NOC option chain Northrop Grumman Corporation
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±11.5% (451.85–569.45) · ATM IV 29.3% · P/C open interest 1.42
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 247.00 | 257.00 | 5 | 1.00 | 0.0000 | 0.000 | 260 | 0 | 0.8500 | 3 | 61.2% | -0.00 | 0.0000 | -0.003 | |||
| 237.00 | 247.00 | 5 | 1.00 | 0.0000 | 0.000 | 270 | 0 | 4.20 | 13 | 74.6% | -0.00 | 0.0000 | -0.004 | |||
| 227.00 | 237.00 | 1.00 | 0.0000 | 0.000 | 280 | 0 | 10.00 | 7 | 85.0% | -0.00 | 0.0001 | -0.005 | ||||
| 217.00 | 227.00 | 1.00 | 0.0001 | 0.000 | 290 | 0 | 10.00 | 253 | 80.9% | -0.00 | 0.0001 | -0.006 | ||||
| 207.00 | 217.00 | 1 | 1.00 | 0.0001 | 0.000 | 300 | 0 | 10.00 | 28 | 76.9% | -0.00 | 0.0001 | -0.008 | |||
| 197.10 | 207.00 | 52.4% | 1.00 | 0.0001 | 0.000 | 310 | 0 | 4.90 | 16 | 62.3% | -0.01 | 0.0002 | -0.010 | |||
| 188.00 | 198.00 | 1 | 48.8% | 0.99 | 0.0002 | 0.000 | 320 | 0 | 10.00 | 36 | 69.2% | -0.01 | 0.0002 | -0.013 | ||
| 178.00 | 188.00 | 1 | 45.3% | 0.99 | 0.0003 | 0.000 | 330 | 0 | 4.90 | 14 | 55.7% | -0.01 | 0.0003 | -0.016 | ||
| 168.00 | 178.00 | 1 | 41.9% | 0.99 | 0.0003 | 0.000 | 340 | 0 | 4.90 | 7 | 52.5% | -0.01 | 0.0004 | -0.019 | ||
| 158.00 | 168.00 | 5 | 38.6% | 0.98 | 0.0004 | 0.000 | 350 | 0 | 4.90 | 47 | 49.5% | -0.02 | 0.0005 | -0.024 | ||
| 148.00 | 158.00 | 3 | 35.4% | 0.98 | 0.0006 | -0.002 | 360 | 0 | 4.90 | 23 | 46.4% | -0.02 | 0.0006 | -0.029 | ||
| 139.00 | 149.00 | 39.2% | 0.97 | 0.0007 | -0.010 | 370 | 0.2000 | 8.90 | 31 | 50.4% | -0.03 | 0.0007 | -0.035 | |||
| 129.00 | 139.00 | 1 | 36.0% | 0.96 | 0.0009 | -0.019 | 380 | 0.5000 | 10.00 | 43 | 49.0% | -0.04 | 0.0009 | -0.043 | ||
| 119.00 | 129.00 | 3 | 32.9% | 0.95 | 0.0011 | -0.029 | 390 | 0 | 10.00 | 46 | 45.1% | -0.05 | 0.0012 | -0.051 | ||
| 110.00 | 120.00 | 39 | 33.9% | 0.94 | 0.0014 | -0.040 | 400 | 0 | 4.90 | 408 | 33.3% | -0.06 | 0.0014 | -0.060 | ||
| 100.10 | 110.00 | 2 | 34.0% | 0.92 | 0.0017 | -0.052 | 410 | 0 | 10.00 | 83 | 38.9% | -0.08 | 0.0017 | -0.071 | ||
| 91.90 | 99.00 | 29 | 29.2% | 0.90 | 0.0020 | -0.064 | 420 | 0.0500 | 8.00 | 45 | 33.5% | -0.10 | 0.0021 | -0.082 | ||
| 83.20 | 91.60 | 22 | 31.0% | 0.88 | 0.0024 | -0.078 | 430 | 1.10 | 7.40 | 1 | 58 | 31.1% | -0.12 | 0.0024 | -0.094 | |
| 75.00 | 82.30 | 21 | 30.3% | 0.85 | 0.0028 | -0.092 | 440 | 1.70 | 9.30 | 55 | 30.5% | -0.15 | 0.0029 | -0.107 | ||
| 66.10 | 74.80 | 22 | 30.1% | 0.82 | 0.0032 | -0.106 | 450 | 4.20 | 8.00 | 1 | 133 | 28.4% | -0.18 | 0.0033 | -0.119 | |
| 58.60 | 65.30 | 12 | 28.9% | 0.79 | 0.0037 | -0.119 | 460 | 5.50 | 13.60 | 2 | 142 | 30.3% | -0.22 | 0.0038 | -0.132 | |
| 52.00 | 59.70 | 40 | 30.4% | 0.75 | 0.0041 | -0.132 | 470 | 7.80 | 14.80 | 3 | 98 | 29.0% | -0.26 | 0.0042 | -0.143 | |
