NOC - Options Database

NOC

NORTHROP GRUMMAN COR

$484.15 -4.05%

(9/30 13:00) ◀

Wednesday, September 30, 2026 (2:00pm)

▶ (9/30 15:00)

◀ 9/30 14:00 ▶

Option Volume

Detail

ℹ

Current (09/30 2:00pm) 2,517

Calls: 1,391 (55%)

Puts: 1,126 (45%)

Prior (12/02) 475

Calls: 307 (65%)

Puts: 168 (35%)

Current vs Prior +429.89%

Calls: +353.09% (Calls)

Puts: +570.24% (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 +173.67%

Calls: +205.71%

Puts: +142.30%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/30 2:00pm) $3.43M

Calls: $1.57M (46%)

Puts: $1.86M (54%)

Prior (12/02) $601.6K

Calls: $260.4K (43%)

Puts: $341.2K (57%)

Current vs Prior +470.32%

Calls: +502.76%

Puts: +445.57%

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 +28.05%

Calls: +183.70%

Puts: -12.45%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/30 2:00pm) 0.81

Prior (12/02) 0.55

Current vs Prior +47.92%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -23.92%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/30 2:00pm) 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 5.11% | 9.64%

Prior 5.51% | 9.79%

Current vs Prior -7.19% | -1.53%

Prior 7-Day Avg 4.86% | 9.22%

Current vs 7-Day Avg +5.09% | +4.51%

Prior 7-Day Eod 5.51% | 9.79%

Current vs 7-Day Eod -7.19% | -1.53%

Sentiment BULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 30.45% | 13.89%

Calls: 29.73% | 14.20%

Puts: 31.16% | 13.59%

Prior 29.32% | 15.45%

Calls: 33.65% | 15.22%

Puts: 25.00% | 15.67%

Current vs Prior +3.85% | -10.10%

Prior 7-Day Avg 48.61% | 20.34%

Calls: 55.10% | 19.91%

Puts: 42.12% | 20.76%

Current vs 7-Day Avg -37.36% | -31.70%

Liquidity Expensive

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Massive premium surge with dollar volume up 470% vs prior. Unusually high activity with volume up 430% vs prior - elevated interest. Volume explosion - 174% above 7-day average (2,517 vs avg 919). P/C ratio rising 48% - 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 BULLISH

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
14:00	BEARISH	BULLISH	BULLISH
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 6 of results (avg 9.3%, best 8.0%)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$520.00	Oct 16	1.50	1.65	$1.58	9.5%	46	0.12	370

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$540.00	Oct 16	53.10	57.50	$55.30	8.0%	6	0.97	35
$545.00	Oct 16	56.80	61.90	$59.35	8.6%	--	1.00	11
$530.00	Oct 16	43.30	47.80	$45.55	9.9%	1	0.94	116
$550.00	Oct 16	61.00	67.40	$64.20	10.0%	1	1.00	14
$535.00	Oct 16	47.60	52.60	$50.10	10.0%	2	0.97	29

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 0.80, highest 1.00)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$470.00	Oct 16	18.30	21.50	$19.90	16.1%	14	0.74	1
$480.00	Oct 16	12.60	17.00	$14.80	29.7%	14	0.60	1
$485.00	Oct 16	9.30	13.00	$11.15	33.2%	23	0.52	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$545.00	Oct 16	56.80	61.90	$59.35	8.6%	--	1.00	11
$550.00	Oct 16	61.00	67.40	$64.20	10.0%	1	1.00	14
$535.00	Oct 16	47.60	52.60	$50.10	10.0%	2	0.97	29
$540.00	Oct 16	53.10	57.50	$55.30	8.0%	6	0.97	35
$530.00	Oct 16	43.30	47.80	$45.55	9.9%	1	0.94	116

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 747, top 79)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$500.00	Oct 16	5.00	6.00	$5.50	18.2%	79	0.31	30
$525.00	Oct 16	1.00	1.40	$1.20	33.3%	56	0.09	95
$520.00	Oct 16	1.50	1.65	$1.58	9.5%	46	0.12	370
$490.00	Oct 16	8.00	13.50	$10.75	51.2%	33	0.46	26
$505.00	Oct 16	1.85	4.80	$3.33	88.6%	32	0.23	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$500.00	Oct 16	17.20	20.90	$19.05	19.4%	75	0.69	185
$490.00	Oct 16	10.20	15.80	$13.00	43.1%	59	0.55	240
$470.00	Oct 16	3.40	5.00	$4.20	38.1%	20	0.26	125
$460.00	Oct 16	1.65	2.85	$2.25	53.3%	19	0.16	36
$440.00	Oct 16	0.25	0.95	$0.60	116.7%	17	0.05	22

