Tour v528
NOC
NORTHROP GRUMMAN COR
$526.66 -0.14%
$529.26 (+0.49%)🌙
as of 09/21 06:03 PM
9/21 18:03

Option Volume

Detail
Current (09/21) 881
Calls: 565 (64%)
Puts: 316 (36%)
Prior (09/18) 1,288
Calls: 477 (37%)
Puts: 811 (63%)
Current vs Prior -31.60%
Calls: +18.45% (Calls)
Puts: -61.04% (Puts)
Prior 7-Day Total 7,483
Calls: 3,575 (48%)
Puts: 3,908 (52%)
Prior 7-Day Average 1,247
Calls: 510 (48%)
Puts: 558 (52%)
Current vs Prior 7-Day Avg -29.36%
Calls: +10.63%
Puts: -43.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $1.18M
Calls: $892.2K (76%)
Puts: $285.5K (24%)
Prior (09/18) $5.97M
Calls: $540.5K (9%)
Puts: $5.43M (91%)
Current vs Prior -80.27%
Calls: +65.05%
Puts: -94.74%
Prior 7-Day Total $25.35M
Calls: $4.35M (17%)
Puts: $21.00M (83%)
Prior 7-Day Average $4.23M
Calls: $621.9K (17%)
Puts: $3.00M (83%)
Current vs Prior 7-Day Avg -72.13%
Calls: +43.45%
Puts: -90.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.56
Prior (09/18) 1.70
Current vs Prior -67.10%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg -52.57%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 24,788
Calls: 10,990 (44%)
Puts: 13,798 (56%)
Prior (09/18) 32,518
Calls: 15,590 (48%)
Puts: 16,928 (52%)
Current vs Prior -23.77%
Prior 7-Day Total 191,504
Calls: 91,236 (48%)
Puts: 100,268 (52%)
Prior 7-Day Average 31,917
Calls: 15,206 (48%)
Puts: 16,711 (52%)
Current vs Prior 7-Day Avg -22.34%
Sentiment BULLISH

Expected Move

Detail
Expiry (10/16) | Next (11/20)
Current 6.49% | 10.54%
Prior 6.48% | 10.49%
Current vs Prior +0.14% | +0.50%
Prior 7-Day Avg 3.47% | 7.84%
Current vs 7-Day Avg +87.13% | +34.40%
Prior 7-Day Eod 6.48% | 10.49%
Current vs 7-Day Eod +0.14% | +0.50%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 163.22% | 23.01%
Calls: 211.34% | 27.52%
Puts: 115.09% | 18.50%
Prior 163.22% | 23.01%
Calls: 211.34% | 27.52%
Puts: 115.09% | 18.50%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 57.43% | 20.76%
Calls: 66.73% | 17.27%
Puts: 48.12% | 24.25%
Current vs 7-Day Avg +184.22% | +10.82%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($892.2K) vs puts ($285.5K). Light premium activity with dollar volume down 80% vs prior. Bullish P/C ratio of 0.56. P/C ratio dropping 67% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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. 8 found (avg delta 0.60, highest 0.73)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Oct 1619.0025.80$22.4030.4%--0.6312
$520.00Oct 1616.0022.50$19.2533.8%100.56375
$525.00Oct 1613.8019.10$16.4532.2%510.5122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1627.9034.10$31.0020.0%--0.7316
$545.00Oct 1622.0030.50$26.2532.4%--0.6811
$540.00Oct 1621.1027.40$24.2526.0%--0.6236
$535.00Oct 1618.3024.30$21.3028.2%--0.5829
$530.00Oct 1614.7020.80$17.7534.4%--0.53117

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 569, top 111)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Oct 160.603.40$2.00140.0%1110.1230
$525.00Oct 1613.8019.10$16.4532.2%510.5122
$575.00Oct 160.253.40$1.83172.1%340.1015
$550.00Oct 163.109.00$6.0597.5%330.2777
$540.00Oct 169.5011.80$10.6521.6%270.3842
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 163.105.00$4.0546.9%720.18181
$510.00Oct 164.3011.00$7.6587.6%470.32156
$500.00Oct 161.758.00$4.88128.1%180.23111
$495.00Oct 164.209.20$6.7074.6%120.2498
$435.00Oct 160.100.50$0.30133.3%100.023

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. 26 found (best R:R 1.50, avg 6.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$535.00Oct 16$1.50$3.50$1.5046%2.33$531.50
$550.00$555.00Oct 16$0.60$4.40$0.6027%7.33$550.60
$570.00$575.00Oct 16$0.17$4.83$0.1712%28.41$570.17
$525.00$530.00Oct 16$2.10$2.90$2.1051%1.38$527.10
$600.00$605.00Oct 16$0.13$4.87$0.134%37.46$600.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$545.00$540.00Oct 16$2.00$3.00$2.0068%1.50$543.00
$525.00$520.00Oct 16$1.25$3.75$1.2549%3.00$523.75
$530.00$525.00Oct 16$2.15$2.85$2.1553%1.33$527.85
$540.00$535.00Oct 16$2.95$2.05$2.9562%0.69$537.05
$440.00$435.00Oct 16$0.13$4.87$0.132%37.46$439.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 1.63, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$615.00$620.00Oct 16$3.10$3.10$1.9088%1.63$618.10
$565.00$570.00Oct 16$3.05$3.05$1.9579%1.56$568.05
$595.00$600.00Oct 16$2.40$2.40$2.6088%0.92$597.40
$555.00$560.00Oct 16$2.10$2.10$2.9076%0.72$557.10
$540.00$545.00Oct 16$2.65$2.65$2.3562%1.13$542.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$505.00$500.00Oct 16$3.42$3.42$1.5870%2.16$501.58
$465.00$460.00Oct 16$2.05$2.05$2.9589%0.69$462.95
$495.00$490.00Oct 16$2.65$2.65$2.3576%1.13$492.35
$490.00$485.00Oct 16$1.55$1.55$3.4582%0.45$488.45
$455.00$450.00Oct 16$0.38$0.38$4.6296%0.08$454.62

