Put-Call Implied Volatility Ratio (90-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Northrop Grumman Corporation (NOC) had 90-Day Put-Call Implied Volatility Ratio of 0.9627 for 2021-03-03.

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

Figures for 2021-03-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2047
Historical Volatility (Parkinson)	0.1991
Implied Volatility (Calls)	0.2681
Implied Volatility (Puts)	0.2581
Implied Volatility (Mean)	0.2631
Put-Call Implied Volatility Ratio	0.9627
Implied Volatility Skew	0.0758
Option Statistics
Put-Call Ratio (Volume)	23.8240
Put-Call Ratio (Open Interest)	1.3030
Forward Price	301.56
Call Breakeven Price	339.14
Put Breakeven Price	263.69
Option Breakeven Price	297.30

Data from Quantcha