Tour v529
NOC
NORTHROP GRUMMAN COR
$484.59 -3.97%
◀ 9/30 10:05 ▶

Option Volume

Detail
ℹ
Current (09/30 10:05am) 842
Calls: 442 (52%)
Puts: 400 (48%)
Prior (07/21) 1,704
Calls: 368 (22%)
Puts: 1,336 (78%)
Current vs Prior -50.59%
Calls: +20.11% (Calls)
Puts: -70.06% (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 -8.45%
Calls: -2.86%
Puts: -13.93%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30 10:05am) $1.24M
Calls: $508.0K (41%)
Puts: $730.3K (59%)
Prior (07/21) $1.80M
Calls: $793.3K (44%)
Puts: $1.01M (56%)
Current vs Prior -31.25%
Calls: -35.96%
Puts: -27.54%
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 -53.79%
Calls: -8.17%
Puts: -65.65%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:05am) 0.91
Prior (07/21) 3.63
Current vs Prior -75.07%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -14.94%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/30 10:05am) 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 -1.84% | +1.02%
Prior 7-Day Avg 4.86% | 9.22%
Current vs 7-Day Avg +11.14% | +7.21%
Prior 7-Day Eod 5.51% | 9.79%
Current vs 7-Day Eod -1.84% | +1.02%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 34.38% | 19.29%
Calls: 34.21% | 15.50%
Puts: 34.55% | 23.08%
Prior 29.32% | 15.45%
Calls: 33.65% | 15.22%
Puts: 25.00% | 15.67%
Current vs Prior +17.26% | +24.85%
Prior 7-Day Avg 48.61% | 20.34%
Calls: 55.10% | 19.91%
Puts: 42.12% | 20.76%
Current vs 7-Day Avg -29.27% | -5.15%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Below-average activity with volume down 51% vs prior. P/C ratio dropping 75% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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
10:05BEARISHNEUTRALMIXED
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 -- 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 0.95)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 1612.6017.80$15.2034.2%140.591
$485.00Oct 1610.3013.70$12.0028.3%140.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1661.8068.60$65.2010.4%--0.9514
$535.00Oct 1647.2054.00$50.6013.4%--0.9529
$540.00Oct 1652.0058.50$55.2511.8%60.9535
$530.00Oct 1643.9049.20$46.5511.4%--0.92116
$525.00Oct 1637.8044.00$40.9015.2%--0.9241

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 320, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Oct 160.601.60$1.1090.9%550.0995
$520.00Oct 161.652.30$1.9832.8%240.14370
$500.00Oct 164.807.00$5.9037.3%220.3230
$480.00Oct 1612.6017.80$15.2034.2%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. 23 found (best R:R 2.45, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$495.00Oct 16$1.45$3.55$1.4545%2.45$491.45
$505.00$510.00Oct 16$0.85$4.15$0.8526%4.88$505.85
$485.00$490.00Oct 16$2.35$2.65$2.3551%1.13$487.35
$515.00$520.00Oct 16$0.67$4.33$0.6717%6.46$515.67
$510.00$515.00Oct 16$0.95$4.05$0.9522%4.26$510.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$495.00Oct 16$2.80$2.20$2.8068%0.79$497.20
$480.00$475.00Oct 16$1.45$3.55$1.4542%2.45$478.55
$470.00$465.00Oct 16$1.10$3.90$1.1029%3.55$468.90
$475.00$470.00Oct 16$1.55$3.45$1.5535%2.23$473.45
$450.00$445.00Oct 16$0.43$4.57$0.4310%10.63$449.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 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$1.47$1.47$3.5393%0.42$571.47
$545.00$550.00Oct 16$1.16$1.16$3.8491%0.30$546.16
$495.00$500.00Oct 16$2.30$2.30$2.7061%0.85$497.30
$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$1.57$1.57$3.4383%0.46$453.43
$440.00$435.00Oct 16$0.96$0.96$4.0491%0.24$439.04
$465.00$460.00Oct 16$1.65$1.65$3.3576%0.49$463.35
$450.00$445.00Oct 16$0.43$0.43$4.5790%0.09$449.57
$475.00$470.00Oct 16$1.55$1.55$3.4565%0.45$473.45

