Tour v536
NOC
NORTHROP GRUMMAN COR
$525.35 -4.53%
$521.46 (-0.74%)🌙
as of 11/04 06:14 PM
◀ 11/4 18:14 ▶

Option Volume

Detail
ℹ
Current (11/04) 1,084
Calls: 792 (73%)
Puts: 292 (27%)
Prior (11/03) 391
Calls: 224 (57%)
Puts: 167 (43%)
Current vs Prior +177.24%
Calls: +253.57% (Calls)
Puts: +74.85% (Puts)
Prior 7-Day Total 6,180
Calls: 3,508 (57%)
Puts: 2,672 (43%)
Prior 7-Day Average 882
Calls: 501 (57%)
Puts: 381 (43%)
Current vs Prior 7-Day Avg +22.78%
Calls: +58.04%
Puts: -23.50%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $1.77M
Calls: $1.38M (78%)
Puts: $392.7K (22%)
Prior (11/03) $658.4K
Calls: $315.3K (48%)
Puts: $343.1K (52%)
Current vs Prior +169.38%
Calls: +338.00%
Puts: +14.45%
Prior 7-Day Total $10.28M
Calls: $7.42M (72%)
Puts: $2.85M (28%)
Prior 7-Day Average $1.47M
Calls: $1.06M (72%)
Puts: $407.8K (28%)
Current vs Prior 7-Day Avg +20.82%
Calls: +30.26%
Puts: -3.71%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.37
Prior (11/03) 0.75
Current vs Prior -50.55%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -47.58%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 8,361
Calls: 4,355 (52%)
Puts: 4,006 (48%)
Prior (11/03) 4,052
Calls: 2,903 (72%)
Puts: 1,149 (28%)
Current vs Prior +106.34%
Prior 7-Day Total 173,889
Calls: 84,555 (49%)
Puts: 89,334 (51%)
Prior 7-Day Average 24,841
Calls: 12,079 (49%)
Puts: 12,762 (51%)
Current vs Prior 7-Day Avg -66.34%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 5.79% | 8.84%
Prior 5.60% | 8.29%
Current vs Prior +3.39% | +6.70%
Prior 7-Day Avg 6.14% | 8.64%
Current vs 7-Day Avg -5.71% | +2.32%
Prior 7-Day Eod 5.60% | 8.29%
Current vs 7-Day Eod +3.39% | +6.70%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($1.38M) vs puts ($392.7K). Massive premium surge with dollar volume up 169% vs prior. Unusually high activity with volume up 177% vs prior - elevated interest. Extreme bullish P/C ratio of 0.37 - heavy call buying (792 calls vs 292 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 7.1%, best 7.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Nov 2091.1097.80$94.457.1%31.00--

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. 15 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Nov 2045.2052.00$48.6014.0%20.9184
$500.00Nov 2028.0033.40$30.7017.6%180.7788
$510.00Nov 2022.3026.70$24.5018.0%30.72263
$515.00Nov 2018.3023.50$20.9024.9%10.6667
$510.00Dec 1828.0033.20$30.6017.0%110.64--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Nov 2091.1097.80$94.457.1%31.00--
$560.00Nov 2034.0039.70$36.8515.5%10.93166
$550.00Nov 2025.3032.00$28.6523.4%40.8137
$555.00Dec 1836.6042.00$39.3013.7%30.7256
$540.00Nov 2017.5024.20$20.8532.1%200.68187

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 555, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Nov 200.601.65$1.1392.9%560.08177
$550.00Nov 204.306.60$5.4542.2%460.27206
$555.00Nov 203.305.70$4.5053.3%400.2328
$540.00Nov 207.0010.20$8.6037.2%200.37140
$560.00Nov 202.304.30$3.3060.6%190.18386
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 200.051.95$1.00190.0%300.04140
$530.00Nov 2012.8017.40$15.1030.5%300.5633
$435.00Nov 200.000.35$0.18194.4%220.01134
$520.00Nov 209.0011.90$10.4527.8%200.43169
$540.00Nov 2017.5024.20$20.8532.1%200.68187

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 9.2%, max 17.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$555.00Nov 20Dec 1832.1%27.9%15.2%4276
$560.00Nov 20Dec 1831.2%29.4%6.4%30552
$540.00Nov 20Dec 1832.2%31.2%3.0%33140
$550.00Nov 20Dec 1831.6%30.7%2.9%50300
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$525.00Nov 20Dec 1831.1%26.5%17.6%4134
$520.00Nov 20Dec 1830.6%27.8%10.2%22239

