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 0.1880 for 2021-06-18.

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

Figures for 2021-06-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1880
Historical Volatility (Parkinson)	0.1595
Implied Volatility (Calls)	0.2115
Implied Volatility (Puts)	0.2011
Implied Volatility (Mean)	0.2063
Put-Call Implied Volatility Ratio	0.9508
Implied Volatility Skew	0.0590
Option Statistics
Put-Call Ratio (Volume)	0.8113
Put-Call Ratio (Open Interest)	1.3990
Forward Price	368.91
Call Breakeven Price	384.37
Put Breakeven Price	319.22
Option Breakeven Price	357.27

Data from Quantcha