Call Breakeven Price (90-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 90-Day Call Breakeven Price of 757.08 for 2026-03-19.

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Figures for 2026-03-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3256
Historical Volatility (Parkinson)	0.3009
Implied Volatility (Calls)	0.3390
Implied Volatility (Puts)	0.3325
Implied Volatility (Mean)	0.3357
Put-Call Implied Volatility Ratio	0.9809
Implied Volatility Skew	0.0228
Option Statistics
Put-Call Ratio (Volume)	2.8195
Put-Call Ratio (Open Interest)	0.8088