NOC - Options Database

NOC

NORTHROP GRUMMAN COR

$482.23 -4.44%

(9/30 10:05) ◀

Wednesday, September 30, 2026 (10:10am)

▶ (9/30 10:15)

◀ 9/30 10:10 ▶

Option Volume

Detail

ℹ

Current (09/30 10:10am) 870

Calls: 452 (52%)

Puts: 418 (48%)

Prior (07/21) 1,704

Calls: 368 (22%)

Puts: 1,336 (78%)

Current vs Prior -48.94%

Calls: +22.83% (Calls)

Puts: -68.71% (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 -5.41%

Calls: -0.66%

Puts: -10.05%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/30 10:10am) $1.29M

Calls: $544.9K (42%)

Puts: $742.0K (58%)

Prior (07/21) $1.80M

Calls: $793.3K (44%)

Puts: $1.01M (56%)

Current vs Prior -28.55%

Calls: -31.31%

Puts: -26.38%

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 -51.97%

Calls: -1.50%

Puts: -65.10%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/30 10:10am) 0.92

Prior (07/21) 3.63

Current vs Prior -74.53%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -13.08%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/30 10:10am) 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 5.39% | 9.36%

Prior 5.51% | 9.79%

Current vs Prior -2.11% | -4.32%

Prior 7-Day Avg 4.86% | 9.22%

Current vs 7-Day Avg +10.83% | +1.55%

Prior 7-Day Eod 5.51% | 9.79%

Current vs 7-Day Eod -2.11% | -4.32%

Sentiment BULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 37.48% | 19.55%

Calls: 38.93% | 16.02%

Puts: 36.04% | 23.08%

Prior 29.32% | 15.45%

Calls: 33.65% | 15.22%

Puts: 25.00% | 15.67%

Current vs Prior +27.83% | +26.54%

Prior 7-Day Avg 48.61% | 20.34%

Calls: 55.10% | 19.91%

Puts: 42.12% | 20.76%

Current vs 7-Day Avg -22.89% | -3.87%

Liquidity Expensive

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🤖 AI Insights

Below-average activity with volume down 49% 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)

Time	Smart Money	Retail	Overall
10:10	BEARISH	NEUTRAL	MIXED
10:05	BEARISH	NEUTRAL	MIXED
10:00	BEARISH	NEUTRAL	MIXED
09:55	BEARISH	NEUTRAL	MIXED
09:50	BEARISH	NEUTRAL	MIXED
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

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.5%, best 9.5%)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$540.00	Oct 16	54.40	59.80	$57.10	9.5%	6	1.00	35

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 0.83, highest 1.00)

CALLS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$480.00	Oct 16	12.00	17.80	$14.90	38.9%	14	0.59	1
$485.00	Oct 16	10.20	13.60	$11.90	28.6%	15	0.52	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$525.00	Oct 16	40.30	45.00	$42.65	11.0%	--	1.00	41
$530.00	Oct 16	43.50	49.90	$46.70	13.7%	--	1.00	116
$535.00	Oct 16	49.30	54.50	$51.90	10.0%	--	1.00	29
$540.00	Oct 16	54.40	59.80	$57.10	9.5%	6	1.00	35
$550.00	Oct 16	63.00	70.10	$66.55	10.7%	--	1.00	14

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 337, top 56)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$525.00	Oct 16	0.60	1.60	$1.10	90.9%	55	0.09	95
$520.00	Oct 16	1.65	2.00	$1.83	19.1%	24	0.13	370
$500.00	Oct 16	5.00	6.10	$5.55	19.8%	22	0.32	30
$485.00	Oct 16	10.20	13.60	$11.90	28.6%	15	0.52	--
$480.00	Oct 16	12.00	17.80	$14.90	38.9%	14	0.59	1

