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Northrop Grumman Corp. NOC

i

Market dataready · fetched 2026-11-07T03:47:42.222Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-07T00:00:00.001609799Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T03:47:41.542977+00:00

Share price$525.01
1D+1.9%
AH$509$515$521$527$5335:30 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.$3.87$11.92$19.97$28.01$36.06$467.67$497.10$526.53$555.96$585.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NOC spot · $525.01NOC PRICE$4.74$6.39$8.40$8.67$10.71$12.97$15.18$17.44$20.10$23.38$26.28$30.76$5.14$6.29$8.12$10.10$11.60$13.52$16.18$18.21$21.07$24.20$29.14$33.74
Puts——
Calls——
Skew——
Implied moveBearish±$26.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ549.3231.7%5.5%504.7332.5%4.8%
30Δ545.4833.7%5.1%510.2431.0%4.0%
35Δ541.4735.8%4.7%514.1932.3%3.6%
40Δ534.7830.6%3.5%518.3433.1%3.2%
45Δ530.9231.8%3.2%522.5932.0%2.7%
50Δ526.8432.8%2.8%526.8731.5%2.2%
55Δ522.6333.0%2.4%531.0632.4%1.9%
60Δ518.3632.8%2.1%535.1031.5%1.5%
65Δ513.9332.9%1.7%539.4931.5%1.3%
70Δ509.1733.3%1.4%544.0631.4%1.0%
75Δ504.6532.6%1.1%550.1132.7%0.8%
80Δ498.9133.0%0.9%555.9432.5%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
549.32
IV
31.7%
B/E move
5.5%
Puts
Pseudo strike
504.73
IV
32.5%
B/E move
4.8%

30Δ

Calls
Pseudo strike
545.48
IV
33.7%
B/E move
5.1%
Puts
Pseudo strike
510.24
IV
31.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
541.47
IV
35.8%
B/E move
4.7%
Puts
Pseudo strike
514.19
IV
32.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
534.78
IV
30.6%
B/E move
3.5%
Puts
Pseudo strike
518.34
IV
33.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
530.92
IV
31.8%
B/E move
3.2%
Puts
Pseudo strike
522.59
IV
32.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
526.84
IV
32.8%
B/E move
2.8%
Puts
Pseudo strike
526.87
IV
31.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
522.63
IV
33.0%
B/E move
2.4%
Puts
Pseudo strike
531.06
IV
32.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
518.36
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
535.10
IV
31.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
513.93
IV
32.9%
B/E move
1.7%
Puts
Pseudo strike
539.49
IV
31.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
509.17
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
544.06
IV
31.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
504.65
IV
32.6%
B/E move
1.1%
Puts
Pseudo strike
550.11
IV
32.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
498.91
IV
33.0%
B/E move
0.9%
Puts
Pseudo strike
555.94
IV
32.5%
B/E move
0.5%

Options history

IV · four-Friday blend29.22%
Daily close
NOC24.7%29.2%33.6%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%