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Northrop Grumman Corp. NOC

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-07T06:52:15.382Z

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

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T06:52:14.280488+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.$3.88$11.89$19.90$27.91$35.92$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$4.75$6.40$8.41$8.69$10.74$13.00$15.21$17.48$20.16$23.43$26.38$30.89$5.14$6.27$8.10$10.08$11.59$13.48$16.14$18.16$21.00$24.12$28.99$33.62
Puts——
Calls——
Skew——
Implied moveBalanced±$26.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ549.3132.9%5.5%504.7133.6%4.8%
30Δ545.4535.0%5.1%510.2132.2%4.0%
35Δ541.4437.2%4.7%514.1533.4%3.6%
40Δ534.7431.8%3.5%518.2934.2%3.2%
45Δ530.8733.0%3.2%522.5433.2%2.7%
50Δ526.7934.1%2.8%526.8132.6%2.2%
55Δ522.5734.4%2.4%530.9933.6%1.9%
60Δ518.2834.1%2.0%535.0132.6%1.6%
65Δ513.8434.2%1.7%539.3932.6%1.3%
70Δ509.0734.7%1.4%543.9432.4%1.0%
75Δ504.5134.0%1.1%549.9233.7%0.8%
80Δ498.7534.4%0.9%555.7633.7%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
549.31
IV
32.9%
B/E move
5.5%
Puts
Pseudo strike
504.71
IV
33.6%
B/E move
4.8%

30Δ

Calls
Pseudo strike
545.45
IV
35.0%
B/E move
5.1%
Puts
Pseudo strike
510.21
IV
32.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
541.44
IV
37.2%
B/E move
4.7%
Puts
Pseudo strike
514.15
IV
33.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
534.74
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
518.29
IV
34.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
530.87
IV
33.0%
B/E move
3.2%
Puts
Pseudo strike
522.54
IV
33.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
526.79
IV
34.1%
B/E move
2.8%
Puts
Pseudo strike
526.81
IV
32.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
522.57
IV
34.4%
B/E move
2.4%
Puts
Pseudo strike
530.99
IV
33.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
518.28
IV
34.1%
B/E move
2.0%
Puts
Pseudo strike
535.01
IV
32.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
513.84
IV
34.2%
B/E move
1.7%
Puts
Pseudo strike
539.39
IV
32.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
509.07
IV
34.7%
B/E move
1.4%
Puts
Pseudo strike
543.94
IV
32.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
504.51
IV
34.0%
B/E move
1.1%
Puts
Pseudo strike
549.92
IV
33.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
498.75
IV
34.4%
B/E move
0.9%
Puts
Pseudo strike
555.76
IV
33.7%
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%