| 46.30 | 51.30 | 13 | 29.9% | 0.70 | 0.0045 | -0.143 | 480 | 10.80 | 18.00 | 9 | 115 | 28.9% | -0.30 | 0.0046 | -0.153 | |
| 38.50 | 46.70 | 112 | 29.9% | 0.65 | 0.0048 | -0.152 | 490 | 14.40 | 23.00 | 127 | 29.6% | -0.35 | 0.0050 | -0.161 | ||
| 33.50 | 40.90 | 86 | 30.2% | 0.60 | 0.0051 | -0.159 | 500 | 18.40 | 27.00 | 1 | 354 | 29.3% | -0.41 | 0.0053 | -0.166 | |
| 26.80 | 35.70 | 7 | 244 | 29.4% | 0.55 | 0.0053 | -0.163 | 510 | 23.30 | 31.80 | 4 | 34 | 29.3% | -0.46 | 0.0055 | -0.169 |
| 25.00 | 31.00 | 5 | 62 | 30.8% | 0.50 | 0.0054 | -0.164 | 520 | 30.20 | 36.30 | 155 | 29.6% | -0.51 | 0.0056 | -0.169 | |
| 18.10 | 26.90 | 3 | 72 | 29.3% | 0.45 | 0.0053 | -0.162 | 530 | 36.10 | 41.20 | 1,535 | 29.0% | -0.57 | 0.0055 | -0.165 | |
| 14.30 | 23.00 | 1 | 35 | 29.1% | 0.40 | 0.0052 | -0.158 | 540 | 41.20 | 49.00 | 29 | 29.0% | -0.62 | 0.0054 | -0.159 | |
| 11.40 | 20.00 | 90 | 29.3% | 0.35 | 0.0050 | -0.151 | 550 | 48.40 | 56.20 | 86 | 29.3% | -0.67 | 0.0052 | -0.150 | ||
| 8.90 | 15.90 | 1 | 74 | 28.6% | 0.30 | 0.0048 | -0.143 | 560 | 56.90 | 63.00 | 27 | 29.6% | -0.72 | 0.0049 | -0.139 | |
| 7.60 | 15.00 | 63 | 30.0% | 0.26 | 0.0044 | -0.133 | 570 | 63.10 | 71.00 | 35 | 28.8% | -0.76 | 0.0045 | -0.127 | ||
| 4.40 | 11.70 | 205 | 28.4% | 0.22 | 0.0041 | -0.123 | 580 | 71.30 | 79.00 | 25 | 28.6% | -0.80 | 0.0041 | -0.113 | ||
| 4.80 | 9.90 | 11 | 53 | 29.7% | 0.19 | 0.0037 | -0.112 | 590 | 79.70 | 88.20 | 16 | 28.9% | -0.83 | 0.0037 | -0.099 | |
| 2.90 | 7.10 | 5 | 177 | 29.9% | 0.16 | 0.0033 | -0.101 | 600 | 90.20 | 96.40 | 34 | 30.2% | -0.86 | 0.0033 | -0.085 | |
| 2.85 | 8.10 | 146 | 30.9% | 0.14 | 0.0030 | -0.090 | 610 | 97.70 | 104.80 | 4 | 28.1% | -0.89 | 0.0029 | -0.072 | ||
| 1.30 | 7.20 | 1 | 207 | 30.6% | 0.12 | 0.0026 | -0.080 | 620 | 106.90 | 114.20 | 2 | 28.2% | -0.91 | 0.0026 | -0.061 | |
| 0.2000 | 4.10 | 1 | 202 | 29.0% | 0.08 | 0.0020 | -0.062 | 640 | 125.90 | 134.00 | 37 | 29.7% | -0.95 | 0.0024 | -0.053 | |
| 0 | 4.90 | 99 | 32.9% | 0.06 | 0.0015 | -0.047 | 660 | 145.00 | 155.00 | 33.2% | -0.98 | 0.0023 | -0.047 | |||
| 0 | 4.20 | 87 | 34.8% | 0.04 | 0.0011 | -0.036 | 680 | 165.00 | 174.90 | 10 | -1.00 | 0.0002 | -0.094 | |||
| 0 | 4.20 | 1 | 107 | 37.5% | 0.03 | 0.0008 | -0.027 | 700 | 184.10 | 194.00 | -1.00 | 0.0000 | -0.094 | |||
| 0 | 1.55 | 76 | 34.0% | 0.02 | 0.0006 | -0.020 | 720 | 204.10 | 214.00 | -1.00 | 0.0000 | -0.094 | ||||
| 0 | 4.90 | 27 | 43.9% | 0.01 | 0.0004 | -0.015 | 740 | 224.10 | 234.00 | -1.00 | 0.0000 | -0.094 | ||||
| 0 | 3.00 | 70 | 39.7% | 0.01 | 0.0003 | -0.011 | 760 | 244.10 | 254.00 | -1.00 | 0.0000 | -0.094 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.