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
$37.20
7-Day Straddle
$19.90
Avg IV
0.3%
IV Rank
4%
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 |
|---|---|---|---|---|
| 20260904 | $37.20 | $19.90 | 0.3% | 4% |
| 20260903 | $38.15 | $20.65 | 0.3% | 0% |
| 20260902 | $22.80 | $22.80 | 0.7% | 72% |
| 20260901 | $23.55 | $23.55 | 0.6% | 64% |
| 20260831 | $22.10 | $22.10 | 0.6% | 57% |
| 20260828 | $26.05 | $26.05 | 0.6% | 51% |
| 20260827 | $26.80 | $26.80 | 0.6% | 58% |
| 20260826 | $27.05 | $27.05 | 0.6% | 49% |
| 20260825 | $29.55 | $29.55 | 0.6% | 48% |
| 20260824 | $29.30 | $29.30 | 0.6% | 50% |
| 20260821 | $31.85 | $4.62 | 0.5% | 45% |
| 20260820 | $33.70 | $9.07 | 0.5% | 40% |
| 20260819 | $33.20 | $10.70 | 0.5% | 38% |
| 20260818 | $33.70 | $11.55 | 0.5% | 38% |
| 20260817 | $33.40 | $11.20 | 0.5% | 37% |
| 20260814 | $34.75 | $13.80 | 0.4% | 26% |
| 20260813 | $37.70 | $16.05 | 0.5% | 31% |
| 20260812 | $37.00 | $15.65 | 0.5% | 28% |
| 20260811 | $38.50 | $19.90 | 0.4% | 20% |
| 20260810 | $40.95 | $20.50 | 0.5% | 30% |
| 20260806 | $43.60 | $27.35 | 0.5% | 29% |
| 20260805 | $25.90 | $25.90 | 0.6% | 51% |
| 20260804 | $27.10 | $27.10 | 0.6% | 51% |
| 20260803 | $28.05 | $28.05 | 0.5% | 36% |
| 20260731 | $29.90 | $29.90 | 0.5% | 34% |
| 20260730 | $28.95 | $28.95 | 0.5% | 30% |
| 20260729 | $31.80 | $31.80 | 0.5% | 37% |
| 20260728 | $32.15 | $32.15 | 0.4% | 26% |
| 20260727 | $35.20 | $35.20 | 0.5% | 36% |
| 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% |