Historical Volatility (Close-to-Close) (60-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Northrop Grumman Corporation (NOC) had 60-Day Historical Volatility (Close-to-Close) of 0.3306 for 2020-07-02.

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

Figures for 2020-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3306
Historical Volatility (Parkinson)	0.2649
Implied Volatility (Calls)	0.3069
Implied Volatility (Puts)	0.3128
Implied Volatility (Mean)	0.3098
Put-Call Implied Volatility Ratio	1.0192
Implied Volatility Skew	0.0760
Option Statistics
Put-Call Ratio (Volume)	0.2570
Put-Call Ratio (Open Interest)	1.1294
Forward Price	310.98
Call Breakeven Price	355.83
Put Breakeven Price	280.89
Option Breakeven Price	309.55

Data from Quantcha