Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0024 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1748
Historical Volatility (Parkinson)	0.1568
Implied Volatility (Calls)	0.2052
Implied Volatility (Puts)	0.2306
Implied Volatility (Mean)	0.2179
Put-Call Implied Volatility Ratio	1.1236
Implied Volatility Skew	0.0024
Option Statistics
Put-Call Ratio (Volume)	0.4038
Put-Call Ratio (Open Interest)	1.6251
Forward Price	471.50
Call Breakeven Price	536.28
Put Breakeven Price	383.60
Option Breakeven Price	444.38