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
$39.85
7-Day Straddle
$22.05
Avg IV
0.3%
IV Rank
2%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 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% |
| 20260430 | $26.00 | $26.00 | 0.7% | 69% |
| 20260429 | $28.20 | $28.20 | 0.7% | 65% |
| 20260428 | $28.80 | $28.80 | 0.7% | 66% |
| 20260427 | $31.20 | $31.20 | 0.7% | 62% |
| 20260424 | $33.15 | $33.15 | 0.6% | 49% |
| 20260423 | $33.05 | $33.05 | 0.6% | 42% |
| 20260422 | $34.90 | $34.90 | 0.6% | 42% |
| 20260421 | $36.00 | $36.00 | 0.6% | 41% |
| 20260420 | $45.80 | $45.80 | 0.5% | 40% |
| 20260417 | $49.35 | $3.90 | 0.5% | 34% |
| 20260416 | $49.25 | $9.53 | 0.5% | 35% |
| 20260415 | $51.60 | $11.40 | 0.5% | 36% |
| 20260414 | $50.85 | $15.45 | 0.5% | 28% |
| 20260413 | $53.90 | $17.25 | 0.5% | 32% |
| 20260410 | $54.05 | $21.65 | 0.5% | 29% |
| 20260409 | $57.15 | $24.05 | 0.5% | 27% |
| 20260408 | $59.15 | $27.65 | 0.5% | 30% |
| 20260407 | $63.10 | $32.20 | 0.4% | 27% |
| 20260406 | $64.90 | $33.35 | 0.5% | 33% |
| 20260402 | $68.85 | $36.00 | 0.4% | 18% |
| 20260401 | $38.25 | $38.25 | 0.4% | 20% |
| 20260331 | $40.80 | $40.80 | 0.5% | 27% |
| 20260330 | $46.05 | $46.05 | 0.5% | 34% |
| 20260327 | $46.45 | $46.45 | 0.5% | 30% |
| 20260326 | $45.95 | $45.95 | 0.4% | 21% |
| 20260325 | $44.70 | $44.70 | 0.4% | 18% |
| 20260324 | $46.20 | $46.20 | 0.4% | 20% |
| 20260323 | $47.70 | $47.70 | 0.4% | 16% |
| 20260320 | $50.90 | $7.35 | 0.4% | 15% |
| 20260319 | $50.80 | $13.45 | 0.4% | 14% |
| 20260318 | $50.20 | $16.60 | 0.4% | 12% |
| 20260317 | $50.20 | $18.20 | 0.4% | 11% |