Implied volatility
An annualized volatility estimate derived from option prices. Higher IV means the market is pricing a wider distribution of outcomes; it is not a directional forecast.
United States · stock · structured options research
NOC Options: IV Rank, Expected Move & Put/Call Ratio
As of Sep 18, 2026, 1:19 PM UTC: NOC $527.39 · IV percentile 57.58% · Expected move ±7.63% · Reference expiry 2026-10-16
Source: HPSILab iv_batch API
- Underlying price
- $527.39
- IV percentile
- 57.58%
- Expected move
- ±7.63% · $40.22
- Put/call ratio
- 1.38
The public snapshot above is free. Live analysis costs 3 Credits and runs only when you click.
NOC options market snapshot
Values appear only after a verified API snapshot is supplied; stale or invented market figures are never substituted.
The values marked below come with a live run. Register free for 100 Credits - email verification, no card needed.
- ATM implied volatility
- 28.02%
- 30-day implied volatility
- Register free
- 30-day historical volatility
- Register free
- IV minus HV spread
- Register free
- IV rank
- 59.44%
- Skew regime
- Register free
- 25-delta risk reversal
- Register free
- Squeeze score
- Register free
- Term structure
- Register free
- Reference expiry
- 2026-10-16
What researchers should watch for NOC
Compare NOC option-implied volatility and positioning with broad-market benchmarks before drawing a directional conclusion.
- option-chain liquidityMonitor option-chain liquidity across matching expirations and compare the pattern with SPY and QQQ; the signal alone does not identify trade direction or intent.
- event-driven volatilityMonitor event-driven volatility across matching expirations and compare the pattern with SPY and QQQ; the signal alone does not identify trade direction or intent.
- broad-market confirmationMonitor broad-market confirmation across matching expirations and compare the pattern with SPY and QQQ; the signal alone does not identify trade direction or intent.
Definitions and methodology
IV versus HV
IV reflects option-implied future variability, while HV measures realized historical movement. Their spread indicates the premium priced over recent experience.
Risk reversal
The 25-delta risk reversal compares call and put implied volatility. It summarizes skew but cannot identify whether contracts were bought, sold, opened or closed.
Term structure
Near- and far-month volatility indicate how event risk is distributed across expirations. Calendar comparisons should use consistent strikes and methods.
Compare related options research
Frequently asked questions
What does NOC implied volatility measure?
It reflects the options market's annualized expectation of future price variability. It measures magnitude, not bullish or bearish direction.
Is the expected move a price target?
No. It is an implied range estimate for a defined horizon, not a forecast or guarantee.
Can this page be used as investment advice?
No. This research is educational and informational. Options can expire worthless and some strategies can lose more than the premium.
Continue your research
Use the full options and API workflow
Compare plans for HPSILab options research tools, higher API limits and production workflows.