Historical Volatility (Parkinson) (150-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Nordic American Tankers Limited (NAT) had 150-Day Historical Volatility (Parkinson) of 0.3051 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2973
Historical Volatility (Parkinson)	0.3051
Implied Volatility (Calls)	0.2182
Implied Volatility (Puts)	0.4614
Implied Volatility (Mean)	0.3398
Put-Call Implied Volatility Ratio	2.1142
Implied Volatility Skew	-0.0139
Option Statistics
Put-Call Ratio (Volume)	0.0305
Put-Call Ratio (Open Interest)	0.3493
Forward Price	3.81
Call Breakeven Price	4.56
Put Breakeven Price	3.61
Option Breakeven Price	4.32