Tour v531
NOC
NORTHROP GRUMMAN COR
$552.77 +0.28%
◀ 10/28 18:10 ▶

Option Volume

Detail
ℹ
Current (10/28) 454
Calls: 302 (67%)
Puts: 152 (33%)
Prior (10/27) 1,055
Calls: 605 (57%)
Puts: 450 (43%)
Current vs Prior -56.97%
Calls: -50.08% (Calls)
Puts: -66.22% (Puts)
Prior 7-Day Total 12,659
Calls: 6,898 (54%)
Puts: 5,761 (46%)
Prior 7-Day Average 1,808
Calls: 985 (54%)
Puts: 823 (46%)
Current vs Prior 7-Day Avg -74.90%
Calls: -69.35%
Puts: -81.53%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $1.22M
Calls: $955.5K (78%)
Puts: $263.2K (22%)
Prior (10/27) $1.69M
Calls: $1.08M (64%)
Puts: $609.0K (36%)
Current vs Prior -27.89%
Calls: -11.61%
Puts: -56.78%
Prior 7-Day Total $18.90M
Calls: $13.07M (69%)
Puts: $5.84M (31%)
Prior 7-Day Average $2.70M
Calls: $1.87M (69%)
Puts: $834.1K (31%)
Current vs Prior 7-Day Avg -54.87%
Calls: -48.80%
Puts: -68.44%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.50
Prior (10/27) 0.74
Current vs Prior -32.33%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg -39.79%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/28) 5,265
Calls: 2,705 (51%)
Puts: 2,560 (49%)
Prior (10/27) 32,573
Calls: 15,579 (48%)
Puts: 16,994 (52%)
Current vs Prior -83.84%
Prior 7-Day Total 219,234
Calls: 104,607 (48%)
Puts: 114,627 (52%)
Prior 7-Day Average 31,319
Calls: 14,943 (48%)
Puts: 16,375 (52%)
Current vs Prior 7-Day Avg -83.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 6.12% | 8.59%
Prior 6.22% | 8.69%
Current vs Prior -1.59% | -1.11%
Prior 7-Day Avg 6.93% | 9.26%
Current vs 7-Day Avg -11.68% | -7.23%
Prior 7-Day Eod 6.22% | 8.69%
Current vs 7-Day Eod -1.59% | -1.11%
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 21.03% | 20.17%
Calls: 19.70% | 13.92%
Puts: 22.35% | 26.41%
Current vs 7-Day Avg -13.12% | +3.15%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($955.5K) vs puts ($263.2K). Below-average activity with volume down 57% vs prior. Bullish P/C ratio of 0.50. P/C ratio dropping 32% - 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 BULLISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 3 found (avg delta 0.64, highest 0.85)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 2053.4059.10$56.2510.1%260.85125
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2015.1021.10$18.1033.1%20.56167
$555.00Nov 2011.5018.70$15.1047.7%20.502

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 141, top 26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 2053.4059.10$56.2510.1%260.85125
$560.00Nov 208.6015.80$12.2059.0%180.45387
$600.00Nov 202.003.70$2.8559.6%90.14470
$570.00Nov 205.9012.80$9.3573.8%60.36233
$575.00Nov 205.0011.30$8.1577.3%60.32117
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Nov 2010.1017.20$13.6552.0%160.4524
$540.00Nov 206.5013.40$9.9569.3%100.35179
$535.00Nov 203.3011.80$7.55112.6%70.3025
$545.00Nov 208.5015.00$11.7555.3%40.4032
$500.00Nov 201.307.70$4.50142.2%30.15399

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. 20 found (best R:R 5.25, avg 6.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$560.00$565.00Nov 20$0.80$4.20$0.8045%5.25$560.80
$615.00$640.00Nov 20$0.48$24.52$0.488%51.08$615.48
$570.00$575.00Nov 20$1.20$3.80$1.2036%3.17$571.20
$580.00$585.00Nov 20$0.82$4.18$0.8227%5.10$580.82
$585.00$590.00Nov 20$0.83$4.17$0.8324%5.02$585.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$555.00$550.00Nov 20$1.45$3.55$1.4550%2.45$553.55
$535.00$520.00Nov 20$2.52$12.48$2.5230%4.95$532.48
$550.00$545.00Nov 20$1.90$3.10$1.9045%1.63$548.10
$545.00$540.00Nov 20$1.80$3.20$1.8040%1.78$543.20
$560.00$555.00Nov 20$3.00$2.00$3.0056%0.67$557.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.19, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$555.00$560.00Nov 20$3.05$3.05$1.9550%1.56$558.05
$590.00$600.00Nov 20$1.95$1.95$8.0579%0.24$591.95
$575.00$580.00Nov 20$1.70$1.70$3.3068%0.52$576.70
$565.00$570.00Nov 20$2.05$2.05$2.9559%0.69$567.05
$610.00$615.00Nov 20$0.40$0.40$4.6090%0.09$610.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$500.00$480.00Nov 20$3.17$3.17$16.8385%0.19$496.83
$540.00$535.00Nov 20$2.40$2.40$2.6065%0.92$537.60
$515.00$510.00Nov 20$1.03$1.03$3.9784%0.26$513.97
$520.00$515.00Nov 20$1.20$1.20$3.8080%0.32$518.80
$545.00$540.00Nov 20$1.80$1.80$3.2060%0.56$543.20

