Put-Call Implied Volatility Ratio (120-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 120-Day Put-Call Implied Volatility Ratio of 0.9564 for 2021-03-05.

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

Figures for 2021-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2210
Historical Volatility (Parkinson)	0.2215
Implied Volatility (Calls)	0.2684
Implied Volatility (Puts)	0.2567
Implied Volatility (Mean)	0.2626
Put-Call Implied Volatility Ratio	0.9564
Implied Volatility Skew	0.0477
Option Statistics
Put-Call Ratio (Volume)	0.8967
Put-Call Ratio (Open Interest)	0.9811
Forward Price	303.86
Call Breakeven Price	335.77
Put Breakeven Price	256.55
Option Breakeven Price	301.98

Data from Quantcha