Tour v529
NOC
NORTHROP GRUMMAN COR
$485.12 -3.86%
◀ 9/30 10:00 ▶

Option Volume

Detail
ℹ
Current (09/30 10:00am) 805
Calls: 415 (52%)
Puts: 390 (48%)
Prior (12/02) 84
Calls: 70 (83%)
Puts: 14 (17%)
Current vs Prior +858.33%
Calls: +492.86% (Calls)
Puts: +2685.71% (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 -12.47%
Calls: -8.79%
Puts: -16.08%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30 10:00am) $1.19M
Calls: $477.9K (40%)
Puts: $715.2K (60%)
Prior (12/02) $64.6K
Calls: $49.5K (77%)
Puts: $15.2K (23%)
Current vs Prior +1746.62%
Calls: +866.33%
Puts: +4619.18%
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 -55.47%
Calls: -13.61%
Puts: -66.36%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:00am) 0.94
Prior (12/02) 0.20
Current vs Prior +369.88%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -11.67%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/30 10:00am) 27,528
Calls: 12,763 (46%)
Puts: 14,765 (54%)
Prior (12/02) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 5.31% | 9.84%
Prior 5.51% | 9.79%
Current vs Prior -3.63% | +0.59%
Prior 7-Day Avg 4.86% | 9.22%
Current vs 7-Day Avg +9.11% | +6.76%
Prior 7-Day Eod 5.51% | 9.79%
Current vs 7-Day Eod -3.63% | +0.59%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 31.25% | 19.00%
Calls: 28.33% | 21.14%
Puts: 34.18% | 16.85%
Prior 29.32% | 15.45%
Calls: 33.65% | 15.22%
Puts: 25.00% | 15.67%
Current vs Prior +6.58% | +22.98%
Prior 7-Day Avg 48.61% | 20.34%
Calls: 55.10% | 19.91%
Puts: 42.12% | 20.76%
Current vs 7-Day Avg -35.71% | -6.57%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 1747% vs prior. Unusually high activity with volume up 858% vs prior - elevated interest. P/C ratio rising 370% - increased hedging/bearish positioning.

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 BULLISH
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
10:00BEARISHNEUTRALMIXED
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 9.4%, best 9.3%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Oct 1647.2051.80$49.509.3%--0.9229
$550.00Oct 1662.0068.20$65.109.5%--0.9414

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 1662.0068.20$65.109.5%--0.9414
$540.00Oct 1652.0057.60$54.8010.2%60.9335
$535.00Oct 1647.2051.80$49.509.3%--0.9229
$525.00Oct 1637.8044.00$40.9015.2%--0.9141
$530.00Oct 1641.9047.00$44.4511.5%--0.91116

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 313, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Oct 160.601.60$1.1090.9%550.0995
$520.00Oct 161.652.30$1.9832.8%230.14370
$500.00Oct 165.107.00$6.0531.4%220.3230
$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 1611.4016.10$13.7534.2%560.55240
$500.00Oct 1617.2023.00$20.1028.9%430.68185
$435.00Oct 160.151.00$0.57149.1%120.0437
$460.00Oct 162.003.60$2.8057.1%110.1836
$470.00Oct 164.007.10$5.5555.9%70.29125

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 1.78, avg 4.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$485.00$490.00Oct 16$1.80$3.20$1.8051%1.78$486.80
$530.00$535.00Oct 16$0.18$4.82$0.189%26.78$530.18
$510.00$515.00Oct 16$0.77$4.23$0.7721%5.49$510.77
$490.00$495.00Oct 16$1.95$3.05$1.9545%1.56$491.95
$515.00$520.00Oct 16$0.70$4.30$0.7017%6.14$515.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$505.00$500.00Oct 16$3.00$2.00$3.0074%0.67$502.00
$480.00$475.00Oct 16$1.40$3.60$1.4042%2.57$478.60
$500.00$495.00Oct 16$2.80$2.20$2.8068%0.79$497.20
$470.00$465.00Oct 16$1.10$3.90$1.1029%3.55$468.90
$475.00$470.00Oct 16$1.60$3.40$1.6035%2.12$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 0.40)

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
$545.00$550.00Oct 16$1.20$1.20$3.8091%0.32$546.20
$495.00$500.00Oct 16$2.20$2.20$2.8061%0.79$497.20
$520.00$525.00Oct 16$0.88$0.88$4.1286%0.21$520.88
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$0.93$0.93$4.0791%0.23$439.07
$465.00$460.00Oct 16$1.65$1.65$3.3576%0.49$463.35
$485.00$480.00Oct 16$2.45$2.45$2.5551%0.96$482.55
$445.00$440.00Oct 16$0.55$0.55$4.4589%0.12$444.45

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 6.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Oct 16$12.00$11.00$23.00$462.00$508.004.74%
$480.00Oct 16$15.25$8.55$23.80$456.20$503.804.91%
$490.00Oct 16$10.20$13.75$23.95$466.05$513.954.94%
$495.00Oct 16$8.25$17.30$25.55$469.45$520.555.27%
$500.00Oct 16$6.05$20.10$26.15$473.85$526.155.39%
$505.00Oct 16$4.60$23.10$27.70$477.30$532.705.71%
$510.00Oct 16$3.45$27.45$30.90$479.10$540.906.37%
$515.00Oct 16$2.68$31.75$34.43$480.57$549.437.10%
$520.00Oct 16$1.98$35.70$37.68$482.32$557.687.77%
$525.00Oct 16$1.10$40.90$42.00$483.00$567.008.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.63% of stock, avg 2.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$465.00Oct 16$3.45$4.45$7.90$457.10$517.90
$505.00$465.00Oct 16$4.60$4.45$9.05$455.95$514.05
$510.00$470.00Oct 16$3.45$5.55$9.00$461.00$519.00
$505.00$470.00Oct 16$4.60$5.55$10.15$459.85$515.15
$500.00$465.00Oct 16$6.05$4.45$10.50$454.50$510.50
$500.00$470.00Oct 16$6.05$5.55$11.60$458.40$511.60
$510.00$475.00Oct 16$3.45$7.15$10.60$464.40$520.60
$505.00$475.00Oct 16$4.60$7.15$11.75$463.25$516.75
$500.00$475.00Oct 16$6.05$7.15$13.20$461.80$513.20
$495.00$465.00Oct 16$8.25$4.45$12.70$452.30$507.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 1.67, avg credit $2.06)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455545/550Oct 16$3.13$1.8774%1.67$451.87$548.13
450/455520/525Oct 16$2.81$2.1970%1.28$452.19$522.81
435/440545/550Oct 16$2.13$2.8782%0.74$437.87$547.13
460/465545/550Oct 16$2.85$2.1567%1.33$462.15$547.85
450/455535/540Oct 16$2.25$2.7576%0.82$452.75$537.25
450/455500/505Oct 16$3.38$1.6252%2.09$451.62$503.38
450/455515/520Oct 16$2.63$2.3766%1.11$452.37$517.63
450/455505/510Oct 16$3.08$1.9257%1.60$451.92$508.08
450/455530/535Oct 16$2.11$2.8975%0.73$452.89$532.11
450/455510/515Oct 16$2.70$2.3062%1.17$452.30$512.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Oct 16$0.07$4.938%70.43
$500.00$505.00$510.00Oct 16$0.30$4.7011%15.67
$505.00$510.00$515.00Oct 16$0.38$4.629%12.16
$495.00$500.00$505.00Oct 16$0.75$4.2512%5.67
$520.00$525.00$530.00Oct 16$1.01$3.995%3.95
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$495.00$500.00$505.00Oct 16$0.20$4.8012%24.00
$480.00$485.00$490.00Oct 16$0.30$4.7014%15.67
$540.00$545.00$550.00Oct 16$0.10$4.901%49.00
$530.00$535.00$540.00Oct 16$0.25$4.753%19.00
$465.00$470.00$475.00Oct 16$0.50$4.5011%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 $-0.22, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$525.001:2Oct 16-$0.22$4.78
$535.00$540.001:2Oct 16-$0.41$4.59
$560.00$565.001:2Oct 16-$0.45$4.55
$530.00$535.001:2Oct 16-$0.87$4.13
$515.00$520.001:2Oct 16-$1.28$3.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$460.001:2Oct 16-$1.15$3.85
$445.00$440.001:2Oct 16-$0.95$4.05
$470.00$465.001:2Oct 16-$3.35$1.65
$460.00$455.001:2Oct 16-$3.06$1.94
$475.00$470.001:2Oct 16-$3.95$1.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.75%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$490.00Oct 16$8.500.451.0%1.75%2.76%726
$495.00Oct 16$6.300.392.0%1.30%3.34%32
$500.00Oct 16$5.100.323.1%1.05%4.12%2230
$505.00Oct 16$3.800.274.1%0.78%4.88%417
$510.00Oct 16$2.600.215.1%0.54%5.66%2106
$515.00Oct 16$1.850.176.2%0.38%6.54%169
$520.00Oct 16$1.650.147.2%0.34%7.53%23370
$530.00Oct 16$0.700.099.2%0.14%9.40%2228
$525.00Oct 16$0.600.098.2%0.12%8.34%5595
$535.00Oct 16$0.100.0710.3%0.02%10.30%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 415
Total Puts 390
Put/Call Ratio 0.94
Net Difference 25

Prior's Put/Call Breakdown

Total Calls 70
Total Puts 14
Put/Call Ratio 0.20
Net Difference 56

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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