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 0.61, avg 7.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$510.00Nov 20$6.20$3.80$6.2077%0.61$506.20
$510.00$530.00Dec 18$10.20$9.80$10.2064%0.96$520.20
$555.00$560.00Dec 18$0.35$4.65$0.3530%13.29$555.35
$545.00$550.00Dec 18$0.90$4.10$0.9038%4.56$545.90
$530.00$535.00Nov 20$1.55$3.45$1.5548%2.23$531.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$505.00Nov 20$0.30$4.70$0.3030%15.67$509.70
$555.00$530.00Dec 18$15.25$9.75$15.2572%0.64$539.75
$525.00$520.00Dec 18$1.55$3.45$1.5549%2.23$523.45
$530.00$525.00Nov 20$2.05$2.95$2.0556%1.44$527.95
$520.00$510.00Dec 18$3.45$6.55$3.4545%1.90$516.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 1.94, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$550.00$555.00Dec 18$3.30$3.30$1.7065%1.94$553.30
$540.00$545.00Dec 18$2.90$2.90$2.1058%1.38$542.90
$600.00$610.00Nov 20$1.15$1.15$8.8593%0.13$601.15
$575.00$580.00Dec 18$1.45$1.45$3.5579%0.41$576.45
$555.00$560.00Nov 20$1.20$1.20$3.8077%0.32$556.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$510.00Nov 20$4.60$4.60$5.4057%0.85$515.40
$500.00$495.00Nov 20$1.95$1.95$3.0576%0.64$498.05
$480.00$460.00Dec 18$3.20$3.20$16.8081%0.19$476.80
$510.00$505.00Dec 18$2.60$2.60$2.4063%1.08$507.40
$490.00$485.00Nov 20$1.22$1.22$3.7885%0.32$488.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $7.77, cheapest $6.25)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Nov 20Dec 18$7.6532.2%31.2%
$530.00Nov 20Dec 18$8.7030.2%31.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Nov 20Dec 18$6.2531.1%26.5%
$520.00Nov 20Dec 18$7.3030.6%27.8%
$530.00Nov 20Dec 18$8.9530.2%31.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 5.10% of stock, avg 6.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Nov 20$11.70$15.10$26.80$503.20$556.805.10%
$535.00Nov 20$10.15$17.90$28.05$506.95$563.055.34%
$525.00Nov 20$15.30$13.05$28.35$496.65$553.355.40%
$520.00Nov 20$18.05$10.45$28.50$491.50$548.505.42%
$540.00Nov 20$8.60$20.85$29.45$510.55$569.455.61%
$510.00Nov 20$24.50$5.85$30.35$479.65$540.355.78%
$550.00Nov 20$5.45$28.65$34.10$515.90$584.106.49%
$500.00Nov 20$30.70$5.70$36.40$463.60$536.406.93%
$560.00Nov 20$3.30$36.85$40.15$519.85$600.157.64%
$530.00Dec 18$20.40$24.05$44.45$485.55$574.458.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.94% of stock, avg 4.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$500.00Nov 20$4.50$5.70$10.20$489.80$565.20
$555.00$505.00Nov 20$4.50$5.55$10.05$494.95$565.05
$555.00$510.00Nov 20$4.50$5.85$10.35$499.65$565.35
$550.00$505.00Nov 20$5.45$5.55$11.00$494.00$561.00
$550.00$500.00Nov 20$5.45$5.70$11.15$488.85$561.15
$550.00$510.00Nov 20$5.45$5.85$11.30$498.70$561.30
$540.00$510.00Nov 20$8.60$5.85$14.45$495.55$554.45
$540.00$505.00Nov 20$8.60$5.55$14.15$490.85$554.15
$540.00$500.00Nov 20$8.60$5.70$14.30$485.70$554.30
$555.00$490.00Dec 18$9.15$7.90$17.05$472.95$572.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 73 found (best R:R 1.04, avg credit $2.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
495/500575/580Nov 20$2.55$2.4566%1.04$497.45$577.55
495/500555/560Nov 20$3.15$1.8553%1.70$496.85$558.15
495/500580/585Nov 20$2.25$2.7568%0.82$497.75$582.25
485/490575/580Nov 20$1.82$3.1875%0.57$488.18$576.82
495/500565/570Nov 20$2.52$2.4861%1.02$497.48$567.52
485/490555/560Nov 20$2.42$2.5862%0.94$487.58$557.42
495/500560/565Nov 20$2.60$2.4058%1.08$497.40$562.60
495/500570/575Nov 20$2.30$2.7064%0.85$497.70$572.30
485/490580/585Nov 20$1.52$3.4878%0.44$488.48$581.52
495/500550/555Nov 20$2.90$2.1049%1.38$497.10$552.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 24.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$580.00$600.00$620.00Dec 18$0.55$19.4511%35.36
$515.00$520.00$525.00Nov 20$0.10$4.9012%49.00
$560.00$565.00$570.00Nov 20$0.08$4.926%61.50
$580.00$585.00$590.00Nov 20$0.12$4.883%40.67
$565.00$570.00$575.00Nov 20$0.22$4.785%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$550.00$560.00Nov 20$0.40$9.6025%24.00
$530.00$535.00$540.00Nov 20$0.15$4.8512%32.33
$500.00$505.00$510.00Nov 20$0.45$4.556%10.11
$525.00$530.00$535.00Nov 20$0.75$4.2513%5.67
$490.00$495.00$500.00Nov 20$1.05$3.959%3.76

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 $-8.80, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$500.001:2Nov 20-$12.80$7.20
$580.00$600.001:2Dec 18-$0.85$19.15
$600.00$620.001:2Dec 18-$0.10$19.90
$510.00$530.001:2Dec 18-$10.20$9.80
$540.00$550.001:2Nov 20-$2.30$7.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$555.00$530.001:2Dec 18-$8.80$16.20
$520.00$510.001:2Nov 20-$1.25$8.75
$480.00$470.001:2Nov 20-$0.20$9.80
$490.00$485.001:2Nov 20-$0.41$4.59
$460.00$450.001:2Dec 18-$0.60$9.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 3.24%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Dec 18$17.000.490.9%3.24%4.12%14--
$540.00Dec 18$12.900.422.8%2.46%5.24%13--
$550.00Dec 18$10.100.354.7%1.92%6.61%494
$545.00Dec 18$11.000.383.7%2.09%5.83%192
$560.00Dec 18$7.600.286.6%1.45%8.04%11166
$570.00Dec 18$5.500.238.5%1.05%9.55%764
$555.00Dec 18$6.800.305.6%1.29%6.94%248
$575.00Dec 18$4.800.219.4%0.91%10.36%319
$580.00Dec 18$3.800.1710.4%0.72%11.13%12--
$540.00Nov 20$7.000.372.8%1.33%4.12%20140

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 792
Total Puts 292
Put/Call Ratio 0.37
Net Difference 500

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,508
Total Puts 2,672
Average Put/Call Ratio 0.70
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All