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Imperial Petroleum Inc. Common Shares IMPP

i

Market datapartial · fetched 2026-11-12T02:27:01.269Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:57:34.505402009Z

FundamentalsAlpha Vantage · unavailable

Share price$4.39
1D+1.8%
AH$4.38$4.41$4.44$4.47$4.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMPP
Sold putSold callAH

Imperial Petroleum Inc. Common Shares options

Live interpolated IMPP call and put midpoint premiums by absolute delta.Imperial Petroleum Inc. Common Shares$0.10$0.34$0.58$0.82$1.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIMPP PRICE$0.12$0.17$0.21$0.26$0.30$0.34$0.39$0.43$0.48$0.52$0.56$0.75$0.99
Puts——
CallsExpensive1.96×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.80164.1%35.0%
25Δ5.62160.9%32.0%
30Δ5.45157.6%29.0%
35Δ5.27154.4%26.0%
40Δ5.10151.1%23.0%
45Δ4.92147.9%20.0%
50Δ4.75144.6%17.0%
55Δ4.57141.4%14.0%
60Δ4.39138.1%11.0%
65Δ4.22134.9%8.0%
70Δ4.04131.6%5.0%
75Δ3.80148.7%3.8%
80Δ3.54172.6%3.2%

20Δ

Calls
Pseudo strike
5.80
IV
164.1%
B/E move
35.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.62
IV
160.9%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.45
IV
157.6%
B/E move
29.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.27
IV
154.4%
B/E move
26.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.10
IV
151.1%
B/E move
23.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.92
IV
147.9%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.75
IV
144.6%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.57
IV
141.4%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.39
IV
138.1%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.22
IV
134.9%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.04
IV
131.6%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.80
IV
148.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.54
IV
172.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.30%
Daily close
IMPP52.0%75.9%99.9%2026-08-17: 69.03%2026-08-18: 76.87%2026-08-20: 96.56%2026-08-21: 60.51%2026-08-24: 62.69%2026-08-25: 63.32%2026-08-26: 59.09%2026-08-27: 64.33%2026-08-28: 59.19%2026-08-31: 60.15%2026-09-01: 61.29%2026-09-04: 60.06%2026-09-08: 68.60%2026-09-09: 67.58%2026-09-25: 55.30%2026-09-29: 55.83%2026-10-16: 58.34%2026-10-19: 58.03%2026-10-20: 59.12%2026-10-21: 60.29%2026-10-22: 62.18%2026-10-23: 60.28%2026-10-26: 58.75%2026-10-27: 58.37%2026-10-28: 59.11%2026-10-29: 60.02%2026-10-30: 56.30%Aug 17Sep 9Oct 30
27 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
69.03%
76.87%
96.56%
60.51%
62.69%
63.32%
59.09%
64.33%
59.19%
60.15%
61.29%
60.06%
68.60%
67.58%
55.30%
55.83%
58.34%
58.03%
59.12%
60.29%
62.18%
60.28%
58.75%
58.37%
59.11%
60.02%
56.30%