Tour v528
NOC
NORTHROP GRUMMAN COR
$524.00 -1.28%
$525.00 (+0.19%)🌙
as of 09/17 06:03 PM
9/17 18:03

Option Volume

Detail
Current (09/17) 2,025
Calls: 561 (28%)
Puts: 1,464 (72%)
Prior (09/16) 558
Calls: 288 (52%)
Puts: 270 (48%)
Current vs Prior +262.90%
Calls: +94.79% (Calls)
Puts: +442.22% (Puts)
Prior 7-Day Total 8,105
Calls: 4,990 (62%)
Puts: 3,115 (38%)
Prior 7-Day Average 1,157
Calls: 712 (62%)
Puts: 445 (38%)
Current vs Prior 7-Day Avg +74.89%
Calls: -21.30%
Puts: +228.99%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17) $13.73M
Calls: $663.9K (5%)
Puts: $13.07M (95%)
Prior (09/16) $469.7K
Calls: $293.4K (62%)
Puts: $176.2K (38%)
Current vs Prior +2824.34%
Calls: +126.25%
Puts: +7316.78%
Prior 7-Day Total $12.55M
Calls: $5.58M (44%)
Puts: $6.96M (56%)
Prior 7-Day Average $1.79M
Calls: $797.3K (44%)
Puts: $995.0K (56%)
Current vs Prior 7-Day Avg +666.32%
Calls: -16.73%
Puts: +1213.68%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/17) 2.61
Prior (09/16) 0.94
Current vs Prior +178.36%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +304.40%
Sentiment BEARISH

Open Interest

Detail
Current (09/17) 32,536
Calls: 15,570 (48%)
Puts: 16,966 (52%)
Prior (09/16) 32,398
Calls: 15,503 (48%)
Puts: 16,895 (52%)
Current vs Prior +0.43%
Prior 7-Day Total 215,140
Calls: 101,528 (47%)
Puts: 113,612 (53%)
Prior 7-Day Average 30,734
Calls: 14,504 (47%)
Puts: 16,230 (53%)
Current vs Prior 7-Day Avg +5.86%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 2.19% | 7.09%2.19% | 7.09%
Prior 2.23% | 7.33%2.23% | 7.33%
Current vs Prior -2.13% | -3.26%-2.13% | -3.26%
Prior 7-Day Avg 3.61% | 7.67%3.61% | 7.67%
Current vs 7-Day Avg -39.42% | -7.52%-39.42% | -7.52%
Prior 7-Day Eod 2.23% | 7.33%2.23% | 7.33%
Current vs 7-Day Eod -2.13% | -3.26%-2.13% | -3.26%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 42.27% | 23.26%
Calls: 34.92% | 15.55%
Puts: 49.62% | 30.97%
Prior 33.96% | 18.31%
Calls: 41.71% | 11.48%
Puts: 26.21% | 25.14%
Current vs Prior +24.47% | +27.03%
Prior 7-Day Avg 32.48% | 18.94%
Calls: 36.42% | 17.19%
Puts: 28.52% | 20.69%
Current vs 7-Day Avg +30.16% | +22.81%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 95% of dollar volume in puts ($13.07M) vs calls ($663.9K). Massive premium surge with dollar volume up 2824% vs prior. Dollar volume significantly above 7-day average (666% higher). Unusually high activity with volume up 263% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 -- 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. 29 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1823.0027.80$25.4018.9%10.9826
$510.00Sep 1811.5019.50$15.5051.6%20.9124
$515.00Sep 189.0015.00$12.0050.0%20.8519
$500.00Oct 1631.9037.30$34.6015.6%40.786
$520.00Sep 184.3010.00$7.1579.7%30.73204
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 1811.0019.30$15.1554.8%141.00150
$550.00Sep 1821.0029.20$25.1032.7%871.0060
$555.00Sep 1826.0031.80$28.9020.1%1741.00115
$600.00Sep 1871.0079.20$75.1010.9%11.00--
$560.00Sep 1831.0038.10$34.5520.5%1171.0078

