TEN · IV Rank History

Tsakos Energy Navigation Ltd.

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IV rank shows where TEN'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.

TEN's 30-day at-the-money implied volatility was 46.4% as of Oct 9, 2026. Its 52-week IV rank is 55 and its IV percentile is 60%: IV was lower on 60% of the past year's sessions. Over those 52 weeks it ranged from 29.2% (Dec 22, 2025) to 60.3% (Mar 9, 2026). On the 90-session window our screeners use, the IV rank is 57.

TEN IV rank history

374 sessions

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

TEN IV rank and implied volatility as of 2026-10-09

52-Week IV Rank

0 = year low, 100 = year high

IV Percentile

60%

of past-year sessions had lower IV

90-Session IV Rank

used by our screeners

30-Day ATM IV

46.4%

1-year average 45.3%

7-Day ATM IV

47.3%

90-session rank 17

52-Week IV High

60.3%

2026-03-09

52-Week IV Low

29.2%

2025-12-22

History Since

2025-04-07

374 sessions

How these are measured. Implied volatility here is TEN'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 TEN 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.

TEN implied volatility by month

Month	Avg ATM IV	High	Low	Avg IV Rank (90-session)
Oct 2026 (to date)	45.9%	48.4%	44.6%	53
Sep 2026	42.5%	47.7%	38.2%	28
Aug 2026	44.2%	48.9%	39.2%	34
Jul 2026	47.8%	52.4%	43.3%	42
Jun 2026	46.0%	50.6%	41.6%	31
May 2026	49.3%	53.0%	41.1%	58
Apr 2026	44.6%	48.7%	40.8%	50
Mar 2026	52.9%	60.3%	43.3%	76
Feb 2026	45.1%	53.7%	40.0%	52
Jan 2026	40.0%	49.7%	34.0%	35
Dec 2025	37.8%	46.2%	29.2%	20
Nov 2025	49.1%	59.7%	37.5%	63
Oct 2025	44.6%	53.0%	40.0%	60
Sep 2025	42.7%	49.2%	35.4%	47
Aug 2025	41.1%	45.2%	36.7%	24
Jul 2025	41.4%	48.4%	29.4%	20
Jun 2025	49.0%	55.6%	37.2%	22
May 2025	50.2%	56.3%	39.7%	16
Apr 2025	64.5%	83.0%	49.7%	—

TEN IV rank: last 30 sessions

Date	IV Rank (90-session)	30-Day ATM IV	7-Day ATM IV
2026-10-09	57	46.4%	47.3%
2026-10-08	72	48.4%	44.0%
2026-10-07	49	45.1%	48.3%
2026-10-06	46	45.0%	50.7%
2026-10-05	57	46.6%	47.2%
2026-10-02	47	45.1%	43.3%
2026-10-01	44	44.6%	41.7%
2026-09-30	42	44.4%	42.4%
2026-09-29	47	45.2%	45.2%
2026-09-28	53	46.0%	47.9%
2026-09-25	16	40.6%	39.7%
2026-09-24	48	45.3%	—
2026-09-23	37	43.6%	—
2026-09-22	40	44.0%	—
2026-09-21	29	42.4%	—
2026-09-18	25	41.9%	—
2026-09-17	20	41.2%	—
2026-09-16	35	43.3%	63.7%
2026-09-15	17	40.8%	53.2%
2026-09-14	4	38.8%	41.6%
2026-09-11	17	40.8%	48.9%
2026-09-10	0	38.2%	41.6%
2026-09-09	26	42.8%	60.0%
2026-09-08	25	42.7%	47.5%
2026-09-04	18	41.7%	44.9%
2026-09-03	5	39.9%	45.4%
2026-09-02	19	41.9%	45.6%
2026-09-01	61	47.7%	46.1%
2026-08-31	17	41.6%	43.3%
2026-08-28	16	41.5%	40.8%