Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Nordic American Tankers Limited (NAT) had 180-Day Implied Volatility Skew of -0.0185 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