Tour v531
NOC
NORTHROP GRUMMAN COR
$551.23 -2.51%
$550.11 (-0.20%)🌙
as of 10/27 06:08 PM
(10/26 18:07) ◀
|
Tuesday, October 27, 2026 (6:08pm)
January 2026
|
▶ (10/28 18:10)
◀ 10/27 18:08 ▶

Option Volume

Detail
ℹ
Current (10/27) 1,055
Calls: 605 (57%)
Puts: 450 (43%)
Prior (10/26) 1,868
Calls: 950 (51%)
Puts: 918 (49%)
Current vs Prior -43.52%
Calls: -36.32% (Calls)
Puts: -50.98% (Puts)
Prior 7-Day Total 13,156
Calls: 7,519 (57%)
Puts: 5,637 (43%)
Prior 7-Day Average 1,879
Calls: 1,074 (57%)
Puts: 805 (43%)
Current vs Prior 7-Day Avg -43.87%
Calls: -43.68%
Puts: -44.12%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $1.69M
Calls: $1.08M (64%)
Puts: $609.0K (36%)
Prior (10/26) $2.54M
Calls: $1.90M (75%)
Puts: $646.4K (25%)
Current vs Prior -33.54%
Calls: -43.00%
Puts: -5.80%
Prior 7-Day Total $19.17M
Calls: $13.60M (71%)
Puts: $5.57M (29%)
Prior 7-Day Average $2.74M
Calls: $1.94M (71%)
Puts: $796.2K (29%)
Current vs Prior 7-Day Avg -38.30%
Calls: -44.36%
Puts: -23.51%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.74
Prior (10/26) 0.97
Current vs Prior -23.03%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -3.11%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/27) 32,573
Calls: 15,579 (48%)
Puts: 16,994 (52%)
Prior (10/26) 32,188
Calls: 15,495 (48%)
Puts: 16,693 (52%)
Current vs Prior +1.20%
Prior 7-Day Total 196,402
Calls: 94,583 (48%)
Puts: 101,819 (52%)
Prior 7-Day Average 28,057
Calls: 13,511 (48%)
Puts: 14,545 (52%)
Current vs Prior 7-Day Avg +16.09%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 6.22% | 8.69%
Prior 6.19% | 8.78%
Current vs Prior +0.52% | -1.04%
Prior 7-Day Avg 7.21% | 9.50%
Current vs 7-Day Avg -13.70% | -8.56%
Prior 7-Day Eod 6.19% | 8.78%
Current vs 7-Day Eod +0.52% | -1.04%
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 23.79% | 19.53%
Calls: 19.82% | 13.43%
Puts: 27.76% | 25.64%
Current vs 7-Day Avg -23.19% | +6.50%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($1.08M). Below-average activity with volume down 44% vs prior. P/C ratio dropping 23% - 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 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 3 of results (avg 7.8%, best 6.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2076.2081.30$78.756.5%--0.9636
$480.00Nov 2069.7075.70$72.708.3%10.9584
$495.00Nov 2056.2061.20$58.708.5%--0.9210
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 0.76, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2076.2081.30$78.756.5%--0.9636
$480.00Nov 2069.7075.70$72.708.3%10.9584
$490.00Nov 2060.3067.40$63.8511.1%--0.9330
$495.00Nov 2056.2061.20$58.708.5%--0.9210
$485.00Nov 2065.0072.20$68.6010.5%10.9133
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Nov 2026.6033.00$29.8021.5%--0.6914
$570.00Nov 2022.5029.90$26.2028.2%10.672
$565.00Nov 2019.6026.00$22.8028.1%40.62--
$560.00Nov 2018.3023.30$20.8024.0%210.58153
$555.00Nov 2013.4020.70$17.0542.8%20.521

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 349, top 36)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2010.4013.70$12.0527.4%360.43375
$580.00Nov 203.009.90$6.45107.0%310.26132
$575.00Nov 205.9010.80$8.3558.7%270.31106
$605.00Nov 201.202.70$1.9576.9%190.1026
$590.00Nov 201.904.30$3.1077.4%170.1666
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 201.154.10$2.63112.2%360.11372
$520.00Nov 201.757.20$4.47121.9%340.20153
$560.00Nov 2018.3023.30$20.8024.0%210.58153
$470.00Nov 200.151.10$0.63150.8%140.03201
$495.00Nov 201.002.50$1.7585.7%110.0833

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. 37 found (best R:R 1.13, avg 7.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$525.00$530.00Nov 20$2.35$2.65$2.3576%1.13$527.35
$515.00$520.00Nov 20$3.20$1.80$3.2083%0.56$518.20
$550.00$555.00Nov 20$1.75$3.25$1.7552%1.86$551.75
$540.00$545.00Nov 20$2.35$2.65$2.3563%1.13$542.35
$580.00$585.00Nov 20$0.77$4.23$0.7726%5.49$580.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$565.00$560.00Nov 20$2.00$3.00$2.0062%1.50$563.00
$535.00$530.00Nov 20$0.60$4.40$0.6032%7.33$534.40
$515.00$510.00Nov 20$0.17$4.83$0.1717%28.41$514.83
$540.00$535.00Nov 20$1.15$3.85$1.1537%3.35$538.85
$555.00$550.00Nov 20$2.20$2.80$2.2052%1.27$552.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 1.07, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$585.00$590.00Nov 20$2.58$2.58$2.4277%1.07$587.58
$555.00$560.00Nov 20$3.45$3.45$1.5552%2.23$558.45
$645.00$650.00Nov 20$0.85$0.85$4.1591%0.20$645.85
$575.00$580.00Nov 20$1.90$1.90$3.1069%0.61$576.90
$565.00$570.00Nov 20$2.10$2.10$2.9062%0.72$567.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$480.00Nov 20$1.35$1.35$3.6591%0.37$483.65
$455.00$450.00Nov 20$1.12$1.12$3.8894%0.29$453.88
$525.00$520.00Nov 20$1.63$1.63$3.3776%0.48$523.37
$545.00$540.00Nov 20$2.50$2.50$2.5058%1.00$542.50
$530.00$525.00Nov 20$1.80$1.80$3.2071%0.56$528.20

