Put-Call Implied Volatility Ratio (20-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 20-Day Put-Call Implied Volatility Ratio of 0.9399 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)	0.2214
Historical Volatility (Parkinson)	0.2137
Implied Volatility (Calls)	0.2794
Implied Volatility (Puts)	0.2626
Implied Volatility (Mean)	0.2710
Put-Call Implied Volatility Ratio	0.9399
Implied Volatility Skew	0.2069
Option Statistics
Put-Call Ratio (Volume)	1.2860
Put-Call Ratio (Open Interest)	1.4281
Forward Price	300.57
Call Breakeven Price	314.02
Put Breakeven Price	278.54
Option Breakeven Price	292.81

Data from Quantcha