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. 8 found (cheapest 6.05% of stock, avg 6.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Oct 16$22.40$9.45$31.85$483.15$546.856.05%
$525.00Oct 16$16.45$15.60$32.05$492.95$557.056.09%
$530.00Oct 16$14.35$17.75$32.10$497.90$562.106.10%
$520.00Oct 16$19.25$14.35$33.60$486.40$553.606.38%
$535.00Oct 16$12.85$21.30$34.15$500.85$569.156.48%
$545.00Oct 16$8.00$26.25$34.25$510.75$579.256.50%
$540.00Oct 16$10.65$24.25$34.90$505.10$574.906.63%
$550.00Oct 16$6.05$31.00$37.05$512.95$587.057.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.60% of stock, avg 4.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$510.00Oct 16$6.05$7.65$13.70$496.30$563.70
$550.00$505.00Oct 16$6.05$8.30$14.35$490.65$564.35
$545.00$510.00Oct 16$8.00$7.65$15.65$494.35$560.65
$545.00$505.00Oct 16$8.00$8.30$16.30$488.70$561.30
$550.00$515.00Oct 16$6.05$9.45$15.50$499.50$565.50
$545.00$515.00Oct 16$8.00$9.45$17.45$497.55$562.45
$540.00$510.00Oct 16$10.65$7.65$18.30$491.70$558.30
$540.00$515.00Oct 16$10.65$9.45$20.10$494.90$560.10
$540.00$505.00Oct 16$10.65$8.30$18.95$486.05$558.95
$535.00$510.00Oct 16$12.85$7.65$20.50$489.50$555.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 8.09, avg credit $2.74)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
460/465595/600Oct 16$4.45$0.5577%8.09$460.55$599.45
485/490565/570Oct 16$4.60$0.4062%11.50$485.40$569.60
485/490595/600Oct 16$3.95$1.0570%3.76$486.05$598.95
460/465555/560Oct 16$4.15$0.8565%4.88$460.85$559.15
490/495555/560Oct 16$4.75$0.2552%19.00$490.25$559.75
500/505580/585Oct 16$4.33$0.6760%6.46$500.67$584.33
450/455565/570Oct 16$3.43$1.5775%2.18$451.57$568.43
475/480565/570Oct 16$3.70$1.3067%2.85$476.30$568.70
435/440565/570Oct 16$3.18$1.8277%1.75$436.82$568.18
450/455595/600Oct 16$2.78$2.2284%1.25$452.22$597.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 13.29, cheapest $0.27)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 16$0.35$4.6512%13.29
$570.00$575.00$580.00Oct 16$0.27$4.731%17.52
$525.00$530.00$535.00Oct 16$0.60$4.409%7.33
$600.00$605.00$610.00Oct 16$0.36$4.640%12.89
$540.00$545.00$550.00Oct 16$0.70$4.3011%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$475.00$480.00Oct 16$0.60$4.403%7.33
$520.00$525.00$530.00Oct 16$0.90$4.109%4.56
$485.00$490.00$495.00Oct 16$1.10$3.9011%3.55
$465.00$470.00$475.00Oct 16$1.07$3.931%3.67
$525.00$530.00$535.00Oct 16$1.40$3.609%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.11, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$585.001:2Oct 16-$0.11$4.89
$600.00$605.001:2Oct 16-$0.42$4.58
$555.00$560.001:2Oct 16-$1.25$3.75
$605.00$610.001:2Oct 16-$1.01$3.99
$570.00$575.001:2Oct 16-$1.66$3.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$435.001:2Oct 16-$0.17$4.83
$505.00$500.001:2Oct 16-$1.46$3.54
$490.00$485.001:2Oct 16-$0.95$4.05
$450.00$440.001:2Oct 16-$0.51$9.49
$495.00$490.001:2Oct 16-$1.40$3.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.80%, avg 0.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Oct 16$9.500.382.5%1.80%4.34%2742
$530.00Oct 16$12.700.470.6%2.41%3.05%7127
$535.00Oct 16$8.400.421.6%1.59%3.18%10169
$545.00Oct 16$6.000.323.5%1.14%4.62%712
$555.00Oct 16$3.400.245.4%0.65%6.03%1758
$550.00Oct 16$3.100.274.4%0.59%5.02%3377
$565.00Oct 16$1.300.217.3%0.25%7.53%357
$595.00Oct 16$0.250.1213.0%0.05%13.02%318
$580.00Oct 16$1.250.1010.1%0.24%10.37%556
$560.00Oct 16$0.300.186.3%0.06%6.39%1476

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 565
Total Puts 316
Put/Call Ratio 0.56
Net Difference 249

Prior's Put/Call Breakdown

Total Calls 477
Total Puts 811
Put/Call Ratio 1.70
Net Difference -334

Prior 7-Day Put/Call Summary

Total Calls 3,575
Total Puts 3,908
Average Put/Call Ratio 1.18
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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