Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.2369 for 2021-01-19.

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

Figures for 2021-01-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2369
Historical Volatility (Parkinson)	0.2289
Implied Volatility (Calls)	0.2697
Implied Volatility (Puts)	0.2848
Implied Volatility (Mean)	0.2772
Put-Call Implied Volatility Ratio	1.0560
Implied Volatility Skew	0.0331
Option Statistics
Put-Call Ratio (Volume)	0.3977
Put-Call Ratio (Open Interest)	0.6415
Forward Price	298.73
Call Breakeven Price	342.20
Put Breakeven Price	247.76
Option Breakeven Price	306.19

Data from Quantcha