Tour v531
NOC
NORTHROP GRUMMAN COR
$519.86 +4.05%
$518.43 (-0.28%)🌙
as of 10/16 09:55 PM
◀ 10/16 21:55

Option Volume

Detail
ℹ
Current (10/16) 1,552
Calls: 1,226 (79%)
Puts: 326 (21%)
Prior (10/14) 2,146
Calls: 891 (42%)
Puts: 1,255 (58%)
Current vs Prior -27.68%
Calls: +37.60% (Calls)
Puts: -74.02% (Puts)
Prior 7-Day Total 9,425
Calls: 5,302 (56%)
Puts: 4,123 (44%)
Prior 7-Day Average 1,346
Calls: 757 (56%)
Puts: 589 (44%)
Current vs Prior 7-Day Avg +15.27%
Calls: +61.86%
Puts: -44.65%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/16) $1.96M
Calls: $1.62M (82%)
Puts: $343.7K (18%)
Prior (10/14) $2.08M
Calls: $1.08M (52%)
Puts: $994.9K (48%)
Current vs Prior -5.66%
Calls: +49.22%
Puts: -65.45%
Prior 7-Day Total $17.38M
Calls: $6.11M (35%)
Puts: $11.27M (65%)
Prior 7-Day Average $2.48M
Calls: $872.6K (35%)
Puts: $1.61M (65%)
Current vs Prior 7-Day Avg -21.01%
Calls: +85.34%
Puts: -78.65%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/16) 0.27
Prior (10/14) 1.41
Current vs Prior -81.12%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -66.62%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/16) 9,741
Calls: 5,555 (57%)
Puts: 4,186 (43%)
Prior (10/14) 32,680
Calls: 16,158 (49%)
Puts: 16,522 (51%)
Current vs Prior -70.19%
Prior 7-Day Total 220,748
Calls: 106,740 (48%)
Puts: 114,008 (52%)
Prior 7-Day Average 31,535
Calls: 15,248 (48%)
Puts: 16,286 (52%)
Current vs Prior 7-Day Avg -69.11%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 1.35% | 8.16%1.35% | 8.16%
Prior 2.50% | 8.64%2.50% | 8.64%
Current vs Prior +226.04% | +19.94%-46.17% | -5.65%
Prior 7-Day Avg 3.39% | 8.71%3.39% | 8.71%
Current vs 7-Day Avg +140.60% | +19.08%-60.28% | -6.33%
Prior 7-Day Eod 2.50% | 8.64%2.50% | 8.64%
Current vs 7-Day Eod +226.04% | +19.94%-46.17% | -5.65%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 37.58% | 16.36%
Calls: 20.38% | 10.94%
Puts: 54.78% | 21.79%
Prior 37.58% | 16.36%
Calls: 20.38% | 10.94%
Puts: 54.78% | 21.79%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 37.58% | 16.36%
Calls: 20.38% | 10.94%
Puts: 54.78% | 21.79%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($1.62M) vs puts ($343.7K). Extreme bullish P/C ratio of 0.27 - heavy call buying (1,226 calls vs 326 puts). P/C ratio dropping 81% - sentiment shifting bullish. Declining open interest (down 70%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 8.6%, best 8.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Nov 2020.7022.50$21.608.3%360.53241
$490.00Nov 2037.8041.10$39.458.4%70.7536
$450.00Nov 2069.5076.10$72.809.1%10.912
PUTS (0)
No puts meet the criteria

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. 24 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 1636.4043.40$39.9017.5%21.0042
$510.00Oct 166.5012.50$9.5063.2%851.00153
$515.00Oct 161.807.30$4.55120.9%401.0064
$460.00Oct 1656.3063.50$59.9012.0%30.94--
$485.00Oct 1631.3038.30$34.8020.1%80.93--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2043.6048.90$46.2511.5%10.77158
$535.00Nov 2026.1032.00$29.0520.3%10.60--
$515.00Oct 160.001.25$0.63198.4%80.5991

