Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Nordic American Tankers Limited (NAT) had 180-Day Implied Volatility (Mean) of 0.3862 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3176
Historical Volatility (Parkinson)	0.3188
Implied Volatility (Calls)	0.2804
Implied Volatility (Puts)	0.4920
Implied Volatility (Mean)	0.3862
Put-Call Implied Volatility Ratio	1.7550
Implied Volatility Skew	-0.0185
Option Statistics
Put-Call Ratio (Volume)	0.4457
Put-Call Ratio (Open Interest)	0.3108
Forward Price	3.76
Call Breakeven Price	4.57
Put Breakeven Price	3.52
Option Breakeven Price	4.33