Northrop Grumman Corporation (NOC) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Northrop Grumman Corporat...

NYSE: NOC · Real-Time Price · USD
609.36
4.35 (0.72%)
At close: Oct 03, 2025, 3:59 PM
609.00
-0.06%
After-hours: Oct 03, 2025, 06:50 PM EDT

Northrop Grumman Greeks

Delta, Gamma, Theta, and Vega Greek Charts for NOC options.

Delta Table

Strike Price Delta Gamma Theta Vega
480.00 0.6980 0.0033 -2.5107 0.4965
485.00 0.6896 0.0035 -2.4617 0.5057
490.00 0.6819 0.0037 -2.4402 0.5113
495.00 0.6686 0.0040 -2.4176 0.5273
500.00 0.6579 0.0043 -2.3797 0.5383
505.00 0.6467 0.0046 -2.3314 0.5494
510.00 0.6349 0.0050 -2.2814 0.5613
515.00 0.6219 0.0053 -2.2316 0.5738
520.00 0.6033 0.0058 -2.2054 0.5934
525.00 0.5942 0.0063 -2.0949 0.6004
530.00 0.6188 0.0064 -1.9226 0.5526
535.00 0.6524 0.0052 -1.7764 0.4727
540.00 0.6321 0.0063 -1.736 0.4973
545.00 0.5147 0.0098 -1.8593 0.6695
550.00 0.5383 0.0108 -1.7048 0.6256
555.00 0.5528 0.0116 -1.5976 0.5853
560.00 0.5342 0.0141 -1.5344 0.5941
565.00 0.4457 0.0208 -1.4816 0.6988
570.00 0.4014 0.0306 -1.3863 0.7310
575.00 0.2725 0.0533 -1.3184 0.8274
580.00 -0.1217 0.1500 -1.2047 0.8727
585.00 -0.5037 0.0051 -1.0717 0.4520
590.00 -0.5353 0.0055 -0.9851 0.4502
595.00 -0.5682 0.0058 -0.9185 0.4454
600.00 -0.6057 0.0060 -0.8342 0.4360
605.00 -0.6507 0.0064 -0.7231 0.4193
610.00 -0.6894 0.0063 -0.6546 0.4001
615.00 -0.7557 0.0066 -0.4821 0.3556
620.00 -0.7772 0.0061 -0.4709 0.3379
625.00 -0.8233 0.0057 -0.3677 0.2939
630.00 -0.8577 0.0051 -0.296 0.2550
635.00 -0.8769 0.0046 -0.2643 0.2307
640.00 -0.918 0.0037 -0.1571 0.1717
645.00 -0.9025 0.0037 -0.2252 0.1952
650.00 -0.9527 0.0025 -0.0726 0.1118
655.00 -0.9726 0.0017 -0.0151 0.0716
660.00 -0.879 0.0032 -0.3821 0.2279
665.00 -0.9071 0.0029 -0.2817 0.1884
670.00 -0.9795 0.0012 -0.0025 0.0561
675.00 -0.9132 0.0025 -0.2881 0.1791
680.00 -0.9156 0.0024 -0.2924 0.1754
685.00 -0.9178 0.0023 -0.2964 0.1719
690.00 -0.9451 0.0018 -0.1742 0.1259