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 11.50, avg 8.14)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$485.00	$490.00	Oct 16	$0.40	$4.60	$0.40	52%	11.50	$485.40
$470.00	$480.00	Oct 16	$5.10	$4.90	$5.10	74%	0.96	$475.10
$505.00	$510.00	Oct 16	$0.20	$4.80	$0.20	23%	24.00	$505.20
$495.00	$500.00	Oct 16	$1.35	$3.65	$1.35	38%	2.70	$496.35
$510.00	$515.00	Oct 16	$0.68	$4.32	$0.68	20%	6.35	$510.68

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$480.00	$475.00	Oct 16	$1.30	$3.70	$1.30	41%	2.85	$478.70
$495.00	$490.00	Oct 16	$2.50	$2.50	$2.50	63%	1.00	$492.50
$445.00	$440.00	Oct 16	$0.15	$4.85	$0.15	6%	32.33	$444.85
$470.00	$465.00	Oct 16	$1.02	$3.98	$1.02	26%	3.90	$468.98
$455.00	$450.00	Oct 16	$0.40	$4.60	$0.40	12%	11.50	$454.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 3.55, avg 0.37)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$490.00	$495.00	Oct 16	$3.90	$3.90	$1.10	54%	3.55	$493.90
$570.00	$575.00	Oct 16	$1.17	$1.17	$3.83	93%	0.31	$571.17
$555.00	$560.00	Oct 16	$0.95	$0.95	$4.05	94%	0.23	$555.95
$500.00	$505.00	Oct 16	$2.17	$2.17	$2.83	69%	0.77	$502.17
$515.00	$520.00	Oct 16	$0.87	$0.87	$4.13	83%	0.21	$515.87

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$475.00	$470.00	Oct 16	$1.85	$1.85	$3.15	66%	0.59	$473.15
$450.00	$445.00	Oct 16	$0.45	$0.45	$4.55	91%	0.10	$449.55
$465.00	$460.00	Oct 16	$0.93	$0.93	$4.07	79%	0.23	$464.07
$460.00	$455.00	Oct 16	$0.65	$0.65	$4.35	84%	0.15	$459.35
$455.00	$450.00	Oct 16	$0.40	$0.40	$4.60	88%	0.09	$454.60

