Call Breakeven Price (30-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 30-Day Call Breakeven Price of 357.48 for 2020-07-02.

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

Figures for 2020-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3223
Historical Volatility (Parkinson)	0.2503
Implied Volatility (Calls)	0.3276
Implied Volatility (Puts)	0.3354
Implied Volatility (Mean)	0.3315
Put-Call Implied Volatility Ratio	1.0238
Implied Volatility Skew	0.1041
Option Statistics
Put-Call Ratio (Volume)	40.6098
Put-Call Ratio (Open Interest)	2.8569
Forward Price	312.08
Call Breakeven Price	357.48
Put Breakeven Price	292.44
Option Breakeven Price	337.06

Data from Quantcha