Tour v531
NOC
NORTHROP GRUMMAN COR
$539.31 +0.99%
◀ 10/21 18:07 ▶

Option Volume

Detail
ℹ
Current (10/21) 1,295
Calls: 725 (56%)
Puts: 570 (44%)
Prior (10/20) 2,738
Calls: 1,697 (62%)
Puts: 1,041 (38%)
Current vs Prior -52.70%
Calls: -57.28% (Calls)
Puts: -45.24% (Puts)
Prior 7-Day Total 12,054
Calls: 7,005 (58%)
Puts: 5,049 (42%)
Prior 7-Day Average 1,722
Calls: 1,000 (58%)
Puts: 721 (42%)
Current vs Prior 7-Day Avg -24.80%
Calls: -27.55%
Puts: -20.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $2.14M
Calls: $1.35M (63%)
Puts: $792.7K (37%)
Prior (10/20) $4.58M
Calls: $3.49M (76%)
Puts: $1.09M (24%)
Current vs Prior -53.24%
Calls: -61.33%
Puts: -27.31%
Prior 7-Day Total $17.35M
Calls: $9.36M (54%)
Puts: $7.99M (46%)
Prior 7-Day Average $2.48M
Calls: $1.34M (54%)
Puts: $1.14M (46%)
Current vs Prior 7-Day Avg -13.49%
Calls: +1.05%
Puts: -30.52%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.79
Prior (10/20) 0.61
Current vs Prior +28.16%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +0.94%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/21) 31,070
Calls: 14,725 (47%)
Puts: 16,345 (53%)
Prior (10/20) 30,796
Calls: 14,620 (47%)
Puts: 16,176 (53%)
Current vs Prior +0.89%
Prior 7-Day Total 199,000
Calls: 97,039 (49%)
Puts: 101,961 (51%)
Prior 7-Day Average 28,428
Calls: 13,862 (49%)
Puts: 14,565 (51%)
Current vs Prior 7-Day Avg +9.29%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 6.95% | 9.09%
Prior 6.70% | 9.23%
Current vs Prior +3.72% | -1.59%
Prior 7-Day Avg 4.99% | 9.15%
Current vs 7-Day Avg +39.36% | -0.75%
Prior 7-Day Eod 6.70% | 9.23%
Current vs 7-Day Eod +3.72% | -1.59%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.27% | 20.80%
Calls: 19.59% | 14.42%
Puts: 16.95% | 27.18%
Prior 18.27% | 20.80%
Calls: 19.59% | 14.42%
Puts: 16.95% | 27.18%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 34.82% | 16.99%
Calls: 20.27% | 11.44%
Puts: 49.38% | 22.56%
Current vs 7-Day Avg -47.53% | +22.39%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($1.35M). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 53% vs prior.

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 BULLISH
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 1 of results (avg 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Nov 2059.2065.10$62.159.5%--0.9185
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. 16 found (avg delta 0.74, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2063.2071.00$67.1011.6%--0.9237
$480.00Nov 2059.2065.10$62.159.5%--0.9185
$485.00Nov 2055.4061.40$58.4010.3%--0.9133
$490.00Nov 2049.0057.30$53.1515.6%--0.8831
$500.00Nov 2040.6046.90$43.7514.4%10.84127
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2024.0032.00$28.0028.6%--0.67153
$550.00Nov 2017.8026.00$21.9037.4%--0.5816

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 392, top 46)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 200.802.10$1.4589.7%460.08334
$525.00Nov 2023.0030.00$26.5026.4%330.65183
$550.00Nov 2011.3015.00$13.1528.1%220.42167
$590.00Nov 200.353.20$1.78160.1%150.1049
$540.00Nov 2014.9021.60$18.2536.7%140.5195
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 203.304.00$3.6519.2%240.16344
$440.00Nov 200.001.05$0.53198.1%220.0273
$450.00Nov 200.051.10$0.58181.0%190.03254
$480.00Nov 200.952.60$1.7892.7%180.08423
$540.00Nov 2014.1020.30$17.2036.0%170.49153

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. 32 found (best R:R 1.13, avg 5.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$540.00Nov 20$2.05$2.95$2.0556%1.44$537.05
$530.00$535.00Nov 20$2.40$2.60$2.4060%1.08$532.40
$520.00$525.00Nov 20$3.15$1.85$3.1570%0.59$523.15
$560.00$565.00Nov 20$1.45$3.55$1.4533%2.45$561.45
$555.00$560.00Nov 20$1.75$3.25$1.7538%1.86$556.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$540.00Nov 20$4.70$5.30$4.7058%1.13$545.30
$510.00$505.00Nov 20$0.50$4.50$0.5024%9.00$509.50
$535.00$530.00Nov 20$1.65$3.35$1.6544%2.03$533.35
$480.00$475.00Nov 20$0.10$4.90$0.108%49.00$479.90
$520.00$515.00Nov 20$1.10$3.90$1.1030%3.55$518.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 1.13, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$620.00$625.00Nov 20$1.73$1.73$3.2790%0.53$621.73
$635.00$640.00Nov 20$1.65$1.65$3.3591%0.49$636.65
$565.00$570.00Nov 20$2.63$2.63$2.3771%1.11$567.63
$585.00$590.00Nov 20$1.50$1.50$3.5084%0.43$586.50
$605.00$610.00Nov 20$0.83$0.83$4.1791%0.20$605.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$505.00$500.00Nov 20$2.65$2.65$2.3578%1.13$502.35
$495.00$490.00Nov 20$1.60$1.60$3.4084%0.47$493.40
$530.00$525.00Nov 20$2.30$2.30$2.7060%0.85$527.70
$490.00$485.00Nov 20$0.92$0.92$4.0888%0.23$489.08
$525.00$520.00Nov 20$1.95$1.95$3.0565%0.64$523.05

