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Imperial Petroleum Inc. Common Shares IMPP

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Market datapartial · fetched 2026-10-22T16:16:39.329Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:16:08.459244267Z

FundamentalsAlpha Vantage · unavailable

Share price$4.91
1D-1.2%
$4.85$4.88$4.91$4.95$4.985:30 AM6:30 AM9:00 AM1:00 PMIMPP
Sold putSold call

Imperial Petroleum Inc. Common Shares options

Live interpolated IMPP call and put midpoint premiums by absolute delta.Imperial Petroleum Inc. Common Shares$0.10$0.37$0.63$0.89$1.16$3.70$4.39$5.07$5.76$6.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMPP spot · $4.91IMPP PRICE$0.16$0.19$0.22$0.24$0.27$0.30$0.32$0.41$0.51$0.60$0.69$0.79$0.88$0.13$0.17$0.21$0.25$0.29$0.33$0.37$0.49$0.61$0.73$0.85$0.96$1.08
PutsFair0.95×
CallsExpensive1.31×
SkewBullish-26.71 pp
Implied moveBearish±$0.70
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.00155.6%86.7%4.1870.9%17.5%
25Δ8.35140.7%73.9%4.3269.2%15.5%
30Δ7.69125.8%61.0%4.4567.5%13.6%
35Δ7.03110.9%48.1%4.5965.8%11.7%
40Δ6.3795.9%35.2%4.7364.0%9.7%
45Δ5.7181.0%22.3%4.8662.3%7.8%
50Δ5.0566.1%9.4%5.0060.6%5.8%
55Δ4.8766.2%7.6%5.1561.6%5.1%
60Δ4.7367.4%6.7%5.3062.6%4.4%
65Δ4.5968.7%5.8%5.4663.6%3.7%
70Δ4.4670.0%4.8%5.6164.6%3.0%
75Δ4.3271.3%3.9%5.7665.6%2.3%
80Δ4.1872.5%3.0%5.9166.6%1.6%

20Δ

Calls
Pseudo strike
9.00
IV
155.6%
B/E move
86.7%
Puts
Pseudo strike
4.18
IV
70.9%
B/E move
17.5%

25Δ

Calls
Pseudo strike
8.35
IV
140.7%
B/E move
73.9%
Puts
Pseudo strike
4.32
IV
69.2%
B/E move
15.5%

30Δ

Calls
Pseudo strike
7.69
IV
125.8%
B/E move
61.0%
Puts
Pseudo strike
4.45
IV
67.5%
B/E move
13.6%

35Δ

Calls
Pseudo strike
7.03
IV
110.9%
B/E move
48.1%
Puts
Pseudo strike
4.59
IV
65.8%
B/E move
11.7%

40Δ

Calls
Pseudo strike
6.37
IV
95.9%
B/E move
35.2%
Puts
Pseudo strike
4.73
IV
64.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
5.71
IV
81.0%
B/E move
22.3%
Puts
Pseudo strike
4.86
IV
62.3%
B/E move
7.8%

50Δ

Calls
Pseudo strike
5.05
IV
66.1%
B/E move
9.4%
Puts
Pseudo strike
5.00
IV
60.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
4.87
IV
66.2%
B/E move
7.6%
Puts
Pseudo strike
5.15
IV
61.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
4.73
IV
67.4%
B/E move
6.7%
Puts
Pseudo strike
5.30
IV
62.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
4.59
IV
68.7%
B/E move
5.8%
Puts
Pseudo strike
5.46
IV
63.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
4.46
IV
70.0%
B/E move
4.8%
Puts
Pseudo strike
5.61
IV
64.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
4.32
IV
71.3%
B/E move
3.9%
Puts
Pseudo strike
5.76
IV
65.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
4.18
IV
72.5%
B/E move
3.0%
Puts
Pseudo strike
5.91
IV
66.6%
B/E move
1.6%

Options history

No recorded observations