Tour v531
NOC
NORTHROP GRUMMAN COR
$557.54 -0.86%
$559.77 (+0.40%)🌙
as of 10/30 06:07 PM
◀ 10/30 18:07 ▶

Option Volume

Detail
ℹ
Current (10/30) 949
Calls: 534 (56%)
Puts: 415 (44%)
Prior (10/29) 1,086
Calls: 640 (59%)
Puts: 446 (41%)
Current vs Prior -12.62%
Calls: -16.56% (Calls)
Puts: -6.95% (Puts)
Prior 7-Day Total 9,146
Calls: 5,070 (55%)
Puts: 4,076 (45%)
Prior 7-Day Average 1,306
Calls: 724 (55%)
Puts: 582 (45%)
Current vs Prior 7-Day Avg -27.37%
Calls: -26.27%
Puts: -28.73%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/30) $1.82M
Calls: $1.37M (75%)
Puts: $449.7K (25%)
Prior (10/29) $1.60M
Calls: $1.15M (72%)
Puts: $450.0K (28%)
Current vs Prior +14.04%
Calls: +19.56%
Puts: -0.06%
Prior 7-Day Total $14.52M
Calls: $10.31M (71%)
Puts: $4.22M (29%)
Prior 7-Day Average $2.07M
Calls: $1.47M (71%)
Puts: $602.2K (29%)
Current vs Prior 7-Day Avg -12.05%
Calls: -6.63%
Puts: -25.32%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 0.78
Prior (10/29) 0.70
Current vs Prior +11.52%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +3.02%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/30) 33,236
Calls: 15,980 (48%)
Puts: 17,256 (52%)
Prior (10/29) 33,006
Calls: 15,752 (48%)
Puts: 17,254 (52%)
Current vs Prior +0.70%
Prior 7-Day Total 197,500
Calls: 94,532 (48%)
Puts: 102,968 (52%)
Prior 7-Day Average 28,214
Calls: 13,504 (48%)
Puts: 14,709 (52%)
Current vs Prior 7-Day Avg +17.80%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 6.51% | 8.74%
Prior 6.37% | 8.53%
Current vs Prior +2.13% | +2.55%
Prior 7-Day Avg 6.57% | 8.88%
Current vs 7-Day Avg -0.88% | -1.57%
Prior 7-Day Eod 6.37% | 8.53%
Current vs 7-Day Eod +2.13% | +2.55%
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

Strong bullish conviction with 75% of dollar volume in calls ($1.37M) vs puts ($449.7K).

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 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 9 of results (avg 7.5%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2083.1087.50$85.305.2%--1.0036
$490.00Nov 2068.8073.70$71.256.9%--1.0030
$480.00Nov 2078.2084.00$81.107.2%--1.0084
$485.00Nov 2073.3078.80$76.057.2%--0.9233
$495.00Nov 2063.5068.50$66.007.6%--0.9410
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. 20 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2083.1087.50$85.305.2%--1.0036
$480.00Nov 2078.2084.00$81.107.2%--1.0084
$490.00Nov 2068.8073.70$71.256.9%--1.0030
$505.00Nov 2054.4058.70$56.557.6%10.9523
$495.00Nov 2063.5068.50$66.007.6%--0.9410
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Nov 2022.6026.20$24.4014.8%--0.6414
$570.00Nov 2017.3024.40$20.8534.1%--0.6011
$560.00Nov 2015.4018.10$16.7516.1%--0.50166

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 390, top 93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Nov 2033.4038.30$35.8513.7%930.8182
$575.00Nov 208.8011.10$9.9523.1%510.36129
$650.00Nov 200.400.65$0.5347.2%340.0361
$560.00Nov 2014.9016.90$15.9012.6%280.50383
$580.00Nov 207.3010.10$8.7032.2%210.32123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Nov 2012.7016.90$14.8028.4%370.464
$520.00Nov 202.004.00$3.0066.7%110.15175
$515.00Nov 200.453.20$1.83150.3%100.1048
$530.00Nov 202.256.00$4.1390.8%100.2036
$460.00Nov 200.050.55$0.30166.7%40.02252

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. 34 found (best R:R 1.44, avg 5.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$560.00$565.00Nov 20$1.40$3.60$1.4050%2.57$561.40
$525.00$530.00Nov 20$3.30$1.70$3.3083%0.52$528.30
$550.00$555.00Nov 20$2.15$2.85$2.1559%1.33$552.15
$610.00$620.00Nov 20$0.28$9.72$0.2810%34.71$610.28
$535.00$540.00Nov 20$3.20$1.80$3.2075%0.56$538.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$570.00$560.00Nov 20$4.10$5.90$4.1060%1.44$565.90
$560.00$555.00Nov 20$1.95$3.05$1.9550%1.56$558.05
$545.00$540.00Nov 20$1.45$3.55$1.4535%2.45$543.55
$500.00$495.00Nov 20$0.33$4.67$0.339%14.15$499.67
$465.00$460.00Nov 20$0.10$4.90$0.102%49.00$464.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 1.02, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$605.00$610.00Nov 20$2.52$2.52$2.4883%1.02$607.52
$660.00$665.00Nov 20$1.15$1.15$3.8594%0.30$661.15
$645.00$650.00Nov 20$1.10$1.10$3.9093%0.28$646.10
$565.00$570.00Nov 20$2.90$2.90$2.1055%1.38$567.90
$630.00$635.00Nov 20$0.98$0.98$4.0292%0.24$630.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$480.00Nov 20$2.05$2.05$2.9591%0.69$482.95
$535.00$530.00Nov 20$2.22$2.22$2.7874%0.80$532.78
$550.00$545.00Nov 20$3.00$3.00$2.0059%1.50$547.00
$470.00$465.00Nov 20$1.10$1.10$3.9094%0.28$468.90
$455.00$450.00Nov 20$0.95$0.95$4.0595%0.23$454.05

