NOC option chain Northrop Grumman Corporation
Cboe delayed options data · as of 12:39 UTC
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 ±14.9% (441.80–596.70) · ATM IV 28.9% · P/C open interest 1.07
| 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 | |
| 248.00 | 256.90 | 50.2% | 1.00 | 0.0001 | 0.000 | 270 | 0 | 4.90 | 59.5% | -0.01 | 0.0001 | -0.006 | ||||
| 238.00 | 247.40 | 51.5% | 0.99 | 0.0001 | 0.000 | 280 | 0 | 4.90 | 56.6% | -0.01 | 0.0001 | -0.008 | ||||
| 228.00 | 237.60 | 48.6% | 0.99 | 0.0001 | 0.000 | 290 | 0 | 4.50 | 53.0% | -0.01 | 0.0002 | -0.010 | ||||
| 218.10 | 227.80 | 46.0% | 0.99 | 0.0002 | 0.000 | 300 | 0 | 4.90 | 51.2% | -0.01 | 0.0002 | -0.011 | ||||
| 209.00 | 218.00 | 44.5% | 0.99 | 0.0002 | -0.002 | 310 | 0 | 4.90 | 1 | 48.6% | -0.01 | 0.0003 | -0.014 | |||
| 199.00 | 208.40 | 1 | 43.6% | 0.98 | 0.0003 | -0.005 | 320 | 0 | 4.00 | 44.3% | -0.02 | 0.0003 | -0.017 | |||
| 189.00 | 198.50 | 1 | 40.7% | 0.98 | 0.0004 | -0.009 | 330 | 0 | 4.90 | 1 | 43.6% | -0.02 | 0.0004 | -0.020 | ||
| 179.70 | 188.60 | 39.5% | 0.98 | 0.0005 | -0.013 | 340 | 0.0500 | 6.40 | 6 | 43.7% | -0.03 | 0.0005 | -0.023 | |||
| 170.50 | 177.70 | 36.4% | 0.97 | 0.0006 | -0.017 | 350 | 0 | 4.60 | 40 | 38.4% | -0.03 | 0.0006 | -0.027 | |||
| 161.00 | 169.80 | 10 | 38.2% | 0.96 | 0.0007 | -0.022 | 360 | 0.0500 | 7.70 | 17 | 40.6% | -0.04 | 0.0007 | -0.032 | ||
| 152.70 | 160.00 | 7 | 38.1% | 0.95 | 0.0008 | -0.028 | 370 | 0.0500 | 7.90 | 23 | 38.5% | -0.05 | 0.0009 | -0.037 | ||
| 141.40 | 151.00 | 35.0% | 0.94 | 0.0010 | -0.034 | 380 | 0.0500 | 8.80 | 2 | 37.1% | -0.06 | 0.0010 | -0.043 | |||
| 132.70 | 139.80 | 32.4% | 0.93 | 0.0012 | -0.040 | 390 | 0.6000 | 7.20 | 6 | 33.6% | -0.07 | 0.0012 | -0.049 | |||
| 123.70 | 131.10 | 2 | 32.4% | 0.92 | 0.0014 | -0.048 | 400 | 3.20 | 5.40 | 10 | 337 | 32.1% | -0.09 | 0.0014 | -0.055 | |
| 114.90 | 122.40 | 32.1% | 0.90 | 0.0016 | -0.055 | 410 | 3.20 | 9.20 | 44 | 33.2% | -0.10 | 0.0016 | -0.062 | |||
| 107.70 | 114.40 | 5 | 33.3% | 0.88 | 0.0018 | -0.063 | 420 | 4.90 | 10.90 | 22 | 33.3% | -0.12 | 0.0019 | -0.070 | ||
| 99.00 | 106.40 | 13 | 32.8% | 0.86 | 0.0021 | -0.071 | 430 | 3.30 | 12.00 | 28 | 30.4% | -0.14 | 0.0022 | -0.077 | ||
| 91.00 | 98.00 | 2 | 32.2% | 0.84 | 0.0024 | -0.079 | 440 | 4.90 | 14.00 | 62 | 30.2% | -0.17 | 0.0024 | -0.085 | ||
| 81.90 | 90.00 | 16 | 31.0% | 0.81 | 0.0027 | -0.087 | 450 | 9.30 | 16.00 | 82 | 31.2% | -0.20 | 0.0027 | -0.092 | ||
| 74.40 | 83.00 | 5 | 31.0% | 0.78 | 0.0029 | -0.094 | 460 | 9.50 | 18.70 | 43 | 30.0% | -0.23 | 0.0030 | -0.099 | ||
| 67.00 | 76.00 | 13 | 30.6% | 0.75 | 0.0032 | -0.101 | 470 | 12.10 | 21.00 | 47 | 29.4% | -0.26 | 0.0032 | -0.105 | ||