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. 13 found (cheapest 6.30% of stock, avg 7.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$535.00Nov 20$20.30$13.65$33.95$501.05$568.956.30%
$530.00Nov 20$22.70$12.00$34.70$495.30$564.706.43%
$550.00Nov 20$13.15$21.90$35.05$514.95$585.056.50%
$540.00Nov 20$18.25$17.20$35.45$504.55$575.456.57%
$525.00Nov 20$26.50$9.70$36.20$488.80$561.206.71%
$560.00Nov 20$9.05$28.00$37.05$522.95$597.056.87%
$520.00Nov 20$29.65$7.75$37.40$482.60$557.406.93%
$515.00Nov 20$33.20$6.65$39.85$475.15$554.857.39%
$510.00Nov 20$36.75$6.80$43.55$466.45$553.558.08%
$505.00Nov 20$40.35$6.30$46.65$458.35$551.658.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.85% of stock, avg 4.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$520.00Nov 20$7.60$7.75$15.35$504.65$580.35
$560.00$520.00Nov 20$9.05$7.75$16.80$503.20$576.80
$565.00$525.00Nov 20$7.60$9.70$17.30$507.70$582.30
$560.00$525.00Nov 20$9.05$9.70$18.75$506.25$578.75
$555.00$520.00Nov 20$10.80$7.75$18.55$501.45$573.55
$555.00$525.00Nov 20$10.80$9.70$20.50$504.50$575.50
$565.00$530.00Nov 20$7.60$12.00$19.60$510.40$584.60
$560.00$530.00Nov 20$9.05$12.00$21.05$508.95$581.05
$555.00$530.00Nov 20$10.80$12.00$22.80$507.20$577.80
$550.00$520.00Nov 20$13.15$7.75$20.90$499.10$570.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 4.88, avg credit $2.15)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
500/505585/590Nov 20$4.15$0.8563%4.88$500.85$589.15
490/495565/570Nov 20$4.23$0.7755%5.49$490.77$569.23
500/505595/600Nov 20$3.38$1.6267%2.09$501.62$598.38
500/505575/580Nov 20$3.75$1.2556%3.00$501.25$578.75
500/505580/585Nov 20$3.57$1.4360%2.50$501.43$583.57
490/495585/590Nov 20$3.10$1.9068%1.63$491.90$588.10
485/490565/570Nov 20$3.55$1.4559%2.45$486.45$568.55
500/505560/565Nov 20$4.10$0.9045%4.56$500.90$564.10
455/460565/570Nov 20$3.01$1.9966%1.51$456.99$568.01
445/450565/570Nov 20$2.83$2.1768%1.30$447.17$567.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$505.00$510.00$515.00Nov 20$0.05$4.954%99.00
$575.00$580.00$585.00Nov 20$0.18$4.827%26.78
$555.00$560.00$565.00Nov 20$0.30$4.708%15.67
$530.00$535.00$540.00Nov 20$0.35$4.6510%13.29
$540.00$545.00$550.00Nov 20$0.40$4.609%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Nov 20$0.35$4.6510%13.29
$460.00$465.00$470.00Nov 20$0.33$4.672%14.15
$450.00$455.00$460.00Nov 20$0.36$4.642%12.89
$440.00$445.00$450.00Nov 20$0.35$4.650%13.29
$540.00$550.00$560.00Nov 20$1.40$8.6018%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. 27 found (best net $-0.28, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$585.00$590.001:2Nov 20-$0.28$4.72
$605.00$610.001:2Nov 20-$0.17$4.83
$640.00$645.001:2Nov 20$0.00$5.00
$595.00$600.001:2Nov 20-$0.72$4.28
$565.00$570.001:2Nov 20-$2.34$2.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$455.001:2Nov 20-$0.22$4.78
$450.00$445.001:2Nov 20-$0.18$4.82
$505.00$500.001:2Nov 20-$1.00$4.00
$470.00$465.001:2Nov 20-$0.65$4.35
$455.00$450.001:2Nov 20-$0.56$4.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.10%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Nov 20$11.300.422.0%2.10%4.08%22167
$540.00Nov 20$14.900.510.1%2.76%2.89%1495
$560.00Nov 20$8.000.333.8%1.48%5.32%14382
$545.00Nov 20$12.100.471.1%2.24%3.30%445
$555.00Nov 20$8.600.382.9%1.59%4.50%131
$575.00Nov 20$4.700.226.6%0.87%7.49%988
$565.00Nov 20$3.600.294.8%0.67%5.43%233
$580.00Nov 20$3.000.197.5%0.56%8.10%982
$570.00Nov 20$2.950.235.7%0.55%6.24%10222
$585.00Nov 20$2.050.158.5%0.38%8.85%724

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 725
Total Puts 570
Put/Call Ratio 0.79
Net Difference 155

Prior's Put/Call Breakdown

Total Calls 1,697
Total Puts 1,041
Put/Call Ratio 0.61
Net Difference 656

Prior 7-Day Put/Call Summary

Total Calls 7,005
Total Puts 5,049
Average Put/Call Ratio 0.78
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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