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 0.2180 for 2021-04-20.

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

Figures for 2021-04-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2180
Historical Volatility (Parkinson)	0.2130
Implied Volatility (Calls)	0.2095
Implied Volatility (Puts)	0.2322
Implied Volatility (Mean)	0.2208
Put-Call Implied Volatility Ratio	1.1084
Implied Volatility Skew	0.0264
Option Statistics
Put-Call Ratio (Volume)	0.3461
Put-Call Ratio (Open Interest)	1.2670
Forward Price	344.71
Call Breakeven Price	370.78
Put Breakeven Price	293.06
Option Breakeven Price	331.43

Data from Quantcha