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 1.2K, top 174)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Sep 180.353.40$1.88162.2%820.24296
$525.00Sep 182.456.50$4.4790.6%350.51164
$580.00Sep 180.001.65$0.83198.8%330.06157
$520.00Oct 1618.8023.90$21.3523.9%250.57385
$540.00Sep 180.100.85$0.48156.2%220.09186
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Sep 1826.0031.80$28.9020.1%1741.00115
$520.00Sep 180.602.30$1.45117.2%1660.28137
$560.00Sep 1831.0038.10$34.5520.5%1171.0078
$550.00Sep 1821.0029.20$25.1032.7%871.0060
$580.00Sep 1851.0057.40$54.2011.8%360.9612

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 84.6%, max 483.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$565.00Sep 18Oct 16169.1%29.0%483.0%3165
$535.00Sep 18Oct 1651.2%31.8%60.8%86460
$525.00Sep 18Oct 1641.0%27.3%50.1%40184
$530.00Sep 18Oct 1638.0%28.7%32.4%20332
$520.00Sep 18Oct 1632.5%27.1%19.8%28589
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$535.00Sep 18Oct 1651.2%31.8%60.8%672
$525.00Sep 18Oct 1641.0%27.3%50.1%597
$515.00Sep 18Oct 1637.6%27.4%37.1%49577
$530.00Sep 18Oct 1638.0%28.7%32.4%7140
$520.00Sep 18Oct 1632.5%27.1%19.8%171219

