Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Northrop Grumman Corporation (NOC) had 10-Day Put-Call Implied Volatility Ratio of 0.9752 for 2021-05-07.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2021-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2442
Historical Volatility (Parkinson)	0.2133
Implied Volatility (Calls)	0.1651
Implied Volatility (Puts)	0.1610
Implied Volatility (Mean)	0.1630
Put-Call Implied Volatility Ratio	0.9752
Implied Volatility Skew	0.0543
Option Statistics
Put-Call Ratio (Volume)	0.3765
Put-Call Ratio (Open Interest)	1.4650
Forward Price	371.88
Call Breakeven Price	373.32
Put Breakeven Price	328.70
Option Breakeven Price	358.86

Data from Quantcha