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Imperial Petroleum Inc. Common Shares IMPP

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Market datapartial · fetched 2026-10-22T21:11:05.274Z

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 · 2026-10-22T20:00:09.563319307Z

FundamentalsAlpha Vantage · unavailable

Share price$4.90
1D-1.4%
AH$4.85$4.88$4.91$4.95$4.985:30 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$0.07$0.34$0.61$0.88$1.14$3.69$4.29$4.89$5.49$6.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMPP spot · $4.90IMPP PRICE$0.10$0.14$0.17$0.21$0.25$0.29$0.32$0.42$0.51$0.61$0.71$0.80$0.90$0.14$0.20$0.25$0.30$0.35$0.41$0.47$0.57$0.67$0.77$0.87$0.97$1.07
PutsFair1.05×
CallsFair0.99×
SkewBearish+2.57 pp
Implied moveBearish±$0.79
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.9066.5%22.5%4.1873.1%17.6%
25Δ5.7566.4%20.2%4.3273.1%15.8%
30Δ5.6066.3%17.9%4.4673.1%14.0%
35Δ5.4566.2%15.6%4.6073.2%12.2%
40Δ5.3066.1%13.3%4.7473.2%10.4%
45Δ5.1566.0%11.0%4.8873.2%8.6%
50Δ5.0065.9%8.7%5.0273.1%7.0%
55Δ4.8667.4%7.7%5.1771.8%6.1%
60Δ4.7269.0%6.8%5.3170.6%5.2%
65Δ4.5870.6%5.9%5.4569.4%4.4%
70Δ4.4472.1%4.9%5.6068.2%3.5%
75Δ4.3073.7%4.0%5.7467.0%2.6%
80Δ4.1675.3%3.1%5.8865.8%1.7%

20Δ

Calls
Pseudo strike
5.90
IV
66.5%
B/E move
22.5%
Puts
Pseudo strike
4.18
IV
73.1%
B/E move
17.6%

25Δ

Calls
Pseudo strike
5.75
IV
66.4%
B/E move
20.2%
Puts
Pseudo strike
4.32
IV
73.1%
B/E move
15.8%

30Δ

Calls
Pseudo strike
5.60
IV
66.3%
B/E move
17.9%
Puts
Pseudo strike
4.46
IV
73.1%
B/E move
14.0%

35Δ

Calls
Pseudo strike
5.45
IV
66.2%
B/E move
15.6%
Puts
Pseudo strike
4.60
IV
73.2%
B/E move
12.2%

40Δ

Calls
Pseudo strike
5.30
IV
66.1%
B/E move
13.3%
Puts
Pseudo strike
4.74
IV
73.2%
B/E move
10.4%

45Δ

Calls
Pseudo strike
5.15
IV
66.0%
B/E move
11.0%
Puts
Pseudo strike
4.88
IV
73.2%
B/E move
8.6%

50Δ

Calls
Pseudo strike
5.00
IV
65.9%
B/E move
8.7%
Puts
Pseudo strike
5.02
IV
73.1%
B/E move
7.0%

55Δ

Calls
Pseudo strike
4.86
IV
67.4%
B/E move
7.7%
Puts
Pseudo strike
5.17
IV
71.8%
B/E move
6.1%

60Δ

Calls
Pseudo strike
4.72
IV
69.0%
B/E move
6.8%
Puts
Pseudo strike
5.31
IV
70.6%
B/E move
5.2%

65Δ

Calls
Pseudo strike
4.58
IV
70.6%
B/E move
5.9%
Puts
Pseudo strike
5.45
IV
69.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
4.44
IV
72.1%
B/E move
4.9%
Puts
Pseudo strike
5.60
IV
68.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
4.30
IV
73.7%
B/E move
4.0%
Puts
Pseudo strike
5.74
IV
67.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
4.16
IV
75.3%
B/E move
3.1%
Puts
Pseudo strike
5.88
IV
65.8%
B/E move
1.7%

Options history

No recorded observations