NOC · Expected Move
Northrop Grumman Corp.
The expected move for NOC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NOC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NOC Expected Move
30-Day Straddle
$36.00
7-Day Straddle
$36.00
30-Day ATM IV
29.2%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to NOC's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NOC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $36.00 | $36.00 | 29.2% | 41% |
| 20261021 | $35.55 | $35.55 | 28.6% | 37% |
| 20261020 | $33.05 | $33.05 | 26.7% | 22% |
| 20261019 | $41.05 | $41.05 | 34.0% | 79% |
| 20261016 | $40.60 | $2.98 | 31.8% | 62% |
| 20261015 | $40.65 | $9.20 | 31.9% | 62% |
| 20261014 | $41.95 | $13.95 | 34.0% | 79% |
| 20261013 | $37.85 | $11.90 | 30.7% | 53% |
| 20261012 | $38.15 | $12.20 | 30.4% | 50% |
| 20261009 | $38.80 | $12.90 | 29.5% | 44% |
| 20261008 | $41.00 | $16.25 | 30.8% | 54% |
| 20261007 | $40.85 | $14.55 | 30.3% | 50% |
| 20261006 | $40.40 | $16.65 | 29.5% | 44% |
| 20261005 | $39.15 | $16.35 | 28.6% | 37% |
| 20261002 | $20.00 | $20.00 | 28.6% | 37% |
| 20261001 | $21.50 | $21.50 | 29.8% | 46% |
| 20260930 | $20.50 | $20.50 | 28.6% | 36% |
| 20260929 | $26.80 | $26.80 | 30.3% | 50% |
| 20260928 | $25.90 | $25.90 | 30.3% | 50% |
| 20260925 | $27.95 | $27.95 | 29.4% | 43% |
| 20260924 | $28.55 | $28.55 | 29.8% | 46% |
| 20260923 | $29.35 | $29.35 | 29.5% | 44% |
| 20260922 | $32.25 | $32.25 | 31.7% | 61% |
| 20260921 | $32.05 | $32.05 | 29.6% | 45% |
| 20260918 | $32.15 | $5.85 | 27.3% | 27% |
| 20260917 | $34.90 | $8.77 | 29.6% | 44% |
| 20260916 | $36.70 | $9.05 | 30.1% | 48% |
| 20260915 | $36.80 | $14.95 | 29.6% | 44% |
| 20260914 | $36.20 | $12.65 | 29.3% | 42% |
| 20260911 | $36.25 | $14.80 | 27.9% | 32% |
| 20260910 | $37.90 | $18.05 | 29.3% | 42% |
| 20260909 | $37.80 | $20.65 | 29.1% | 41% |
| 20260908 | $40.75 | $21.85 | 30.3% | 50% |
| 20260904 | $37.20 | $19.90 | 26.5% | 20% |
| 20260903 | $38.15 | $20.65 | 25.6% | 14% |
| 20260902 | $22.80 | $22.80 | 25.8% | 15% |
| 20260901 | $23.55 | $23.55 | 26.0% | 17% |
| 20260831 | $22.10 | $22.10 | 25.5% | 13% |
| 20260828 | $26.05 | $26.05 | 25.7% | 14% |
| 20260827 | $26.80 | $26.80 | 26.0% | 16% |
| 20260826 | $27.05 | $27.05 | 25.7% | 14% |
| 20260825 | $29.55 | $29.55 | 25.7% | 14% |
| 20260824 | $29.30 | $29.30 | 26.0% | 17% |
| 20260821 | $31.85 | $4.62 | 26.1% | 17% |
| 20260820 | $33.70 | $9.07 | 26.7% | 22% |
| 20260819 | $33.20 | $10.70 | 25.0% | 8% |
| 20260818 | $33.70 | $11.55 | 24.6% | 5% |
| 20260817 | $33.40 | $11.20 | 24.9% | 8% |
| 20260814 | $34.75 | $13.80 | 23.9% | 0% |
| 20260813 | $37.70 | $16.05 | 26.1% | 9% |
| 20260812 | $37.00 | $15.65 | 25.1% | 0% |
| 20260811 | $38.50 | $19.90 | 26.1% | 0% |
| 20260810 | $40.95 | $20.50 | 27.0% | 8% |
| 20260807 | — | — | 26.1% | 0% |
| 20260806 | $43.60 | $27.35 | 28.8% | 18% |
| 20260805 | $25.90 | $25.90 | 27.9% | 10% |
| 20260804 | $27.10 | $27.10 | 29.6% | 25% |
| 20260803 | $28.05 | $28.05 | 31.0% | 37% |
| 20260731 | $29.90 | $29.90 | 29.5% | 24% |
| 20260730 | $28.95 | $28.95 | 29.5% | 24% |
More on NOC
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.