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 1.1K, top 132)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Nov 204.505.60$5.0521.8%1320.1970
$520.00Oct 160.001.05$0.53198.1%1080.23323
$510.00Oct 166.5012.50$9.5063.2%851.00153
$500.00Oct 1617.2022.50$19.8526.7%730.90101
$575.00Nov 203.805.10$4.4529.2%530.1725
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 207.2015.00$11.1070.3%240.32347
$480.00Oct 160.000.05$0.03166.7%230.01101
$465.00Nov 202.304.50$3.4064.7%180.1229
$450.00Nov 201.554.20$2.8892.0%150.10228
$475.00Nov 202.655.70$4.1873.0%150.16177

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 1278.4%, max 2104.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Oct 16Nov 20494.1%31.7%1458.1%39286
$525.00Oct 16Nov 20252.7%31.7%698.2%29227
$520.00Oct 16Nov 20128.0%30.1%325.8%144564
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Oct 16Nov 20693.0%31.4%2104.0%7210
$495.00Oct 16Nov 20598.9%33.9%1667.6%641
$500.00Oct 16Nov 20501.4%31.4%1498.6%32439
$505.00Oct 16Nov 20398.4%30.7%1196.7%572

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 15.67, avg 4.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$520.00Nov 20$1.80$3.20$1.8057%1.78$516.80
$550.00$555.00Nov 20$0.60$4.40$0.6029%7.33$550.60
$490.00$495.00Nov 20$3.10$1.90$3.1075%0.61$493.10
$495.00$500.00Nov 20$2.95$2.05$2.9571%0.69$497.95
$510.00$515.00Nov 20$2.60$2.40$2.6060%0.92$512.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$495.00Nov 20$0.30$4.70$0.3032%15.67$499.70
$520.00$515.00Nov 20$1.35$3.65$1.3548%2.70$518.65
$515.00$510.00Nov 20$1.40$3.60$1.4044%2.57$513.60
$515.00$510.00Oct 16$0.35$4.65$0.3559%13.29$514.65
$485.00$480.00Nov 20$0.65$4.35$0.6522%6.69$484.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 0.94, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$540.00Oct 16$2.32$2.32$7.6877%0.30$532.32
$585.00$590.00Nov 20$1.73$1.73$3.2785%0.53$586.73
$520.00$525.00Nov 20$3.35$3.35$1.6547%2.03$523.35
$545.00$550.00Nov 20$2.05$2.05$2.9567%0.69$547.05
$590.00$595.00Nov 20$0.72$0.72$4.2890%0.17$590.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$480.00Oct 16$2.42$2.42$2.5885%0.94$482.58
$510.00$505.00Nov 20$3.65$3.65$1.3560%2.70$506.35
$495.00$490.00Nov 20$2.85$2.85$2.1570%1.33$492.15
$470.00$465.00Oct 16$1.60$1.60$3.4088%0.47$468.40
$470.00$465.00Nov 20$1.65$1.65$3.3584%0.49$468.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $17.02, cheapest $17.02)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$515.00Oct 16Nov 20$17.0230.3%31.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.00% of stock, avg 7.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Oct 16$4.55$0.63$5.18$509.82$520.181.00%
$510.00Oct 16$9.50$0.28$9.78$500.22$519.781.88%
$505.00Oct 16$14.95$2.45$17.40$487.60$522.403.35%
$500.00Oct 16$19.85$2.45$22.30$477.70$522.304.29%
$495.00Oct 16$24.75$2.45$27.20$467.80$522.205.23%
$490.00Oct 16$28.85$2.45$31.30$458.70$521.306.02%
$485.00Oct 16$34.80$2.45$37.25$447.75$522.257.17%
$480.00Oct 16$39.90$0.03$39.93$440.07$519.937.68%
$520.00Nov 20$21.60$19.00$40.60$479.40$560.607.81%
$515.00Nov 20$23.40$17.65$41.05$473.95$556.057.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.57% of stock, avg 3.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$520.00$500.00Oct 16$0.53$2.45$2.98$497.02$522.98
$520.00$505.00Oct 16$0.53$2.45$2.98$502.02$522.98
$520.00$495.00Oct 16$0.53$2.45$2.98$492.02$522.98
$520.00$490.00Oct 16$0.53$2.45$2.98$487.02$522.98
$520.00$485.00Oct 16$0.53$2.45$2.98$482.02$522.98
$525.00$490.00Oct 16$0.83$2.45$3.28$486.72$528.28
$525.00$485.00Oct 16$0.83$2.45$3.28$481.72$528.28
$525.00$495.00Oct 16$0.83$2.45$3.28$491.72$528.28
$525.00$500.00Oct 16$0.83$2.45$3.28$496.72$528.28
$525.00$505.00Oct 16$0.83$2.45$3.28$501.72$528.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 49.00, avg credit $2.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
490/495545/550Nov 20$4.90$0.1037%49.00$490.10$549.90
465/470545/550Nov 20$3.70$1.3050%2.85$466.30$548.70
475/480545/550Nov 20$3.87$1.1347%3.42$476.13$548.87
490/495560/565Nov 20$3.85$1.1546%3.35$491.15$563.85
490/495565/570Nov 20$3.55$1.4549%2.45$491.45$568.55
480/485530/540Oct 16$4.74$5.2662%0.90$480.26$534.74
490/495555/560Nov 20$3.80$1.2043%3.17$491.20$558.80
465/470560/565Nov 20$2.65$2.3560%1.13$467.35$562.65
475/480560/565Nov 20$2.82$2.1856%1.29$477.18$562.82
490/495550/555Nov 20$3.45$1.5541%2.23$491.55$553.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 4.38, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Oct 16$0.93$4.0777%4.38
$490.00$495.00$500.00Nov 20$0.15$4.857%32.33
$565.00$570.00$575.00Nov 20$0.10$4.904%49.00
$560.00$565.00$570.00Nov 20$0.30$4.705%15.67
$505.00$510.00$515.00Nov 20$0.40$4.608%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$440.00$450.00Nov 20$0.58$9.424%16.24
$480.00$485.00$490.00Nov 20$0.65$4.356%6.69
$470.00$475.00$480.00Oct 16$0.98$4.0211%4.10
$495.00$500.00$505.00Nov 20$1.20$3.806%3.17
$505.00$510.00$515.00Oct 16$2.52$2.4833%0.98

