Tour v531
NOC
NORTHROP GRUMMAN COR
$565.41 +2.53%
$566.00 (+0.10%)🌙
as of 10/26 06:07 PM
◀ 10/26 18:07 ▶

Option Volume

Detail
ℹ
Current (10/26) 1,868
Calls: 950 (51%)
Puts: 918 (49%)
Prior (10/23) 1,012
Calls: 605 (60%)
Puts: 407 (40%)
Current vs Prior +84.58%
Calls: +57.02% (Calls)
Puts: +125.55% (Puts)
Prior 7-Day Total 13,434
Calls: 7,460 (56%)
Puts: 5,974 (44%)
Prior 7-Day Average 1,919
Calls: 1,065 (56%)
Puts: 853 (44%)
Current vs Prior 7-Day Avg -2.66%
Calls: -10.86%
Puts: +7.57%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/26) $2.54M
Calls: $1.90M (75%)
Puts: $646.4K (25%)
Prior (10/23) $1.84M
Calls: $1.34M (73%)
Puts: $501.3K (27%)
Current vs Prior +38.42%
Calls: +41.97%
Puts: +28.94%
Prior 7-Day Total $18.71M
Calls: $12.79M (68%)
Puts: $5.92M (32%)
Prior 7-Day Average $2.67M
Calls: $1.83M (68%)
Puts: $846.0K (32%)
Current vs Prior 7-Day Avg -4.86%
Calls: +3.81%
Puts: -23.58%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 0.97
Prior (10/23) 0.67
Current vs Prior +43.64%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +16.31%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/26) 32,188
Calls: 15,495 (48%)
Puts: 16,693 (52%)
Prior (10/23) 31,889
Calls: 15,272 (48%)
Puts: 16,617 (52%)
Current vs Prior +0.94%
Prior 7-Day Total 196,894
Calls: 95,246 (48%)
Puts: 101,648 (52%)
Prior 7-Day Average 28,127
Calls: 13,606 (48%)
Puts: 14,521 (52%)
Current vs Prior 7-Day Avg +14.44%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 6.19% | 8.78%
Prior 6.95% | 9.11%
Current vs Prior -10.99% | -3.64%
Prior 7-Day Avg 6.68% | 9.48%
Current vs 7-Day Avg -7.38% | -7.41%
Prior 7-Day Eod 6.95% | 9.11%
Current vs 7-Day Eod -10.99% | -3.64%
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 26.55% | 18.90%
Calls: 19.93% | 12.93%
Puts: 33.16% | 24.87%
Current vs 7-Day Avg -31.18% | +10.07%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($1.90M). Above-average activity with volume up 85% vs prior. P/C ratio rising 44% - increased hedging/bearish positioning.

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 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 8 of results (avg 7.9%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Nov 2079.4084.60$82.006.3%--0.9933
$480.00Nov 2084.0089.60$86.806.5%10.9985
$475.00Nov 2089.0095.60$92.307.2%10.9937
$490.00Nov 2074.0080.20$77.108.0%10.9831
$505.00Nov 2060.1065.30$62.708.3%40.9225
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. 21 found (avg delta 0.82, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2089.0095.60$92.307.2%10.9937
$480.00Nov 2084.0089.60$86.806.5%10.9985
$485.00Nov 2079.4084.60$82.006.3%--0.9933
$490.00Nov 2074.0080.20$77.108.0%10.9831
$495.00Nov 2069.0075.20$72.108.6%--0.9710
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Nov 2016.3023.20$19.7534.9%140.63--
$570.00Nov 2015.9020.70$18.3026.2%20.57--

Most actively traded options today. High liquidity = easy entry/exit. 53 active (total vol 867, top 178)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2018.0023.40$20.7026.1%1780.60416
$640.00Nov 200.201.20$0.70142.9%730.0461
$580.00Nov 209.5011.00$10.2514.6%540.3995
$600.00Nov 204.305.50$4.9024.5%430.22496
$625.00Nov 200.053.30$1.67194.6%210.0970
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Nov 202.353.20$2.7830.6%740.13175
$510.00Nov 200.052.10$1.08189.8%620.06192
$500.00Nov 200.951.35$1.1534.8%590.06330
$505.00Nov 201.053.60$2.33109.4%500.10290
$575.00Nov 2016.3023.20$19.7534.9%140.63--

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. 35 found (best R:R 4.00, avg 7.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$555.00$560.00Nov 20$1.00$4.00$1.0064%4.00$556.00
$540.00$545.00Nov 20$2.60$2.40$2.6077%0.92$542.60
$525.00$530.00Nov 20$3.25$1.75$3.2587%0.54$528.25
$590.00$595.00Nov 20$0.45$4.55$0.4530%10.11$590.45
$600.00$605.00Nov 20$0.30$4.70$0.3022%15.67$600.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$575.00$570.00Nov 20$1.45$3.55$1.4563%2.45$573.55
$560.00$550.00Nov 20$3.00$7.00$3.0045%2.33$557.00
$545.00$540.00Nov 20$0.80$4.20$0.8029%5.25$544.20
$525.00$520.00Nov 20$0.47$4.53$0.4715%9.64$524.53
$530.00$525.00Nov 20$0.60$4.40$0.6017%7.33$529.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 0.79, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$670.00$675.00Nov 20$2.20$2.20$2.8091%0.79$672.20
$605.00$610.00Nov 20$2.52$2.52$2.4880%1.02$607.52
$660.00$665.00Nov 20$1.80$1.80$3.2090%0.56$661.80
$595.00$600.00Nov 20$1.90$1.90$3.1072%0.61$596.90
$625.00$630.00Nov 20$0.59$0.59$4.4191%0.13$625.59
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$535.00$530.00Nov 20$2.55$2.55$2.4577%1.04$532.45
$505.00$500.00Nov 20$1.18$1.18$3.8290%0.31$503.82
$550.00$545.00Nov 20$2.05$2.05$2.9566%0.69$547.95
$520.00$515.00Nov 20$0.95$0.95$4.0587%0.23$519.05
$515.00$510.00Nov 20$0.75$0.75$4.2591%0.18$514.25