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. 16 found (cheapest 5.82% of stock, avg 7.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Nov 20$17.25$14.85$32.10$517.90$582.105.82%
$540.00Nov 20$22.65$9.65$32.30$507.70$572.305.86%
$545.00Nov 20$20.30$12.15$32.45$512.55$577.455.89%
$555.00Nov 20$15.50$17.05$32.55$522.45$587.555.90%
$560.00Nov 20$12.05$20.80$32.85$527.15$592.855.96%
$565.00Nov 20$10.40$22.80$33.20$531.80$598.206.02%
$535.00Nov 20$25.55$8.50$34.05$500.95$569.056.18%
$570.00Nov 20$8.30$26.20$34.50$535.50$604.506.26%
$575.00Nov 20$8.35$29.80$38.15$536.85$613.156.92%
$530.00Nov 20$30.30$7.90$38.20$491.80$568.206.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.95% of stock, avg 3.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$530.00Nov 20$8.35$7.90$16.25$513.75$591.25
$570.00$530.00Nov 20$8.30$7.90$16.20$513.80$586.20
$570.00$535.00Nov 20$8.30$8.50$16.80$518.20$586.80
$575.00$535.00Nov 20$8.35$8.50$16.85$518.15$591.85
$570.00$540.00Nov 20$8.30$9.65$17.95$522.05$587.95
$575.00$540.00Nov 20$8.35$9.65$18.00$522.00$593.00
$565.00$535.00Nov 20$10.40$8.50$18.90$516.10$583.90
$565.00$530.00Nov 20$10.40$7.90$18.30$511.70$583.30
$565.00$540.00Nov 20$10.40$9.65$20.05$519.95$585.05
$570.00$545.00Nov 20$8.30$12.15$20.45$524.55$590.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 3.67, avg credit $1.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/485585/590Nov 20$3.93$1.0767%3.67$481.07$588.93
450/455585/590Nov 20$3.70$1.3071%2.85$451.30$588.70
495/500585/590Nov 20$3.46$1.5465%2.25$496.54$588.46
475/480585/590Nov 20$2.88$2.1271%1.36$477.12$587.88
465/470585/590Nov 20$2.73$2.2773%1.20$467.27$587.73
470/475585/590Nov 20$2.75$2.2573%1.22$472.25$587.75
490/495585/590Nov 20$2.95$2.0568%1.44$492.05$587.95
500/505585/590Nov 20$3.15$1.8563%1.70$501.85$588.15
480/485575/580Nov 20$3.25$1.7560%1.86$481.75$578.25
450/455575/580Nov 20$3.02$1.9863%1.53$451.98$578.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 24.00, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$595.00$600.00$605.00Nov 20$0.30$4.706%15.67
$535.00$540.00$545.00Nov 20$0.55$4.4510%8.09
$505.00$510.00$515.00Nov 20$0.50$4.504%9.00
$620.00$625.00$630.00Nov 20$0.44$4.561%10.36
$600.00$605.00$610.00Nov 20$0.63$4.374%6.94
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$545.00$550.00Nov 20$0.20$4.8011%24.00
$520.00$525.00$530.00Nov 20$0.17$4.839%28.41
$565.00$570.00$575.00Nov 20$0.20$4.807%24.00
$470.00$475.00$480.00Nov 20$0.13$4.872%37.46
$530.00$535.00$540.00Nov 20$0.55$4.458%8.09

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 $-0.52, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$585.00$590.001:2Nov 20-$0.52$4.48
$635.00$640.001:2Nov 20-$0.15$4.85
$610.00$620.001:2Nov 20-$0.72$9.28
$620.00$625.001:2Nov 20-$0.66$4.34
$645.00$650.001:2Nov 20-$0.75$4.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$465.001:2Nov 20-$0.33$4.67
$480.00$475.001:2Nov 20-$0.50$4.50
$475.00$470.001:2Nov 20-$0.46$4.54
$500.00$495.001:2Nov 20-$0.87$4.13
$495.00$490.001:2Nov 20-$1.01$3.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.89%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Nov 20$10.400.431.6%1.89%3.48%36375
$570.00Nov 20$7.800.333.4%1.42%4.82%6231
$555.00Nov 20$12.000.480.7%2.18%2.86%526
$575.00Nov 20$5.900.314.3%1.07%5.38%27106
$565.00Nov 20$7.400.382.5%1.34%3.84%935
$580.00Nov 20$3.000.265.2%0.54%5.76%31132
$585.00Nov 20$1.950.236.1%0.35%6.48%332
$595.00Nov 20$0.800.177.9%0.15%8.09%127
$590.00Nov 20$1.900.167.0%0.34%7.38%1766
$600.00Nov 20$1.500.138.8%0.27%9.12%15480

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 605
Total Puts 450
Put/Call Ratio 0.74
Net Difference 155

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,519
Total Puts 5,637
Average Put/Call Ratio 0.77
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All