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 0.9451 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1488
Historical Volatility (Parkinson)	0.1828
Implied Volatility (Calls)	0.2427
Implied Volatility (Puts)	0.2294
Implied Volatility (Mean)	0.2361
Put-Call Implied Volatility Ratio	0.9451
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6019
Put-Call Ratio (Open Interest)	0.7091
Forward Price	476.46
Call Breakeven Price	516.02
Put Breakeven Price	432.56
Option Breakeven Price	481.80