Tour v526
NOC
NORTHROP GRUMMAN COR
$523.82 -1.71%
$525.50 (+0.32%)🌙
as of 09/02 06:04 PM
(9/2 15:06) ◀
|
Wednesday, September 2, 2026 (6:04pm)
January 2026
|
▶
◀ 9/2 18:04

Option Volume

Detail
ℹ
Current (09/02) 996
Calls: 571 (57%)
Puts: 425 (43%)
Prior (09/01) 538
Calls: 379 (70%)
Puts: 159 (30%)
Current vs Prior +85.13%
Calls: +50.66% (Calls)
Puts: +167.30% (Puts)
Prior 7-Day Total 6,226
Calls: 3,797 (61%)
Puts: 2,429 (39%)
Prior 7-Day Average 889
Calls: 542 (61%)
Puts: 347 (39%)
Current vs Prior 7-Day Avg +11.98%
Calls: +5.27%
Puts: +22.48%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/02) $1.23M
Calls: $563.7K (46%)
Puts: $662.4K (54%)
Prior (09/01) $1.10M
Calls: $428.6K (39%)
Puts: $669.6K (61%)
Current vs Prior +11.64%
Calls: +31.50%
Puts: -1.08%
Prior 7-Day Total $11.37M
Calls: $5.53M (49%)
Puts: $5.84M (51%)
Prior 7-Day Average $1.62M
Calls: $789.6K (49%)
Puts: $834.3K (51%)
Current vs Prior 7-Day Avg -24.50%
Calls: -28.61%
Puts: -20.61%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/02) 0.74
Prior (09/01) 0.42
Current vs Prior +77.42%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -7.45%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/02) 27,587
Calls: 12,761 (46%)
Puts: 14,826 (54%)
Prior (09/01) 27,540
Calls: 12,706 (46%)
Puts: 14,834 (54%)
Current vs Prior +0.17%
Prior 7-Day Total 195,870
Calls: 90,660 (46%)
Puts: 105,210 (54%)
Prior 7-Day Average 27,981
Calls: 12,951 (46%)
Puts: 15,030 (54%)
Current vs Prior 7-Day Avg -1.41%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/18) | Next (10/16)
Current 4.72% | 7.54%
Prior 4.94% | 7.83%
Current vs Prior -4.64% | -3.75%
Prior 7-Day Avg 5.45% | 8.31%
Current vs 7-Day Avg -13.54% | -9.21%
Prior 7-Day Eod 4.94% | 7.83%
Current vs 7-Day Eod -4.64% | -3.75%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 30.04% | 9.52%
Calls: 24.79% | 12.53%
Puts: 35.29% | 6.52%
Prior 11.34% | 19.39%
Calls: 12.33% | 15.20%
Puts: 10.34% | 23.59%
Current vs Prior +164.90% | -50.90%
Prior 7-Day Avg 29.62% | 17.43%
Calls: 27.00% | 14.67%
Puts: 32.23% | 20.20%
Current vs 7-Day Avg +1.42% | -45.38%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 85% vs prior. P/C ratio rising 77% - 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

📈 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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 6 of results (avg 7.1%, best 4.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1874.2078.60$76.405.8%10.971
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 1620.5021.40$20.954.3%30.5122
$600.00Oct 1672.7078.40$75.557.5%20.951
$580.00Oct 1654.8059.10$56.957.6%10.872
$590.00Sep 1862.5068.00$65.258.4%51.0019
$625.00Oct 1696.10105.00$100.558.9%10.971

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. 29 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1874.2078.60$76.405.8%10.971
$500.00Sep 1824.7032.80$28.7528.2%--0.8318
$510.00Sep 1819.2023.80$21.5021.4%--0.7723
$500.00Oct 1633.2040.00$36.6018.6%10.74--
$510.00Oct 1625.8031.40$28.6019.6%10.671
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Sep 1842.8048.30$45.5512.1%11.0049
$575.00Sep 1847.6053.10$50.3510.9%--1.0017
$580.00Sep 1851.1058.00$54.5512.6%--1.0049
$585.00Sep 1856.1064.10$60.1013.3%--1.0010
$590.00Sep 1862.5068.00$65.258.4%51.0019

