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Northrop Grumman Corporation NOC

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:35:19.979Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:21:36.269988194Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:18.812499+00:00

Share price$499.07
1D-0.9%
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$0.74$4.08$7.42$10.76$14.10$487.91$494.38$500.86$507.34$513.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $499.07OPTION PRICELive NOC spot · $499.07NOC PRICE$2.03$2.29$2.55$2.79$2.99$3.19$3.74$4.46$5.18$5.89$7.23$9.03$13.14$1.10$1.27$1.47$1.83$2.20$2.57$2.93$3.32$3.91$4.50$5.09$5.69$6.28
PutsCheap0.84×
CallsExpensive1.14×
SkewBullish-19.22 pp
Implied moveBullish±$6.68
TiltBullish21.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ523.2386.2%5.2%490.7538.1%1.9%
25Δ516.1071.5%3.9%493.0933.1%1.5%
30Δ508.9756.9%2.5%495.1829.1%1.1%
35Δ504.2046.6%1.6%496.1628.6%1.0%
40Δ502.3841.7%1.3%497.1428.2%0.8%
45Δ500.5736.7%0.9%498.1127.8%0.7%
50Δ499.1735.4%0.8%499.0927.4%0.6%
55Δ497.9535.7%0.7%500.0627.0%0.5%
60Δ496.7436.0%0.6%500.9826.5%0.4%
65Δ495.5236.4%0.5%501.9026.0%0.3%
70Δ493.8038.3%0.4%502.8225.5%0.3%
75Δ491.7141.5%0.3%503.7425.0%0.2%
80Δ487.5553.8%0.3%504.6624.6%0.1%

20Δ

Calls
Pseudo strike
523.23
IV
86.2%
B/E move
5.2%
Puts
Pseudo strike
490.75
IV
38.1%
B/E move
1.9%

25Δ

Calls
Pseudo strike
516.10
IV
71.5%
B/E move
3.9%
Puts
Pseudo strike
493.09
IV
33.1%
B/E move
1.5%

30Δ

Calls
Pseudo strike
508.97
IV
56.9%
B/E move
2.5%
Puts
Pseudo strike
495.18
IV
29.1%
B/E move
1.1%

35Δ

Calls
Pseudo strike
504.20
IV
46.6%
B/E move
1.6%
Puts
Pseudo strike
496.16
IV
28.6%
B/E move
1.0%

40Δ

Calls
Pseudo strike
502.38
IV
41.7%
B/E move
1.3%
Puts
Pseudo strike
497.14
IV
28.2%
B/E move
0.8%

45Δ

Calls
Pseudo strike
500.57
IV
36.7%
B/E move
0.9%
Puts
Pseudo strike
498.11
IV
27.8%
B/E move
0.7%

50Δ

Calls
Pseudo strike
499.17
IV
35.4%
B/E move
0.8%
Puts
Pseudo strike
499.09
IV
27.4%
B/E move
0.6%

55Δ

Calls
Pseudo strike
497.95
IV
35.7%
B/E move
0.7%
Puts
Pseudo strike
500.06
IV
27.0%
B/E move
0.5%

60Δ

Calls
Pseudo strike
496.74
IV
36.0%
B/E move
0.6%
Puts
Pseudo strike
500.98
IV
26.5%
B/E move
0.4%

65Δ

Calls
Pseudo strike
495.52
IV
36.4%
B/E move
0.5%
Puts
Pseudo strike
501.90
IV
26.0%
B/E move
0.3%

70Δ

Calls
Pseudo strike
493.80
IV
38.3%
B/E move
0.4%
Puts
Pseudo strike
502.82
IV
25.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
491.71
IV
41.5%
B/E move
0.3%
Puts
Pseudo strike
503.74
IV
25.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
487.55
IV
53.8%
B/E move
0.3%
Puts
Pseudo strike
504.66
IV
24.6%
B/E move
0.1%