Tour v531
NOC
NORTHROP GRUMMAN COR
$552.35 +2.42%
$553.09 (+0.13%)🌙
as of 10/22 06:07 PM
◀ 10/22 18:07 ▶

Option Volume

Detail
ℹ
Current (10/22) 2,376
Calls: 1,243 (52%)
Puts: 1,133 (48%)
Prior (10/21) 1,295
Calls: 725 (56%)
Puts: 570 (44%)
Current vs Prior +83.47%
Calls: +71.45% (Calls)
Puts: +98.77% (Puts)
Prior 7-Day Total 11,699
Calls: 6,571 (56%)
Puts: 5,128 (44%)
Prior 7-Day Average 1,671
Calls: 938 (56%)
Puts: 732 (44%)
Current vs Prior 7-Day Avg +42.17%
Calls: +32.42%
Puts: +54.66%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $3.49M
Calls: $2.54M (73%)
Puts: $953.0K (27%)
Prior (10/21) $2.14M
Calls: $1.35M (63%)
Puts: $792.7K (37%)
Current vs Prior +62.72%
Calls: +87.66%
Puts: +20.23%
Prior 7-Day Total $15.63M
Calls: $9.98M (64%)
Puts: $5.65M (36%)
Prior 7-Day Average $2.23M
Calls: $1.43M (64%)
Puts: $807.0K (36%)
Current vs Prior 7-Day Avg +56.21%
Calls: +77.77%
Puts: +18.10%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.91
Prior (10/21) 0.79
Current vs Prior +15.94%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +9.73%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/22) 31,509
Calls: 15,004 (48%)
Puts: 16,505 (52%)
Prior (10/21) 31,070
Calls: 14,725 (47%)
Puts: 16,345 (53%)
Current vs Prior +1.41%
Prior 7-Day Total 198,902
Calls: 96,687 (49%)
Puts: 102,215 (51%)
Prior 7-Day Average 28,414
Calls: 13,812 (49%)
Puts: 14,602 (51%)
Current vs Prior 7-Day Avg +10.89%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 7.16% | 9.40%
Prior 6.95% | 9.09%
Current vs Prior +2.98% | +3.42%
Prior 7-Day Avg 5.47% | 9.16%
Current vs 7-Day Avg +30.91% | +2.54%
Prior 7-Day Eod 6.95% | 9.09%
Current vs 7-Day Eod +2.98% | +3.42%
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 32.06% | 17.63%
Calls: 20.15% | 11.93%
Puts: 43.97% | 23.33%
Current vs 7-Day Avg -43.02% | +17.99%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($2.54M). Elevated premium activity with dollar volume up 63% vs prior. Dollar volume significantly above 7-day average (56% higher). Above-average activity with volume up 83% vs prior.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7 of results (avg 7.8%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Nov 2070.0073.60$71.805.0%10.9433
$480.00Nov 2074.2079.60$76.907.0%--0.9585
$500.00Nov 2055.3059.80$57.557.8%--0.90126
$495.00Nov 2059.2064.20$61.708.1%--0.9210
$490.00Nov 2063.3068.70$66.008.2%--0.9431
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. 18 found (avg delta 0.77, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2077.6084.90$81.259.0%--0.9737
$480.00Nov 2074.2079.60$76.907.0%--0.9585
$485.00Nov 2070.0073.60$71.805.0%10.9433
$490.00Nov 2063.3068.70$66.008.2%--0.9431
$495.00Nov 2059.2064.20$61.708.1%--0.9210
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2017.0023.20$20.1030.8%--0.53153

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 1.6K, top 301)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 202.257.60$4.93108.5%3010.19373
$550.00Nov 2019.5023.10$21.3016.9%1290.55167
$525.00Nov 2034.5039.80$37.1514.3%650.76166
$535.00Nov 2027.4032.70$30.0517.6%620.6787
$540.00Nov 2024.4028.70$26.5516.2%600.6497
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Nov 200.100.65$0.38144.7%2730.02236
$510.00Nov 203.004.50$3.7540.0%2470.1538
$475.00Nov 200.001.20$0.60200.0%1110.03195
$520.00Nov 204.607.40$6.0046.7%770.22100
$500.00Nov 201.802.90$2.3546.8%350.10359

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. 36 found (best R:R 6.14, avg 7.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$505.00Nov 20$3.15$1.85$3.1590%0.59$503.15
$540.00$545.00Nov 20$1.95$3.05$1.9564%1.56$541.95
$590.00$595.00Nov 20$0.17$4.83$0.1724%28.41$590.17
$560.00$565.00Nov 20$1.50$3.50$1.5047%2.33$561.50
$580.00$585.00Nov 20$0.70$4.30$0.7030%6.14$580.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$545.00Nov 20$0.70$4.30$0.7045%6.14$549.30
$520.00$515.00Nov 20$0.20$4.80$0.2022%24.00$519.80
$525.00$520.00Nov 20$0.50$4.50$0.5024%9.00$524.50
$540.00$535.00Nov 20$1.25$3.75$1.2537%3.00$538.75
$490.00$485.00Nov 20$0.10$4.90$0.106%49.00$489.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 3.17, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$565.00$570.00Nov 20$3.80$3.80$1.2057%3.17$568.80
$610.00$620.00Nov 20$1.33$1.33$8.6787%0.15$611.33
$635.00$640.00Nov 20$0.75$0.75$4.2590%0.18$635.75
$645.00$650.00Nov 20$0.67$0.67$4.3392%0.15$645.67
$600.00$605.00Nov 20$1.10$1.10$3.9081%0.28$601.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$525.00Nov 20$2.55$2.55$2.4571%1.04$527.45
$515.00$510.00Nov 20$2.05$2.05$2.9580%0.69$512.95
$470.00$465.00Nov 20$0.55$0.55$4.4596%0.12$469.45
$535.00$530.00Nov 20$1.85$1.85$3.1567%0.59$533.15
$480.00$475.00Nov 20$0.45$0.45$4.5595%0.10$479.55

