Implied Volatility
The 30-day options-implied volatility of NRT / North European Oil Royalty Trust is 80.40.
80.40%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.80 | 0.51 | |
| 2025-09-04 | 0.60 | 0.52 | |
| 2025-09-03 | 0.67 | 0.52 | |
| 2025-09-02 | 0.95 | 0.58 | |
| 2025-08-29 | 0.91 | 0.58 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.87 | 0.58 | |
| 2025-08-27 | 1.28 | 0.58 | |
| 2025-08-26 | 0.60 | 0.58 | |
| 2025-08-25 | 0.70 | 0.59 | |
| 2025-08-22 | 0.72 | 0.59 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.50 | 0.59 | |
| 2025-08-20 | 0.81 | 0.60 | |
| 2025-08-19 | 0.86 | 0.60 | |
| 2025-08-18 | 0.51 | 0.60 | |
| 2025-08-15 | 0.71 | 0.43 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
