Implied Volatility
The 30-day options-implied volatility of PARR / Par Pacific Holdings, Inc. is 57.87.
57.87%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.58 | 0.45 | |
| 2025-09-04 | 0.56 | 0.63 | |
| 2025-09-03 | 0.54 | 0.63 | |
| 2025-09-02 | 0.50 | 0.63 | |
| 2025-08-29 | 0.52 | 0.65 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.54 | 0.65 | |
| 2025-08-27 | 0.54 | 0.63 | |
| 2025-08-26 | 0.57 | 0.64 | |
| 2025-08-25 | 0.59 | 0.62 | |
| 2025-08-22 | 0.63 | 0.61 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.68 | 0.60 | |
| 2025-08-20 | 0.67 | 0.56 | |
| 2025-08-19 | 0.61 | 0.56 | |
| 2025-08-18 | 0.56 | 0.55 | |
| 2025-08-15 | 0.65 | 0.54 |
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.