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 15.67, avg 6.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$535.00Oct 16$0.30$4.70$0.3048%15.67$530.30
$550.00$555.00Oct 16$0.10$4.90$0.1029%49.00$550.10
$530.00$535.00Sep 18$0.17$4.83$0.1732%28.41$530.17
$505.00$510.00Oct 16$2.45$2.55$2.4571%1.04$507.45
$580.00$590.00Oct 16$0.38$9.62$0.3813%25.32$580.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$530.00Sep 18$2.90$2.10$2.9079%0.72$532.10
$540.00$535.00Oct 16$2.35$2.65$2.3561%1.13$537.65
$530.00$525.00Sep 18$2.55$2.45$2.5571%0.96$527.45
$535.00$530.00Oct 16$2.40$2.60$2.4056%1.08$532.60
$515.00$510.00Sep 18$0.23$4.77$0.2315%20.74$514.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 10.11, avg 0.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$565.00$570.00Sep 18$4.55$4.55$0.4579%10.11$569.55
$595.00$600.00Oct 16$2.40$2.40$2.6086%0.92$597.40
$615.00$620.00Oct 16$2.17$2.17$2.8389%0.77$617.17
$545.00$550.00Oct 16$3.30$3.30$1.7064%1.94$548.30
$615.00$620.00Sep 18$1.70$1.70$3.3091%0.52$616.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$450.00$445.00Sep 18$3.50$3.50$1.5089%2.33$446.50
$505.00$500.00Oct 16$2.72$2.72$2.2871%1.19$502.28
$480.00$475.00Sep 18$0.52$0.52$4.4895%0.12$479.48
$490.00$485.00Sep 18$0.52$0.52$4.4894%0.12$489.48
$455.00$450.00Sep 18$1.00$1.00$4.0087%0.25$454.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $12.68, cheapest $11.50)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Sep 18Oct 16$13.6341.0%27.3%
$530.00Sep 18Oct 16$12.9038.0%28.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Sep 18Oct 16$11.5041.0%27.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 1.64% of stock, avg 5.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Sep 18$7.15$1.45$8.60$511.40$528.601.64%
$525.00Sep 18$4.47$4.30$8.77$516.23$533.771.67%
$530.00Sep 18$2.05$6.85$8.90$521.10$538.901.70%
$535.00Sep 18$1.88$9.75$11.63$523.37$546.632.22%
$515.00Sep 18$12.00$0.78$12.78$502.22$527.782.44%
$540.00Sep 18$0.48$15.15$15.63$524.37$555.632.98%
$510.00Sep 18$15.50$0.55$16.05$493.95$526.053.06%
$545.00Sep 18$1.05$19.55$20.60$524.40$565.603.93%
$550.00Sep 18$0.33$25.10$25.43$524.57$575.434.85%
$500.00Sep 18$25.40$0.08$25.48$474.52$525.484.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.35% of stock, avg 2.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$515.00Sep 18$1.05$0.78$1.83$513.17$546.83
$535.00$515.00Sep 18$1.88$0.78$2.66$512.34$537.66
$545.00$520.00Sep 18$1.05$1.45$2.50$517.50$547.50
$530.00$515.00Sep 18$2.05$0.78$2.83$512.17$532.83
$535.00$520.00Sep 18$1.88$1.45$3.33$516.67$538.33
$530.00$520.00Sep 18$2.05$1.45$3.50$516.50$533.50
$610.00$515.00Sep 18$3.45$0.78$4.23$510.77$614.23
$610.00$520.00Sep 18$3.45$1.45$4.90$515.10$614.90
$545.00$455.00Sep 18$1.05$5.00$6.05$448.95$551.05
$545.00$460.00Sep 18$1.05$5.00$6.05$453.95$551.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 5.94, avg credit $1.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
445/450580/585Sep 18$4.28$0.7283%5.94$445.72$584.28
445/450610/615Sep 18$4.45$0.5577%8.09$445.55$614.45
445/450575/580Sep 18$4.22$0.7879%5.41$445.78$579.22
445/450595/600Sep 18$3.83$1.1786%3.27$446.17$598.83
445/450545/550Sep 18$4.22$0.7876%5.41$445.78$549.22
510/515565/570Sep 18$4.78$0.2264%21.73$510.22$569.78
500/505575/580Oct 16$4.42$0.5854%7.62$500.58$579.42
500/505560/565Oct 16$4.32$0.6847%6.35$500.68$564.32
450/455615/620Sep 18$2.70$2.3078%1.17$452.30$617.70
445/450530/535Sep 18$3.67$1.3357%2.76$446.33$533.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 18.23, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Sep 18$0.26$4.7441%18.23
$520.00$525.00$530.00Oct 16$0.10$4.9010%49.00
$510.00$515.00$520.00Oct 16$0.30$4.7010%15.67
$550.00$555.00$560.00Sep 18$0.17$4.830%28.41
$595.00$600.00$605.00Sep 18$0.31$4.693%15.13
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$525.00$530.00$535.00Sep 18$0.35$4.6529%13.29
$510.00$515.00$520.00Sep 18$0.44$4.5618%10.36
$505.00$510.00$515.00Sep 18$0.23$4.777%20.74
$475.00$480.00$485.00Oct 16$0.30$4.706%15.67
$465.00$470.00$475.00Sep 18$0.25$4.753%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-7.20, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$510.001:2Sep 18-$5.60$4.40
$515.00$520.001:2Sep 18-$2.30$2.70
$520.00$525.001:2Sep 18-$1.79$3.21
$575.00$580.001:2Sep 18-$0.11$4.89
$585.00$590.001:2Sep 18-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$550.001:2Oct 16-$7.20$22.80
$530.00$525.001:2Sep 18-$1.75$3.25
$520.00$515.001:2Sep 18-$0.11$4.89
$540.00$535.001:2Sep 18-$4.35$0.65
$470.00$455.001:2Oct 16-$0.29$14.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.60%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Oct 16$13.600.481.1%2.60%3.74%9124
$540.00Oct 16$9.900.403.0%1.89%4.94%919
$535.00Oct 16$11.300.442.1%2.16%4.26%4164
$525.00Oct 16$15.400.520.2%2.94%3.13%520
$545.00Oct 16$8.000.364.0%1.53%5.53%--10
$555.00Oct 16$5.700.275.9%1.09%7.00%253
$560.00Oct 16$5.000.246.9%0.95%7.82%469
$550.00Oct 16$4.400.295.0%0.84%5.80%657
$565.00Oct 16$3.500.207.8%0.67%8.49%257
$570.00Oct 16$3.100.178.8%0.59%9.37%528

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 561
Total Puts 1,464
Put/Call Ratio 2.61
Net Difference -903

Prior's Put/Call Breakdown

Total Calls 288
Total Puts 270
Put/Call Ratio 0.94
Net Difference 18

Prior 7-Day Put/Call Summary

Total Calls 4,990
Total Puts 3,115
Average Put/Call Ratio 0.65
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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