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 0.2061 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)	0.2061
Historical Volatility (Parkinson)	0.2054
Implied Volatility (Calls)	0.2544
Implied Volatility (Puts)	0.2420
Implied Volatility (Mean)	0.2482
Put-Call Implied Volatility Ratio	0.9513
Implied Volatility Skew	0.0626
Option Statistics
Put-Call Ratio (Volume)	2.5079
Put-Call Ratio (Open Interest)	1.3122
Forward Price	304.04
Call Breakeven Price	335.43
Put Breakeven Price	278.85
Option Breakeven Price	290.10

Data from Quantcha