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 0.1161 for 2020-07-01.

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

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3381
Historical Volatility (Parkinson)	0.2549
Implied Volatility (Calls)	0.3485
Implied Volatility (Puts)	0.3476
Implied Volatility (Mean)	0.3480
Put-Call Implied Volatility Ratio	0.9974
Implied Volatility Skew	0.1161
Option Statistics
Put-Call Ratio (Volume)	6.7901
Put-Call Ratio (Open Interest)	0.6475
Forward Price	311.00
Call Breakeven Price	335.07
Put Breakeven Price	292.46
Option Breakeven Price	312.62

Data from Quantcha