Tour v531
NOC
NORTHROP GRUMMAN COR
$551.44 -0.16%
$552.54 (+0.20%)🌙
as of 10/23 06:03 PM
◀ 10/23 18:03 ▶

Option Volume

Detail
ℹ
Current (10/23) 1,012
Calls: 605 (60%)
Puts: 407 (40%)
Prior (10/22) 2,376
Calls: 1,243 (52%)
Puts: 1,133 (48%)
Current vs Prior -57.41%
Calls: -51.33% (Calls)
Puts: -64.08% (Puts)
Prior 7-Day Total 13,207
Calls: 7,417 (56%)
Puts: 5,790 (44%)
Prior 7-Day Average 1,886
Calls: 1,059 (56%)
Puts: 827 (44%)
Current vs Prior 7-Day Avg -46.36%
Calls: -42.90%
Puts: -50.79%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/23) $1.84M
Calls: $1.34M (73%)
Puts: $501.3K (27%)
Prior (10/22) $3.49M
Calls: $2.54M (73%)
Puts: $953.0K (27%)
Current vs Prior -47.34%
Calls: -47.31%
Puts: -47.39%
Prior 7-Day Total $18.04M
Calls: $12.10M (67%)
Puts: $5.94M (33%)
Prior 7-Day Average $2.58M
Calls: $1.73M (67%)
Puts: $848.9K (33%)
Current vs Prior 7-Day Avg -28.72%
Calls: -22.73%
Puts: -40.94%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 0.67
Prior (10/22) 0.91
Current vs Prior -26.20%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -15.00%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/23) 31,889
Calls: 15,272 (48%)
Puts: 16,617 (52%)
Prior (10/22) 31,509
Calls: 15,004 (48%)
Puts: 16,505 (52%)
Current vs Prior +1.21%
Prior 7-Day Total 197,887
Calls: 95,926 (48%)
Puts: 101,961 (52%)
Prior 7-Day Average 28,269
Calls: 13,703 (48%)
Puts: 14,565 (52%)
Current vs Prior 7-Day Avg +12.80%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 6.95% | 9.11%
Prior 7.16% | 9.40%
Current vs Prior -2.87% | -3.02%
Prior 7-Day Avg 6.13% | 9.39%
Current vs 7-Day Avg +13.39% | -3.00%
Prior 7-Day Eod 7.16% | 9.40%
Current vs 7-Day Eod -2.87% | -3.02%
Sentiment BULLISH

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 29.30% | 18.26%
Calls: 20.04% | 12.43%
Puts: 38.57% | 24.10%
Current vs 7-Day Avg -37.65% | +13.89%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.34M). Below-average activity with volume down 57% vs prior. Bullish P/C ratio of 0.67. P/C ratio dropping 26% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 9.5%, best 9.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Nov 2070.4077.10$73.759.1%--0.9585
$475.00Nov 2075.1082.70$78.909.6%--0.9537
$500.00Nov 2053.2058.60$55.909.7%10.89126
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. 17 found (avg delta 0.78, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Nov 2070.4077.10$73.759.1%--0.9585
$475.00Nov 2075.1082.70$78.909.6%--0.9537
$485.00Nov 2065.6074.00$69.8012.0%--0.9433
$490.00Nov 2060.4068.80$64.6013.0%--0.9331
$495.00Nov 2056.4062.90$59.6510.9%--0.9110
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2016.7025.00$20.8539.8%10.55153

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 324, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 202.803.80$3.3030.3%1000.15526
$550.00Nov 2018.4021.90$20.1517.4%280.54203
$580.00Nov 204.1010.70$7.4089.2%150.2894
$545.00Nov 2021.4025.80$23.6018.6%130.5845
$575.00Nov 204.7012.70$8.7092.0%110.32104
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Nov 2011.3014.10$12.7022.0%170.38168
$545.00Nov 2013.0017.70$15.3530.6%150.4218
$450.00Nov 200.301.05$0.68110.3%110.03244
$500.00Nov 202.003.00$2.5040.0%80.11331
$550.00Nov 2015.2018.30$16.7518.5%80.4617

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. 33 found (best R:R 4.56, avg 6.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$540.00Nov 20$0.90$4.10$0.9067%4.56$535.90
$520.00$525.00Nov 20$3.05$1.95$3.0579%0.64$523.05
$570.00$575.00Nov 20$1.05$3.95$1.0536%3.76$571.05
$580.00$585.00Nov 20$0.75$4.25$0.7528%5.67$580.75
$560.00$565.00Nov 20$1.80$3.20$1.8045%1.78$561.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$530.00Nov 20$0.65$4.35$0.6533%6.69$534.35
$560.00$550.00Nov 20$4.10$5.90$4.1055%1.44$555.90
$550.00$545.00Nov 20$1.40$3.60$1.4046%2.57$548.60
$495.00$490.00Nov 20$0.25$4.75$0.259%19.00$494.75
$490.00$485.00Nov 20$0.23$4.77$0.237%20.74$489.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 0.59, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$635.00$640.00Nov 20$1.85$1.85$3.1590%0.59$636.85
$565.00$570.00Nov 20$3.50$3.50$1.5059%2.33$568.50
$610.00$615.00Nov 20$1.22$1.22$3.7888%0.32$611.22
$585.00$590.00Nov 20$1.70$1.70$3.3074%0.52$586.70
$615.00$620.00Nov 20$0.68$0.68$4.3292%0.16$615.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$515.00Nov 20$2.17$2.17$2.8379%0.77$517.83
$525.00$520.00Nov 20$2.40$2.40$2.6074%0.92$522.60
$540.00$535.00Nov 20$2.55$2.55$2.4562%1.04$537.45
$455.00$450.00Nov 20$0.87$0.87$4.1395%0.21$454.13
$545.00$540.00Nov 20$2.65$2.65$2.3558%1.13$542.35

