Tour v533
NOC
NORTHROP GRUMMAN COR
$550.30 -0.90%
$549.58 (-0.13%)🌙
as of 11/03 06:11 PM
◀ 11/3 18:11 ▶

Option Volume

Detail
ℹ
Current (11/03) 391
Calls: 224 (57%)
Puts: 167 (43%)
Prior (11/02) 377
Calls: 253 (67%)
Puts: 124 (33%)
Current vs Prior +3.71%
Calls: -11.46% (Calls)
Puts: +34.68% (Puts)
Prior 7-Day Total 6,801
Calls: 3,889 (57%)
Puts: 2,912 (43%)
Prior 7-Day Average 971
Calls: 555 (57%)
Puts: 416 (43%)
Current vs Prior 7-Day Avg -59.76%
Calls: -59.68%
Puts: -59.86%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $658.4K
Calls: $315.3K (48%)
Puts: $343.1K (52%)
Prior (11/02) $741.3K
Calls: $648.0K (87%)
Puts: $93.3K (13%)
Current vs Prior -11.19%
Calls: -51.35%
Puts: +267.74%
Prior 7-Day Total $11.45M
Calls: $8.44M (74%)
Puts: $3.01M (26%)
Prior 7-Day Average $1.64M
Calls: $1.21M (74%)
Puts: $430.4K (26%)
Current vs Prior 7-Day Avg -59.76%
Calls: -73.86%
Puts: -20.28%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.75
Prior (11/02) 0.49
Current vs Prior +52.11%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +7.59%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/03) 4,052
Calls: 2,903 (72%)
Puts: 1,149 (28%)
Prior (11/02) 33,569
Calls: 16,141 (48%)
Puts: 17,428 (52%)
Current vs Prior -87.93%
Prior 7-Day Total 201,726
Calls: 96,924 (48%)
Puts: 104,802 (52%)
Prior 7-Day Average 28,818
Calls: 13,846 (48%)
Puts: 14,971 (52%)
Current vs Prior 7-Day Avg -85.94%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 5.60% | 8.29%
Prior 5.94% | 8.87%
Current vs Prior -5.82% | -6.57%
Prior 7-Day Avg 6.33% | 8.76%
Current vs 7-Day Avg -11.60% | -5.40%
Prior 7-Day Eod 5.94% | 8.87%
Current vs 7-Day Eod -5.82% | -6.57%
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

P/C ratio rising 52% - increased hedging/bearish positioning. Call-heavy open interest (2,903 calls vs 1,149 puts) suggests bullish positioning. Declining open interest (down 88%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 7.4%, best 7.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Nov 2059.8064.40$62.107.4%10.95--
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. 5 found (avg delta 0.74, highest 0.95)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Nov 2059.8064.40$62.107.4%10.95--
$520.00Nov 2033.2037.10$35.1511.1%20.81177
$525.00Nov 2029.4034.00$31.7014.5%10.7891
$540.00Nov 2018.3022.80$20.5521.9%10.62141
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Dec 1820.0026.00$23.0026.1%10.5255

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 296, top 62)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Dec 1815.5018.90$17.2019.8%470.44139
$580.00Nov 203.705.00$4.3529.9%430.21137
$610.00Nov 200.602.65$1.63125.8%370.09--
$600.00Nov 201.301.95$1.6339.9%90.10477
$590.00Nov 202.303.20$2.7532.7%70.15105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Dec 180.201.55$0.88153.4%620.04--
$520.00Nov 203.104.80$3.9543.0%140.19--
$550.00Nov 2012.5018.20$15.3537.1%80.5035
$495.00Nov 200.852.95$1.90110.5%60.0944
$540.00Nov 207.3011.10$9.2041.3%40.38187

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 11.4%, max 17.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$560.00Nov 20Dec 1831.8%29.0%9.7%50524
$580.00Nov 20Dec 1831.0%28.9%7.4%50137
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Nov 20Dec 1831.5%26.9%17.1%1135

