Put-Call Implied Volatility Ratio (180-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Northrop Grumman Corporation (NOC) had 180-Day Put-Call Implied Volatility Ratio of 1.0234 for 2021-03-03.

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

Figures for 2021-03-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2371
Historical Volatility (Parkinson)	0.2294
Implied Volatility (Calls)	0.2564
Implied Volatility (Puts)	0.2624
Implied Volatility (Mean)	0.2594
Put-Call Implied Volatility Ratio	1.0234
Implied Volatility Skew	0.0494
Option Statistics
Put-Call Ratio (Volume)	2.1739
Put-Call Ratio (Open Interest)	0.3779
Forward Price	301.14
Call Breakeven Price	336.57
Put Breakeven Price	240.72
Option Breakeven Price	310.13

Data from Quantcha