Call Breakeven Price (20-Day)

Call Breakeven Price: The average price at which a call option position breaks even at expiration, weighted by the open interests of the calls at various strike prices.

Northrop Grumman Corporation (NOC) had 20-Day Call Breakeven Price of 529.95 for 2025-07-01.

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Figures for 2025-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3295
Historical Volatility (Parkinson)	0.2175
Implied Volatility (Calls)	0.2094
Implied Volatility (Puts)	0.2059
Implied Volatility (Mean)	0.2076
Put-Call Implied Volatility Ratio	0.9834
Implied Volatility Skew	0.0543
Option Statistics
Put-Call Ratio (Volume)	0.4490
Put-Call Ratio (Open Interest)	0.6231