Implied Volatility Skew (90-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Northrop Grumman Corporation (NOC) had 90-Day Implied Volatility Skew of 0.0324 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)	0.1900
Historical Volatility (Parkinson)	0.1891
Implied Volatility (Calls)	0.1853
Implied Volatility (Puts)	0.2066
Implied Volatility (Mean)	0.1960
Put-Call Implied Volatility Ratio	1.1149
Implied Volatility Skew	0.0324
Option Statistics
Put-Call Ratio (Volume)	0.3185
Put-Call Ratio (Open Interest)	0.3084
Forward Price	348.66
Call Breakeven Price	362.75
Put Breakeven Price	311.82
Option Breakeven Price	350.04

Data from Quantcha