Tour v536
NOC
NORTHROP GRUMMAN COR
$525.01 -0.05%
$526.06 (+0.20%)🌙
as of 11/06 06:06 PM
◀ 11/6 18:06

Option Volume

Detail
ℹ
Current (11/06) 458
Calls: 246 (54%)
Puts: 212 (46%)
Prior (11/05) 761
Calls: 512 (67%)
Puts: 249 (33%)
Current vs Prior -39.82%
Calls: -51.95% (Calls)
Puts: -14.86% (Puts)
Prior 7-Day Total 5,102
Calls: 3,257 (64%)
Puts: 1,845 (36%)
Prior 7-Day Average 728
Calls: 465 (64%)
Puts: 263 (36%)
Current vs Prior 7-Day Avg -37.16%
Calls: -47.13%
Puts: -19.57%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $839.5K
Calls: $581.8K (69%)
Puts: $257.8K (31%)
Prior (11/05) $1.03M
Calls: $459.0K (45%)
Puts: $570.3K (55%)
Current vs Prior -18.44%
Calls: +26.74%
Puts: -54.81%
Prior 7-Day Total $8.85M
Calls: $6.28M (71%)
Puts: $2.56M (29%)
Prior 7-Day Average $1.26M
Calls: $897.6K (71%)
Puts: $366.1K (29%)
Current vs Prior 7-Day Avg -33.56%
Calls: -35.18%
Puts: -29.59%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.86
Prior (11/05) 0.49
Current vs Prior +77.20%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg +48.29%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 34,091
Calls: 16,506 (48%)
Puts: 17,585 (52%)
Prior (11/05) 8,623
Calls: 4,926 (57%)
Puts: 3,697 (43%)
Current vs Prior +295.35%
Prior 7-Day Total 126,112
Calls: 62,762 (50%)
Puts: 63,350 (50%)
Prior 7-Day Average 18,016
Calls: 8,966 (50%)
Puts: 9,050 (50%)
Current vs Prior 7-Day Avg +89.23%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current 5.65% | 8.81%5.65% | 8.81%
Prior 5.80% | 9.35%5.80% | 9.35%
Current vs Prior -2.58% | -5.76%-2.58% | -5.76%
Prior 7-Day Avg 6.02% | 8.74%6.02% | 8.74%
Current vs 7-Day Avg -6.17% | +0.75%-6.17% | +0.75%
Prior 7-Day Eod 5.80% | 9.35%5.80% | 9.35%
Current vs 7-Day Eod -2.58% | -5.76%-2.58% | -5.76%
Sentiment BULLISHBULLISH

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

Moderately bullish flow with 69% call dollar volume ($581.8K). P/C ratio rising 77% - increased hedging/bearish positioning. Rising open interest (up 295%) indicates new positions being established.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 9.8%, best 9.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Dec 1874.3082.00$78.159.9%30.925

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. 41 found (avg delta 0.72, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Nov 2045.2050.90$48.0511.9%--0.8883
$485.00Nov 2039.0046.40$42.7017.3%--0.8732
$475.00Nov 2048.0055.80$51.9015.0%--0.8536
$480.00Dec 1847.1055.20$51.1515.8%--0.8527
$490.00Nov 2034.1042.00$38.0520.8%--0.8429
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Dec 1874.3082.00$78.159.9%30.925
$570.00Nov 2042.4049.00$45.7014.4%--0.8911
$575.00Nov 2047.3054.20$50.7513.6%--0.8914
$590.00Dec 1865.6072.80$69.2010.4%30.874
$580.00Dec 1856.2064.00$60.1013.0%--0.8244

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 325, top 72)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Nov 202.505.10$3.8068.4%600.2158
$560.00Nov 201.805.90$3.85106.5%220.20387
$550.00Dec 189.6013.80$11.7035.9%130.3495
$600.00Nov 200.000.90$0.45200.0%80.03421
$565.00Nov 201.505.10$3.30109.1%70.1734
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Nov 201.908.50$5.20126.9%720.25341
$500.00Nov 200.707.50$4.10165.9%370.21388
$510.00Nov 202.0510.30$6.18133.5%100.30178
$435.00Nov 200.050.70$0.38171.1%50.02151
$460.00Nov 200.003.20$1.60200.0%50.07248

