Tour v531
NOC
NORTHROP GRUMMAN COR
$562.36 +1.73%
$562.56 (+0.04%)🌙
as of 10/29 06:08 PM
◀ 10/29 18:08 ▶

Option Volume

Detail
ℹ
Current (10/29) 1,086
Calls: 640 (59%)
Puts: 446 (41%)
Prior (10/28) 454
Calls: 302 (67%)
Puts: 152 (33%)
Current vs Prior +139.21%
Calls: +111.92% (Calls)
Puts: +193.42% (Puts)
Prior 7-Day Total 10,798
Calls: 6,127 (57%)
Puts: 4,671 (43%)
Prior 7-Day Average 1,542
Calls: 875 (57%)
Puts: 667 (43%)
Current vs Prior 7-Day Avg -29.60%
Calls: -26.88%
Puts: -33.16%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/29) $1.60M
Calls: $1.15M (72%)
Puts: $450.0K (28%)
Prior (10/28) $1.22M
Calls: $955.5K (78%)
Puts: $263.2K (22%)
Current vs Prior +31.26%
Calls: +20.32%
Puts: +70.97%
Prior 7-Day Total $17.51M
Calls: $12.65M (72%)
Puts: $4.86M (28%)
Prior 7-Day Average $2.50M
Calls: $1.81M (72%)
Puts: $693.7K (28%)
Current vs Prior 7-Day Avg -36.03%
Calls: -36.38%
Puts: -35.13%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 0.70
Prior (10/28) 0.50
Current vs Prior +38.46%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -6.14%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/29) 33,006
Calls: 15,752 (48%)
Puts: 17,254 (52%)
Prior (10/28) 5,265
Calls: 2,705 (51%)
Puts: 2,560 (49%)
Current vs Prior +526.89%
Prior 7-Day Total 195,290
Calls: 93,400 (48%)
Puts: 101,890 (52%)
Prior 7-Day Average 27,898
Calls: 13,342 (48%)
Puts: 14,555 (52%)
Current vs Prior 7-Day Avg +18.31%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 6.37% | 8.53%
Prior 6.12% | 8.59%
Current vs Prior +4.10% | -0.77%
Prior 7-Day Avg 6.62% | 8.98%
Current vs 7-Day Avg -3.64% | -5.10%
Prior 7-Day Eod 6.12% | 8.59%
Current vs 7-Day Eod +4.10% | -0.77%
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 18.27% | 20.80%
Calls: 19.59% | 14.42%
Puts: 16.95% | 27.18%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.15M). Unusually high activity with volume up 139% vs prior - elevated interest. Bullish P/C ratio of 0.70. P/C ratio rising 38% - increased hedging/bearish positioning.

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 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 7 of results (avg 8.8%, best 7.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 2062.0066.60$64.307.2%--0.96107
$530.00Nov 2037.2040.40$38.808.2%--0.8082
$485.00Nov 2075.0081.60$78.308.4%--0.9333
$510.00Nov 2052.5057.30$54.908.7%--0.93263
$490.00Nov 2070.2076.80$73.509.0%--0.9530
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 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2084.8093.50$89.159.8%--1.0036
$480.00Nov 2080.0088.40$84.2010.0%--1.0084
$500.00Nov 2062.0066.60$64.307.2%--0.96107
$495.00Nov 2065.3072.30$68.8010.2%--0.9510
$490.00Nov 2070.2076.80$73.509.0%--0.9530
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Nov 2017.9025.50$21.7035.0%--0.6114
$570.00Nov 2014.2022.50$18.3545.2%100.563
$565.00Nov 2015.2019.90$17.5526.8%40.514

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 335, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 204.806.00$5.4022.2%560.2571
$610.00Nov 201.302.70$2.0070.0%380.1145
$580.00Nov 208.0010.80$9.4029.8%210.35128
$570.00Nov 2011.6014.20$12.9020.2%200.44227
$575.00Nov 209.8011.30$10.5514.2%160.39118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Nov 201.853.10$2.4850.4%240.12180
$480.00Nov 200.000.75$0.38197.4%220.02430
$525.00Nov 202.005.90$3.9598.7%200.1748
$450.00Nov 200.050.30$0.18138.9%160.01241
$545.00Nov 207.1011.10$9.1044.0%130.3332

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. 31 found (best R:R 5.25, avg 5.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$525.00$530.00Nov 20$2.75$2.25$2.7583%0.82$527.75
$545.00$550.00Nov 20$2.60$2.40$2.6068%0.92$547.60
$575.00$580.00Nov 20$1.15$3.85$1.1539%3.35$576.15
$580.00$585.00Nov 20$1.15$3.85$1.1535%3.35$581.15
$555.00$560.00Nov 20$2.40$2.60$2.4058%1.08$557.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$570.00$565.00Nov 20$0.80$4.20$0.8056%5.25$569.20
$560.00$550.00Nov 20$2.85$7.15$2.8547%2.51$557.15
$530.00$525.00Nov 20$0.70$4.30$0.7020%6.14$529.30
$550.00$545.00Nov 20$1.70$3.30$1.7037%1.94$548.30
$515.00$510.00Nov 20$0.46$4.54$0.469%9.87$514.54

