Implied Volatility
The 30-day options-implied volatility of IMPP / Imperial Petroleum Inc. is 57.32.
57.32%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-09 | 0.57 | 0.31 | |
| 2025-09-08 | 0.56 | 0.27 | |
| 2025-09-05 | 0.54 | 0.29 | |
| 2025-09-04 | 0.65 | 0.27 | |
| 2025-09-03 | 0.68 | 0.27 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-02 | 0.64 | 0.31 | |
| 2025-08-29 | 0.78 | 0.31 | |
| 2025-08-28 | 0.69 | 0.32 | |
| 2025-08-27 | 0.61 | 0.32 | |
| 2025-08-26 | 0.64 | 0.31 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-25 | 0.55 | 0.31 | |
| 2025-08-22 | 0.63 | 0.32 | |
| 2025-08-21 | 0.49 | 0.35 | |
| 2025-08-20 | 0.46 | 0.35 | |
| 2025-08-19 | 0.44 | 0.37 |
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.