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 4.75% of stock, avg 6.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Oct 16$12.00$11.00$23.00$462.00$508.004.75%
$490.00Oct 16$9.65$13.75$23.40$466.60$513.404.83%
$480.00Oct 16$15.20$8.55$23.75$456.25$503.754.90%
$495.00Oct 16$8.20$17.30$25.50$469.50$520.505.26%
$500.00Oct 16$5.90$20.10$26.00$474.00$526.005.37%
$505.00Oct 16$4.45$23.90$28.35$476.65$533.355.85%
$510.00Oct 16$3.60$27.45$31.05$478.95$541.056.41%
$515.00Oct 16$2.65$31.75$34.40$480.60$549.407.10%
$520.00Oct 16$1.98$36.70$38.68$481.32$558.687.98%
$525.00Oct 16$1.10$40.90$42.00$483.00$567.008.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.66% of stock, avg 2.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$465.00Oct 16$3.60$4.45$8.05$456.95$518.05
$505.00$465.00Oct 16$4.45$4.45$8.90$456.10$513.90
$510.00$470.00Oct 16$3.60$5.55$9.15$460.85$519.15
$505.00$470.00Oct 16$4.45$5.55$10.00$460.00$515.00
$500.00$465.00Oct 16$5.90$4.45$10.35$454.65$510.35
$500.00$470.00Oct 16$5.90$5.55$11.45$458.55$511.45
$510.00$475.00Oct 16$3.60$7.10$10.70$464.30$520.70
$505.00$475.00Oct 16$4.45$7.10$11.55$463.45$516.55
$500.00$475.00Oct 16$5.90$7.10$13.00$462.00$513.00
$495.00$465.00Oct 16$8.20$4.45$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 1.20, avg credit $2.06)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455545/550Oct 16$2.73$2.2774%1.20$452.27$547.73
435/440545/550Oct 16$2.12$2.8882%0.74$437.88$547.12
460/465545/550Oct 16$2.81$2.1967%1.28$462.19$547.81
450/455520/525Oct 16$2.45$2.5570%0.96$452.55$522.45
450/455530/535Oct 16$2.02$2.9875%0.68$452.98$532.02
435/440520/525Oct 16$1.84$3.1678%0.58$438.16$521.84
460/465520/525Oct 16$2.53$2.4762%1.02$462.47$522.53
445/450545/550Oct 16$1.59$3.4181%0.47$448.41$546.59
450/455510/515Oct 16$2.52$2.4862%1.02$452.48$512.52
450/455500/505Oct 16$3.02$1.9851%1.53$451.98$503.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 15.67, cheapest $0.28)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Oct 16$0.28$4.728%16.86
$500.00$505.00$510.00Oct 16$0.60$4.4010%7.33
$480.00$485.00$490.00Oct 16$0.85$4.1514%4.88
$530.00$535.00$540.00Oct 16$0.53$4.473%8.43
$495.00$500.00$505.00Oct 16$0.85$4.1513%4.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$485.00$490.00Oct 16$0.30$4.7014%15.67
$465.00$470.00$475.00Oct 16$0.45$4.5511%10.11
$510.00$515.00$520.00Oct 16$0.65$4.358%6.69
$485.00$490.00$495.00Oct 16$0.80$4.2012%5.25
$505.00$510.00$515.00Oct 16$0.75$4.259%5.67

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
$530.00$535.001:2Oct 16-$0.20$4.80
$560.00$565.001:2Oct 16-$0.45$4.55
$535.00$540.001:2Oct 16-$0.81$4.19
$515.00$520.001:2Oct 16-$1.31$3.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$445.001:2Oct 16-$0.57$4.43
$465.00$460.001:2Oct 16-$1.15$3.85
$445.00$440.001:2Oct 16-$2.06$2.94
$470.00$465.001:2Oct 16-$3.35$1.65
$475.00$470.001:2Oct 16-$4.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.13%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$485.00Oct 16$10.300.510.1%2.13%2.21%14--
$495.00Oct 16$6.200.392.1%1.28%3.43%32
$490.00Oct 16$7.500.451.1%1.55%2.66%726
$500.00Oct 16$4.800.323.2%0.99%4.17%2230
$505.00Oct 16$3.500.264.2%0.72%4.93%517
$510.00Oct 16$3.000.225.2%0.62%5.86%3106
$515.00Oct 16$1.800.176.3%0.37%6.65%169
$520.00Oct 16$1.650.147.3%0.34%7.65%24370
$525.00Oct 16$0.600.098.3%0.12%8.46%5595
$530.00Oct 16$0.500.089.4%0.10%9.47%2228

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 442
Total Puts 400
Put/Call Ratio 0.91
Net Difference 42

Prior's Put/Call Breakdown

Total Calls 368
Total Puts 1,336
Put/Call Ratio 3.63
Net Difference -968

Prior 7-Day Put/Call Summary

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

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All