NOC - Options Database

NOC

NORTHROP GRUMMAN COR

$483.72 -4.14%

(9/30 10:35) ◀

Wednesday, September 30, 2026 (11:00am)

▶ (9/30 12:00)

◀ 9/30 11:00 ▶

Option Volume

Detail

ℹ

Current (09/30 11:00am) 1,264

Calls: 690 (55%)

Puts: 574 (45%)

Prior (12/02) 261

Calls: 175 (67%)

Puts: 86 (33%)

Current vs Prior +384.29%

Calls: +294.29% (Calls)

Puts: +567.44% (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 +37.43%

Calls: +51.65%

Puts: +23.52%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/30 11:00am) $1.83M

Calls: $789.7K (43%)

Puts: $1.04M (57%)

Prior (12/02) $390.5K

Calls: $183.3K (47%)

Puts: $207.2K (53%)

Current vs Prior +369.44%

Calls: +330.85%

Puts: +403.59%

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 -31.59%

Calls: +42.76%

Puts: -50.94%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/30 11:00am) 0.83

Prior (12/02) 0.49

Current vs Prior +69.28%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -21.81%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/30 11:00am) 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

MO Expiry (10/16) | Next (11/20)

Current 5.26% | 9.47%

Prior 5.51% | 9.79%

Current vs Prior -4.48% | -3.24%

Prior 7-Day Avg 4.86% | 9.22%

Current vs 7-Day Avg +8.15% | +2.70%

Prior 7-Day Eod 5.51% | 9.79%

Current vs 7-Day Eod -4.48% | -3.24%

Sentiment BULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 36.44% | 21.54%

Calls: 29.39% | 20.00%

Puts: 43.48% | 23.08%

Prior 29.32% | 15.45%

Calls: 33.65% | 15.22%

Puts: 25.00% | 15.67%

Current vs Prior +24.28% | +39.42%

Prior 7-Day Avg 48.61% | 20.34%

Calls: 55.10% | 19.91%

Puts: 42.12% | 20.76%

Current vs 7-Day Avg -25.03% | +5.91%

Liquidity Expensive

Add Card

🤖 AI Insights

Massive premium surge with dollar volume up 369% vs prior. Unusually high activity with volume up 384% vs prior - elevated interest. P/C ratio rising 69% - increased hedging/bearish positioning.

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 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)

Time	Smart Money	Retail	Overall
11:00	BEARISH	BULLISH	BULLISH
10:35	BEARISH	BULLISH	BULLISH
10:30	BEARISH	BULLISH	BULLISH
10:25	BEARISH	BULLISH	BULLISH
10:20	BEARISH	BULLISH	BULLISH
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 -- 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. 17 found (avg delta 0.77, highest 0.95)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$470.00	Oct 16	18.40	22.60	$20.50	20.5%	11	0.70	1
$480.00	Oct 16	11.90	16.00	$13.95	29.4%	14	0.57	1
$485.00	Oct 16	9.60	13.60	$11.60	34.5%	17	0.50	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$540.00	Oct 16	52.90	59.00	$55.95	10.9%	6	0.95	35
$550.00	Oct 16	62.40	69.20	$65.80	10.3%	--	0.95	14
$535.00	Oct 16	48.20	53.50	$50.85	10.4%	2	0.94	29
$530.00	Oct 16	43.00	48.60	$45.80	12.2%	--	0.93	116
$525.00	Oct 16	38.70	43.70	$41.20	12.1%	1	0.91	41

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 500, top 59)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$525.00	Oct 16	1.00	1.50	$1.25	40.0%	56	0.09	95
$520.00	Oct 16	1.15	1.90	$1.53	49.0%	40	0.12	370
$500.00	Oct 16	4.40	7.00	$5.70	45.6%	39	0.31	30
$490.00	Oct 16	7.60	13.20	$10.40	53.8%	26	0.44	26
$575.00	Oct 16	0.00	0.85	$0.43	197.7%	21	0.03	62

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$500.00	Oct 16	17.90	24.00	$20.95	29.1%	59	0.69	185
$490.00	Oct 16	11.40	17.70	$14.55	43.3%	56	0.56	240
$435.00	Oct 16	0.15	1.00	$0.57	149.1%	13	0.04	37
$470.00	Oct 16	4.20	7.40	$5.80	55.2%	12	0.30	125
$460.00	Oct 16	2.00	4.30	$3.15	73.0%	11	0.19	36

