NOC (Northrop Grumman Corp.)

Expected Move & Straddle Price History

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).

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.

Current NOC Expected Move
30-Day Straddle
$36.40
7-Day Straddle
$36.40
Avg IV
0.5%
IV Rank
32%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260724 $36.40 $36.40 0.5% 32%
20260723 $38.70 $38.70 0.5% 35%
20260722 $37.30 $37.30 0.5% 35%
20260721 $37.60 $37.60 0.5% 41%
20260720 $45.10 $45.10 0.5% 28%
20260716 $44.25 $11.88 0.5% 31%
20260715 $46.10 $10.73 0.5% 29%
20260714 $47.45 $12.40 0.5% 28%
20260713 $49.45 $15.45 0.4% 22%
20260710 $49.50 $15.65 0.4% 24%
20260709 $49.35 $16.45 0.4% 25%
20260708 $50.25 $21.20 0.4% 25%
20260707 $51.10 $21.90 0.5% 26%
20260706 $53.70 $26.10 0.4% 23%
20260702 $28.25 $28.25 0.4% 20%
20260701 $27.45 $27.45 0.4% 18%
20260630 $25.90 $25.90 0.4% 24%
20260629 $25.80 $25.80 0.4% 24%
20260626 $28.45 $28.45 0.4% 15%
20260625 $28.05 $28.05 0.4% 16%
20260624 $29.25 $29.25 0.4% 13%
20260623 $30.20 $30.20 0.4% 11%
20260622 $31.30 $31.30 0.4% 15%
20260618 $33.40 $2.95 0.3% 4%
20260617 $33.75 $7.97 0.3% 2%
20260616 $34.40 $9.70 0.3% 1%
20260615 $34.60 $14.80 0.4% 9%
20260613 $37.30 $14.95 0.3% 3%
20260612 $37.50 $15.20 0.3% 3%
20260611 $41.70 $19.05 0.3% 4%
20260610 $39.15 $20.10 0.3% 3%
20260609 $41.45 $22.80 0.3% 3%
20260608 $39.85 $22.05 0.3% 2%
20260605 $42.55 $23.80 0.3% 2%
20260604 $43.45 $24.75 0.3% 0%
20260603 $43.50 $25.85 0.3% 0%
20260602 $27.40 $27.40 0.8% 96%
20260601 $30.40 $30.40 0.8% 95%
20260529 $30.05 $30.05 0.7% 76%
20260528 $32.50 $32.50 0.7% 76%
20260527 $31.65 $31.65 0.8% 81%
20260526 $33.55 $33.55 0.7% 68%
20260522 $33.95 $33.95 0.7% 62%
20260521 $34.20 $34.20 0.7% 60%
20260520 $36.25 $36.25 0.6% 59%
20260519 $37.50 $37.50 0.6% 55%
20260518 $36.70 $36.70 0.6% 53%
20260515 $38.40 $2.83 0.6% 50%
20260514 $38.80 $8.70 0.6% 46%
20260513 $40.80 $12.60 0.6% 44%
20260512 $40.10 $13.40 0.5% 40%
20260511 $42.80 $15.35 0.6% 44%
20260510 $42.30 $17.50 0.5% 37%
20260508 $42.30 $17.50 0.5% 39%
20260507 $43.05 $20.25 0.5% 38%
20260506 $45.15 $20.95 0.5% 36%
20260505 $45.35 $23.50 0.5% 35%
20260504 $47.10 $24.25 0.5% 33%
20260502 $26.80 $26.80 0.8% 84%
20260501 $25.50 $25.50 0.8% 80%