NOC
Northrop Grumman CorporationClose $478.00EOD onlyThis page reflects NOC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 450.00 | 82.60 | 27.50 | 33.40 | 0.00 | 0 | 1 | 41.5% | 0.789 | 0.0074 | -0.441 | 0.270 | 0.132 |
| 460.00 | 60.82 | 19.30 | 25.80 | 0.00 | 0 | 3 | 39.9% | 0.709 | 0.0092 | -0.494 | 0.321 | 0.120 |
| 470.00 | 15.60 | 12.00 | 18.30 | -6.50 | 3 | 11 | 36.4% | 0.616 | 0.0112 | -0.497 | 0.357 | 0.106 |
| 475.00 | 42.15 | 8.60 | 15.00 | 0.00 | 1 | 1 | 34.9% | 0.560 | 0.0121 | -0.490 | 0.369 | 0.097 |
| 480.00 | 9.89 | 6.80 | 11.90 | -4.36 | 22 | 37 | 33.2% | 0.498 | 0.0128 | -0.470 | 0.373 | 0.087 |
| 485.00 | 7.70 | 6.00 | 8.90 | -2.10 | 13 | 21 | 31.0% | 0.428 | 0.0135 | -0.430 | 0.367 | 0.075 |
| 490.00 | 5.94 | 4.70 | 6.80 | -1.65 | 20 | 48 | 30.3% | 0.359 | 0.0132 | -0.398 | 0.350 | 0.063 |
| 495.00 | 5.50 | 3.30 | 5.40 | -0.60 | 8 | 7 | 30.6% | 0.300 | 0.0121 | -0.372 | 0.325 | 0.053 |
| 500.00 | 2.90 | 2.35 | 4.30 | -1.48 | 29 | 95 | 31.1% | 0.248 | 0.0109 | -0.342 | 0.296 | 0.044 |
| 505.00 | 1.67 | 1.30 | 3.00 | -1.33 | 14 | 31 | 30.1% | 0.191 | 0.0097 | -0.284 | 0.255 | 0.034 |
| 510.00 | 1.12 | 0.75 | 1.85 | -1.10 | 4 | 115 | 28.4% | 0.134 | 0.0081 | -0.212 | 0.202 | 0.024 |
| 515.00 | 1.00 | 0.00 | 2.45 | -1.00 | 4 | 72 | 34.1% | 0.145 | 0.0071 | -0.267 | 0.213 | 0.026 |
| 520.00 | 0.73 | 0.40 | 0.90 | -0.32 | 13 | 435 | 28.3% | 0.072 | 0.0052 | -0.134 | 0.128 | 0.013 |
| 525.00 | 0.53 | 0.00 | 0.80 | -0.77 | 5 | 73 | 29.9% | 0.061 | 0.0043 | -0.125 | 0.113 | 0.011 |
| 530.00 | 0.50 | 0.20 | 1.15 | -0.30 | 15 | 219 | 34.9% | 0.073 | 0.0043 | -0.167 | 0.130 | 0.013 |
| 535.00 | 0.82 | 0.00 | 1.40 | 0.37 | 1 | 165 | 39.1% | 0.079 | 0.0040 | -0.197 | 0.138 | 0.014 |
| 540.00 | 1.65 | 0.10 | 1.35 | 1.15 | 1 | 86 | 41.1% | 0.073 | 0.0036 | -0.195 | 0.130 | 0.013 |
| 545.00 | 0.18 | 0.00 | 0.45 | -0.12 | 4 | 21 | 34.9% | 0.031 | 0.0022 | -0.084 | 0.066 | 0.006 |
| 550.00 | 0.17 | 0.00 | 0.20 | -0.08 | 14 | 190 | 32.5% | 0.016 | 0.0013 | -0.044 | 0.037 | 0.003 |
| 555.00 | 0.35 | 0.05 | 0.35 | 0.13 | 6 | 54 | 37.3% | 0.023 | 0.0016 | -0.070 | 0.052 | 0.004 |
| 560.00 | 0.21 | 0.00 | 1.85 | 0.06 | 3 | 83 | 53.8% | 0.076 | 0.0028 | -0.261 | 0.134 | 0.013 |
| 565.00 | 0.61 | 0.00 | 3.40 | 0.00 | 47 | 94 | 55.0% | 0.069 | 0.0026 | -0.248 | 0.124 | 0.012 |
| 570.00 | 0.27 | 0.00 | 1.20 | -0.26 | 1 | 152 | 53.1% | 0.052 | 0.0021 | -0.192 | 0.100 | 0.009 |
| 575.00 | 0.19 | 0.00 | 1.15 | -0.06 | 1 | 72 | 54.7% | 0.049 | 0.0020 | -0.188 | 0.095 | 0.009 |
| 580.00 | 0.10 | 0.00 | 0.20 | 0.05 | 12 | 66 | 42.7% | 0.012 | 0.0008 | -0.046 | 0.030 | 0.002 |
| 585.00 | 0.42 | 0.00 | 0.20 | 0.00 | 30 | 46 | 44.2% | 0.012 | 0.0007 | -0.046 | 0.028 | 0.002 |
