ThetaOwl

NOC

Northrop Grumman CorporationIndustrials
$702.50
Bullish
Mkt Cap: $100.26B|Float: 141.5M|SI: 1.5%|DTC: 2.5
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
24.6%
52W Range
$443-$774
ATR(14)
$17.34
Exp. Move
±5.1%
P/C Ratio
0.89
Earnings
Apr 21
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Above
Exp. Move Wide

NOC Key Options Data

IV Rank
100%
Total GEX
$0.00B
Total DEX
$0.8M
Max Pain
$710.00
Expected Move
±5.1%
Put/Call OI
0.89
Net Premium
$7.7M
Spot Price
$702.50

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$36.00±5.1%$666.50$738.50
2026-05-1543±$68.85±9.8%$633.65$771.35
2026-06-1877±$87.25±12.4%$615.25$789.75
2026-08-21141±$115.55±16.4%$586.95$818.05
2026-09-18169±$126.55±18.0%$575.95$829.05
2026-12-18260±$155.90±22.2%$546.60$858.40

Explore NOC options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.