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Northrop Grumman Corporation NOC

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T00:17:18.415Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:03:17.683279731Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:17.715403+00:00

Share price$499.09
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$3.92$16.10$28.28$40.45$52.63$418.04$454.56$491.07$527.58$564.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOC spot · $499.09NOC PRICE$5.24$7.30$9.15$10.97$13.59$15.96$19.51$22.05$25.32$29.29$34.45$39.90$47.61$5.91$7.78$9.73$11.74$14.74$17.33$20.73$24.65$27.51$31.13$38.35$44.71$49.12
PutsCheap0.72×
CallsFair1.02×
SkewBullish-1.52 pp
Implied moveBearish±$40.25
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ547.0031.3%10.6%462.6832.0%8.5%
25Δ540.0032.9%9.7%470.8531.6%7.2%
30Δ531.1732.3%8.3%478.4230.9%6.1%
35Δ522.9131.3%7.0%485.2630.1%5.1%
40Δ516.6132.1%6.2%491.0931.1%4.6%
45Δ509.9031.8%5.4%497.3130.7%3.8%
50Δ503.7833.2%4.8%503.4531.1%3.3%
55Δ497.2832.3%4.1%509.8431.6%2.8%
60Δ490.8832.1%3.4%515.6630.5%2.2%
65Δ484.3032.3%2.9%521.7929.8%1.7%
70Δ476.9433.1%2.5%530.5131.7%1.4%
75Δ469.2733.5%2.0%538.7731.9%1.0%
80Δ459.6934.8%1.6%545.2530.3%0.6%

20Δ

Calls
Pseudo strike
547.00
IV
31.3%
B/E move
10.6%
Puts
Pseudo strike
462.68
IV
32.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
540.00
IV
32.9%
B/E move
9.7%
Puts
Pseudo strike
470.85
IV
31.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
531.17
IV
32.3%
B/E move
8.3%
Puts
Pseudo strike
478.42
IV
30.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
522.91
IV
31.3%
B/E move
7.0%
Puts
Pseudo strike
485.26
IV
30.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
516.61
IV
32.1%
B/E move
6.2%
Puts
Pseudo strike
491.09
IV
31.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
509.90
IV
31.8%
B/E move
5.4%
Puts
Pseudo strike
497.31
IV
30.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
503.78
IV
33.2%
B/E move
4.8%
Puts
Pseudo strike
503.45
IV
31.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
497.28
IV
32.3%
B/E move
4.1%
Puts
Pseudo strike
509.84
IV
31.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
490.88
IV
32.1%
B/E move
3.4%
Puts
Pseudo strike
515.66
IV
30.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
484.30
IV
32.3%
B/E move
2.9%
Puts
Pseudo strike
521.79
IV
29.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
476.94
IV
33.1%
B/E move
2.5%
Puts
Pseudo strike
530.51
IV
31.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
469.27
IV
33.5%
B/E move
2.0%
Puts
Pseudo strike
538.77
IV
31.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
459.69
IV
34.8%
B/E move
1.6%
Puts
Pseudo strike
545.25
IV
30.3%
B/E move
0.6%