Implied Volatility Skew (150-Day)

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

Teekay Tankers Ltd. (TNK) had 150-Day Implied Volatility Skew of 0.0054 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3353
Historical Volatility (Parkinson)	0.3232
Implied Volatility (Calls)	0.3984
Implied Volatility (Puts)	0.4095
Implied Volatility (Mean)	0.4040
Put-Call Implied Volatility Ratio	1.0278
Implied Volatility Skew	0.0054
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.7510
Forward Price	68.91
Call Breakeven Price	77.39
Put Breakeven Price	46.46
Option Breakeven Price	54.83