International Seaways, Inc. (INSW) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

International Seaways, Inc. (INSW) operates in the Energy sector, specifically the Oil & Gas Midstream industry, with a market capitalization near $4.22B, listed on NYSE, employing roughly 2,899 people, carrying a beta of -0.08 to the broader market. International Seaways, Inc. Led by Lois K. Zabrocky, public since 2016-11-16.

Snapshot as of May 15, 2026.

Spot Price

$84.47

ATM IV

60.4%

IV Skew 25Δ

0.009

IV Rank

61.6%

IV Percentile

92.9%

Term Structure Slope

-0.098

As of May 15, 2026, International Seaways, Inc. (INSW) at-the-money implied volatility is 60.4%. IV rank is 61.6% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 92.9%. The 25-delta skew is +0.009: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

INSW Strategy Selection at Current Volatility Levels

For International Seaways, Inc. options at 60.4% ATM IV, mid-range IV rank (61.6%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.

Learn how volatility skew is reported and how to read the data →

INSW highest implied-volatility contracts

Top 1 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.

Frequently asked INSW volatility skew questions

What is the current INSW ATM implied volatility?

As of May 15, 2026, International Seaways, Inc. (INSW) at-the-money implied volatility is 60.4%. IV rank is 61.6% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.

Is INSW IV high or low historically?

IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.

What does INSW volatility skew tell options traders?

Volatility skew is the pattern by which IV varies across strikes for a given expiration. International Seaways, Inc. skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.