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. 26 found (best R:R 0.72, avg 6.40)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$485.00	$490.00	Oct 16	$1.20	$3.80	$1.20	50%	3.17	$486.20
$495.00	$500.00	Oct 16	$1.10	$3.90	$1.10	36%	3.55	$496.10
$510.00	$515.00	Oct 16	$0.37	$4.63	$0.37	19%	12.51	$510.37
$480.00	$485.00	Oct 16	$2.35	$2.65	$2.35	57%	1.13	$482.35
$520.00	$525.00	Oct 16	$0.28	$4.72	$0.28	12%	16.86	$520.28

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$515.00	$510.00	Oct 16	$2.90	$2.10	$2.90	84%	0.72	$512.10
$495.00	$490.00	Oct 16	$2.20	$2.80	$2.20	64%	1.27	$492.80
$460.00	$455.00	Oct 16	$0.35	$4.65	$0.35	19%	13.29	$459.65
$475.00	$470.00	Oct 16	$1.30	$3.70	$1.30	36%	2.85	$473.70
$465.00	$460.00	Oct 16	$0.90	$4.10	$0.90	24%	4.56	$464.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.81, avg 0.40)

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
$490.00	$495.00	Oct 16	$3.60	$3.60	$1.40	56%	2.57	$493.60
$570.00	$575.00	Oct 16	$1.17	$1.17	$3.83	93%	0.31	$571.17
$545.00	$550.00	Oct 16	$1.16	$1.16	$3.84	91%	0.30	$546.16
$500.00	$505.00	Oct 16	$1.80	$1.80	$3.20	69%	0.56	$501.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$455.00	$450.00	Oct 16	$1.47	$1.47	$3.53	84%	0.42	$453.53
$445.00	$440.00	Oct 16	$0.77	$0.77	$4.23	91%	0.18	$444.23
$470.00	$465.00	Oct 16	$1.75	$1.75	$3.25	70%	0.54	$468.25
$480.00	$475.00	Oct 16	$2.15	$2.15	$2.85	57%	0.75	$477.85
$465.00	$460.00	Oct 16	$0.90	$0.90	$4.10	76%	0.22	$464.10

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. 12 found (cheapest 4.78% of stock, avg 6.39%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$485.00	Oct 16	$11.60	$11.50	$23.10	$461.90	$508.10	4.78%
$480.00	Oct 16	$13.95	$9.25	$23.20	$456.80	$503.20	4.80%
$495.00	Oct 16	$6.80	$16.75	$23.55	$471.45	$518.55	4.87%
$490.00	Oct 16	$10.40	$14.55	$24.95	$465.05	$514.95	5.16%
$470.00	Oct 16	$20.50	$5.80	$26.30	$443.70	$496.30	5.44%
$500.00	Oct 16	$5.70	$20.95	$26.65	$473.35	$526.65	5.51%
$505.00	Oct 16	$3.90	$24.60	$28.50	$476.50	$533.50	5.89%
$510.00	Oct 16	$2.90	$29.25	$32.15	$477.85	$542.15	6.65%
$515.00	Oct 16	$2.53	$32.15	$34.68	$480.32	$549.68	7.17%
$520.00	Oct 16	$1.53	$36.95	$38.48	$481.52	$558.48	7.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.25% of stock, avg 2.44%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$510.00	$460.00	Oct 16	$2.90	$3.15	$6.05	$453.95	$516.05
$510.00	$465.00	Oct 16	$2.90	$4.05	$6.95	$458.05	$516.95
$505.00	$460.00	Oct 16	$3.90	$3.15	$7.05	$452.95	$512.05
$505.00	$465.00	Oct 16	$3.90	$4.05	$7.95	$457.05	$512.95
$510.00	$470.00	Oct 16	$2.90	$5.80	$8.70	$461.30	$518.70
$500.00	$460.00	Oct 16	$5.70	$3.15	$8.85	$451.15	$508.85
$505.00	$470.00	Oct 16	$3.90	$5.80	$9.70	$460.30	$514.70
$500.00	$465.00	Oct 16	$5.70	$4.05	$9.75	$455.25	$509.75
$500.00	$470.00	Oct 16	$5.70	$5.80	$11.50	$458.50	$511.50
$510.00	$475.00	Oct 16	$2.90	$7.10	$10.00	$465.00	$520.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 1.89, avg credit $1.76)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
450/455	500/505	Oct 16	$3.27	$1.73	53%	1.89	$451.73	$503.27
450/455	515/520	Oct 16	$2.47	$2.53	67%	0.98	$452.53	$517.47
440/445	500/505	Oct 16	$2.57	$2.43	60%	1.06	$442.43	$502.57
450/455	530/535	Oct 16	$1.77	$3.23	76%	0.55	$453.23	$531.77
440/445	515/520	Oct 16	$1.77	$3.23	75%	0.55	$443.23	$516.77
465/470	500/505	Oct 16	$3.55	$1.45	39%	2.45	$466.45	$503.55
450/455	505/510	Oct 16	$2.47	$2.53	59%	0.98	$452.53	$507.47
450/455	525/530	Oct 16	$1.72	$3.28	74%	0.52	$453.28	$526.72
465/470	515/520	Oct 16	$2.75	$2.25	53%	1.22	$467.25	$517.75
450/455	520/525	Oct 16	$1.75	$3.25	72%	0.54	$453.25	$521.75

