Tour v536
NOC
NORTHROP GRUMMAN COR
$525.25 -0.02%
$524.06 (-0.23%)🌙
as of 11/05 06:10 PM
◀ 11/5 18:10 ▶

Option Volume

Detail
ℹ
Current (11/05) 761
Calls: 512 (67%)
Puts: 249 (33%)
Prior (11/04) 1,084
Calls: 792 (73%)
Puts: 292 (27%)
Current vs Prior -29.80%
Calls: -35.35% (Calls)
Puts: -14.73% (Puts)
Prior 7-Day Total 5,396
Calls: 3,350 (62%)
Puts: 2,046 (38%)
Prior 7-Day Average 770
Calls: 478 (62%)
Puts: 292 (38%)
Current vs Prior 7-Day Avg -1.28%
Calls: +6.99%
Puts: -14.81%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $1.03M
Calls: $459.0K (45%)
Puts: $570.3K (55%)
Prior (11/04) $1.77M
Calls: $1.38M (78%)
Puts: $392.7K (22%)
Current vs Prior -41.96%
Calls: -66.76%
Puts: +45.23%
Prior 7-Day Total $9.51M
Calls: $6.91M (73%)
Puts: $2.60M (27%)
Prior 7-Day Average $1.36M
Calls: $986.4K (73%)
Puts: $371.6K (27%)
Current vs Prior 7-Day Avg -24.20%
Calls: -53.46%
Puts: +53.49%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.49
Prior (11/04) 0.37
Current vs Prior +31.91%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -21.30%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 8,623
Calls: 4,926 (57%)
Puts: 3,697 (43%)
Prior (11/04) 8,361
Calls: 4,355 (52%)
Puts: 4,006 (48%)
Current vs Prior +3.13%
Prior 7-Day Total 150,062
Calls: 73,415 (49%)
Puts: 76,647 (51%)
Prior 7-Day Average 21,437
Calls: 10,487 (49%)
Puts: 10,949 (51%)
Current vs Prior 7-Day Avg -59.78%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 5.80% | 9.35%
Prior 5.79% | 8.84%
Current vs Prior +0.18% | +5.73%
Prior 7-Day Avg 6.08% | 8.65%
Current vs 7-Day Avg -4.65% | +8.07%
Prior 7-Day Eod 5.79% | 8.84%
Current vs 7-Day Eod +0.18% | +5.73%
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

Extreme bullish P/C ratio of 0.49 - heavy call buying (512 calls vs 249 puts). P/C ratio rising 32% - increased hedging/bearish positioning.

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 BULLISH
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 4.8%, best 4.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Dec 1884.6088.80$86.704.8%260.9026

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. 9 found (avg delta 0.63, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Nov 2022.1025.00$23.5512.3%30.68265
$515.00Nov 2016.5023.10$19.8033.3%140.6366
$520.00Nov 2015.4019.00$17.2020.9%20.57--
$520.00Dec 1822.5026.60$24.5516.7%80.55--
$525.00Nov 2010.5016.40$13.4543.9%20.5193
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Dec 1884.6088.80$86.704.8%260.9026
$540.00Nov 2019.6023.50$21.5518.1%10.66187
$535.00Nov 2016.2022.00$19.1030.4%10.60--
$530.00Nov 2014.4019.60$17.0030.6%200.5536

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 416, top 69)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 200.200.75$0.48114.6%690.03476
$580.00Nov 200.851.50$1.1855.1%360.08139
$555.00Nov 203.404.50$3.9527.8%270.21--
$560.00Nov 202.503.70$3.1038.7%270.17377
$530.00Nov 2010.0013.00$11.5026.1%160.46143
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Dec 1884.6088.80$86.704.8%260.9026
$530.00Nov 2014.4019.60$17.0030.6%200.5536
$430.00Nov 200.050.45$0.25160.0%150.01--
$435.00Nov 200.002.00$1.00200.0%100.04--
$480.00Nov 200.703.10$1.90126.3%80.10426

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 11.8%, max 31.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$565.00Nov 20Dec 1837.2%30.1%23.7%1254
$530.00Nov 20Dec 1832.6%30.1%8.5%21143
$540.00Nov 20Dec 1832.4%30.1%7.7%10144
$535.00Nov 20Dec 1832.8%30.8%6.5%1141
$560.00Nov 20Dec 1832.7%30.7%6.3%28377
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Nov 20Dec 1841.9%31.9%31.1%694
$500.00Nov 20Dec 1833.5%31.2%7.5%8392
$520.00Nov 20Dec 1831.3%30.2%3.4%8240

