Northrop Grumman
NOC · NYSE
$534.00+$23.35 (+4.57%)TodayMarket closed ·
Prev close $510.65
NOC options chain
Calls and puts around the current price
By Fri, Nov 20 options price a move of ±$33.05 (6.2%), between $499.50 and $565.60.
- At-the-money implied volatility
- 26.6%
- Put/call open interest
- 1.06
- Total open interest
- 7.00K
- Underlying price
- $532.55
| Calls | Puts | |||||||
|---|---|---|---|---|---|---|---|---|
| Ask | Bid | Strike | Bid | Ask | ||||
| $41.40 | $33.10 | 505 | $4.50 | $6.80 | ||||
| $35.50 | $30.70 | 510 | $5.50 | $10.90 | ||||
| $32.30 | $27.20 | 515 | $4.80 | $10.10 | ||||
| $28.00 | $23.80 | 520 | $7.00 | $14.00 | ||||
| $26.10 | $19.10 | 525 | $8.60 | $15.80 | ||||
| $23.20 | $16.30 | 530 | $11.70 | $16.80 | ||||
NOC $532.55 | ||||||||
| $19.70 | $14.30 | 535 | $11.50 | $20.60 | ||||
| $19.90 | $11.80 | 540 | $14.60 | $20.50 | ||||
| $17.80 | $9.20 | 545 | $18.10 | $26.00 | ||||
| $13.30 | $9.90 | 550 | $23.10 | $26.20 | ||||
| $11.90 | $6.80 | 555 | $23.70 | $32.00 | ||||
| $10.00 | $3.90 | 560 | $29.90 | $35.70 | ||||
Volatility smile
Implied volatility by strike for Fri, Nov 20, calls and puts averaged.
Unusual options activity
The latest large trades, newest first
| Contract | Premium | Sentiment |
|---|---|---|
| NOC 500C Nov 20 | $105.00K | bullish |
| NOC 580C Jun 17 | $110.04K | bullish |
| NOC 570P Sep 17 | $115.90K | neutral |
| NOC 580P Jun 17 | $114.10K | neutral |
| NOC 600C Nov 20 | $60.63K | bullish |
| NOC 500C Nov 20 | $180.00K | neutral |
| NOC 510C Nov 20 | $155.00K | neutral |
| NOC 510C Nov 20 | $57.20K | bearish |
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