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 544, top 102)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 184.806.90$5.8535.9%1020.3381
$530.00Sep 186.4012.30$9.3563.1%440.4633
$600.00Sep 180.000.30$0.15200.0%210.01537
$560.00Sep 181.202.70$1.9576.9%180.14123
$535.00Sep 183.1011.70$7.40116.2%170.3953
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Sep 184.2012.70$8.45100.6%320.41123
$500.00Sep 180.305.30$2.80178.6%260.17298
$490.00Oct 164.706.00$5.3524.3%170.204
$495.00Sep 180.004.10$2.05200.0%120.13183
$545.00Sep 1820.8026.30$23.5523.4%110.7691

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 6.0%, max 9.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Sep 18Oct 1626.0%24.0%8.6%592
$500.00Sep 18Oct 1626.9%25.9%3.8%118
$525.00Sep 18Oct 1625.0%24.1%3.8%6138
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$505.00Sep 18Oct 1627.4%25.1%9.4%819
$520.00Sep 18Oct 1626.0%24.0%8.6%37129
$500.00Sep 18Oct 1626.9%25.9%3.8%27316
$525.00Sep 18Oct 1625.0%24.1%3.8%656

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 6.14, avg 7.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$525.00Sep 18$1.80$3.20$1.8060%1.78$521.80
$520.00$525.00Oct 16$1.90$3.10$1.9059%1.63$521.90
$550.00$555.00Oct 16$0.70$4.30$0.7034%6.14$550.70
$510.00$520.00Oct 16$5.50$4.50$5.5067%0.82$515.50
$585.00$590.00Oct 16$0.10$4.90$0.1014%49.00$585.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$515.00Oct 16$0.70$4.30$0.7042%6.14$519.30
$535.00$530.00Oct 16$1.40$3.60$1.4056%2.57$533.60
$530.00$525.00Sep 18$1.70$3.30$1.7056%1.94$528.30
$495.00$490.00Oct 16$0.40$4.60$0.4022%11.50$494.60
$480.00$470.00Oct 16$0.70$9.30$0.7015%13.29$479.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 0.82, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$615.00$620.00Sep 18$1.77$1.77$3.2390%0.55$616.77
$565.00$580.00Oct 16$3.75$3.75$11.2574%0.33$568.75
$525.00$530.00Sep 18$3.25$3.25$1.7547%1.86$528.25
$555.00$560.00Oct 16$1.85$1.85$3.1568%0.59$556.85
$550.00$555.00Sep 18$1.22$1.22$3.7878%0.32$551.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$450.00Sep 18$2.25$2.25$2.7591%0.82$452.75
$480.00$475.00Sep 18$2.17$2.17$2.8385%0.77$477.83
$515.00$510.00Sep 18$2.80$2.80$2.2067%1.27$512.20
$430.00$425.00Sep 18$1.30$1.30$3.7095%0.35$428.70
$500.00$495.00Oct 16$2.10$2.10$2.9074%0.72$497.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $7.26, cheapest $5.50)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Sep 18Oct 16$8.7026.0%24.0%
$525.00Sep 18Oct 16$8.6025.0%24.1%
$540.00Sep 18Oct 16$8.1025.6%26.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Sep 18Oct 16$5.5026.0%24.0%
$525.00Sep 18Oct 16$6.1025.0%24.1%
$540.00Sep 18Oct 16$6.3525.6%26.5%
$515.00Sep 18Oct 16$7.1225.1%26.0%
$535.00Sep 18Oct 16$5.9525.2%26.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 4.08% of stock, avg 6.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Sep 18$9.35$12.00$21.35$508.65$551.354.08%
$520.00Sep 18$14.40$8.45$22.85$497.15$542.854.36%
$525.00Sep 18$12.60$10.30$22.90$502.10$547.904.37%
$535.00Sep 18$7.40$16.40$23.80$511.20$558.804.54%
$510.00Sep 18$21.50$3.33$24.83$485.17$534.834.74%
$540.00Sep 18$5.85$20.05$25.90$514.10$565.904.94%
$545.00Sep 18$4.55$23.55$28.10$516.90$573.105.36%
$550.00Sep 18$3.35$27.75$31.10$518.90$581.105.94%
$500.00Sep 18$28.75$2.80$31.55$468.45$531.556.02%