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 4.36% of stock, avg 6.06%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$485.00	Oct 16	$11.15	$9.95	$21.10	$463.90	$506.10	4.36%
$480.00	Oct 16	$14.80	$7.35	$22.15	$457.85	$502.15	4.58%
$495.00	Oct 16	$6.85	$15.50	$22.35	$472.65	$517.35	4.62%
$490.00	Oct 16	$10.75	$13.00	$23.75	$466.25	$513.75	4.91%
$470.00	Oct 16	$19.90	$4.20	$24.10	$445.90	$494.10	4.98%
$500.00	Oct 16	$5.50	$19.05	$24.55	$475.45	$524.55	5.07%
$505.00	Oct 16	$3.33	$22.65	$25.98	$479.02	$530.98	5.37%
$510.00	Oct 16	$3.13	$26.55	$29.68	$480.32	$539.68	6.13%
$515.00	Oct 16	$2.45	$31.60	$34.05	$480.95	$549.05	7.03%
$520.00	Oct 16	$1.58	$35.55	$37.13	$482.87	$557.13	7.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.30% of stock, avg 2.49%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$510.00	$465.00	Oct 16	$3.13	$3.18	$6.31	$458.69	$516.31
$505.00	$465.00	Oct 16	$3.33	$3.18	$6.51	$458.49	$511.51
$510.00	$470.00	Oct 16	$3.13	$4.20	$7.33	$462.67	$517.33
$505.00	$470.00	Oct 16	$3.33	$4.20	$7.53	$462.47	$512.53
$500.00	$465.00	Oct 16	$5.50	$3.18	$8.68	$456.32	$508.68
$500.00	$470.00	Oct 16	$5.50	$4.20	$9.70	$460.30	$509.70
$505.00	$475.00	Oct 16	$3.33	$6.05	$9.38	$465.62	$514.38
$510.00	$475.00	Oct 16	$3.13	$6.05	$9.18	$465.82	$519.18
$500.00	$475.00	Oct 16	$5.50	$6.05	$11.55	$463.45	$511.55
$495.00	$465.00	Oct 16	$6.85	$3.18	$10.03	$454.97	$505.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 4.10, avg credit $1.49)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
470/475	500/505	Oct 16	$4.02	$0.98	35%	4.10	$470.98	$504.02
445/450	500/505	Oct 16	$2.62	$2.38	60%	1.10	$447.38	$502.62
460/465	500/505	Oct 16	$3.10	$1.90	48%	1.63	$461.90	$503.10
455/460	500/505	Oct 16	$2.82	$2.18	53%	1.29	$457.18	$502.82
440/445	500/505	Oct 16	$2.32	$2.68	62%	0.87	$442.68	$502.32
450/455	500/505	Oct 16	$2.57	$2.43	57%	1.06	$452.43	$502.57
465/470	500/505	Oct 16	$3.19	$1.81	42%	1.76	$466.81	$503.19
470/475	515/520	Oct 16	$2.72	$2.28	50%	1.19	$472.28	$517.72
470/475	530/535	Oct 16	$2.25	$2.75	59%	0.82	$472.75	$532.25
445/450	515/520	Oct 16	$1.32	$3.68	74%	0.36	$448.68	$516.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 54.56, cheapest $0.09)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$520.00	$525.00	$530.00	Oct 16	$0.11	$4.89	4%	44.45
$540.00	$545.00	$550.00	Oct 16	$0.25	$4.75	2%	19.00
$515.00	$520.00	$525.00	Oct 16	$0.49	$4.51	7%	9.20
$530.00	$535.00	$540.00	Oct 16	$0.45	$4.55	3%	10.11
$545.00	$550.00	$555.00	Oct 16	$0.75	$4.25	3%	5.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$460.00	$465.00	$470.00	Oct 16	$0.09	$4.91	11%	54.56
$515.00	$520.00	$525.00	Oct 16	$0.15	$4.85	8%	32.33
$500.00	$505.00	$510.00	Oct 16	$0.30	$4.70	11%	15.67
$455.00	$460.00	$465.00	Oct 16	$0.28	$4.72	9%	16.86
$480.00	$485.00	$490.00	Oct 16	$0.45	$4.55	14%	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. 30 found (best net $-0.13, 28 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$530.00	$535.00	1:2	Oct 16	-$0.13	$4.87
$500.00	$505.00	1:2	Oct 16	-$1.16	$3.84
$540.00	$545.00	1:2	Oct 16	-$0.08	$4.92
$515.00	$520.00	1:2	Oct 16	-$0.71	$4.29
$545.00	$550.00	1:2	Oct 16	-$0.33	$4.67

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$450.00	$445.00	1:2	Oct 16	-$0.30	$4.70
$445.00	$440.00	1:2	Oct 16	-$0.45	$4.55
$440.00	$435.00	1:2	Oct 16	-$0.54	$4.46
$460.00	$455.00	1:2	Oct 16	-$0.95	$4.05
$455.00	$450.00	1:2	Oct 16	-$0.80	$4.20

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 0.75%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$490.00	Oct 16	$8.00	0.46	1.2%	1.65%	2.86%	33	26
$500.00	Oct 16	$5.00	0.31	3.3%	1.03%	4.31%	79	30
$485.00	Oct 16	$9.30	0.52	0.2%	1.92%	2.10%	23	--
$495.00	Oct 16	$5.00	0.38	2.2%	1.03%	3.27%	6	2
$510.00	Oct 16	$2.25	0.20	5.3%	0.46%	5.80%	12	106
$515.00	Oct 16	$2.00	0.17	6.4%	0.41%	6.79%	8	69
$505.00	Oct 16	$1.85	0.23	4.3%	0.38%	4.69%	32	17
$520.00	Oct 16	$1.50	0.12	7.4%	0.31%	7.71%	46	370
$525.00	Oct 16	$1.00	0.09	8.4%	0.21%	8.64%	56	95
$530.00	Oct 16	$0.60	0.07	9.5%	0.12%	9.59%	17	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 1,391

Total Puts 1,126

Put/Call Ratio 0.81

Net Difference 265

Prior's Put/Call Breakdown

Total Calls 307

Total Puts 168

Put/Call Ratio 0.55

Net Difference 139

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

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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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