Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Northrop Grumman Corporation (NOC) had 120-Day Implied Volatility Skew of 0.0257 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)	0.1945
Historical Volatility (Parkinson)	0.1866
Implied Volatility (Calls)	0.2010
Implied Volatility (Puts)	0.2173
Implied Volatility (Mean)	0.2092
Put-Call Implied Volatility Ratio	1.0811
Implied Volatility Skew	0.0257
Option Statistics
Put-Call Ratio (Volume)	0.5691
Put-Call Ratio (Open Interest)	0.8368
Forward Price	370.37
Call Breakeven Price	386.27
Put Breakeven Price	306.41
Option Breakeven Price	351.74

Data from Quantcha