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 0.0424 for 2020-08-04.

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

Figures for 2020-08-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3219
Historical Volatility (Parkinson)	0.2767
Implied Volatility (Calls)	0.2930
Implied Volatility (Puts)	0.3116
Implied Volatility (Mean)	0.3023
Put-Call Implied Volatility Ratio	1.0635
Implied Volatility Skew	0.0424
Option Statistics
Put-Call Ratio (Volume)	0.2520
Put-Call Ratio (Open Interest)	1.8361
Forward Price	323.55
Call Breakeven Price	386.20
Put Breakeven Price	271.49
Option Breakeven Price	314.82

Data from Quantcha