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. 14 found (cheapest 5.82% of stock, avg 7.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$570.00Nov 20$11.60$20.85$32.45$537.55$602.455.82%
$560.00Nov 20$15.90$16.75$32.65$527.35$592.655.86%
$550.00Nov 20$21.70$12.60$34.30$515.70$584.306.15%
$555.00Nov 20$19.55$14.80$34.35$520.65$589.356.16%
$575.00Nov 20$9.95$24.40$34.35$540.65$609.356.16%
$545.00Nov 20$25.00$9.60$34.60$510.40$579.606.21%
$540.00Nov 20$28.55$8.15$36.70$503.30$576.706.58%
$535.00Nov 20$31.75$6.35$38.10$496.90$573.106.83%
$530.00Nov 20$35.85$4.13$39.98$490.02$569.987.17%
$525.00Nov 20$39.15$4.05$43.20$481.80$568.207.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.70% of stock, avg 4.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$580.00$535.00Nov 20$8.70$6.35$15.05$519.95$595.05
$580.00$540.00Nov 20$8.70$8.15$16.85$523.15$596.85
$575.00$535.00Nov 20$9.95$6.35$16.30$518.70$591.30
$580.00$545.00Nov 20$8.70$9.60$18.30$526.70$598.30
$575.00$540.00Nov 20$9.95$8.15$18.10$521.90$593.10
$575.00$545.00Nov 20$9.95$9.60$19.55$525.45$594.55
$570.00$535.00Nov 20$11.60$6.35$17.95$517.05$587.95
$570.00$540.00Nov 20$11.60$8.15$19.75$520.25$589.75
$570.00$545.00Nov 20$11.60$9.60$21.20$523.80$591.20
$580.00$550.00Nov 20$8.70$12.60$21.30$528.70$601.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 10.63, avg credit $2.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/485605/610Nov 20$4.57$0.4374%10.63$480.43$609.57
530/535605/610Nov 20$4.74$0.2656%18.23$530.26$609.74
465/470605/610Nov 20$3.62$1.3877%2.62$466.38$608.62
450/455605/610Nov 20$3.47$1.5378%2.27$451.53$608.47
490/495605/610Nov 20$3.37$1.6375%2.07$491.63$608.37
515/520605/610Nov 20$3.69$1.3168%2.82$516.31$608.69
480/485580/585Nov 20$4.00$1.0059%4.00$481.00$584.00
520/525605/610Nov 20$3.57$1.4364%2.50$521.43$608.57
480/485590/595Nov 20$3.35$1.6568%2.03$481.65$593.35
505/510605/610Nov 20$3.09$1.9172%1.62$506.91$608.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$545.00$550.00Nov 20$0.25$4.7510%19.00
$570.00$575.00$580.00Nov 20$0.40$4.608%11.50
$480.00$485.00$490.00Nov 20$0.25$4.750%19.00
$510.00$515.00$520.00Nov 20$0.45$4.555%10.11
$580.00$585.00$590.00Nov 20$0.70$4.309%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$475.00$480.00Nov 20$0.89$4.113%4.62
$460.00$465.00$470.00Nov 20$1.00$4.004%4.00
$500.00$505.00$510.00Nov 20$1.12$3.881%3.46
$510.00$515.00$520.00Nov 20$1.34$3.664%2.73
$455.00$460.00$465.00Nov 20$1.30$3.703%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.66, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$620.001:2Nov 20-$1.12$8.88
$620.00$625.001:2Nov 20-$0.86$4.14
$640.00$645.001:2Nov 20-$1.56$3.44
$590.00$595.001:2Nov 20-$2.90$2.10
$625.00$630.001:2Nov 20-$2.33$2.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$515.001:2Nov 20-$0.66$4.34
$465.00$460.001:2Nov 20-$0.20$4.80
$510.00$505.001:2Nov 20-$0.86$4.14
$480.00$475.001:2Nov 20-$0.61$4.39
$535.00$530.001:2Nov 20-$1.91$3.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.67%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Nov 20$14.900.500.4%2.67%3.11%28383
$565.00Nov 20$12.700.451.3%2.28%3.62%337
$570.00Nov 20$10.600.402.2%1.90%4.14%9238
$575.00Nov 20$8.800.363.1%1.58%4.71%51129
$580.00Nov 20$7.300.324.0%1.31%5.34%21123
$585.00Nov 20$5.200.274.9%0.93%5.86%232
$590.00Nov 20$4.700.235.8%0.84%6.66%9121
$595.00Nov 20$3.700.206.7%0.66%7.38%128
$600.00Nov 20$3.000.177.6%0.54%8.15%1477
$605.00Nov 20$2.100.178.5%0.38%8.89%144

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 534
Total Puts 415
Put/Call Ratio 0.78
Net Difference 119

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,070
Total Puts 4,076
Average Put/Call Ratio 0.75
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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