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 317.48 for 2021-03-05.

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

Figures for 2021-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1936
Historical Volatility (Parkinson)	0.2083
Implied Volatility (Calls)	0.2802
Implied Volatility (Puts)	0.2404
Implied Volatility (Mean)	0.2603
Put-Call Implied Volatility Ratio	0.8580
Implied Volatility Skew	0.1019
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	5.7292
Forward Price	306.10
Call Breakeven Price	317.48
Put Breakeven Price	273.12
Option Breakeven Price	281.12

Data from Quantcha