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Northrop Grumman Corp. NOC

i

Market datapartial · fetched 2026-11-03T22:19:22.797Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:10:00.001404042Z

FundamentalsAlpha Vantage · unavailable

Share price$550.30
1D+0.3%
AH$546$549$551$554$5565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOC
Sold putSold callAH

Northrop Grumman Corp. options

Live interpolated NOC call and put midpoint premiums by absolute delta.Northrop Grumman Corp.$0.00$0.27$0.54$0.81$1.08$-0.55$-0.03$0.50$1.03$1.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENOC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.22%
Daily close
NOC24.7%29.2%33.6%2026-08-05: 29.63%2026-08-06: 28.70%2026-08-07: 27.82%2026-08-10: 27.88%2026-08-11: 27.70%2026-08-12: 27.08%2026-08-13: 26.70%2026-08-14: 25.36%2026-08-17: 26.10%2026-08-18: 28.07%2026-08-19: 27.95%2026-08-20: 30.03%2026-08-21: 27.54%2026-08-24: 27.79%2026-08-25: 27.89%2026-08-26: 27.68%2026-08-27: 27.17%2026-08-28: 26.77%2026-08-31: 27.04%2026-09-01: 27.23%2026-09-02: 27.67%2026-09-03: 27.04%2026-09-04: 27.87%2026-09-08: 30.44%2026-09-09: 30.08%2026-09-10: 29.63%2026-09-11: 28.56%2026-09-14: 29.96%2026-09-15: 33.03%2026-09-16: 30.29%2026-09-17: 32.08%2026-09-18: 28.96%2026-09-21: 30.01%2026-09-22: 31.30%2026-09-23: 29.26%2026-09-24: 30.33%2026-09-25: 29.32%2026-09-28: 29.57%2026-09-29: 29.28%2026-09-30: 27.71%2026-10-01: 28.89%2026-10-02: 28.53%2026-10-05: 27.94%2026-10-06: 28.92%2026-10-07: 28.49%2026-10-08: 29.86%2026-10-09: 28.15%2026-10-12: 29.56%2026-10-13: 30.72%2026-10-14: 30.53%2026-10-15: 30.76%2026-10-16: 29.95%2026-10-19: 30.97%2026-10-20: 27.29%2026-10-21: 27.27%2026-10-22: 28.72%2026-10-23: 27.79%2026-10-26: 27.19%2026-10-27: 27.98%2026-10-28: 27.23%2026-10-29: 28.00%2026-10-30: 29.22%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
29.63%
28.70%
27.82%
27.88%
27.70%
27.08%
26.70%
25.36%
26.10%
28.07%
27.95%
30.03%
27.54%
27.79%
27.89%
27.68%
27.17%
26.77%
27.04%
27.23%
27.67%
27.04%
27.87%
30.44%
30.08%
29.63%
28.56%
29.96%
33.03%
30.29%
32.08%
28.96%
30.01%
31.30%
29.26%
30.33%
29.32%
29.57%
29.28%
27.71%
28.89%
28.53%
27.94%
28.92%
28.49%
29.86%
28.15%
29.56%
30.72%
30.53%
30.76%
29.95%
30.97%
27.29%
27.27%
28.72%
27.79%
27.19%
27.98%
27.23%
28.00%
29.22%