Tour v533
NOC
NORTHROP GRUMMAN COR
$555.32 -0.40%
$555.67 (+0.06%)🌙
as of 11/02 06:07 PM
◀ 11/2 18:07 ▶

Option Volume

Detail
ℹ
Current (11/02) 377
Calls: 253 (67%)
Puts: 124 (33%)
Prior (10/30) 949
Calls: 534 (56%)
Puts: 415 (44%)
Current vs Prior -60.27%
Calls: -52.62% (Calls)
Puts: -70.12% (Puts)
Prior 7-Day Total 8,800
Calls: 4,879 (55%)
Puts: 3,921 (45%)
Prior 7-Day Average 1,257
Calls: 697 (55%)
Puts: 560 (45%)
Current vs Prior 7-Day Avg -70.01%
Calls: -63.70%
Puts: -77.86%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $741.3K
Calls: $648.0K (87%)
Puts: $93.3K (13%)
Prior (10/30) $1.82M
Calls: $1.37M (75%)
Puts: $449.7K (25%)
Current vs Prior -59.37%
Calls: -52.86%
Puts: -79.25%
Prior 7-Day Total $14.20M
Calls: $10.33M (73%)
Puts: $3.87M (27%)
Prior 7-Day Average $2.03M
Calls: $1.48M (73%)
Puts: $553.2K (27%)
Current vs Prior 7-Day Avg -63.46%
Calls: -56.08%
Puts: -83.13%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.49
Prior (10/30) 0.78
Current vs Prior -36.93%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -34.92%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/02) 33,569
Calls: 16,141 (48%)
Puts: 17,428 (52%)
Prior (10/30) 33,236
Calls: 15,980 (48%)
Puts: 17,256 (52%)
Current vs Prior +1.00%
Prior 7-Day Total 199,666
Calls: 95,787 (48%)
Puts: 103,879 (52%)
Prior 7-Day Average 28,523
Calls: 13,683 (48%)
Puts: 14,839 (52%)
Current vs Prior 7-Day Avg +17.69%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 5.94% | 8.87%
Prior 6.51% | 8.74%
Current vs Prior -8.73% | +1.43%
Prior 7-Day Avg 6.51% | 8.83%
Current vs 7-Day Avg -8.65% | +0.39%
Prior 7-Day Eod 6.51% | 8.74%
Current vs 7-Day Eod -8.73% | +1.43%
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 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 87% of dollar volume in calls ($648.0K) vs puts ($93.3K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 60% vs prior. Extreme bullish P/C ratio of 0.49 - heavy call buying (253 calls vs 124 puts).

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 4 of results (avg 8.5%, best 6.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Nov 2039.1041.60$40.356.2%50.85177
$485.00Nov 2069.1075.20$72.158.5%20.9633
$495.00Nov 2059.5065.50$62.509.6%--0.9410
$475.00Nov 2078.8086.90$82.859.8%--0.9836
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 0.79, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 2078.8086.90$82.859.8%--0.9836
$480.00Nov 2074.0082.00$78.0010.3%--0.9784
$485.00Nov 2069.1075.20$72.158.5%20.9633
$490.00Nov 2064.3072.10$68.2011.4%--0.9630
$495.00Nov 2059.5065.50$62.509.6%--0.9410
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Nov 2023.2027.70$25.4517.7%--0.6714
$570.00Nov 2020.4025.80$23.1023.4%--0.6111
$560.00Nov 2012.0019.90$15.9549.5%--0.52166

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 212, top 54)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 203.306.70$5.0068.0%540.22126
$500.00Nov 2054.8062.70$58.7513.4%500.9497
$575.00Nov 207.109.10$8.1024.7%110.34131
$525.00Nov 2033.0038.40$35.7015.1%80.8196
$580.00Nov 205.0010.40$7.7070.1%70.31132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Nov 200.150.75$0.45133.3%130.0387
$500.00Nov 200.701.80$1.2588.0%50.07396
$490.00Nov 200.451.20$0.8390.4%30.0495
$520.00Nov 202.554.00$3.2844.2%30.16166
$540.00Nov 204.608.80$6.7062.7%30.30186

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. 36 found (best R:R 8.09, avg 8.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$560.00$565.00Nov 20$0.55$4.45$0.5548%8.09$560.55
$575.00$580.00Nov 20$0.40$4.60$0.4034%11.50$575.40
$545.00$550.00Nov 20$2.15$2.85$2.1564%1.33$547.15
$525.00$530.00Nov 20$3.25$1.75$3.2580%0.54$528.25
$550.00$555.00Nov 20$2.25$2.75$2.2559%1.22$552.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$575.00$570.00Nov 20$2.35$2.65$2.3567%1.13$572.65
$560.00$555.00Nov 20$2.05$2.95$2.0552%1.44$557.95
$555.00$550.00Nov 20$1.80$3.20$1.8047%1.78$553.20
$520.00$515.00Nov 20$0.40$4.60$0.4016%11.50$519.60
$500.00$495.00Nov 20$0.12$4.88$0.127%40.67$499.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 1.60, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$635.00$640.00Nov 20$1.50$1.50$3.5090%0.43$636.50
$570.00$575.00Nov 20$2.95$2.95$2.0561%1.44$572.95
$590.00$595.00Nov 20$2.00$2.00$3.0078%0.67$592.00
$585.00$590.00Nov 20$1.45$1.45$3.5573%0.41$586.45
$625.00$630.00Nov 20$0.37$0.37$4.6393%0.08$625.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$505.00$500.00Nov 20$3.08$3.08$1.9285%1.60$501.92
$545.00$540.00Nov 20$2.65$2.65$2.3564%1.13$542.35
$550.00$545.00Nov 20$2.75$2.75$2.2558%1.22$547.25
$455.00$450.00Nov 20$0.93$0.93$4.0794%0.23$454.07
$525.00$520.00Nov 20$1.32$1.32$3.6880%0.36$523.68

