NOC - Options Database

NOC

NORTHROP GRUMMAN COR

$481.92 -4.50%

(9/30 10:10) ◀

Wednesday, September 30, 2026 (10:15am)

▶ (9/30 10:20)

◀ 9/30 10:15 ▶

Option Volume

Detail

ℹ

Current (09/30 10:15am) 959

Calls: 519 (54%)

Puts: 440 (46%)

Prior (07/21) 1,704

Calls: 368 (22%)

Puts: 1,336 (78%)

Current vs Prior -43.72%

Calls: +41.03% (Calls)

Puts: -67.07% (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 +4.27%

Calls: +14.07%

Puts: -5.32%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/30 10:15am) $1.43M

Calls: $603.7K (42%)

Puts: $823.2K (58%)

Prior (07/21) $1.80M

Calls: $793.3K (44%)

Puts: $1.01M (56%)

Current vs Prior -20.78%

Calls: -23.90%

Puts: -18.32%

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 -46.75%

Calls: +9.13%

Puts: -61.28%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/30 10:15am) 0.85

Prior (07/21) 3.63

Current vs Prior -76.65%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -20.32%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/30 10:15am) 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 5.15% | 9.45%

Prior 5.51% | 9.79%

Current vs Prior -6.57% | -3.41%

Prior 7-Day Avg 4.86% | 9.22%

Current vs 7-Day Avg +5.79% | +2.52%

Prior 7-Day Eod 5.51% | 9.79%

Current vs 7-Day Eod -6.57% | -3.41%

Sentiment BULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 39.91% | 18.20%

Calls: 34.59% | 13.33%

Puts: 45.22% | 23.08%

Prior 29.32% | 15.45%

Calls: 33.65% | 15.22%

Puts: 25.00% | 15.67%

Current vs Prior +36.12% | +17.80%

Prior 7-Day Avg 48.61% | 20.34%

Calls: 55.10% | 19.91%

Puts: 42.12% | 20.76%

Current vs 7-Day Avg -17.90% | -10.51%

Liquidity Expensive

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🤖 AI Insights

Below-average activity with volume down 44% vs prior. P/C ratio dropping 77% - sentiment shifting bullish.

Smart Money BEARISH

Retail Flow BULLISH

Overall BULLISH

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
10:15	BEARISH	BULLISH	BULLISH
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 2 of results (avg 9.5%, best 9.0%)

CALLS (0)

No calls meet the criteria

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$545.00	Oct 16	59.70	65.30	$62.50	9.0%	--	0.97	11
$540.00	Oct 16	54.40	60.10	$57.25	10.0%	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. 16 found (avg delta 0.82, highest 1.00)

CALLS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$480.00	Oct 16	11.00	15.60	$13.30	34.6%	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
$520.00	Oct 16	34.30	41.40	$37.85	18.8%	--	1.00	117
$525.00	Oct 16	40.30	45.60	$42.95	12.3%	1	1.00	41
$530.00	Oct 16	44.00	50.70	$47.35	14.1%	--	1.00	116
$535.00	Oct 16	49.30	55.10	$52.20	11.1%	2	1.00	29
$540.00	Oct 16	54.40	60.10	$57.25	10.0%	6	1.00	35