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-11.85, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$505.00$510.001:2Oct 16-$4.05$0.95
$555.00$575.001:2Oct 16-$0.05$19.95
$575.00$580.001:2Oct 16-$0.01$4.99
$550.00$555.001:2Oct 16-$0.05$4.95
$585.00$590.001:2Nov 20-$0.57$4.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$535.001:2Nov 20-$11.85$13.15
$430.00$420.001:2Nov 20-$0.46$9.54
$450.00$440.001:2Nov 20-$0.82$9.18
$465.00$455.001:2Nov 20-$1.06$8.94
$440.00$430.001:2Nov 20-$0.95$9.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 3.98%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Nov 20$20.700.530.0%3.98%4.01%36241
$530.00Nov 20$14.600.451.9%2.81%4.76%3470
$525.00Nov 20$15.900.491.0%3.06%4.05%12142
$535.00Nov 20$11.900.412.9%2.29%5.20%1698
$540.00Nov 20$10.100.373.9%1.94%5.82%3374
$545.00Nov 20$8.000.334.8%1.54%6.37%929
$555.00Nov 20$6.600.276.8%1.27%8.03%35
$560.00Nov 20$5.700.247.7%1.10%8.82%39327
$550.00Nov 20$6.400.295.8%1.23%7.03%12127
$565.00Nov 20$4.900.218.7%0.94%9.63%115

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 1,226
Total Puts 326
Put/Call Ratio 0.27
Net Difference 900

Prior's Put/Call Breakdown

Total Calls 891
Total Puts 1,255
Put/Call Ratio 1.41
Net Difference -364

Prior 7-Day Put/Call Summary

Total Calls 5,302
Total Puts 4,123
Average Put/Call Ratio 0.80
Ratio Trend Falling

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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