Par Pacific Hldgs (PARR)'s 30-day implied volatility (IV30) was 64.8% at the close on November 5, 2026, up from 63.2% the day before, against a 52-week range of 42.7% to 70.4%. Its 20-day historical volatility was 68.8%.
Key numbers
30-day implied volatility (IV30): 64.8%
IV30 52-week range: 42.7% to 70.4% (median 59.0%)
Historical volatility: 20-day 68.8%, 1-year 61.3%
Implied move by the nearest expiration: ±4.1%
Data as of November 5, 2026.
PARR Implied Volatility (IV) vs Historical Volatility (HV)
The PARR IV term structure shows the implied volatility difference between different maturity dates.