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 $0.10)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$530.00	$535.00	$540.00	Oct 16	$0.18	$4.82	3%	26.78
$505.00	$510.00	$515.00	Oct 16	$0.63	$4.37	8%	6.94
$500.00	$505.00	$510.00	Oct 16	$0.80	$4.20	12%	5.25
$515.00	$520.00	$525.00	Oct 16	$0.72	$4.28	7%	5.94
$480.00	$485.00	$490.00	Oct 16	$1.15	$3.85	13%	3.35

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$475.00	$480.00	$485.00	Oct 16	$0.10	$4.90	14%	49.00
$520.00	$525.00	$530.00	Oct 16	$0.35	$4.65	4%	13.29
$455.00	$460.00	$465.00	Oct 16	$0.55	$4.45	7%	8.09
$525.00	$530.00	$535.00	Oct 16	$0.45	$4.55	3%	10.11
$480.00	$485.00	$490.00	Oct 16	$0.80	$4.20	13%	5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.53, 23 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$515.00	$520.00	1:2	Oct 16	-$0.53	$4.47
$530.00	$535.00	1:2	Oct 16	-$0.40	$4.60
$535.00	$540.00	1:2	Oct 16	-$0.46	$4.54
$560.00	$565.00	1:2	Oct 16	-$0.45	$4.55
$525.00	$530.00	1:2	Oct 16	-$0.75	$4.25

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$440.00	$435.00	1:2	Oct 16	-$0.64	$4.36
$450.00	$445.00	1:2	Oct 16	-$1.21	$3.79
$470.00	$465.00	1:2	Oct 16	-$2.30	$2.70
$465.00	$460.00	1:2	Oct 16	-$2.25	$2.75
$460.00	$455.00	1:2	Oct 16	-$2.45	$2.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 1.57%, avg 0.69%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$490.00	Oct 16	$7.60	0.44	1.3%	1.57%	2.87%	26	26
$485.00	Oct 16	$9.60	0.50	0.3%	1.98%	2.25%	17	--
$500.00	Oct 16	$4.40	0.31	3.4%	0.91%	4.28%	39	30
$495.00	Oct 16	$5.20	0.36	2.3%	1.08%	3.41%	6	2
$505.00	Oct 16	$2.80	0.24	4.4%	0.58%	4.98%	17	17
$515.00	Oct 16	$2.10	0.17	6.5%	0.43%	6.90%	7	69
$510.00	Oct 16	$2.00	0.19	5.4%	0.41%	5.85%	5	106
$520.00	Oct 16	$1.15	0.12	7.5%	0.24%	7.74%	40	370
$525.00	Oct 16	$1.00	0.09	8.5%	0.21%	8.74%	56	95
$530.00	Oct 16	$0.65	0.08	9.6%	0.13%	9.70%	4	228

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 690

Total Puts 574

Put/Call Ratio 0.83

Net Difference 116

Prior's Put/Call Breakdown

Total Calls 175

Total Puts 86

Put/Call Ratio 0.49

Net Difference 89

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
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...

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

Add Card