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 1.38, avg 6.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$540.00$560.00Dec 18$5.70$14.30$5.7041%2.51$545.70
$530.00$535.00Dec 18$1.60$3.40$1.6048%2.12$531.60
$525.00$530.00Nov 20$1.95$3.05$1.9551%1.56$526.95
$515.00$520.00Nov 20$2.60$2.40$2.6063%0.92$517.60
$565.00$570.00Dec 18$0.75$4.25$0.7525%5.67$565.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$530.00Nov 20$2.10$2.90$2.1060%1.38$532.90
$520.00$515.00Dec 18$1.40$3.60$1.4045%2.57$518.60
$540.00$535.00Nov 20$2.45$2.55$2.4566%1.04$537.55
$480.00$470.00Nov 20$0.22$9.78$0.2210%44.45$479.78
$460.00$435.00Nov 20$0.48$24.52$0.487%51.08$459.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 0.52, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Nov 20$1.72$1.72$3.2890%0.52$596.72
$565.00$570.00Nov 20$1.90$1.90$3.1083%0.61$566.90
$585.00$590.00Nov 20$0.97$0.97$4.0390%0.24$585.97
$575.00$580.00Nov 20$0.87$0.87$4.1389%0.21$575.87
$575.00$590.00Dec 18$2.55$2.55$12.4580%0.20$577.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$490.00$485.00Nov 20$2.13$2.13$2.8780%0.74$487.87
$515.00$500.00Dec 18$6.30$6.30$8.7059%0.72$508.70
$480.00$460.00Dec 18$3.50$3.50$16.5080%0.21$476.50
$435.00$430.00Nov 20$0.75$0.75$4.2596%0.18$434.25
$485.00$480.00Nov 20$1.00$1.00$4.0086%0.25$484.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $7.99, cheapest $7.50)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Nov 20Dec 18$7.5032.6%30.1%
$540.00Nov 20Dec 18$7.3032.4%30.1%
$535.00Nov 20Dec 18$7.8532.8%30.8%
$520.00Nov 20Dec 18$7.3531.3%30.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Nov 20Dec 18$8.6031.3%30.2%
$515.00Nov 20Dec 18$9.3531.2%31.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 5.34% of stock, avg 5.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Nov 20$17.20$10.85$28.05$491.95$548.055.34%
$515.00Nov 20$19.80$8.70$28.50$486.50$543.505.43%
$530.00Nov 20$11.50$17.00$28.50$501.50$558.505.43%
$535.00Nov 20$9.55$19.10$28.65$506.35$563.655.45%
$540.00Nov 20$7.65$21.55$29.20$510.80$569.205.56%
$520.00Dec 18$24.55$19.45$44.00$476.00$564.008.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.49% of stock, avg 4.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$485.00Nov 20$4.95$2.90$7.85$477.15$557.85
$550.00$500.00Nov 20$4.95$4.80$9.75$490.25$559.75
$550.00$490.00Nov 20$4.95$5.03$9.98$480.02$559.98
$545.00$485.00Nov 20$6.20$2.90$9.10$475.90$554.10
$545.00$500.00Nov 20$6.20$4.80$11.00$489.00$556.00
$545.00$490.00Nov 20$6.20$5.03$11.23$478.77$556.23
$540.00$485.00Nov 20$7.65$2.90$10.55$474.45$550.55
$540.00$500.00Nov 20$7.65$4.80$12.45$487.55$552.45
$540.00$490.00Nov 20$7.65$5.03$12.68$477.32$552.68
$550.00$515.00Nov 20$4.95$8.70$13.65$501.35$563.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 64 found (best R:R 3.35, avg credit $2.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
485/490595/600Nov 20$3.85$1.1570%3.35$486.15$598.85
485/490565/570Nov 20$4.03$0.9763%4.15$485.97$569.03
430/435595/600Nov 20$2.47$2.5386%0.98$432.53$597.47
485/490585/590Nov 20$3.10$1.9071%1.63$486.90$588.10
430/435565/570Nov 20$2.65$2.3578%1.13$432.35$567.65
480/485595/600Nov 20$2.72$2.2876%1.19$482.28$597.72
485/490575/580Nov 20$3.00$2.0069%1.50$487.00$578.00
480/485565/570Nov 20$2.90$2.1069%1.38$482.10$567.90
430/435585/590Nov 20$1.72$3.2886%0.52$433.28$586.72
485/490555/560Nov 20$2.98$2.0260%1.48$487.02$557.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 24.00, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$545.00$550.00Nov 20$0.20$4.8010%24.00
$550.00$555.00$560.00Nov 20$0.15$4.858%32.33
$545.00$550.00$555.00Nov 20$0.25$4.759%19.00
$535.00$540.00$545.00Nov 20$0.45$4.5510%10.11
$560.00$565.00$570.00Dec 18$0.80$4.206%5.25
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$530.00$535.00$540.00Nov 20$0.35$4.6511%13.29
$480.00$490.00$500.00Dec 18$0.90$9.1010%10.11
$480.00$485.00$490.00Nov 20$1.13$3.879%3.42
$515.00$520.00$525.00Dec 18$1.20$3.807%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.90, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$560.001:2Dec 18-$3.55$16.45
$575.00$590.001:2Dec 18-$0.95$14.05
$575.00$580.001:2Nov 20-$0.31$4.69
$600.00$625.001:2Nov 20-$1.52$23.48
$555.00$560.001:2Nov 20-$2.25$2.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$500.001:2Nov 20-$0.90$14.10
$480.00$460.001:2Dec 18-$0.25$19.75
$460.00$435.001:2Nov 20-$0.52$24.48
$530.00$520.001:2Nov 20-$4.70$5.30
$490.00$485.001:2Nov 20-$0.77$4.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 2.93%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Dec 18$15.400.451.9%2.93%4.79%9--
$540.00Dec 18$12.600.412.8%2.40%5.21%5--
$530.00Dec 18$16.100.480.9%3.07%3.97%5--
$560.00Dec 18$8.000.286.6%1.52%8.14%1--
$565.00Dec 18$6.700.257.6%1.28%8.84%217
$570.00Dec 18$5.800.238.5%1.10%9.62%765
$575.00Dec 18$4.700.209.5%0.89%10.37%119
$535.00Nov 20$8.600.401.9%1.64%3.49%241
$530.00Nov 20$10.000.460.9%1.90%2.81%16143
$540.00Nov 20$6.700.342.8%1.28%4.08%5144

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 512
Total Puts 249
Put/Call Ratio 0.49
Net Difference 263

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,350
Total Puts 2,046
Average Put/Call Ratio 0.62
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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