$555.00Sep 18$2.13$32.35$34.48$520.52$589.486.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.28% of stock, avg 3.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$510.00Sep 18$3.35$3.33$6.68$503.32$556.68
$550.00$505.00Sep 18$3.35$4.05$7.40$497.60$557.40
$545.00$510.00Sep 18$4.55$3.33$7.88$502.12$552.88
$545.00$505.00Sep 18$4.55$4.05$8.60$496.40$553.60
$540.00$510.00Sep 18$5.85$3.33$9.18$500.82$549.18
$550.00$515.00Sep 18$3.35$6.13$9.48$505.52$559.48
$540.00$505.00Sep 18$5.85$4.05$9.90$495.10$549.90
$545.00$515.00Sep 18$4.55$6.13$10.68$504.32$555.68
$540.00$515.00Sep 18$5.85$6.13$11.98$503.02$551.98
$535.00$510.00Sep 18$7.40$3.33$10.73$499.27$545.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 2.27, avg credit $2.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455550/555Sep 18$3.47$1.5369%2.27$451.53$553.47
450/455570/575Sep 18$2.77$2.2383%1.24$452.23$572.77
450/455565/570Sep 18$2.86$2.1479%1.34$452.14$567.86
450/455545/550Sep 18$3.45$1.5564%2.23$451.55$548.45
475/480550/555Sep 18$3.39$1.6164%2.11$476.61$553.39
475/480570/575Sep 18$2.69$2.3177%1.16$477.31$572.69
475/480565/570Sep 18$2.78$2.2274%1.25$477.22$567.78
450/455540/545Sep 18$3.55$1.4558%2.45$451.45$543.55
450/455560/565Sep 18$2.57$2.4377%1.06$452.43$562.57
475/480545/550Sep 18$3.37$1.6358%2.07$476.63$548.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 65.67, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$510.00$520.00Sep 18$0.15$9.8523%65.67
$540.00$545.00$550.00Sep 18$0.10$4.9011%49.00
$565.00$570.00$575.00Sep 18$0.09$4.917%54.56
$535.00$540.00$545.00Sep 18$0.25$4.7512%19.00
$530.00$535.00$540.00Sep 18$0.40$4.6013%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$565.00$570.00Sep 18$0.20$4.808%24.00
$545.00$550.00$555.00Sep 18$0.40$4.6014%11.50
$495.00$500.00$505.00Sep 18$0.50$4.509%9.00
$485.00$490.00$495.00Oct 16$0.40$4.603%11.50
$540.00$545.00$550.00Sep 18$0.70$4.3013%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-10.05, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$565.00$580.001:2Oct 16-$0.40$14.60
$525.00$540.001:2Oct 16-$6.70$8.30
$565.00$570.001:2Sep 18-$0.41$4.59
$510.00$520.001:2Sep 18-$7.30$2.70
$550.00$555.001:2Sep 18-$0.91$4.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$550.001:2Oct 16-$10.05$19.95
$515.00$510.001:2Sep 18-$0.53$4.47
$470.00$455.001:2Oct 16-$0.96$14.04
$450.00$445.001:2Sep 18-$0.15$4.85
$445.00$440.001:2Sep 18-$0.71$4.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.50%, avg 0.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Oct 16$13.100.423.1%2.50%5.59%65
$525.00Oct 16$17.800.540.2%3.40%3.62%2--
$565.00Oct 16$5.800.267.9%1.11%8.97%717
$555.00Oct 16$6.100.326.0%1.16%7.12%35
$560.00Oct 16$4.900.286.9%0.94%7.84%214
$550.00Oct 16$6.000.345.0%1.15%6.14%28
$580.00Oct 16$3.100.1710.7%0.59%11.32%222
$585.00Oct 16$2.350.1411.7%0.45%12.13%33
$540.00Sep 18$4.800.333.1%0.92%4.01%10281
$525.00Sep 18$9.300.530.2%1.78%2.00%4138

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 571
Total Puts 425
Put/Call Ratio 0.74
Net Difference 146

Prior's Put/Call Breakdown

Total Calls 379
Total Puts 159
Put/Call Ratio 0.42
Net Difference 220

Prior 7-Day Put/Call Summary

Total Calls 3,797
Total Puts 2,429
Average Put/Call Ratio 0.80
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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Chart Title

Price — Past 7 Days

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