Historical Volatility (Close-to-Close) (150-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Northrop Grumman Corporation (NOC) had 150-Day Historical Volatility (Close-to-Close) of 0.2255 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)	0.2255
Historical Volatility (Parkinson)	0.2239
Implied Volatility (Calls)	0.2638
Implied Volatility (Puts)	0.2594
Implied Volatility (Mean)	0.2616
Put-Call Implied Volatility Ratio	0.9833
Implied Volatility Skew	0.0393
Option Statistics
Put-Call Ratio (Volume)	0.5571
Put-Call Ratio (Open Interest)	0.5833
Forward Price	303.69
Call Breakeven Price	333.16
Put Breakeven Price	246.80
Option Breakeven Price	305.21

Data from Quantcha