NOC - Options Database

NOC

NORTHROP GRUMMAN COR

$486.37 -3.61%

(9/30 12:00) ◀

Wednesday, September 30, 2026 (1:00pm)

▶ (9/30 14:00)

◀ 9/30 13:00 ▶

Option Volume

Detail

ℹ

Current (09/30 1:00pm) 2,268

Calls: 1,244 (55%)

Puts: 1,024 (45%)

Prior (12/02) 337

Calls: 196 (58%)

Puts: 141 (42%)

Current vs Prior +573.00%

Calls: +534.69% (Calls)

Puts: +626.24% (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 +146.60%

Calls: +173.41%

Puts: +120.35%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/30 1:00pm) $2.97M

Calls: $1.42M (48%)

Puts: $1.55M (52%)

Prior (12/02) $494.8K

Calls: $205.6K (42%)

Puts: $289.2K (58%)

Current vs Prior +501.00%

Calls: +590.53%

Puts: +437.34%

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 +10.98%

Calls: +156.67%

Puts: -26.93%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/30 1:00pm) 0.82

Prior (12/02) 0.72

Current vs Prior +14.42%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -22.63%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/30 1:00pm) 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 5.54% | 9.36%

Prior 5.51% | 9.79%

Current vs Prior +0.60% | -4.39%

Prior 7-Day Avg 4.86% | 9.22%

Current vs 7-Day Avg +13.90% | +1.47%

Prior 7-Day Eod 5.51% | 9.79%

Current vs 7-Day Eod +0.60% | -4.39%

Sentiment BEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 42.72% | 12.81%

Calls: 38.24% | 11.37%

Puts: 47.19% | 14.25%

Prior 29.32% | 15.45%

Calls: 33.65% | 15.22%

Puts: 25.00% | 15.67%

Current vs Prior +45.70% | -17.09%

Prior 7-Day Avg 48.61% | 20.34%

Calls: 55.10% | 19.91%

Puts: 42.12% | 20.76%

Current vs 7-Day Avg -12.11% | -37.01%

Liquidity Expensive

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🤖 AI Insights

Massive premium surge with dollar volume up 501% vs prior. Unusually high activity with volume up 573% vs prior - elevated interest. Volume explosion - 147% above 7-day average (2,268 vs avg 919).

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 NEUTRAL

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
13:00	BEARISH	BULLISH	BULLISH
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 -- 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. 16 found (avg delta 0.81, highest 1.00)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$470.00	Oct 16	18.50	22.10	$20.30	17.7%	11	0.75	1
$480.00	Oct 16	12.60	17.00	$14.80	29.7%	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
$545.00	Oct 16	55.30	62.50	$58.90	12.2%	--	1.00	11
$550.00	Oct 16	60.10	67.40	$63.75	11.5%	--	1.00	14
$540.00	Oct 16	50.70	57.50	$54.10	12.6%	6	0.99	35
$535.00	Oct 16	45.50	52.60	$49.05	14.5%	2	0.98	29
$530.00	Oct 16	41.00	47.80	$44.40	15.3%	1	0.96	116

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 707, top 79)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$500.00	Oct 16	5.00	6.40	$5.70	24.6%	79	0.34	30
$525.00	Oct 16	1.00	1.45	$1.23	36.6%	56	0.10	95
$520.00	Oct 16	1.25	1.90	$1.58	41.1%	42	0.12	370
$490.00	Oct 16	8.30	13.50	$10.90	47.7%	33	0.48	26
$505.00	Oct 16	3.80	5.20	$4.50	31.1%	28	0.28	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$500.00	Oct 16	17.00	20.50	$18.75	18.7%	75	0.68	185
$490.00	Oct 16	10.20	16.50	$13.35	47.2%	57	0.52	240
$460.00	Oct 16	1.65	2.95	$2.30	56.5%	19	0.15	36
$470.00	Oct 16	3.40	5.10	$4.25	40.0%	18	0.25	125
$480.00	Oct 16	6.20	9.40	$7.80	41.0%	16	0.38	94

