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 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 1612.7017.80$15.2533.4%140.591
$485.00Oct 1610.3013.70$12.0028.3%140.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1662.0067.10$64.557.9%--0.9414
$540.00Oct 1652.0057.20$54.609.5%60.9435
$535.00Oct 1647.5053.80$50.6512.4%--0.9229
$525.00Oct 1638.3044.30$41.3014.5%--0.9141
$530.00Oct 1642.7049.00$45.8513.7%--0.91116

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 302, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Oct 160.601.60$1.1090.9%550.0995
$520.00Oct 161.652.10$1.8823.9%220.13370
$500.00Oct 165.207.00$6.1029.5%210.3230
$480.00Oct 1612.7017.80$15.2533.4%140.591
$485.00Oct 1610.3013.70$12.0028.3%140.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1611.8016.10$13.9530.8%560.55240
$500.00Oct 1617.3023.00$20.1528.3%430.68185
$435.00Oct 160.150.80$0.48135.4%120.0437
$460.00Oct 162.003.60$2.8057.1%110.1836
$540.00Oct 1652.0057.20$54.609.5%60.9435

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 3.17, avg 4.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$495.00Oct 16$1.40$3.60$1.4045%2.57$491.40
$530.00$535.00Oct 16$0.18$4.82$0.189%26.78$530.18
$510.00$515.00Oct 16$0.75$4.25$0.7522%5.67$510.75
$485.00$490.00Oct 16$2.35$2.65$2.3551%1.13$487.35
$505.00$510.00Oct 16$1.12$3.88$1.1227%3.46$506.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$475.00Oct 16$1.20$3.80$1.2042%3.17$478.80
$500.00$495.00Oct 16$2.65$2.35$2.6568%0.89$497.35
$505.00$500.00Oct 16$3.05$1.95$3.0574%0.64$501.95
$445.00$440.00Oct 16$0.40$4.60$0.4011%11.50$444.60
$475.00$470.00Oct 16$1.60$3.40$1.6035%2.13$473.40

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 0.38)

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
$545.00$550.00Oct 16$1.20$1.20$3.8091%0.32$546.20
$495.00$500.00Oct 16$2.15$2.15$2.8561%0.75$497.15
$520.00$525.00Oct 16$0.78$0.78$4.2287%0.18$520.78
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$1.02$1.02$3.9891%0.26$438.98
$465.00$460.00Oct 16$1.60$1.60$3.4076%0.47$463.40
$470.00$465.00Oct 16$1.35$1.35$3.6571%0.37$468.65
$475.00$470.00Oct 16$1.60$1.60$3.4065%0.47$473.40

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 4.74% of stock, avg 6.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Oct 16$12.00$11.00$23.00$462.00$508.004.74%
$490.00Oct 16$9.65$13.95$23.60$466.40$513.604.87%
$480.00Oct 16$15.25$8.55$23.80$456.20$503.804.91%
$495.00Oct 16$8.25$17.50$25.75$469.25$520.755.31%
$500.00Oct 16$6.10$20.15$26.25$473.75$526.255.41%
$505.00Oct 16$4.65$23.20$27.85$477.15$532.855.74%
$510.00Oct 16$3.53$27.45$30.98$479.02$540.986.39%
$515.00Oct 16$2.78$32.05$34.83$480.17$549.837.18%
$520.00Oct 16$1.88$36.60$38.48$481.52$558.487.93%
$525.00Oct 16$1.10$41.30$42.40$482.60$567.408.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.64% of stock, avg 2.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$465.00Oct 16$3.53$4.40$7.93$457.07$517.93
$505.00$465.00Oct 16$4.65$4.40$9.05$455.95$514.05
$510.00$470.00Oct 16$3.53$5.75$9.28$460.72$519.28
$505.00$470.00Oct 16$4.65$5.75$10.40$459.60$515.40
$500.00$465.00Oct 16$6.10$4.40$10.50$454.50$510.50
$500.00$470.00Oct 16$6.10$5.75$11.85$458.15$511.85
$510.00$475.00Oct 16$3.53$7.35$10.88$464.12$520.88
$505.00$475.00Oct 16$4.65$7.35$12.00$463.00$517.00
$500.00$475.00Oct 16$6.10$7.35$13.45$461.55$513.45
$495.00$465.00Oct 16$8.25$4.40$12.65$452.35$507.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 1.18, avg credit $2.05)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455520/525Oct 16$2.71$2.2971%1.18$452.29$522.71
450/455515/520Oct 16$2.83$2.1766%1.30$452.17$517.83
450/455535/540Oct 16$2.25$2.7576%0.82$452.75$537.25
450/455500/505Oct 16$3.38$1.6251%2.09$451.62$503.38
450/455505/510Oct 16$3.05$1.9557%1.56$451.95$508.05
450/455530/535Oct 16$2.11$2.8975%0.73$452.89$532.11
450/455510/515Oct 16$2.68$2.3262%1.16$452.32$512.68
435/440520/525Oct 16$1.80$3.2078%0.56$438.20$521.80
435/440515/520Oct 16$1.92$3.0874%0.62$438.08$516.92
460/465520/525Oct 16$2.38$2.6263%0.91$462.62$522.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 40.67, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 16$0.12$4.889%40.67
$500.00$505.00$510.00Oct 16$0.33$4.6711%14.15
$505.00$510.00$515.00Oct 16$0.37$4.639%12.51
$495.00$500.00$505.00Oct 16$0.70$4.3012%6.14
$480.00$485.00$490.00Oct 16$0.90$4.1014%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 16$0.15$4.859%32.33
$465.00$470.00$475.00Oct 16$0.25$4.7512%19.00
$495.00$500.00$505.00Oct 16$0.40$4.6012%11.50
$505.00$510.00$515.00Oct 16$0.35$4.659%13.29
$480.00$485.00$490.00Oct 16$0.50$4.5014%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.32, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$525.001:2Oct 16-$0.32$4.68
$535.00$540.001:2Oct 16-$0.41$4.59
$515.00$520.001:2Oct 16-$0.98$4.02
$560.00$565.001:2Oct 16-$0.45$4.55
$530.00$535.001:2Oct 16-$0.87$4.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$460.001:2Oct 16-$1.20$3.80
$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-$3.06$1.94
$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. 11 found (best yield 2.12%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$485.00Oct 16$10.300.510.0%2.12%2.13%14--
$495.00Oct 16$6.300.392.1%1.30%3.37%32
$500.00Oct 16$5.200.323.1%1.07%4.17%2130
$490.00Oct 16$7.400.451.0%1.53%2.56%426
$505.00Oct 16$3.800.274.1%0.78%4.91%417
$510.00Oct 16$2.550.215.2%0.53%5.68%2106
$515.00Oct 16$1.850.186.2%0.38%6.57%169
$520.00Oct 16$1.650.137.2%0.34%7.56%22370
$530.00Oct 16$0.700.099.3%0.14%9.43%2228
$525.00Oct 16$0.600.098.2%0.12%8.38%5595

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 404
Total Puts 371
Put/Call Ratio 0.92
Net Difference 33

Prior's Put/Call Breakdown

Total Calls 346
Total Puts 299
Put/Call Ratio 0.86
Net Difference 47

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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