Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.1785 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2200
Historical Volatility (Parkinson)	0.2090
Implied Volatility (Calls)	0.2877
Implied Volatility (Puts)	0.3321
Implied Volatility (Mean)	0.3099
Put-Call Implied Volatility Ratio	1.1542
Implied Volatility Skew	0.1785
Option Statistics
Put-Call Ratio (Volume)	0.7366
Put-Call Ratio (Open Interest)	0.3174
Forward Price	3.76
Call Breakeven Price	4.08
Put Breakeven Price	3.63
Option Breakeven Price	3.98