| 61.70 | 69.00 | 8 | 30.9% | 0.71 | 0.0034 | -0.108 | 480 | 17.20 | 24.50 | 118 | 30.3% | -0.29 | 0.0035 | -0.112 | ||
| 54.00 | 61.40 | 16 | 29.6% | 0.68 | 0.0036 | -0.113 | 490 | 21.50 | 28.00 | 34 | 30.4% | -0.33 | 0.0037 | -0.117 | ||
| 48.50 | 56.50 | 1 | 49 | 30.0% | 0.64 | 0.0038 | -0.117 | 500 | 24.00 | 31.80 | 109 | 29.5% | -0.37 | 0.0039 | -0.121 | |
| 42.20 | 49.90 | 23 | 29.1% | 0.60 | 0.0040 | -0.121 | 510 | 29.80 | 34.80 | 10 | 29.4% | -0.41 | 0.0041 | -0.124 | ||
| 37.40 | 44.10 | 1 | 147 | 28.9% | 0.56 | 0.0041 | -0.123 | 520 | 33.90 | 39.50 | 27 | 28.9% | -0.45 | 0.0042 | -0.126 | |
| 32.70 | 38.10 | 1 | 31 | 28.3% | 0.52 | 0.0041 | -0.123 | 530 | 39.90 | 45.80 | 2 | 54 | 29.5% | -0.49 | 0.0043 | -0.127 |
| 28.00 | 34.30 | 46 | 28.2% | 0.48 | 0.0042 | -0.123 | 540 | 45.20 | 50.00 | 5 | 32 | 28.7% | -0.53 | 0.0043 | -0.127 | |
| 24.20 | 30.70 | 3 | 44 | 28.3% | 0.44 | 0.0041 | -0.121 | 550 | 50.30 | 56.00 | 19 | 28.2% | -0.58 | 0.0043 | -0.125 | |
| 20.00 | 26.60 | 20 | 27.7% | 0.40 | 0.0040 | -0.119 | 560 | 57.20 | 62.10 | 7 | 28.2% | -0.62 | 0.0042 | -0.123 | ||
| 17.00 | 24.10 | 10 | 27.9% | 0.36 | 0.0039 | -0.115 | 570 | 61.20 | 70.50 | 22 | 27.6% | -0.66 | 0.0042 | -0.119 | ||
| 14.80 | 20.40 | 25 | 27.7% | 0.33 | 0.0038 | -0.111 | 580 | 69.40 | 75.80 | 6 | 27.1% | -0.69 | 0.0040 | -0.115 | ||
| 14.20 | 17.90 | 2 | 9 | 28.5% | 0.30 | 0.0036 | -0.105 | 590 | 78.90 | 83.80 | 14 | 28.0% | -0.73 | 0.0039 | -0.109 | |
| 10.20 | 14.60 | 4 | 32 | 27.1% | 0.26 | 0.0034 | -0.100 | 600 | 85.00 | 93.00 | 31 | 27.8% | -0.76 | 0.0037 | -0.103 | |
| 10.80 | 13.90 | 6 | 8 | 28.8% | 0.24 | 0.0032 | -0.094 | 610 | 94.80 | 99.80 | 27.8% | -0.79 | 0.0034 | -0.097 | ||
| 7.40 | 10.90 | 72 | 27.2% | 0.21 | 0.0030 | -0.088 | 620 | 101.90 | 108.30 | 30 | 27.0% | -0.82 | 0.0032 | -0.089 | ||
| 4.70 | 8.60 | 1 | 275 | 27.4% | 0.17 | 0.0026 | -0.076 | 640 | 121.10 | 126.30 | 1 | 28.3% | -0.87 | 0.0028 | -0.074 | |
| 4.50 | 7.10 | 19 | 42 | 28.9% | 0.13 | 0.0022 | -0.065 | 660 | 140.10 | 145.20 | 8 | 29.6% | -0.91 | 0.0024 | -0.064 | |
| 1.00 | 5.10 | 28 | 26.8% | 0.10 | 0.0018 | -0.054 | 680 | 158.00 | 165.00 | 30.0% | -0.94 | 0.0023 | -0.061 | |||
| 1.45 | 7.90 | 50 | 32.1% | 0.08 | 0.0015 | -0.045 | 700 | 175.50 | 185.00 | 1 | 29.4% | -0.97 | 0.0018 | -0.062 | ||
| 1.50 | 5.80 | 26 | 32.4% | 0.06 | 0.0012 | -0.037 | 720 | 196.00 | 204.90 | 31.0% | -0.99 | 0.0009 | -0.030 | |||
| 0.0500 | 7.10 | 7 | 34.3% | 0.05 | 0.0010 | -0.030 | 740 | 216.00 | 224.80 | 32.8% | -1.00 | 0.0002 | -0.026 | |||
| 0 | 4.00 | 30 | 32.3% | 0.04 | 0.0008 | -0.025 | 760 | 236.00 | 245.00 | 35.8% | -1.00 | 0.0000 | -0.026 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs