Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.1636 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1893
Historical Volatility (Parkinson)	0.1636
Implied Volatility (Calls)	0.1792
Implied Volatility (Puts)	0.2080
Implied Volatility (Mean)	0.1936
Put-Call Implied Volatility Ratio	1.1605
Implied Volatility Skew	-0.0135
Option Statistics
Put-Call Ratio (Volume)	0.2400
Put-Call Ratio (Open Interest)	0.9949
Forward Price	495.23
Call Breakeven Price	533.94
Put Breakeven Price	399.76
Option Breakeven Price	470.40