Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Northrop Grumman Corporation (NOC) had 30-Day Implied Volatility Skew of 0.0448 for 2021-05-07.

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

Figures for 2021-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1878
Historical Volatility (Parkinson)	0.1576
Implied Volatility (Calls)	0.1678
Implied Volatility (Puts)	0.1802
Implied Volatility (Mean)	0.1740
Put-Call Implied Volatility Ratio	1.0739
Implied Volatility Skew	0.0448
Option Statistics
Put-Call Ratio (Volume)	0.2966
Put-Call Ratio (Open Interest)	0.8783
Forward Price	372.08
Call Breakeven Price	386.20
Put Breakeven Price	340.70
Option Breakeven Price	373.03

Data from Quantcha