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 7.11, avg 11.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$580.00$595.00Dec 18$1.85$13.15$1.8531%7.11$581.85
$560.00$570.00Dec 18$2.45$7.55$2.4544%3.08$562.45
$625.00$640.00Nov 20$0.22$14.78$0.225%67.18$625.22
$540.00$555.00Nov 20$7.90$7.10$7.9062%0.90$547.90
$575.00$580.00Nov 20$0.95$4.05$0.9525%4.26$575.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$555.00$550.00Dec 18$1.55$3.45$1.5552%2.23$553.45
$525.00$520.00Nov 20$0.38$4.62$0.3822%12.16$524.62
$505.00$500.00Nov 20$0.13$4.87$0.139%37.46$504.87
$490.00$475.00Nov 20$0.20$14.80$0.204%74.00$489.80
$540.00$530.00Nov 20$2.95$7.05$2.9538%2.39$537.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.30, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$580.00Dec 18$4.35$4.35$5.6562%0.77$574.35
$595.00$600.00Dec 18$1.95$1.95$3.0575%0.64$596.95
$585.00$590.00Nov 20$1.63$1.63$3.3780%0.48$586.63
$595.00$600.00Nov 20$1.27$1.27$3.7386%0.34$596.27
$560.00$575.00Nov 20$5.00$5.00$10.0060%0.50$565.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$550.00$460.00Dec 18$20.57$20.57$69.4351%0.30$529.43
$550.00$540.00Nov 20$6.15$6.15$3.8550%1.60$543.85
$495.00$490.00Nov 20$1.22$1.22$3.7891%0.32$493.78
$530.00$525.00Nov 20$1.92$1.92$3.0872%0.62$528.08
$520.00$505.00Nov 20$2.32$2.32$12.6881%0.18$517.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $6.50, cheapest $6.10)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$560.00Nov 20Dec 18$6.9031.8%29.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Nov 20Dec 18$6.1031.5%26.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 5.41% of stock, avg 6.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Nov 20$20.55$9.20$29.75$510.25$569.755.41%
$525.00Nov 20$31.70$4.33$36.03$488.97$561.036.55%
$520.00Nov 20$35.15$3.95$39.10$480.90$559.107.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 1.51% of stock, avg 3.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$585.00$520.00Nov 20$4.38$3.95$8.33$511.67$593.33
$580.00$520.00Nov 20$4.35$3.95$8.30$511.70$588.30
$580.00$525.00Nov 20$4.35$4.33$8.68$516.32$588.68
$585.00$525.00Nov 20$4.38$4.33$8.71$516.29$593.71
$575.00$520.00Nov 20$5.30$3.95$9.25$510.75$584.25
$575.00$525.00Nov 20$5.30$4.33$9.63$515.37$584.63
$580.00$530.00Nov 20$4.35$6.25$10.60$519.40$590.60
$585.00$530.00Nov 20$4.38$6.25$10.63$519.37$595.63
$575.00$530.00Nov 20$5.30$6.25$11.55$518.45$586.55
$580.00$540.00Nov 20$4.35$9.20$13.55$526.45$593.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 1.33, avg credit $1.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
490/495585/590Nov 20$2.85$2.1571%1.33$492.15$587.85
490/495595/600Nov 20$2.49$2.5176%0.99$492.51$597.49
525/530585/590Nov 20$3.55$1.4552%2.45$526.45$588.55
525/530595/600Nov 20$3.19$1.8158%1.76$526.81$598.19
490/495600/605Nov 20$1.90$3.1081%0.61$493.10$601.90
525/530600/605Nov 20$2.60$2.4062%1.08$527.40$602.60
490/495575/580Nov 20$2.17$2.8366%0.77$492.83$577.17
500/505585/590Nov 20$1.76$3.2470%0.54$503.24$586.76
525/530575/580Nov 20$2.87$2.1347%1.35$527.13$577.87
500/505595/600Nov 20$1.40$3.6076%0.39$503.60$596.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 28.41, cheapest $0.51)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$610.00$625.00$640.00Nov 20$0.51$14.495%28.41
$525.00$540.00$555.00Nov 20$3.25$11.7533%3.62
$595.00$600.00$605.00Nov 20$0.59$4.418%7.47
$575.00$580.00$585.00Nov 20$0.98$4.025%4.10
$600.00$605.00$610.00Nov 20$1.36$3.641%2.68
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$495.00$500.00$505.00Nov 20$0.53$4.470%8.43
$520.00$525.00$530.00Nov 20$1.54$3.469%2.25
$530.00$540.00$550.00Nov 20$3.20$6.8022%2.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-8.20, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$520.001:2Nov 20-$8.20$21.80
$560.00$575.001:2Nov 20-$0.30$14.70
$540.00$555.001:2Nov 20-$4.75$10.25
$600.00$620.001:2Dec 18-$0.10$19.90
$525.00$540.001:2Nov 20-$9.40$5.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$540.001:2Nov 20-$3.05$6.95
$490.00$475.001:2Nov 20-$0.28$14.72
$540.00$530.001:2Nov 20-$3.30$6.70
$475.00$455.001:2Nov 20-$0.72$19.28
$505.00$500.001:2Nov 20-$1.37$3.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.27%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$570.00Dec 18$12.500.383.6%2.27%5.85%665
$560.00Dec 18$15.500.441.8%2.82%4.58%47139
$580.00Dec 18$9.600.315.4%1.74%7.14%7--
$595.00Dec 18$5.900.258.1%1.07%9.19%1--
$600.00Dec 18$5.200.219.0%0.94%9.98%1--
$555.00Nov 20$10.600.450.8%1.93%2.78%328
$560.00Nov 20$8.600.401.8%1.56%3.33%3385
$575.00Nov 20$4.600.254.5%0.84%5.32%3135
$620.00Dec 18$2.400.1212.7%0.44%13.10%119
$580.00Nov 20$3.700.215.4%0.67%6.07%43137

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 224
Total Puts 167
Put/Call Ratio 0.75
Net Difference 57

Prior's Put/Call Breakdown

Total Calls 253
Total Puts 124
Put/Call Ratio 0.49
Net Difference 129

Prior 7-Day Put/Call Summary

Total Calls 3,889
Total Puts 2,912
Average Put/Call Ratio 0.69
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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