Call Breakeven Price (60-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 60-Day Call Breakeven Price of 356.19 for 2021-04-16.

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

Figures for 2021-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1744
Historical Volatility (Parkinson)	0.1859
Implied Volatility (Calls)	0.1725
Implied Volatility (Puts)	0.1933
Implied Volatility (Mean)	0.1829
Put-Call Implied Volatility Ratio	1.1206
Implied Volatility Skew	0.0240
Option Statistics
Put-Call Ratio (Volume)	0.3685
Put-Call Ratio (Open Interest)	0.5102
Forward Price	349.76
Call Breakeven Price	356.19
Put Breakeven Price	324.45
Option Breakeven Price	354.99

Data from Quantcha