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. 24 found (best R:R 3.17, avg 6.97)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$480.00	$485.00	Oct 16	$1.20	$3.80	$1.20	62%	3.17	$481.20
$470.00	$480.00	Oct 16	$5.50	$4.50	$5.50	75%	0.82	$475.50
$495.00	$500.00	Oct 16	$1.45	$3.55	$1.45	40%	2.45	$496.45
$500.00	$505.00	Oct 16	$1.20	$3.80	$1.20	34%	3.17	$501.20
$525.00	$530.00	Oct 16	$0.25	$4.75	$0.25	10%	19.00	$525.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$495.00	$490.00	Oct 16	$1.95	$3.05	$1.95	61%	1.56	$493.05
$470.00	$465.00	Oct 16	$0.92	$4.08	$0.92	25%	4.43	$469.08
$460.00	$455.00	Oct 16	$0.60	$4.40	$0.60	15%	7.33	$459.40
$455.00	$450.00	Oct 16	$0.52	$4.48	$0.52	12%	8.62	$454.48
$485.00	$480.00	Oct 16	$2.15	$2.85	$2.15	45%	1.33	$482.85

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 0.41)

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
$490.00	$495.00	Oct 16	$3.75	$3.75	$1.25	52%	3.00	$493.75
$570.00	$575.00	Oct 16	$1.17	$1.17	$3.83	93%	0.31	$571.17
$515.00	$520.00	Oct 16	$0.90	$0.90	$4.10	83%	0.22	$515.90
$540.00	$545.00	Oct 16	$0.30	$0.30	$4.70	95%	0.06	$540.30

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$475.00	$470.00	Oct 16	$1.75	$1.75	$3.25	68%	0.54	$473.25
$465.00	$460.00	Oct 16	$1.03	$1.03	$3.97	80%	0.26	$463.97
$450.00	$445.00	Oct 16	$0.50	$0.50	$4.50	92%	0.11	$449.50
$480.00	$475.00	Oct 16	$1.80	$1.80	$3.20	62%	0.56	$478.20
$485.00	$480.00	Oct 16	$2.15	$2.15	$2.85	55%	0.75	$482.85

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. 13 found (cheapest 4.62% of stock, avg 6.37%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$495.00	Oct 16	$7.15	$15.30	$22.45	$472.55	$517.45	4.62%
$480.00	Oct 16	$14.80	$7.80	$22.60	$457.40	$502.60	4.65%
$485.00	Oct 16	$13.60	$9.95	$23.55	$461.45	$508.55	4.84%
$490.00	Oct 16	$10.90	$13.35	$24.25	$465.75	$514.25	4.99%
$500.00	Oct 16	$5.70	$18.75	$24.45	$475.55	$524.45	5.03%
$470.00	Oct 16	$20.30	$4.25	$24.55	$445.45	$494.55	5.05%
$505.00	Oct 16	$4.50	$22.10	$26.60	$478.40	$531.60	5.47%
$510.00	Oct 16	$3.23	$26.35	$29.58	$480.42	$539.58	6.08%
$515.00	Oct 16	$2.48	$30.35	$32.83	$482.17	$547.83	6.75%
$520.00	Oct 16	$1.58	$35.10	$36.68	$483.32	$556.68	7.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.35% of stock, avg 2.58%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$510.00	$465.00	Oct 16	$3.23	$3.33	$6.56	$458.44	$516.56
$510.00	$470.00	Oct 16	$3.23	$4.25	$7.48	$462.52	$517.48
$505.00	$465.00	Oct 16	$4.50	$3.33	$7.83	$457.17	$512.83
$505.00	$470.00	Oct 16	$4.50	$4.25	$8.75	$461.25	$513.75
$510.00	$475.00	Oct 16	$3.23	$6.00	$9.23	$465.77	$519.23
$500.00	$465.00	Oct 16	$5.70	$3.33	$9.03	$455.97	$509.03
$500.00	$470.00	Oct 16	$5.70	$4.25	$9.95	$460.05	$509.95
$505.00	$475.00	Oct 16	$4.50	$6.00	$10.50	$464.50	$515.50
$500.00	$475.00	Oct 16	$5.70	$6.00	$11.70	$463.30	$511.70
$495.00	$465.00	Oct 16	$7.15	$3.33	$10.48	$454.52	$505.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 1.13, avg credit $1.53)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
470/475	515/520	Oct 16	$2.65	$2.35	51%	1.13	$472.35	$517.65
445/450	515/520	Oct 16	$1.40	$3.60	74%	0.39	$448.60	$516.40
460/465	515/520	Oct 16	$1.93	$3.07	62%	0.63	$463.07	$516.93
470/475	505/510	Oct 16	$3.02	$1.98	41%	1.53	$471.98	$508.02
470/475	530/535	Oct 16	$2.00	$3.00	60%	0.67	$473.00	$532.00
470/475	535/540	Oct 16	$1.90	$3.10	62%	0.61	$473.10	$536.90
450/455	515/520	Oct 16	$1.42	$3.58	71%	0.40	$453.58	$516.42
445/450	505/510	Oct 16	$1.77	$3.23	64%	0.55	$448.23	$506.77
445/450	530/535	Oct 16	$0.75	$4.25	84%	0.18	$449.25	$530.75
470/475	525/530	Oct 16	$2.00	$3.00	59%	0.67	$473.00	$527.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$495.00	$500.00	$505.00	Oct 16	$0.25	$4.75	12%	19.00
$520.00	$525.00	$530.00	Oct 16	$0.10	$4.90	4%	49.00
$530.00	$535.00	$540.00	Oct 16	$0.10	$4.90	3%	49.00
$505.00	$510.00	$515.00	Oct 16	$0.52	$4.48	10%	8.62
$515.00	$520.00	$525.00	Oct 16	$0.55	$4.45	8%	8.09

