NOC - Options Database

NOC

NORTHROP GRUMMAN COR

$485.67 -3.75%

(9/30 11:00) ◀

Wednesday, September 30, 2026 (12:00pm)

▶ (9/30 13:00)

◀ 9/30 12:00 ▶

Option Volume

Detail

ℹ

Current (09/30 12:00pm) 1,622

Calls: 867 (53%)

Puts: 755 (47%)

Prior (12/02) 299

Calls: 190 (64%)

Puts: 109 (36%)

Current vs Prior +442.47%

Calls: +356.32% (Calls)

Puts: +592.66% (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 +76.36%

Calls: +90.55%

Puts: +62.47%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/30 12:00pm) $2.36M

Calls: $943.4K (40%)

Puts: $1.41M (60%)

Prior (12/02) $425.5K

Calls: $192.8K (45%)

Puts: $232.8K (55%)

Current vs Prior +453.66%

Calls: +389.41%

Puts: +506.86%

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 -12.07%

Calls: +70.54%

Puts: -33.56%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/30 12:00pm) 0.87

Prior (12/02) 0.57

Current vs Prior +51.79%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -18.16%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/30 12:00pm) 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 5.70% | 9.43%

Prior 5.51% | 9.79%

Current vs Prior +3.55% | -3.63%

Prior 7-Day Avg 4.86% | 9.22%

Current vs 7-Day Avg +17.24% | +2.29%

Prior 7-Day Eod 5.51% | 9.79%

Current vs 7-Day Eod +3.55% | -3.63%

Sentiment BEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 41.81% | 9.98%

Calls: 38.24% | 11.81%

Puts: 45.39% | 8.14%

Prior 29.32% | 15.45%

Calls: 33.65% | 15.22%

Puts: 25.00% | 15.67%

Current vs Prior +42.60% | -35.40%

Prior 7-Day Avg 48.61% | 20.34%

Calls: 55.10% | 19.91%

Puts: 42.12% | 20.76%

Current vs 7-Day Avg -13.99% | -50.93%

Liquidity Expensive

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🤖 AI Insights

Massive premium surge with dollar volume up 454% vs prior. Unusually high activity with volume up 442% vs prior - elevated interest. Volume explosion - 76% above 7-day average (1,622 vs avg 919). P/C ratio rising 52% - 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
12:00	BEARISH	BULLISH	BULLISH
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 2 of results (avg 9.7%, best 9.5%)

CALLS (0)

No calls meet the criteria

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$515.00	Oct 16	30.00	33.00	$31.50	9.5%	3	0.87	502
$540.00	Oct 16	52.10	57.50	$54.80	9.9%	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 (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$470.00	Oct 16	18.50	23.50	$21.00	23.8%	11	0.75	1
$480.00	Oct 16	11.90	17.00	$14.45	35.3%	14	0.62	1
$485.00	Oct 16	11.00	16.20	$13.60	38.2%	19	0.55	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$535.00	Oct 16	45.80	52.40	$49.10	13.4%	2	1.00	29
$540.00	Oct 16	52.10	57.50	$54.80	9.9%	6	1.00	35
$550.00	Oct 16	60.00	68.50	$64.25	13.2%	--	1.00	14
$545.00	Oct 16	54.80	63.50	$59.15	14.7%	--	0.99	11
$530.00	Oct 16	42.30	48.60	$45.45	13.9%	1	0.98	116

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 597, top 75)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$525.00	Oct 16	1.00	1.45	$1.23	36.6%	56	0.10	95
$520.00	Oct 16	1.20	1.90	$1.55	45.2%	41	0.12	370
$500.00	Oct 16	5.00	6.00	$5.50	18.2%	39	0.33	30
$490.00	Oct 16	8.00	11.20	$9.60	33.3%	29	0.48	26
$505.00	Oct 16	3.90	5.20	$4.55	28.6%	27	0.28	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$500.00	Oct 16	17.10	21.40	$19.25	22.3%	75	0.69	185
$490.00	Oct 16	10.90	17.30	$14.10	45.4%	57	0.53	240
$470.00	Oct 16	3.40	5.50	$4.45	47.2%	15	0.26	125
$435.00	Oct 16	0.15	1.00	$0.57	149.1%	13	0.04	37
$445.00	Oct 16	0.40	2.90	$1.65	151.5%	13	0.10	17

