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 392.50 for 2021-06-18.

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

Figures for 2021-06-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1504
Historical Volatility (Parkinson)	0.1373
Implied Volatility (Calls)	0.1972
Implied Volatility (Puts)	0.1822
Implied Volatility (Mean)	0.1897
Put-Call Implied Volatility Ratio	0.9239
Implied Volatility Skew	0.0800
Option Statistics
Put-Call Ratio (Volume)	0.5538
Put-Call Ratio (Open Interest)	0.7758
Forward Price	370.05
Call Breakeven Price	392.50
Put Breakeven Price	343.65
Option Breakeven Price	371.81

Data from Quantcha