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 5.65% of stock, avg 7.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$575.00Nov 20$12.20$19.75$31.95$543.05$606.955.65%
$560.00Nov 20$20.70$12.15$32.85$527.15$592.855.81%
$570.00Nov 20$14.55$18.30$32.85$537.15$602.855.81%
$550.00Nov 20$26.50$9.15$35.65$514.35$585.656.31%
$545.00Nov 20$29.50$7.10$36.60$508.40$581.606.47%
$540.00Nov 20$32.10$6.30$38.40$501.60$578.406.79%
$535.00Nov 20$36.65$6.40$43.05$491.95$578.057.61%
$530.00Nov 20$41.50$3.85$45.35$484.65$575.358.02%
$525.00Nov 20$44.75$3.25$48.00$477.00$573.008.49%
$520.00Nov 20$49.65$2.78$52.43$467.57$572.439.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.40% of stock, avg 3.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$590.00$540.00Nov 20$7.25$6.30$13.55$526.45$603.55
$590.00$545.00Nov 20$7.25$7.10$14.35$530.65$604.35
$590.00$535.00Nov 20$7.25$6.40$13.65$521.35$603.65
$585.00$540.00Nov 20$8.80$6.30$15.10$524.90$600.10
$585.00$545.00Nov 20$8.80$7.10$15.90$529.10$600.90
$590.00$550.00Nov 20$7.25$9.15$16.40$533.60$606.40
$585.00$535.00Nov 20$8.80$6.40$15.20$519.80$600.20
$585.00$550.00Nov 20$8.80$9.15$17.95$532.05$602.95
$580.00$540.00Nov 20$10.25$6.30$16.55$523.45$596.55
$580.00$545.00Nov 20$10.25$7.10$17.35$527.65$597.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 69 found (best R:R 2.85, avg credit $1.81)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
500/505605/610Nov 20$3.70$1.3070%2.85$501.30$608.70
530/535595/600Nov 20$4.45$0.5549%8.09$530.55$599.45
515/520605/610Nov 20$3.47$1.5367%2.27$516.53$608.47
510/515605/610Nov 20$3.27$1.7370%1.89$511.73$608.27
485/490605/610Nov 20$2.72$2.2876%1.19$487.28$607.72
530/535625/630Nov 20$3.14$1.8667%1.69$531.86$628.14
470/475605/610Nov 20$2.64$2.3677%1.12$472.36$607.64
490/495605/610Nov 20$2.75$2.2575%1.22$492.25$607.75
495/500605/610Nov 20$2.74$2.2674%1.21$497.26$607.74
530/535620/625Nov 20$3.13$1.8765%1.67$531.87$623.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 37.46, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$530.00$535.00$540.00Nov 20$0.30$4.708%15.67
$570.00$575.00$580.00Nov 20$0.40$4.6010%11.50
$575.00$580.00$585.00Nov 20$0.50$4.509%9.00
$625.00$630.00$635.00Nov 20$0.41$4.594%11.20
$635.00$640.00$645.00Nov 20$0.48$4.520%9.42
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Nov 20$0.13$4.875%37.46
$510.00$515.00$520.00Nov 20$0.20$4.806%24.00
$465.00$470.00$475.00Nov 20$0.14$4.860%34.71
$460.00$465.00$470.00Nov 20$0.18$4.821%26.78
$480.00$485.00$490.00Nov 20$0.23$4.771%20.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.18, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$645.00$650.001:2Nov 20-$0.18$4.82
$625.00$630.001:2Nov 20-$0.49$4.51
$635.00$640.001:2Nov 20-$0.50$4.50
$630.00$635.001:2Nov 20-$0.72$4.28
$620.00$625.001:2Nov 20-$1.09$3.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$510.001:2Nov 20-$0.33$4.67
$475.00$470.001:2Nov 20-$0.21$4.79
$490.00$485.001:2Nov 20-$0.30$4.70
$480.00$475.001:2Nov 20-$0.37$4.63
$470.00$465.001:2Nov 20-$0.37$4.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.33%, avg 1.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$570.00Nov 20$13.200.490.8%2.33%3.15%9227
$580.00Nov 20$9.500.392.6%1.68%4.26%5495
$575.00Nov 20$10.800.441.7%1.91%3.61%1995
$590.00Nov 20$6.700.304.3%1.18%5.53%1161
$595.00Nov 20$4.600.285.2%0.81%6.05%225
$585.00Nov 20$5.800.353.5%1.03%4.49%529
$600.00Nov 20$4.300.226.1%0.76%6.88%43496
$605.00Nov 20$1.600.207.0%0.28%7.28%--26
$610.00Nov 20$0.450.127.9%0.08%7.97%1836
$630.00Nov 20$0.650.0711.4%0.11%11.54%--55

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 950
Total Puts 918
Put/Call Ratio 0.97
Net Difference 32

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,460
Total Puts 5,974
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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