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. 3 found (cheapest 5.48% of stock, avg 7.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$560.00Nov 20$12.20$18.10$30.30$529.70$590.305.48%
$555.00Nov 20$15.25$15.10$30.35$524.65$585.355.49%
$500.00Nov 20$56.25$4.50$60.75$439.25$560.7510.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.08% of stock, avg 3.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$580.00$520.00Nov 20$6.45$5.03$11.48$508.52$591.48
$580.00$535.00Nov 20$6.45$7.55$14.00$521.00$594.00
$575.00$520.00Nov 20$8.15$5.03$13.18$506.82$588.18
$575.00$535.00Nov 20$8.15$7.55$15.70$519.30$590.70
$570.00$520.00Nov 20$9.35$5.03$14.38$505.62$584.38
$580.00$540.00Nov 20$6.45$9.95$16.40$523.60$596.40
$570.00$535.00Nov 20$9.35$7.55$16.90$518.10$586.90
$575.00$540.00Nov 20$8.15$9.95$18.10$521.90$593.10
$570.00$540.00Nov 20$9.35$9.95$19.30$520.70$589.30
$565.00$520.00Nov 20$11.40$5.03$16.43$503.57$581.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 1.20, avg credit $3.09)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
510/515575/580Nov 20$2.73$2.2752%1.20$512.27$577.73
515/520575/580Nov 20$2.90$2.1048%1.38$517.10$577.90
510/515610/615Nov 20$1.43$3.5774%0.40$513.57$611.43
515/520610/615Nov 20$1.60$3.4070%0.47$518.40$611.60
510/515585/590Nov 20$1.86$3.1460%0.59$513.14$586.86
515/520585/590Nov 20$2.03$2.9756%0.68$517.97$587.03
510/515580/585Nov 20$1.85$3.1556%0.59$513.15$581.85
515/520580/585Nov 20$2.02$2.9853%0.68$517.98$582.02
510/515590/600Nov 20$2.98$7.0262%0.42$512.02$592.98
515/520590/600Nov 20$3.15$6.8559%0.46$516.85$593.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 49.00, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$590.00$600.00$610.00Nov 20$0.98$9.0211%9.20
$565.00$570.00$575.00Nov 20$0.85$4.159%4.88
$575.00$580.00$585.00Nov 20$0.88$4.128%4.68
$555.00$560.00$565.00Nov 20$2.25$2.759%1.22
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$545.00$550.00Nov 20$0.10$4.9010%49.00
$510.00$515.00$520.00Nov 20$0.17$4.837%28.41
$550.00$555.00$560.00Nov 20$1.55$3.4511%2.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.52, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$615.00$640.001:2Nov 20-$0.52$24.48
$590.00$600.001:2Nov 20-$0.90$9.10
$600.00$610.001:2Nov 20-$0.91$9.09
$610.00$615.001:2Nov 20-$1.08$3.92
$585.00$590.001:2Nov 20-$3.97$1.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$535.00$520.001:2Nov 20-$2.51$12.49
$515.00$510.001:2Nov 20-$1.77$3.23
$520.00$515.001:2Nov 20-$2.63$2.37
$510.00$500.001:2Nov 20-$6.20$3.80
$500.00$480.001:2Nov 20$1.84$18.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 1.41%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$565.00Nov 20$7.800.412.2%1.41%3.62%236
$555.00Nov 20$11.500.500.4%2.08%2.48%525
$570.00Nov 20$5.900.363.1%1.07%4.18%6233
$575.00Nov 20$5.000.324.0%0.90%4.93%6117
$560.00Nov 20$8.600.451.3%1.56%2.86%18387
$580.00Nov 20$3.400.274.9%0.62%5.54%3126
$590.00Nov 20$2.500.216.7%0.45%7.19%2--
$585.00Nov 20$2.250.245.8%0.41%6.24%433
$600.00Nov 20$2.000.148.5%0.36%8.91%9470
$610.00Nov 20$0.350.1010.3%0.06%10.42%2--

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 302
Total Puts 152
Put/Call Ratio 0.50
Net Difference 150

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,898
Total Puts 5,761
Average Put/Call Ratio 0.84
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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