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 4.88, avg 6.16)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$480.00	$485.00	Oct 16	$0.85	$4.15	$0.85	62%	4.88	$480.85
$470.00	$480.00	Oct 16	$6.55	$3.45	$6.55	75%	0.53	$476.55
$500.00	$505.00	Oct 16	$0.95	$4.05	$0.95	33%	4.26	$500.95
$495.00	$500.00	Oct 16	$1.40	$3.60	$1.40	40%	2.57	$496.40
$520.00	$525.00	Oct 16	$0.32	$4.68	$0.32	12%	14.62	$520.32

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$495.00	$490.00	Oct 16	$2.10	$2.90	$2.10	62%	1.38	$492.90
$505.00	$500.00	Oct 16	$3.00	$2.00	$3.00	75%	0.67	$502.00
$480.00	$475.00	Oct 16	$1.30	$3.70	$1.30	39%	2.85	$478.70
$485.00	$480.00	Oct 16	$1.70	$3.30	$1.70	46%	1.94	$483.30
$500.00	$495.00	Oct 16	$3.05	$1.95	$3.05	69%	0.64	$496.95

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 0.33)

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	$1.17	$1.17	$3.83	93%	0.31	$571.17
$490.00	$495.00	Oct 16	$2.70	$2.70	$2.30	52%	1.17	$492.70
$515.00	$520.00	Oct 16	$0.95	$0.95	$4.05	82%	0.23	$515.95
$545.00	$550.00	Oct 16	$0.43	$0.43	$4.57	94%	0.09	$545.43

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$475.00	$470.00	Oct 16	$2.45	$2.45	$2.55	67%	0.96	$472.55
$445.00	$440.00	Oct 16	$1.02	$1.02	$3.98	90%	0.26	$443.98
$455.00	$450.00	Oct 16	$0.70	$0.70	$4.30	88%	0.16	$454.30
$465.00	$460.00	Oct 16	$1.00	$1.00	$4.00	80%	0.25	$464.00
$460.00	$455.00	Oct 16	$0.57	$0.57	$4.43	84%	0.13	$459.43

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 4.66% of stock, avg 6.17%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$480.00	Oct 16	$14.45	$8.20	$22.65	$457.35	$502.65	4.66%
$495.00	Oct 16	$6.90	$16.20	$23.10	$471.90	$518.10	4.76%
$485.00	Oct 16	$13.60	$9.90	$23.50	$461.50	$508.50	4.84%
$490.00	Oct 16	$9.60	$14.10	$23.70	$466.30	$513.70	4.88%
$500.00	Oct 16	$5.50	$19.25	$24.75	$475.25	$524.75	5.10%
$470.00	Oct 16	$21.00	$4.45	$25.45	$444.55	$495.45	5.24%
$505.00	Oct 16	$4.55	$22.25	$26.80	$478.20	$531.80	5.52%
$510.00	Oct 16	$3.28	$26.60	$29.88	$480.12	$539.88	6.15%
$515.00	Oct 16	$2.50	$31.50	$34.00	$481.00	$549.00	7.00%
$520.00	Oct 16	$1.55	$35.70	$37.25	$482.75	$557.25	7.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.39% of stock, avg 2.58%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$510.00	$465.00	Oct 16	$3.28	$3.45	$6.73	$458.27	$516.73
$510.00	$470.00	Oct 16	$3.28	$4.45	$7.73	$462.27	$517.73
$505.00	$465.00	Oct 16	$4.55	$3.45	$8.00	$457.00	$513.00
$505.00	$470.00	Oct 16	$4.55	$4.45	$9.00	$461.00	$514.00
$500.00	$465.00	Oct 16	$5.50	$3.45	$8.95	$456.05	$508.95
$500.00	$470.00	Oct 16	$5.50	$4.45	$9.95	$460.05	$509.95
$510.00	$475.00	Oct 16	$3.28	$6.90	$10.18	$464.82	$520.18
$505.00	$475.00	Oct 16	$4.55	$6.90	$11.45	$463.55	$516.45
$500.00	$475.00	Oct 16	$5.50	$6.90	$12.40	$462.60	$512.40
$495.00	$465.00	Oct 16	$6.90	$3.45	$10.35	$454.65	$505.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 2.13, avg credit $1.74)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
470/475	515/520	Oct 16	$3.40	$1.60	50%	2.13	$471.60	$518.40
470/475	505/510	Oct 16	$3.72	$1.28	39%	2.91	$471.28	$508.72
470/475	530/535	Oct 16	$2.70	$2.30	59%	1.17	$472.30	$532.70
470/475	535/540	Oct 16	$2.60	$2.40	61%	1.08	$472.40	$537.60
440/445	515/520	Oct 16	$1.97	$3.03	73%	0.65	$443.03	$516.97
470/475	525/530	Oct 16	$2.70	$2.30	57%	1.17	$472.30	$527.70
470/475	520/525	Oct 16	$2.77	$2.23	55%	1.24	$472.23	$522.77
470/475	510/515	Oct 16	$3.23	$1.77	45%	1.82	$471.77	$513.23
440/445	505/510	Oct 16	$2.29	$2.71	62%	0.85	$442.71	$507.29
440/445	530/535	Oct 16	$1.27	$3.73	82%	0.34	$443.73	$531.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 70.43, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$520.00	$525.00	$530.00	Oct 16	$0.07	$4.93	4%	70.43
$530.00	$535.00	$540.00	Oct 16	$0.10	$4.90	3%	49.00
$495.00	$500.00	$505.00	Oct 16	$0.45	$4.55	12%	10.11
$505.00	$510.00	$515.00	Oct 16	$0.49	$4.51	10%	9.20
$515.00	$520.00	$525.00	Oct 16	$0.63	$4.37	8%	6.94

