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Northrop Grumman Corporation NOC

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:03:51.318Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:28.400642694Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:54.843557+00:00

Share price$499.63
1D-0.8%
AH$497$499$501$504$5065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOC
Sold putSold callAH

Northrop Grumman Corporation options

Live interpolated NOC call and put midpoint premiums by absolute delta.Northrop Grumman Corporation$0.00$11.18$22.36$33.54$44.72$487.81$494.24$500.67$507.10$513.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $499.63OPTION PRICELive NOC spot · $499.63NOC PRICE$2.01$2.26$2.51$2.75$2.93$3.11$3.40$4.05$4.71$5.36$6.01$7.40$9.07$1.13$1.30$1.58$1.98$2.37$2.77$3.17$3.78$4.47$5.16$5.85$8.60$41.49
PutsFair1.02×
CallsFair1.03×
SkewBullish-7.96 pp
Implied moveBullish±$6.57
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ523.8385.1%5.2%491.0738.9%1.9%
25Δ516.9771.2%3.9%493.6033.8%1.5%
30Δ510.1157.2%2.6%495.4730.8%1.1%
35Δ504.5845.6%1.5%496.5330.6%1.0%
40Δ502.9340.9%1.2%497.6030.4%0.9%
45Δ501.2836.2%1.0%498.6630.1%0.7%
50Δ499.7532.6%0.7%499.7229.9%0.6%
55Δ498.6432.5%0.6%500.7929.9%0.5%
60Δ497.5332.5%0.5%501.8629.9%0.4%
65Δ496.4232.4%0.4%502.9330.0%0.4%
70Δ495.3232.3%0.3%504.0030.0%0.3%
75Δ493.6133.7%0.3%507.1133.5%0.2%
80Δ491.6635.8%0.2%540.0786.7%0.2%

20Δ

Calls
Pseudo strike
523.83
IV
85.1%
B/E move
5.2%
Puts
Pseudo strike
491.07
IV
38.9%
B/E move
1.9%

25Δ

Calls
Pseudo strike
516.97
IV
71.2%
B/E move
3.9%
Puts
Pseudo strike
493.60
IV
33.8%
B/E move
1.5%

30Δ

Calls
Pseudo strike
510.11
IV
57.2%
B/E move
2.6%
Puts
Pseudo strike
495.47
IV
30.8%
B/E move
1.1%

35Δ

Calls
Pseudo strike
504.58
IV
45.6%
B/E move
1.5%
Puts
Pseudo strike
496.53
IV
30.6%
B/E move
1.0%

40Δ

Calls
Pseudo strike
502.93
IV
40.9%
B/E move
1.2%
Puts
Pseudo strike
497.60
IV
30.4%
B/E move
0.9%

45Δ

Calls
Pseudo strike
501.28
IV
36.2%
B/E move
1.0%
Puts
Pseudo strike
498.66
IV
30.1%
B/E move
0.7%

50Δ

Calls
Pseudo strike
499.75
IV
32.6%
B/E move
0.7%
Puts
Pseudo strike
499.72
IV
29.9%
B/E move
0.6%

55Δ

Calls
Pseudo strike
498.64
IV
32.5%
B/E move
0.6%
Puts
Pseudo strike
500.79
IV
29.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
497.53
IV
32.5%
B/E move
0.5%
Puts
Pseudo strike
501.86
IV
29.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
496.42
IV
32.4%
B/E move
0.4%
Puts
Pseudo strike
502.93
IV
30.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
495.32
IV
32.3%
B/E move
0.3%
Puts
Pseudo strike
504.00
IV
30.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
493.61
IV
33.7%
B/E move
0.3%
Puts
Pseudo strike
507.11
IV
33.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
491.66
IV
35.8%
B/E move
0.2%
Puts
Pseudo strike
540.07
IV
86.7%
B/E move
0.2%