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. 15 found (cheapest 5.30% of stock, avg 7.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$560.00Nov 20$13.50$15.95$29.45$530.55$589.455.30%
$545.00Nov 20$21.45$9.35$30.80$514.20$575.805.55%
$555.00Nov 20$17.05$13.90$30.95$524.05$585.955.57%
$540.00Nov 20$24.70$6.70$31.40$508.60$571.405.65%
$550.00Nov 20$19.30$12.10$31.40$518.60$581.405.65%
$535.00Nov 20$28.00$5.38$33.38$501.62$568.386.01%
$575.00Nov 20$8.10$25.45$33.55$541.45$608.556.04%
$570.00Nov 20$11.05$23.10$34.15$535.85$604.156.15%
$530.00Nov 20$32.45$5.50$37.95$492.05$567.956.83%
$525.00Nov 20$35.70$4.60$40.30$484.70$565.307.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.36% of stock, avg 3.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$580.00$535.00Nov 20$7.70$5.38$13.08$521.92$593.08
$580.00$540.00Nov 20$7.70$6.70$14.40$525.60$594.40
$575.00$535.00Nov 20$8.10$5.38$13.48$521.52$588.48
$575.00$540.00Nov 20$8.10$6.70$14.80$525.20$589.80
$575.00$545.00Nov 20$8.10$9.35$17.45$527.55$592.45
$580.00$545.00Nov 20$7.70$9.35$17.05$527.95$597.05
$570.00$535.00Nov 20$11.05$5.38$16.43$518.57$586.43
$570.00$540.00Nov 20$11.05$6.70$17.75$522.25$587.75
$570.00$545.00Nov 20$11.05$9.35$20.40$524.60$590.40
$575.00$550.00Nov 20$8.10$12.10$20.20$529.80$595.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 69 found (best R:R 9.64, avg credit $1.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
500/505585/590Nov 20$4.53$0.4759%9.64$500.47$589.53
500/505600/605Nov 20$3.55$1.4571%2.45$501.45$603.55
500/505580/585Nov 20$4.33$0.6755%6.46$500.67$584.33
500/505605/610Nov 20$3.33$1.6774%1.99$501.67$608.33
500/505595/600Nov 20$3.53$1.4769%2.40$501.47$598.53
450/455590/595Nov 20$2.93$2.0772%1.42$452.07$592.93
520/525590/595Nov 20$3.32$1.6858%1.98$521.68$593.32
500/505575/580Nov 20$3.48$1.5252%2.29$501.52$578.48
475/480590/595Nov 20$2.25$2.7574%0.82$477.75$592.25
510/515590/595Nov 20$2.73$2.2764%1.20$512.27$592.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Nov 20$0.05$4.9511%99.00
$515.00$520.00$525.00Nov 20$0.15$4.856%32.33
$600.00$605.00$610.00Nov 20$0.22$4.784%21.73
$540.00$545.00$550.00Nov 20$1.10$3.9012%3.55
$530.00$535.00$540.00Nov 20$1.15$3.857%3.35
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$545.00$550.00Nov 20$0.10$4.9012%49.00
$550.00$555.00$560.00Nov 20$0.25$4.7510%19.00
$480.00$485.00$490.00Nov 20$0.13$4.871%37.46
$485.00$490.00$495.00Nov 20$0.17$4.832%28.41
$470.00$475.00$480.00Nov 20$0.40$4.601%11.50

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 $-0.20, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$595.001:2Nov 20-$1.00$4.00
$625.00$630.001:2Nov 20-$0.48$4.52
$610.00$620.001:2Nov 20-$1.13$8.87
$620.00$625.001:2Nov 20-$0.96$4.04
$600.00$605.001:2Nov 20-$1.61$3.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$475.001:2Nov 20-$0.20$4.80
$495.00$490.001:2Nov 20-$0.53$4.47
$490.00$485.001:2Nov 20-$0.57$4.43
$470.00$465.001:2Nov 20-$0.66$4.34
$485.00$480.001:2Nov 20-$0.70$4.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 1.84%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$565.00Nov 20$10.200.441.7%1.84%3.58%138
$560.00Nov 20$12.000.480.8%2.16%3.00%3384
$570.00Nov 20$8.200.392.6%1.48%4.12%4239
$575.00Nov 20$7.100.343.5%1.28%4.82%11131
$580.00Nov 20$5.000.314.4%0.90%5.34%7132
$585.00Nov 20$4.200.275.3%0.76%6.10%133
$590.00Nov 20$3.300.226.2%0.59%6.84%54126
$600.00Nov 20$2.200.148.1%0.40%8.44%3476
$595.00Nov 20$1.700.167.2%0.31%7.45%228
$605.00Nov 20$1.300.128.9%0.23%9.18%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 253
Total Puts 124
Put/Call Ratio 0.49
Net Difference 129

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,879
Total Puts 3,921
Average Put/Call Ratio 0.75
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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