Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0393 for 2021-04-16.

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

Figures for 2021-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1906
Historical Volatility (Parkinson)	0.1921
Implied Volatility (Calls)	0.2043
Implied Volatility (Puts)	0.2250
Implied Volatility (Mean)	0.2146
Put-Call Implied Volatility Ratio	1.1013
Implied Volatility Skew	0.0393
Option Statistics
Put-Call Ratio (Volume)	1.4037
Put-Call Ratio (Open Interest)	0.8079
Forward Price	347.41
Call Breakeven Price	370.45
Put Breakeven Price	287.72
Option Breakeven Price	334.27

Data from Quantcha