| 590.00 | 0.09 | 0.00 | 0.20 | 0.00 | 101 | 132 | 45.9% | 0.011 | 0.0007 | -0.046 | 0.028 | 0.002 |
| 595.00 | 0.05 | 0.00 | 0.45 | 0.00 | 1 | 20 | 53.2% | 0.021 | 0.0010 | -0.091 | 0.047 | 0.004 |
| 600.00 | 0.08 | 0.00 | 1.05 | 0.00 | 2 | 180 | 56.2% | 0.023 | 0.0010 | -0.104 | 0.051 | 0.004 |
| 605.00 | 0.61 | 0.00 | 4.30 | 0.00 | 1 | 18 | 75.1% | 0.065 | 0.0018 | -0.321 | 0.118 | 0.011 |
| 610.00 | 1.21 | 0.00 | 4.90 | 0.00 | 14 | 23 | 79.4% | 0.069 | 0.0018 | -0.357 | 0.125 | 0.012 |
| 615.00 | 0.90 | 0.00 | 4.50 | 0.00 | 3 | 15 | 79.8% | 0.064 | 0.0017 | -0.337 | 0.117 | 0.011 |
| 620.00 | 0.51 | 0.00 | 2.15 | 0.00 | 1 | 16 | 70.8% | 0.036 | 0.0012 | -0.190 | 0.074 | 0.006 |
| 625.00 | 2.19 | 0.00 | 4.90 | 0.00 | 1 | 16 | 85.2% | 0.065 | 0.0016 | -0.365 | 0.119 | 0.011 |
| 630.00 | 0.60 | 0.00 | 4.90 | 0.00 | 0 | 2 | 87.1% | 0.064 | 0.0015 | -0.368 | 0.117 | 0.011 |
| 635.00 | 0.25 | 0.00 | 4.90 | 0.00 | 2 | 1 | 89.0% | 0.063 | 0.0015 | -0.370 | 0.115 | 0.011 |
| 640.00 | 0.10 | 0.00 | 4.90 | 0.00 | 3 | 6 | 90.9% | 0.062 | 0.0014 | -0.373 | 0.114 | 0.010 |
| 645.00 | 0.25 | 0.00 | 3.90 | 0.00 | 3 | 43 | 88.5% | 0.051 | 0.0013 | -0.314 | 0.098 | 0.009 |
| 650.00 | 0.23 | 0.00 | 4.80 | 0.00 | 0 | 3 | 94.1% | 0.059 | 0.0013 | -0.371 | 0.110 | 0.010 |
| 655.00 | 0.38 | 0.00 | 4.40 | 0.00 | 2 | 7 | 94.2% | 0.054 | 0.0012 | -0.349 | 0.103 | 0.009 |
| 665.00 | 2.58 | 0.00 | 4.90 | 0.00 | 0 | 1 | 99.8% | 0.057 | 0.0012 | -0.383 | 0.107 | 0.010 |
| 680.00 | 3.40 | 0.00 | 4.90 | 0.00 | 1 | 0 | 104.9% | 0.054 | 0.0011 | -0.389 | 0.103 | 0.009 |
| 700.00 | 3.20 | 0.00 | 4.90 | 0.00 | 1 | 2 | 111.5% | 0.051 | 0.0010 | -0.396 | 0.099 | 0.009 |
| 705.00 | 0.10 | 0.00 | 1.00 | 0.00 | 2 | 2 | 87.2% | 0.015 | 0.0005 | -0.108 | 0.035 | 0.003 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 435.00 | 0.41 | 0.15 | 0.80 | 0.00 | 4 | 53 | 30.7% | -0.052 | 0.0037 | -0.106 | 0.099 | -0.010 |
| 440.00 | 0.65 | 0.40 | 0.95 | 0.12 | 2 | 25 | 28.9% | -0.064 | 0.0046 | -0.117 | 0.117 | -0.012 |
| 445.00 | 1.66 | 0.50 | 1.85 | 0.98 | 1 | 20 | 31.0% | -0.109 | 0.0064 | -0.187 | 0.174 | -0.021 |
| 450.00 | 1.44 | 0.75 | 2.35 | -0.06 | 15 | 23 | 29.9% | -0.138 | 0.0079 | -0.212 | 0.206 | -0.026 |
| 455.00 | 2.01 | 0.05 | 4.90 | 0.61 | 6 | 35 | 35.4% | -0.221 | 0.0089 | -0.339 | 0.278 | -0.042 |
| 460.00 | 2.30 | 1.05 | 3.90 | -0.10 | 8 | 59 | 27.8% | -0.223 | 0.0115 | -0.264 | 0.279 | -0.042 |
| 465.00 | 4.00 | 0.00 | 4.40 | 0.50 | 16 | 66 | 25.0% | -0.267 | 0.0141 | -0.259 | 0.308 | -0.050 |
| 470.00 | 5.00 | 3.80 | 8.30 | 0.40 | 10 | 138 | 31.0% | -0.369 | 0.0130 | -0.369 | 0.353 | -0.070 |