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$490.00	Oct 16	11.40	16.10	$13.75	34.2%	56	0.57	240
$500.00	Oct 16	17.20	23.00	$20.10	28.9%	43	0.72	185
$435.00	Oct 16	0.15	1.00	$0.57	149.1%	13	0.04	37
$460.00	Oct 16	2.00	4.00	$3.00	66.7%	11	0.18	36
$470.00	Oct 16	4.00	7.10	$5.55	55.9%	9	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. 22 found (best R:R 0.79, avg 3.14)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$485.00	$490.00	Oct 16	$2.00	$3.00	$2.00	52%	1.50	$487.00
$490.00	$495.00	Oct 16	$1.85	$3.15	$1.85	46%	1.70	$491.85
$505.00	$510.00	Oct 16	$0.90	$4.10	$0.90	26%	4.56	$505.90
$500.00	$505.00	Oct 16	$1.20	$3.80	$1.20	32%	3.17	$501.20
$510.00	$515.00	Oct 16	$0.82	$4.18	$0.82	22%	5.10	$510.82

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$500.00	$495.00	Oct 16	$2.80	$2.20	$2.80	72%	0.79	$497.20
$480.00	$475.00	Oct 16	$1.45	$3.55	$1.45	42%	2.45	$478.55
$465.00	$460.00	Oct 16	$0.85	$4.15	$0.85	23%	4.88	$464.15
$490.00	$485.00	Oct 16	$2.65	$2.35	$2.65	57%	0.89	$487.35
$475.00	$470.00	Oct 16	$1.55	$3.45	$1.55	35%	2.23	$473.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.81, avg 0.41)

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
$545.00	$550.00	Oct 16	$1.16	$1.16	$3.84	91%	0.30	$546.16
$495.00	$500.00	Oct 16	$2.50	$2.50	$2.50	61%	1.00	$497.50
$520.00	$525.00	Oct 16	$0.73	$0.73	$4.27	87%	0.17	$520.73

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$440.00	$435.00	Oct 16	$1.38	$1.38	$3.62	90%	0.38	$438.62
$455.00	$450.00	Oct 16	$1.50	$1.50	$3.50	83%	0.43	$453.50
$470.00	$465.00	Oct 16	$1.70	$1.70	$3.30	71%	0.52	$468.30
$475.00	$470.00	Oct 16	$1.55	$1.55	$3.45	65%	0.45	$473.45
$465.00	$460.00	Oct 16	$0.85	$0.85	$4.15	77%	0.20	$464.15

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 4.77% of stock, avg 6.52%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$485.00	Oct 16	$11.90	$11.10	$23.00	$462.00	$508.00	4.77%
$480.00	Oct 16	$14.90	$8.55	$23.45	$456.55	$503.45	4.86%
$490.00	Oct 16	$9.90	$13.75	$23.65	$466.35	$513.65	4.90%
$495.00	Oct 16	$8.05	$17.30	$25.35	$469.65	$520.35	5.26%
$500.00	Oct 16	$5.55	$20.10	$25.65	$474.35	$525.65	5.32%
$505.00	Oct 16	$4.35	$23.95	$28.30	$476.70	$533.30	5.87%
$510.00	Oct 16	$3.45	$27.85	$31.30	$478.70	$541.30	6.49%
$515.00	Oct 16	$2.63	$32.65	$35.28	$479.72	$550.28	7.32%
$520.00	Oct 16	$1.83	$36.70	$38.53	$481.47	$558.53	7.99%
$525.00	Oct 16	$1.10	$42.65	$43.75	$481.25	$568.75	9.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.51% of stock, avg 2.80%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$510.00	$465.00	Oct 16	$3.45	$3.85	$7.30	$457.70	$517.30
$505.00	$465.00	Oct 16	$4.35	$3.85	$8.20	$456.80	$513.20
$510.00	$470.00	Oct 16	$3.45	$5.55	$9.00	$461.00	$519.00
$505.00	$470.00	Oct 16	$4.35	$5.55	$9.90	$460.10	$514.90
$500.00	$465.00	Oct 16	$5.55	$3.85	$9.40	$455.60	$509.40
$500.00	$470.00	Oct 16	$5.55	$5.55	$11.10	$458.90	$511.10
$510.00	$475.00	Oct 16	$3.45	$7.10	$10.55	$464.45	$520.55
$505.00	$475.00	Oct 16	$4.35	$7.10	$11.45	$463.55	$516.45
$500.00	$475.00	Oct 16	$5.55	$7.10	$12.65	$462.35	$512.65
$495.00	$465.00	Oct 16	$8.05	$3.85	$11.90	$453.10	$506.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 1.03, avg credit $2.21)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
435/440	545/550	Oct 16	$2.54	$2.46	80%	1.03	$437.46	$547.54
450/455	545/550	Oct 16	$2.66	$2.34	74%	1.14	$452.34	$547.66
435/440	520/525	Oct 16	$2.11	$2.89	77%	0.73	$437.89	$522.11
465/470	545/550	Oct 16	$2.86	$2.14	61%	1.34	$467.14	$547.86
435/440	515/520	Oct 16	$2.18	$2.82	72%	0.77	$437.82	$517.18
435/440	530/535	Oct 16	$1.71	$3.29	82%	0.52	$438.29	$531.71
450/455	520/525	Oct 16	$2.23	$2.77	70%	0.81	$452.77	$522.23
435/440	510/515	Oct 16	$2.20	$2.80	68%	0.79	$437.80	$512.20
450/455	515/520	Oct 16	$2.30	$2.70	66%	0.85	$452.70	$517.30
450/455	530/535	Oct 16	$1.83	$3.17	75%	0.58	$453.17	$531.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$485.00	$490.00	$495.00	Oct 16	$0.15	$4.85	13%	32.33
$505.00	$510.00	$515.00	Oct 16	$0.08	$4.92	9%	61.50
$515.00	$520.00	$525.00	Oct 16	$0.07	$4.93	8%	70.43
$500.00	$505.00	$510.00	Oct 16	$0.30	$4.70	10%	15.67
$530.00	$535.00	$540.00	Oct 16	$0.29	$4.71	3%	16.24

