Historical Volatility (Close-to-Close) (120-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Nordic American Tankers Limited (NAT) had 120-Day Historical Volatility (Close-to-Close) of 0.2443 for 2024-05-07.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2443
Historical Volatility (Parkinson)	0.2707
Implied Volatility (Calls)	0.2469
Implied Volatility (Puts)	0.4038
Implied Volatility (Mean)	0.3254
Put-Call Implied Volatility Ratio	1.6356
Implied Volatility Skew	-0.0637
Option Statistics
Put-Call Ratio (Volume)	0.0925
Put-Call Ratio (Open Interest)	0.3838
Forward Price	3.88
Call Breakeven Price	4.64
Put Breakeven Price	3.54
Option Breakeven Price	4.33