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$470.00	$475.00	$480.00	Oct 16	$0.05	$4.95	13%	99.00
$450.00	$455.00	$460.00	Oct 16	$0.08	$4.92	7%	61.50
$475.00	$480.00	$485.00	Oct 16	$0.35	$4.65	14%	13.29
$435.00	$440.00	$445.00	Oct 16	$0.05	$4.95	1%	99.00
$455.00	$460.00	$465.00	Oct 16	$0.43	$4.57	8%	10.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.18, 26 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$515.00	$520.00	1:2	Oct 16	-$0.68	$4.32
$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
$560.00	$565.00	1:2	Oct 16	-$0.45	$4.55

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$450.00	$445.00	1:2	Oct 16	-$0.18	$4.82
$455.00	$450.00	1:2	Oct 16	-$0.66	$4.34
$445.00	$440.00	1:2	Oct 16	-$0.52	$4.48
$440.00	$435.00	1:2	Oct 16	-$0.54	$4.46
$465.00	$460.00	1:2	Oct 16	-$1.27	$3.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.71%, avg 0.62%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$490.00	Oct 16	$8.30	0.48	0.8%	1.71%	2.45%	33	26
$500.00	Oct 16	$5.00	0.34	2.8%	1.03%	3.83%	79	30
$505.00	Oct 16	$3.80	0.28	3.8%	0.78%	4.61%	28	17
$495.00	Oct 16	$5.20	0.40	1.8%	1.07%	2.84%	6	2
$510.00	Oct 16	$2.45	0.20	4.9%	0.50%	5.36%	9	106
$515.00	Oct 16	$2.00	0.17	5.9%	0.41%	6.30%	8	69
$520.00	Oct 16	$1.25	0.12	6.9%	0.26%	7.17%	42	370
$525.00	Oct 16	$1.00	0.10	7.9%	0.21%	8.15%	56	95
$530.00	Oct 16	$0.70	0.08	9.0%	0.14%	9.11%	17	228
$535.00	Oct 16	$0.45	0.06	10.0%	0.09%	10.09%	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 1,244

Total Puts 1,024

Put/Call Ratio 0.82

Net Difference 220

Prior's Put/Call Breakdown

Total Calls 196

Total Puts 141

Put/Call Ratio 0.72

Net Difference 55

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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