NAT · IV Rank History

Nordic American Tanker

IV rank shows where NAT's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

NAT's 30-day at-the-money implied volatility was 64.7% as of Nov 9, 2026. Its 52-week IV rank is 41 and its IV percentile is 96%: IV was lower on 96% of the past year's sessions. Over those 52 weeks it ranged from 33.3% (Dec 15, 2025) to 109.6% (Nov 17, 2025). On the 90-session window our screeners use, the IV rank is 100.

NAT IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

NAT IV rank and implied volatility as of 2026-11-09

52-Week IV Rank
41
0 = year low, 100 = year high
IV Percentile
96%
of past-year sessions had lower IV
90-Session IV Rank
100
used by our screeners
30-Day ATM IV
64.7%
1-year average 50.9%
7-Day ATM IV
64.7%
90-session rank 16
52-Week IV High
109.6%
2025-11-17
52-Week IV Low
33.3%
2025-12-15
History Since
2023-05-02
824 sessions

How these are measured. Implied volatility here is NAT's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means NAT options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

NAT implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Nov 2026 (to date) 61.0% 64.7% 59.0% 96
Oct 2026 50.7% 59.0% 44.7% 52
Sep 2026 46.1% 53.5% 41.9% 22
Aug 2026 53.3% 59.3% 48.7% 51
Jul 2026 50.2% 56.4% 43.5% 31
Jun 2026 48.2% 57.9% 40.8% 20
May 2026 58.4% 65.2% 51.9% 49
Apr 2026 51.0% 56.2% 45.3% 34
Mar 2026 60.5% 82.8% 47.6% 36
Feb 2026 47.8% 51.8% 39.7% 19
Jan 2026 40.4% 48.6% 34.8% 9
Dec 2025 43.1% 56.4% 33.3% 13
Nov 2025 58.2% 109.6% 41.8% 40
Oct 2025 51.5% 62.1% 40.8% 33
Sep 2025 48.5% 68.6% 37.3% 28
Aug 2025 42.9% 54.5% 33.0% 13
Jul 2025 55.3% 88.9% 39.9% 34
Jun 2025 55.0% 62.1% 45.2% 33
May 2025 60.5% 85.8% 37.5% 43
Apr 2025 60.6% 90.5% 40.1% 42
Mar 2025 52.2% 62.8% 42.8% 32
Feb 2025 54.5% 61.3% 45.4% 36
Jan 2025 52.6% 64.9% 44.6% 33
Dec 2024 50.5% 97.1% 36.0% 30
Nov 2024 50.3% 97.5% 30.7% 44
Oct 2024 38.4% 66.8% 31.0% 31
Sep 2024 40.6% 47.6% 33.7% 40
Aug 2024 42.0% 52.7% 34.0% 45
Jul 2024 41.8% 62.8% 33.0% 45
Jun 2024 37.3% 43.8% 26.0% 38
May 2024 36.8% 45.6% 26.4% 33
Apr 2024 30.2% 41.0% 27.0% 12
Mar 2024 34.4% 44.6% 25.1% 3
Feb 2024 50.5% 56.9% 42.7% 5
Jan 2024 53.4% 61.5% 47.6% 6
Dec 2023 46.3% 66.3% 32.2% 4
Nov 2023 58.7% 392.8% 35.6% 6
Oct 2023 56.9% 375.8% 37.4% 6
Sep 2023 41.1% 49.0% 35.6% 1
Aug 2023 44.8% 53.2% 38.6% 2
Jul 2023 42.6% 46.4% 39.0% 1
Jun 2023 160.3% 329.0% 39.5% 47
May 2023 109.3% 250.6% 50.0% 89

NAT IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-11-09 100 64.7% 64.7%
2026-11-06 80 59.4% 65.6%
2026-11-05 100 63.8% 68.7%
2026-11-04 100 59.8% 59.8%
2026-11-03 97 59.0% —
2026-11-02 100 59.5% 59.7%
2026-10-30 73 54.5% 55.5%
2026-10-29 77 55.2% —
2026-10-28 98 59.0% —
2026-10-27 84 56.6% —
2026-10-26 83 56.1% —
2026-10-23 76 54.8% —
2026-10-22 80 55.6% —
2026-10-21 51 50.3% —
2026-10-20 44 49.0% —
2026-10-19 35 47.4% —
2026-10-16 60 51.9% —
2026-10-15 49 50.0% —
2026-10-14 56 51.2% 77.6%
2026-10-13 21 44.7% 78.6%
2026-10-12 33 47.0% 171.1%
2026-10-09 36 47.5% 50.8%
2026-10-08 47 49.5% 54.7%
2026-10-07 37 47.7% 58.0%
2026-10-06 30 46.3% 48.9%
2026-10-05 28 47.4% 51.2%
2026-10-02 33 48.8% 50.2%
2026-10-01 19 45.4% 45.7%
2026-09-30 25 47.0% 46.5%
2026-09-29 26 47.1% 49.1%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.