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 1.3048 for 2021-05-07.

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

Figures for 2021-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2200
Historical Volatility (Parkinson)	0.1724
Implied Volatility (Calls)	0.1391
Implied Volatility (Puts)	0.1815
Implied Volatility (Mean)	0.1603
Put-Call Implied Volatility Ratio	1.3048
Implied Volatility Skew	0.0543
Option Statistics
Put-Call Ratio (Volume)	1.9794
Put-Call Ratio (Open Interest)	1.2279
Forward Price	371.70
Call Breakeven Price	380.28
Put Breakeven Price	342.09
Option Breakeven Price	372.85

Data from Quantcha