Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Northrop Grumman Corporation (NOC) had 120-Day Historical Volatility (Parkinson) of 0.1692 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1934
Historical Volatility (Parkinson)	0.1692
Implied Volatility (Calls)	0.1663
Implied Volatility (Puts)	0.1903
Implied Volatility (Mean)	0.1783
Put-Call Implied Volatility Ratio	1.1439
Implied Volatility Skew	-0.0308
Option Statistics
Put-Call Ratio (Volume)	0.1270
Put-Call Ratio (Open Interest)	0.7276
Forward Price	479.54
Call Breakeven Price	520.84
Put Breakeven Price	407.66
Option Breakeven Price	477.37