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 6.51% of stock, avg 7.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$560.00Nov 20$15.05$20.85$35.90$524.10$595.906.51%
$550.00Nov 20$20.15$16.75$36.90$513.10$586.906.69%
$535.00Nov 20$27.40$10.15$37.55$497.45$572.556.81%
$545.00Nov 20$23.60$15.35$38.95$506.05$583.957.06%
$540.00Nov 20$26.50$12.70$39.20$500.80$579.207.11%
$530.00Nov 20$31.40$9.50$40.90$489.10$570.907.42%
$525.00Nov 20$35.85$7.85$43.70$481.30$568.707.92%
$520.00Nov 20$38.90$5.45$44.35$475.65$564.358.04%
$515.00Nov 20$42.80$3.28$46.08$468.92$561.088.36%
$510.00Nov 20$46.50$3.72$50.22$459.78$560.229.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.30% of stock, avg 4.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$530.00Nov 20$8.70$9.50$18.20$511.80$593.20
$575.00$535.00Nov 20$8.70$10.15$18.85$516.15$593.85
$570.00$530.00Nov 20$9.75$9.50$19.25$510.75$589.25
$570.00$535.00Nov 20$9.75$10.15$19.90$515.10$589.90
$575.00$540.00Nov 20$8.70$12.70$21.40$518.60$596.40
$570.00$540.00Nov 20$9.75$12.70$22.45$517.55$592.45
$565.00$535.00Nov 20$13.25$10.15$23.40$511.60$588.40
$565.00$530.00Nov 20$13.25$9.50$22.75$507.25$587.75
$575.00$545.00Nov 20$8.70$15.35$24.05$520.95$599.05
$570.00$545.00Nov 20$9.75$15.35$25.10$519.90$595.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 3.42, avg credit $1.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
515/520585/590Nov 20$3.87$1.1353%3.42$516.13$588.87
515/520595/600Nov 20$3.15$1.8560%1.70$516.85$598.15
515/520600/605Nov 20$2.99$2.0164%1.49$517.01$602.99
450/455585/590Nov 20$2.57$2.4369%1.06$452.43$587.57
500/505585/590Nov 20$2.85$2.1560%1.33$502.15$587.85
515/520575/580Nov 20$3.47$1.5347%2.27$516.53$578.47
515/520590/595Nov 20$2.84$2.1658%1.31$517.16$592.84
450/455595/600Nov 20$1.85$3.1576%0.59$453.15$596.85
450/455600/605Nov 20$1.69$3.3180%0.51$453.31$601.69
460/465585/590Nov 20$2.00$3.0071%0.67$463.00$587.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$625.00$630.00Nov 20$0.10$4.905%49.00
$595.00$600.00$605.00Nov 20$0.16$4.846%30.25
$550.00$555.00$560.00Nov 20$0.30$4.709%15.67
$485.00$490.00$495.00Nov 20$0.25$4.752%19.00
$525.00$530.00$535.00Nov 20$0.45$4.557%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Nov 20$0.10$4.909%49.00
$515.00$520.00$525.00Nov 20$0.23$4.7711%20.74
$465.00$470.00$475.00Nov 20$0.20$4.802%24.00
$490.00$495.00$500.00Nov 20$0.37$4.633%12.51
$495.00$500.00$505.00Nov 20$0.53$4.476%8.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.31, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$615.001:2Nov 20-$0.31$4.69
$615.00$620.001:2Nov 20-$0.17$4.83
$600.00$605.001:2Nov 20-$1.66$3.34
$595.00$600.001:2Nov 20-$2.32$2.68
$640.00$645.001:2Nov 20-$1.86$3.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$460.001:2Nov 20-$0.10$4.90
$520.00$515.001:2Nov 20-$1.11$3.89
$475.00$470.001:2Nov 20-$0.50$4.50
$470.00$465.001:2Nov 20-$0.55$4.45
$485.00$480.001:2Nov 20-$0.76$4.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.85%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$555.00Nov 20$15.700.500.7%2.85%3.49%127
$560.00Nov 20$13.400.451.6%2.43%3.98%9414
$565.00Nov 20$11.000.412.5%1.99%4.45%830
$570.00Nov 20$8.700.363.4%1.58%4.94%7230
$575.00Nov 20$4.700.324.3%0.85%5.12%11104
$585.00Nov 20$3.400.266.1%0.62%6.70%528
$580.00Nov 20$4.100.285.2%0.74%5.92%1594
$600.00Nov 20$2.800.158.8%0.51%9.31%100526
$590.00Nov 20$1.900.217.0%0.34%7.34%--61
$595.00Nov 20$1.150.187.9%0.21%8.11%--25

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 605
Total Puts 407
Put/Call Ratio 0.67
Net Difference 198

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,417
Total Puts 5,790
Average Put/Call Ratio 0.79
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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