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 1.33, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$585.00$590.00Nov 20$2.85$2.85$2.1569%1.33$587.85
$630.00$635.00Nov 20$1.05$1.05$3.9592%0.27$631.05
$565.00$570.00Nov 20$2.75$2.75$2.2552%1.22$567.75
$570.00$575.00Nov 20$2.35$2.35$2.6556%0.89$572.35
$610.00$620.00Nov 20$0.97$0.97$9.0389%0.11$610.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$455.00$450.00Nov 20$1.45$1.45$3.5595%0.41$453.55
$470.00$465.00Nov 20$1.30$1.30$3.7094%0.35$468.70
$545.00$540.00Nov 20$2.47$2.47$2.5368%0.98$542.53
$540.00$535.00Nov 20$2.16$2.16$2.8473%0.76$537.84
$485.00$480.00Nov 20$1.12$1.12$3.8894%0.29$483.88

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. 13 found (cheapest 5.56% of stock, avg 7.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$570.00Nov 20$12.90$18.35$31.25$538.75$601.255.56%
$560.00Nov 20$18.30$13.65$31.95$528.05$591.955.68%
$575.00Nov 20$10.55$21.70$32.25$542.75$607.255.73%
$565.00Nov 20$15.65$17.55$33.20$531.80$598.205.90%
$550.00Nov 20$23.95$10.80$34.75$515.25$584.756.18%
$545.00Nov 20$26.55$9.10$35.65$509.35$580.656.34%
$540.00Nov 20$30.15$6.63$36.78$503.22$576.786.54%
$535.00Nov 20$34.00$4.47$38.47$496.53$573.476.84%
$530.00Nov 20$38.80$4.65$43.45$486.55$573.457.73%
$525.00Nov 20$41.55$3.95$45.50$479.50$570.508.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.26% of stock, avg 3.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$585.00$535.00Nov 20$8.25$4.47$12.72$522.28$597.72
$585.00$540.00Nov 20$8.25$6.63$14.88$525.12$599.88
$580.00$535.00Nov 20$9.40$4.47$13.87$521.13$593.87
$580.00$540.00Nov 20$9.40$6.63$16.03$523.97$596.03
$585.00$545.00Nov 20$8.25$9.10$17.35$527.65$602.35
$575.00$535.00Nov 20$10.55$4.47$15.02$519.98$590.02
$580.00$545.00Nov 20$9.40$9.10$18.50$526.50$598.50
$575.00$540.00Nov 20$10.55$6.63$17.18$522.82$592.18
$585.00$550.00Nov 20$8.25$10.80$19.05$530.95$604.05
$580.00$550.00Nov 20$9.40$10.80$20.20$529.80$600.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 6.14, avg credit $2.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/455585/590Nov 20$4.30$0.7064%6.14$450.70$589.30
465/470585/590Nov 20$4.15$0.8563%4.88$465.85$589.15
480/485585/590Nov 20$3.97$1.0363%3.85$481.03$588.97
500/505585/590Nov 20$3.98$1.0260%3.90$501.02$588.98
520/525585/590Nov 20$4.32$0.6852%6.35$520.68$589.32
515/520585/590Nov 20$3.60$1.4056%2.57$516.40$588.60
510/515585/590Nov 20$3.31$1.6960%1.96$511.69$588.31
450/455600/605Nov 20$2.35$2.6578%0.89$452.65$602.35
450/455590/595Nov 20$2.55$2.4570%1.04$452.45$592.55
450/455605/610Nov 20$2.00$3.0081%0.67$453.00$607.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 19.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Nov 20$0.25$4.7512%19.00
$485.00$490.00$495.00Nov 20$0.10$4.902%49.00
$590.00$595.00$600.00Nov 20$0.25$4.757%19.00
$495.00$500.00$505.00Nov 20$0.20$4.803%24.00
$565.00$570.00$575.00Nov 20$0.40$4.6010%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Nov 20$0.31$4.6911%15.13
$510.00$515.00$520.00Nov 20$0.29$4.715%16.24
$485.00$490.00$495.00Nov 20$0.38$4.622%12.16
$515.00$520.00$525.00Nov 20$0.72$4.288%5.94
$470.00$475.00$480.00Nov 20$0.87$4.133%4.75

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.06, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Nov 20-$0.06$9.94
$620.00$625.001:2Nov 20-$0.67$4.33
$635.00$640.001:2Nov 20-$0.87$4.13
$605.00$610.001:2Nov 20-$1.45$3.55
$600.00$605.001:2Nov 20-$1.65$3.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$525.00$520.001:2Nov 20-$1.01$3.99
$515.00$510.001:2Nov 20-$0.81$4.19
$520.00$515.001:2Nov 20-$0.98$4.02
$480.00$475.001:2Nov 20-$0.76$4.24
$500.00$495.001:2Nov 20-$0.91$4.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.47%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$565.00Nov 20$13.900.480.5%2.47%2.94%336
$570.00Nov 20$11.600.441.4%2.06%3.42%20227
$575.00Nov 20$9.800.392.2%1.74%3.99%16118
$580.00Nov 20$8.000.353.1%1.42%4.56%21128
$585.00Nov 20$6.500.314.0%1.16%5.18%--32
$590.00Nov 20$4.800.254.9%0.85%5.77%5671
$600.00Nov 20$2.900.176.7%0.52%7.21%7476
$595.00Nov 20$1.900.215.8%0.34%6.14%--28
$605.00Nov 20$1.900.147.6%0.34%7.92%143
$650.00Nov 20$0.300.0815.6%0.05%15.64%--61

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 640
Total Puts 446
Put/Call Ratio 0.70
Net Difference 194

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,127
Total Puts 4,671
Average Put/Call Ratio 0.74
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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