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 1.0437 for 2020-08-11.

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

Figures for 2020-08-11

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3181
Historical Volatility (Parkinson)	0.2683
Implied Volatility (Calls)	0.2905
Implied Volatility (Puts)	0.3032
Implied Volatility (Mean)	0.2968
Put-Call Implied Volatility Ratio	1.0437
Implied Volatility Skew	0.0385
Option Statistics
Put-Call Ratio (Volume)	0.4030
Put-Call Ratio (Open Interest)	1.4641
Forward Price	342.70
Call Breakeven Price	410.83
Put Breakeven Price	271.50
Option Breakeven Price	333.01

Data from Quantcha