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 388, 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	1.15	1.90	$1.53	49.0%	36	0.12	370
$500.00	Oct 16	4.30	6.10	$5.20	34.6%	22	0.31	30
$535.00	Oct 16	0.40	1.15	$0.77	97.4%	17	0.06	172
$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
$490.00	Oct 16	11.40	17.10	$14.25	40.0%	56	0.58	240
$500.00	Oct 16	18.60	24.20	$21.40	26.2%	43	0.74	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	4.60	7.10	$5.85	42.7%	11	0.30	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 2.57, avg 4.83)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$480.00	$485.00	Oct 16	$1.40	$3.60	$1.40	59%	2.57	$481.40
$490.00	$495.00	Oct 16	$1.75	$3.25	$1.75	45%	1.86	$491.75
$485.00	$490.00	Oct 16	$2.35	$2.65	$2.35	52%	1.13	$487.35
$520.00	$525.00	Oct 16	$0.43	$4.57	$0.43	12%	10.63	$520.43
$500.00	$505.00	Oct 16	$1.30	$3.70	$1.30	31%	2.85	$501.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$480.00	$475.00	Oct 16	$1.45	$3.55	$1.45	43%	2.45	$478.55
$445.00	$440.00	Oct 16	$0.12	$4.88	$0.12	11%	40.67	$444.88
$475.00	$470.00	Oct 16	$1.25	$3.75	$1.25	36%	3.00	$473.75
$465.00	$460.00	Oct 16	$0.85	$4.15	$0.85	23%	4.88	$464.15
$495.00	$490.00	Oct 16	$3.05	$1.95	$3.05	64%	0.64	$491.95

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 0.42)

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	$2.60	$2.60	$2.40	62%	1.08	$497.60
$515.00	$520.00	Oct 16	$1.07	$1.07	$3.93	82%	0.27	$516.07

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$440.00	$435.00	Oct 16	$1.21	$1.21	$3.79	90%	0.32	$438.79
$455.00	$450.00	Oct 16	$1.42	$1.42	$3.58	83%	0.40	$453.58
$470.00	$465.00	Oct 16	$2.00	$2.00	$3.00	70%	0.67	$468.00
$465.00	$460.00	Oct 16	$0.85	$0.85	$4.15	77%	0.20	$464.15
$475.00	$470.00	Oct 16	$1.25	$1.25	$3.75	64%	0.33	$473.75

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 4.53% of stock, avg 6.61%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$480.00	Oct 16	$13.30	$8.55	$21.85	$458.15	$501.85	4.53%
$485.00	Oct 16	$11.90	$11.50	$23.40	$461.60	$508.40	4.86%
$490.00	Oct 16	$9.55	$14.25	$23.80	$466.20	$513.80	4.94%
$495.00	Oct 16	$7.80	$17.30	$25.10	$469.90	$520.10	5.21%
$500.00	Oct 16	$5.20	$21.40	$26.60	$473.40	$526.60	5.52%
$505.00	Oct 16	$3.90	$25.05	$28.95	$476.05	$533.95	6.01%
$510.00	Oct 16	$2.50	$29.80	$32.30	$477.70	$542.30	6.70%
$515.00	Oct 16	$2.60	$33.95	$36.55	$478.45	$551.55	7.58%
$520.00	Oct 16	$1.53	$37.85	$39.38	$480.62	$559.38	8.17%
$525.00	Oct 16	$1.10	$42.95	$44.05	$480.95	$569.05	9.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.14% of stock, avg 2.38%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$510.00	$460.00	Oct 16	$2.50	$3.00	$5.50	$454.50	$515.50
$510.00	$465.00	Oct 16	$2.50	$3.85	$6.35	$458.65	$516.35
$505.00	$460.00	Oct 16	$3.90	$3.00	$6.90	$453.10	$511.90
$505.00	$465.00	Oct 16	$3.90	$3.85	$7.75	$457.25	$512.75
$500.00	$460.00	Oct 16	$5.20	$3.00	$8.20	$451.80	$508.20
$510.00	$470.00	Oct 16	$2.50	$5.85	$8.35	$461.65	$518.35
$500.00	$465.00	Oct 16	$5.20	$3.85	$9.05	$455.95	$509.05
$505.00	$470.00	Oct 16	$3.90	$5.85	$9.75	$460.25	$514.75
$500.00	$470.00	Oct 16	$5.20	$5.85	$11.05	$458.95	$511.05
$510.00	$475.00	Oct 16	$2.50	$7.10	$9.60	$465.40	$519.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 2.21, avg credit $2.26)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
435/440	555/560	Oct 16	$3.44	$1.56	80%	2.21	$436.56	$558.44
450/455	555/560	Oct 16	$3.65	$1.35	72%	2.70	$451.35	$558.65
465/470	555/560	Oct 16	$4.23	$0.77	59%	5.49	$465.77	$559.23
435/440	545/550	Oct 16	$2.37	$2.63	81%	0.90	$437.63	$547.37
460/465	555/560	Oct 16	$3.08	$1.92	66%	1.60	$461.92	$558.08
450/455	545/550	Oct 16	$2.58	$2.42	74%	1.07	$452.42	$547.58
440/445	555/560	Oct 16	$2.35	$2.65	78%	0.89	$442.65	$557.35
465/470	545/550	Oct 16	$3.16	$1.84	60%	1.72	$466.84	$548.16
435/440	515/520	Oct 16	$2.28	$2.72	72%	0.84	$437.72	$517.28
435/440	505/510	Oct 16	$2.61	$2.39	65%	1.09	$437.39	$507.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 24.00, cheapest $0.20)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$530.00	$535.00	$540.00	Oct 16	$0.29	$4.71	3%	16.24
$485.00	$490.00	$495.00	Oct 16	$0.60	$4.40	13%	7.33
$520.00	$525.00	$530.00	Oct 16	$0.46	$4.54	4%	9.87
$515.00	$520.00	$525.00	Oct 16	$0.64	$4.36	9%	6.81
$495.00	$500.00	$505.00	Oct 16	$1.30	$3.70	14%	2.85

