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 0.9422 for 2021-03-03.

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

Figures for 2021-03-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2365
Historical Volatility (Parkinson)	0.2342
Implied Volatility (Calls)	0.2836
Implied Volatility (Puts)	0.2672
Implied Volatility (Mean)	0.2754
Put-Call Implied Volatility Ratio	0.9422
Implied Volatility Skew	0.2368
Option Statistics
Put-Call Ratio (Volume)	1.2494
Put-Call Ratio (Open Interest)	3.4588
Forward Price	300.65
Call Breakeven Price	310.83
Put Breakeven Price	283.92
Option Breakeven Price	290.95

Data from Quantcha