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 351.95 for 2021-04-16.

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

Figures for 2021-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1277
Historical Volatility (Parkinson)	0.1393
Implied Volatility (Calls)	0.2411
Implied Volatility (Puts)	0.2410
Implied Volatility (Mean)	0.2410
Put-Call Implied Volatility Ratio	0.9996
Implied Volatility Skew	0.0700
Option Statistics
Put-Call Ratio (Volume)	0.0523
Put-Call Ratio (Open Interest)	1.7785
Forward Price	353.88
Call Breakeven Price	351.95
Put Breakeven Price	316.87
Option Breakeven Price	331.61

Data from Quantcha