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$475.00	$480.00	$485.00	Oct 16	$0.40	$4.60	13%	11.50
$455.00	$460.00	$465.00	Oct 16	$0.43	$4.57	8%	10.63
$505.00	$510.00	$515.00	Oct 16	$0.55	$4.45	12%	8.09
$430.00	$435.00	$440.00	Oct 16	$0.42	$4.58	1%	10.90
$515.00	$520.00	$525.00	Oct 16	$0.75	$4.25	10%	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. 28 found (best net $-0.02, 25 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$545.00	$550.00	1:2	Oct 16	-$0.02	$4.98
$515.00	$520.00	1:2	Oct 16	-$0.60	$4.40
$530.00	$535.00	1:2	Oct 16	-$0.48	$4.52
$535.00	$540.00	1:2	Oct 16	-$0.43	$4.57
$525.00	$530.00	1:2	Oct 16	-$0.73	$4.27

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$455.00	$450.00	1:2	Oct 16	-$0.48	$4.52
$440.00	$435.00	1:2	Oct 16	-$0.51	$4.49
$475.00	$470.00	1:2	Oct 16	-$2.00	$3.00
$465.00	$460.00	1:2	Oct 16	-$1.45	$3.55
$460.00	$455.00	1:2	Oct 16	-$1.31	$3.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.65%, avg 0.62%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$490.00	Oct 16	$8.00	0.48	0.9%	1.65%	2.54%	29	26
$500.00	Oct 16	$5.00	0.33	3.0%	1.03%	3.98%	39	30
$505.00	Oct 16	$3.90	0.28	4.0%	0.80%	4.78%	27	17
$495.00	Oct 16	$5.20	0.40	1.9%	1.07%	2.99%	6	2
$510.00	Oct 16	$2.55	0.22	5.0%	0.53%	5.53%	6	106
$515.00	Oct 16	$1.90	0.17	6.0%	0.39%	6.43%	7	69
$520.00	Oct 16	$1.20	0.12	7.1%	0.25%	7.32%	41	370
$525.00	Oct 16	$1.00	0.10	8.1%	0.21%	8.30%	56	95
$530.00	Oct 16	$0.70	0.08	9.1%	0.14%	9.27%	17	228
$535.00	Oct 16	$0.45	0.06	10.2%	0.09%	10.25%	18	172

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 867

Total Puts 755

Put/Call Ratio 0.87

Net Difference 112

Prior's Put/Call Breakdown

Total Calls 190

Total Puts 109

Put/Call Ratio 0.57

Net Difference 81

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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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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