| 475.00 | 6.30 | 3.10 | 9.10 | -0.70 | 5 | 59 | 27.3% | -0.430 | 0.0154 | -0.334 | 0.368 | -0.082 |
| 480.00 | 10.00 | 8.10 | 13.20 | 1.37 | 5 | 101 | 31.4% | -0.504 | 0.0136 | -0.389 | 0.373 | -0.097 |
| 485.00 | 11.97 | 10.60 | 15.90 | 2.59 | 6 | 72 | 31.0% | -0.572 | 0.0135 | -0.373 | 0.367 | -0.111 |
| 490.00 | 15.50 | 11.70 | 18.90 | 1.50 | 15 | 214 | 30.5% | -0.639 | 0.0131 | -0.344 | 0.350 | -0.124 |
| 495.00 | 18.00 | 15.20 | 20.00 | 1.00 | 5 | 118 | 23.1% | -0.762 | 0.0143 | -0.193 | 0.289 | -0.147 |
| 500.00 | 22.90 | 19.60 | 24.50 | 3.08 | 25 | 154 | 24.8% | -0.807 | 0.0118 | -0.179 | 0.257 | -0.157 |
| 505.00 | 24.45 | 23.60 | 29.40 | 0.00 | 12 | 77 | 27.7% | -0.830 | 0.0097 | -0.185 | 0.237 | -0.163 |
| 510.00 | 29.96 | 29.60 | 33.40 | 2.45 | 9 | 189 | 26.1% | -0.886 | 0.0079 | -0.114 | 0.180 | -0.175 |
| 515.00 | 36.15 | 34.30 | 38.80 | 3.02 | 28 | 498 | 31.0% | -0.879 | 0.0069 | -0.155 | 0.188 | -0.176 |
| 520.00 | 35.66 | 37.20 | 44.70 | 0.00 | 1 | 111 | 38.1% | -0.857 | 0.0063 | -0.234 | 0.211 | -0.174 |
| 525.00 | 44.90 | 43.30 | 48.60 | 3.90 | 1 | 40 | 35.3% | -0.903 | 0.0052 | -0.147 | 0.161 | -0.184 |
| 530.00 | 52.01 | 47.00 | 53.70 | 5.05 | 3 | 30 | 38.5% | -0.905 | 0.0047 | -0.161 | 0.158 | -0.186 |
| 535.00 | 59.30 | 53.30 | 58.00 | 9.08 | 6 | 18 | 36.2% | -0.937 | 0.0037 | -0.090 | 0.116 | -0.194 |
| 540.00 | 59.66 | 57.00 | 63.50 | 2.81 | 1 | 11 | 42.2% | -0.921 | 0.0037 | -0.147 | 0.137 | -0.193 |
| 545.00 | 28.54 | 62.00 | 68.00 | 0.00 | 2 | 0 | 40.7% | -0.944 | 0.0030 | -0.094 | 0.106 | -0.199 |
| 550.00 | 63.82 | 68.30 | 73.30 | 0.00 | 1 | 0 | 45.4% | -0.935 | 0.0030 | -0.130 | 0.118 | -0.199 |
| 555.00 | 48.80 | 73.40 | 78.70 | 0.00 | 1 | 0 | 50.5% | -0.925 | 0.0030 | -0.177 | 0.132 | -0.199 |
| 560.00 | 35.13 | 77.00 | 83.80 | 0.00 | 0 | 0 | 53.5% | -0.925 | 0.0028 | -0.190 | 0.132 | -0.201 |
| 570.00 | 45.65 | 88.30 | 94.60 | 0.00 | 1 | 0 | 63.3% | -0.911 | 0.0027 | -0.279 | 0.151 | -0.203 |
| 575.00 | 49.72 | 92.00 | 98.00 | 0.00 | 1 | 0 | 53.2% | -0.956 | 0.0019 | -0.101 | 0.087 | -0.212 |
| 580.00 | 96.31 | 97.10 | 103.50 | 0.00 | 1 | 0 | 59.8% | -0.943 | 0.0021 | -0.165 | 0.108 | -0.212 |
| 585.00 | 104.11 | 103.20 | 109.90 | 2.83 | 1 | 1 | 71.9% | -0.912 | 0.0024 | -0.319 | 0.149 | -0.209 |
| 600.00 | 73.74 | 117.00 | 123.70 | 0.00 | 2 | 0 | 69.6% | -0.944 | 0.0017 | -0.195 | 0.106 | -0.220 |
| 625.00 | 99.40 | 142.00 | 148.70 | 0.00 | 1 | 0 | 79.0% | -0.950 | 0.0014 | -0.202 | 0.097 | -0.231 |
| 650.00 | 145.25 | 167.00 | 174.20 | 0.00 | 1 | 0 | 92.5% | -0.945 | 0.0013 | -0.271 | 0.104 | -0.240 |
| 655.00 | 138.90 | 173.30 | 179.20 | 0.00 | 0 | 0 | 94.2% | -0.946 | 0.0012 | -0.272 | 0.103 | -0.242 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.