Par Pacific Hldgs (PARR)'s 30-day implied volatility (IV30) was 65.1% at the close on November 6, 2026, up from 64.8% the day before, against a 52-week range of 42.7% to 70.4%. Its 20-day historical volatility was 69.5%.
Key numbers
30-day implied volatility (IV30): 65.1%
IV30 52-week range: 42.7% to 70.4% (median 59.0%)
Historical volatility: 20-day 69.5%, 1-year 61.3%
Implied move by the nearest expiration: ±4.2%
Data as of November 6, 2026.
PARR Implied Volatility (IV) vs Historical Volatility (HV)
The PARR IV term structure shows the implied volatility difference between different maturity dates.
