Implied Volatility (Calls) (60-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Teekay Tankers Ltd. (TNK) had 60-Day Implied Volatility (Calls) of 0.2792 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3614
Historical Volatility (Parkinson)	0.2928
Implied Volatility (Calls)	0.2792
Implied Volatility (Puts)	0.3009
Implied Volatility (Mean)	0.2901
Put-Call Implied Volatility Ratio	1.0777
Implied Volatility Skew	0.0420
Option Statistics
Put-Call Ratio (Volume)	0.0546
Put-Call Ratio (Open Interest)	0.2010
Forward Price	72.64
Call Breakeven Price	73.26
Put Breakeven Price	56.47
Option Breakeven Price	70.45