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 783.07 for 2026-03-13.

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Figures for 2026-03-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3287
Historical Volatility (Parkinson)	0.2593
Implied Volatility (Calls)	0.3357
Implied Volatility (Puts)	0.3105
Implied Volatility (Mean)	0.3231
Put-Call Implied Volatility Ratio	0.9247
Implied Volatility Skew	0.0418
Option Statistics
Put-Call Ratio (Volume)	0.6656
Put-Call Ratio (Open Interest)	0.8319