Implied Volatility Skew (20-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) 20-Day Implied Volatility Skew data is not available for 2024-05-01.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2313
Historical Volatility (Parkinson)	0.2390
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.3023
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0246
Put-Call Ratio (Open Interest)	0.3576
Forward Price	3.84
Call Breakeven Price	4.07
Put Breakeven Price	3.75
Option Breakeven Price	3.98