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 13.6%, max 24.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$540.00Nov 20Dec 1836.5%29.4%24.1%1277
$490.00Nov 20Dec 1837.0%29.9%23.7%--45
$565.00Nov 20Dec 1836.9%30.2%22.1%852
$560.00Nov 20Dec 1835.9%29.8%20.4%22562
$520.00Nov 20Dec 1833.6%28.3%18.5%4231
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$495.00Nov 20Dec 1837.5%30.2%24.3%2143
$540.00Nov 20Dec 1836.5%29.4%24.1%2203
$490.00Nov 20Dec 1837.0%29.9%23.7%3186
$560.00Nov 20Dec 1835.9%29.8%20.4%--191
$520.00Nov 20Dec 1833.6%28.3%18.5%--242

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 6.14, avg 4.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$485.00Dec 18$3.05$1.95$3.0586%0.64$483.05
$555.00$560.00Dec 18$0.25$4.75$0.2529%19.00$555.25
$540.00$545.00Dec 18$0.85$4.15$0.8540%4.88$540.85
$565.00$570.00Dec 18$0.40$4.60$0.4024%11.50$565.40
$575.00$580.00Dec 18$0.22$4.78$0.2219%21.73$575.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$515.00Dec 18$0.70$4.30$0.7045%6.14$519.30
$525.00$520.00Nov 20$1.35$3.65$1.3548%2.70$523.65
$500.00$495.00Dec 18$0.60$4.40$0.6030%7.33$499.40
$550.00$545.00Dec 18$2.65$2.35$2.6566%0.89$547.35
$485.00$480.00Nov 20$0.13$4.87$0.1313%37.46$484.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 1.02, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$550.00$555.00Dec 18$3.15$3.15$1.8566%1.70$553.15
$585.00$590.00Nov 20$1.82$1.82$3.1888%0.57$586.82
$535.00$540.00Dec 18$3.25$3.25$1.7556%1.86$538.25
$620.00$625.00Dec 18$1.50$1.50$3.5088%0.43$621.50
$565.00$570.00Nov 20$1.65$1.65$3.3583%0.49$566.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$475.00$470.00Nov 20$2.53$2.53$2.4786%1.02$472.47
$465.00$460.00Dec 18$2.52$2.52$2.4885%1.02$462.48
$485.00$480.00Dec 18$2.85$2.85$2.1578%1.33$482.15
$515.00$510.00Dec 18$3.30$3.30$1.7059%1.94$511.70
$440.00$435.00Nov 20$1.32$1.32$3.6894%0.36$438.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $7.84, cheapest $4.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Nov 20Dec 18$4.8536.5%29.4%
$520.00Nov 20Dec 18$8.0533.6%28.3%
$545.00Nov 20Dec 18$6.5533.9%30.7%
$525.00Nov 20Dec 18$8.2531.1%29.0%
$515.00Nov 20Dec 18$7.5532.7%30.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Nov 20Dec 18$8.2536.5%29.4%
$520.00Nov 20Dec 18$7.3033.6%28.3%
$545.00Nov 20Dec 18$7.8533.9%30.7%
$525.00Nov 20Dec 18$8.9531.1%29.0%
$515.00Nov 20Dec 18$9.0032.7%30.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 5.00% of stock, avg 8.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Nov 20$14.00$12.25$26.25$498.75$551.255.00%
$535.00Nov 20$8.55$18.15$26.70$508.30$561.705.09%
$530.00Nov 20$11.20$15.65$26.85$503.15$556.855.11%
$520.00Nov 20$16.50$10.90$27.40$492.60$547.405.22%
$515.00Nov 20$19.35$8.50$27.85$487.15$542.855.30%
$510.00Nov 20$22.85$6.18$29.03$480.97$539.035.53%
$540.00Nov 20$9.15$21.40$30.55$509.45$570.555.82%
$505.00Nov 20$26.00$5.20$31.20$473.80$536.205.94%
$545.00Nov 20$6.60$24.85$31.45$513.55$576.455.99%
$550.00Nov 20$4.45$29.05$33.50$516.50$583.506.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.84% of stock, avg 4.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$505.00Nov 20$4.45$5.20$9.65$495.35$559.65