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$480.00	$485.00	$490.00	Oct 16	$0.10	$4.90	15%	49.00
$500.00	$505.00	$510.00	Oct 16	$0.05	$4.95	12%	99.00
$485.00	$490.00	$495.00	Oct 16	$0.90	$4.10	14%	4.56
$460.00	$465.00	$470.00	Oct 16	$0.85	$4.15	11%	4.88
$540.00	$545.00	$550.00	Oct 16	$0.55	$4.45	0%	8.09

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 $--, 20 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$520.00	$525.00	1:2	Oct 16	-$0.37	$4.63
$530.00	$535.00	1:2	Oct 16	-$0.44	$4.56
$560.00	$565.00	1:2	Oct 16	-$0.45	$4.55
$515.00	$520.00	1:2	Oct 16	-$1.03	$3.97
$535.00	$540.00	1:2	Oct 16	-$0.69	$4.31

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$455.00	$450.00	1:2	Oct 16	$0.00	$5.00
$470.00	$465.00	1:2	Oct 16	-$2.15	$2.85
$465.00	$460.00	1:2	Oct 16	-$2.15	$2.85
$445.00	$440.00	1:2	Oct 16	-$1.90	$3.10
$450.00	$445.00	1:2	Oct 16	-$2.50	$2.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.12%, avg 0.70%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$485.00	Oct 16	$10.20	0.52	0.6%	2.12%	2.69%	15	--
$490.00	Oct 16	$8.10	0.46	1.6%	1.68%	3.29%	7	26
$495.00	Oct 16	$5.90	0.39	2.6%	1.22%	3.87%	3	2
$500.00	Oct 16	$5.00	0.32	3.7%	1.04%	4.72%	22	30
$505.00	Oct 16	$3.30	0.26	4.7%	0.68%	5.41%	5	17
$510.00	Oct 16	$3.00	0.22	5.8%	0.62%	6.38%	4	106
$515.00	Oct 16	$1.75	0.17	6.8%	0.36%	7.16%	1	69
$520.00	Oct 16	$1.65	0.13	7.8%	0.34%	8.17%	24	370
$525.00	Oct 16	$0.60	0.09	8.9%	0.12%	8.99%	55	95
$530.00	Oct 16	$0.50	0.08	9.9%	0.10%	10.01%	2	228

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 452

Total Puts 418

Put/Call Ratio 0.92

Net Difference 34

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
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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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