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$470.00	$475.00	$480.00	Oct 16	$0.20	$4.80	13%	24.00
$485.00	$490.00	$495.00	Oct 16	$0.30	$4.70	14%	15.67
$535.00	$540.00	$545.00	Oct 16	$0.20	$4.80	2%	24.00
$530.00	$535.00	$540.00	Oct 16	$0.20	$4.80	0%	24.00
$525.00	$530.00	$535.00	Oct 16	$0.45	$4.55	0%	10.11

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 $-0.16, 20 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$515.00	$520.00	1:2	Oct 16	-$0.46	$4.54
$530.00	$535.00	1:2	Oct 16	-$0.41	$4.59
$505.00	$510.00	1:2	Oct 16	-$1.10	$3.90
$520.00	$525.00	1:2	Oct 16	-$0.67	$4.33
$560.00	$565.00	1:2	Oct 16	-$0.45	$4.55

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$455.00	$450.00	1:2	Oct 16	-$0.16	$4.84
$470.00	$465.00	1:2	Oct 16	-$1.85	$3.15
$465.00	$460.00	1:2	Oct 16	-$2.15	$2.85
$445.00	$440.00	1:2	Oct 16	-$1.66	$3.34
$450.00	$445.00	1:2	Oct 16	-$2.22	$2.78

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 0.62%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$485.00	Oct 16	$10.20	0.52	0.6%	2.12%	2.76%	15	--
$490.00	Oct 16	$7.50	0.45	1.7%	1.56%	3.23%	7	26
$495.00	Oct 16	$5.40	0.39	2.7%	1.12%	3.83%	3	2
$500.00	Oct 16	$4.30	0.31	3.8%	0.89%	4.64%	22	30
$505.00	Oct 16	$3.00	0.25	4.8%	0.62%	5.41%	15	17
$515.00	Oct 16	$1.70	0.18	6.9%	0.35%	7.22%	2	69
$510.00	Oct 16	$1.20	0.18	5.8%	0.25%	6.08%	5	106
$520.00	Oct 16	$1.15	0.12	7.9%	0.24%	8.14%	36	370
$525.00	Oct 16	$0.60	0.09	8.9%	0.12%	9.06%	55	95
$530.00	Oct 16	$0.55	0.08	10.0%	0.11%	10.09%	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 519

Total Puts 440

Put/Call Ratio 0.85

Net Difference 79

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

🤖 AI Insights

📈 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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