Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Teekay Tankers Ltd. (TNK) had 30-Day Put-Call Implied Volatility Ratio of 0.9727 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)	0.3054
Historical Volatility (Parkinson)	0.2653
Implied Volatility (Calls)	0.4381
Implied Volatility (Puts)	0.4262
Implied Volatility (Mean)	0.4321
Put-Call Implied Volatility Ratio	0.9727
Implied Volatility Skew	0.0301
Option Statistics
Put-Call Ratio (Volume)	0.2500
Put-Call Ratio (Open Interest)	0.3159
Forward Price	57.89
Call Breakeven Price	67.81
Put Breakeven Price	50.02
Option Breakeven Price	63.25