$550.00$510.00Nov 20$4.45$6.18$10.63$499.37$560.63
$545.00$505.00Nov 20$6.60$5.20$11.80$493.20$556.80
$545.00$510.00Nov 20$6.60$6.18$12.78$497.22$557.78
$550.00$515.00Nov 20$4.45$8.50$12.95$502.05$562.95
$545.00$515.00Nov 20$6.60$8.50$15.10$499.90$560.10
$535.00$505.00Nov 20$8.55$5.20$13.75$491.25$548.75
$540.00$505.00Nov 20$9.15$5.20$14.35$490.65$554.35
$535.00$510.00Nov 20$8.55$6.18$14.73$495.27$549.73
$540.00$510.00Nov 20$9.15$6.18$15.33$494.67$555.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 123 found (best R:R 6.69, avg credit $2.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
470/475585/590Nov 20$4.35$0.6574%6.69$470.65$589.35
470/475565/570Nov 20$4.18$0.8269%5.10$470.82$569.18
460/465570/575Dec 18$4.37$0.6362%6.94$460.63$574.37
480/485570/575Dec 18$4.70$0.3056%15.67$480.30$574.70
470/475545/550Nov 20$4.68$0.3255%14.62$470.32$549.68
430/435550/555Dec 18$4.57$0.4356%10.63$430.43$554.57
450/455550/555Dec 18$4.55$0.4556%10.11$450.45$554.55
435/440585/590Nov 20$3.14$1.8682%1.69$436.86$588.14
470/475595/600Nov 20$3.28$1.7279%1.91$471.72$598.28
470/475620/625Nov 20$3.28$1.7277%1.91$471.72$623.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$525.00$530.00$535.00Nov 20$0.15$4.8513%32.33
$495.00$500.00$505.00Nov 20$0.05$4.956%99.00
$515.00$520.00$525.00Nov 20$0.35$4.6512%13.29
$540.00$545.00$550.00Nov 20$0.40$4.6013%11.50
$490.00$495.00$500.00Nov 20$0.25$4.755%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Nov 20$0.08$4.9212%61.50
$535.00$540.00$545.00Nov 20$0.20$4.809%24.00
$500.00$505.00$510.00Dec 18$0.40$4.608%11.50
$440.00$445.00$450.00Dec 18$0.32$4.684%14.62
$485.00$490.00$495.00Nov 20$0.45$4.557%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $--, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$565.00$570.001:2Nov 20$0.00$5.00
$620.00$625.001:2Dec 18-$0.95$4.05
$620.00$625.001:2Nov 20-$0.95$4.05
$590.00$595.001:2Dec 18-$1.17$3.83
$595.00$600.001:2Dec 18-$1.25$3.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$460.001:2Dec 18-$0.01$4.99
$455.00$450.001:2Dec 18-$0.20$4.80
$435.00$430.001:2Nov 20-$0.22$4.78
$470.00$465.001:2Nov 20-$0.80$4.20
$485.00$480.001:2Dec 18-$1.45$3.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 2.84%, avg 0.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Dec 18$14.900.441.9%2.84%4.74%--14
$530.00Dec 18$16.900.470.9%3.22%4.17%365
$550.00Dec 18$9.600.344.8%1.83%6.59%1395
$540.00Dec 18$11.000.402.9%2.10%4.95%1133
$545.00Dec 18$9.000.373.8%1.71%5.52%--91
$555.00Dec 18$5.100.295.7%0.97%6.68%--48
$570.00Dec 18$3.200.238.6%0.61%9.18%265
$560.00Dec 18$4.000.276.7%0.76%7.43%--175
$565.00Dec 18$3.000.247.6%0.57%8.19%118
$540.00Nov 20$6.500.372.9%1.24%4.09%--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 246
Total Puts 212
Put/Call Ratio 0.86
Net Difference 34

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,257
Total Puts 1,845
Average Put/Call Ratio 0.58
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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