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. 12 found (cheapest 6.52% of stock, avg 8.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Nov 20$21.30$14.70$36.00$514.00$586.006.52%
$560.00Nov 20$16.55$20.10$36.65$523.35$596.656.64%
$545.00Nov 20$24.60$14.00$38.60$506.40$583.606.99%
$540.00Nov 20$26.55$12.15$38.70$501.30$578.707.01%
$535.00Nov 20$30.05$10.90$40.95$494.05$575.957.41%
$530.00Nov 20$33.85$9.05$42.90$487.10$572.907.77%
$525.00Nov 20$37.15$6.50$43.65$481.35$568.657.90%
$520.00Nov 20$41.50$6.00$47.50$472.50$567.508.60%
$515.00Nov 20$45.15$5.80$50.95$464.05$565.959.22%
$510.00Nov 20$49.95$3.75$53.70$456.30$563.709.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.16% of stock, avg 4.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$580.00$530.00Nov 20$8.40$9.05$17.45$512.55$597.45
$580.00$535.00Nov 20$8.40$10.90$19.30$515.70$599.30
$575.00$530.00Nov 20$10.10$9.05$19.15$510.85$594.15
$575.00$535.00Nov 20$10.10$10.90$21.00$514.00$596.00
$580.00$540.00Nov 20$8.40$12.15$20.55$519.45$600.55
$570.00$530.00Nov 20$11.25$9.05$20.30$509.70$590.30
$575.00$540.00Nov 20$10.10$12.15$22.25$517.75$597.25
$570.00$535.00Nov 20$11.25$10.90$22.15$512.85$592.15
$570.00$540.00Nov 20$11.25$12.15$23.40$516.60$593.40
$580.00$545.00Nov 20$8.40$14.00$22.40$522.60$602.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 1.70, avg credit $1.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
510/515600/605Nov 20$3.15$1.8561%1.70$511.85$603.15
510/515585/590Nov 20$3.55$1.4552%2.45$511.45$588.55
510/515575/580Nov 20$3.75$1.2546%3.00$511.25$578.75
510/515595/600Nov 20$3.15$1.8558%1.70$511.85$598.15
465/470600/605Nov 20$1.65$3.3576%0.49$468.35$601.65
465/470585/590Nov 20$2.05$2.9568%0.69$467.95$587.05
475/480600/605Nov 20$1.55$3.4576%0.45$478.45$601.55
475/480585/590Nov 20$1.95$3.0568%0.64$478.05$586.95
465/470575/580Nov 20$2.25$2.7561%0.82$467.75$577.25
465/470595/600Nov 20$1.65$3.3573%0.49$468.35$596.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 32.33, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$550.00$555.00$560.00Nov 20$0.15$4.858%32.33
$490.00$495.00$500.00Nov 20$0.15$4.854%32.33
$530.00$535.00$540.00Nov 20$0.30$4.708%15.67
$600.00$605.00$610.00Nov 20$0.27$4.736%17.52
$555.00$560.00$565.00Nov 20$0.80$4.208%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$455.00$460.00$465.00Nov 20$0.07$4.930%70.43
$495.00$500.00$505.00Nov 20$0.23$4.774%20.74
$445.00$450.00$455.00Nov 20$0.17$4.830%28.41
$515.00$520.00$525.00Nov 20$0.30$4.704%15.67
$485.00$490.00$495.00Nov 20$0.45$4.553%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.34, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Nov 20-$0.34$9.66
$645.00$650.001:2Nov 20-$0.66$4.34
$635.00$640.001:2Nov 20-$0.95$4.05
$620.00$625.001:2Nov 20-$0.93$4.07
$605.00$610.001:2Nov 20-$2.17$2.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$475.001:2Nov 20-$0.15$4.85
$465.00$460.001:2Nov 20-$0.33$4.67
$455.00$450.001:2Nov 20-$0.36$4.64
$460.00$455.001:2Nov 20-$0.42$4.58
$495.00$490.001:2Nov 20-$0.78$4.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 2.68%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Nov 20$14.800.471.4%2.68%4.06%55384
$555.00Nov 20$16.700.510.5%3.02%3.50%1031
$565.00Nov 20$12.300.432.3%2.23%4.52%735
$575.00Nov 20$8.900.344.1%1.61%5.71%1195
$570.00Nov 20$9.100.383.2%1.65%4.84%16227
$580.00Nov 20$7.400.305.0%1.34%6.35%1689
$585.00Nov 20$5.500.285.9%1.00%6.91%--28
$590.00Nov 20$4.400.246.8%0.80%7.61%1458
$595.00Nov 20$2.350.227.7%0.43%8.15%--25
$600.00Nov 20$2.250.198.6%0.41%9.03%301373

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 1,243
Total Puts 1,133
Put/Call Ratio 0.91
Net Difference 110

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,571
Total Puts 5,128
Average Put/Call Ratio 0.83
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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