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

Northrop Grumman Corporat...

NYSE: NOC · Real-Time Price · USD
594.42
8.65 (1.48%)
At close: Sep 26, 2025, 3:59 PM
595.00
0.10%
After-hours: Sep 26, 2025, 07:59 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 0.9336 0.0017 -0.2155 0.2103
485.00 0.9318 0.0018 -0.211 0.2145
490.00 0.9315 0.0019 -0.2027 0.2154
495.00 0.9311 0.0021 -0.1943 0.2162
500.00 0.9194 0.0024 -0.2117 0.2437
505.00 0.9245 0.0025 -0.1901 0.2321
510.00 0.9114 0.0028 -0.2061 0.2618
515.00 0.9084 0.0031 -0.1998 0.2682
520.00 0.9096 0.0034 -0.1856 0.2656
525.00 0.9133 0.0037 -0.168 0.2575
530.00 0.9148 0.0040 -0.155 0.2541
535.00 0.8612 0.0050 -0.2168 0.3608
540.00 0.8659 0.0057 -0.1909 0.3523
545.00 0.7970 0.0082 -0.2543 0.4919
550.00 0.7240 0.0138 -0.279 0.6828
555.00 0.6082 0.0177 -0.3362 0.8885
560.00 0.5034 0.0203 -0.3766 1.0235
565.00 0.3679 0.0217 -0.4268 1.1589
570.00 0.2536 0.0230 -0.4464 1.2343
575.00 0.1343 0.0239 -0.4574 1.2825
580.00 0.0135 0.0242 -0.4595 1.3009
585.00 -0.1037 0.0235 -0.4542 1.2897
590.00 -0.2366 0.0243 -0.4091 1.2406
595.00 -0.3487 0.0226 -0.3832 1.1688
600.00 -0.4204 0.0198 -0.3826 1.1120
605.00 -0.5023 0.0180 -0.3542 1.0289
610.00 -0.579 0.0160 -0.3205 0.9327
615.00 -0.6298 0.0141 -0.3057 0.8597
620.00 -0.6568 0.0125 -0.3108 0.8198
625.00 -0.7174 0.0107 -0.2684 0.7065
630.00 -0.7267 0.0097 -0.2826 0.6944
635.00 -0.7561 0.0086 -0.2655 0.6374
640.00 -0.7177 0.0086 -0.349 0.7227
645.00 -0.7194 0.0080 -0.373 0.7226
650.00 -0.7492 0.0073 -0.347 0.6623
655.00 -0.7622 0.0068 -0.3427 0.6416
660.00 -0.7802 0.0061 -0.3336 0.5970
665.00 -0.7688 0.0059 -0.3765 0.6248
670.00 -0.7686 0.0058 -0.3965 0.6288
675.00 -0.764 0.0054 -0.4316 0.6350
680.00 -0.7901 0.0051 -0.3867 0.5832