diff --git a/openbb_terminal/common/technical_analysis/volatility_model.py b/openbb_terminal/common/technical_analysis/volatility_model.py
index 4e18aa86834..4c1dc5d815a 100644
--- a/openbb_terminal/common/technical_analysis/volatility_model.py
+++ b/openbb_terminal/common/technical_analysis/volatility_model.py
@@ -2,6 +2,7 @@
 __docformat__ = "numpy"
 
 import logging
+
 import numpy as np
 import pandas as pd
 import pandas_ta as ta
@@ -199,12 +200,11 @@ def rvol(
     if upper_q > 1:
         upper_q = upper_q / 100
 
-    lower_q_label = str((int(lower_q * 100)))
-    upper_q_label = str((int(upper_q * 100)))
+    lower_q_label = str(int(lower_q * 100))
+    upper_q_label = str(int(upper_q * 100))
     rvol_cones: pd.DataFrame = pd.DataFrame()
     quantiles = [lower_q, upper_q]
     windows = [3, 10, 30, 60, 90, 120, 150, 180, 210, 240, 300, 360]
-    data = data
     min_ = []
     max_ = []
     median = []
diff --git a/openbb_terminal/common/technical_analysis/volatility_view.py b/openbb_terminal/common/technical_analysis/volatility_view.py
index a92c5f99334..3d7fba04180 100644
--- a/openbb_terminal/common/technical_analysis/volatility_view.py
+++ b/openbb_terminal/common/technical_analysis/volatility_view.py
@@ -407,8 +407,8 @@ def display_rvol(
     """
 
     df_ta = volatility_model.rvol(data, lower_q=lower_q, upper_q=upper_q)
-    lower_q_label = str((int(lower_q * 100)))
-    upper_q_label = str((int(upper_q * 100)))
+    lower_q_label = str(int(lower_q * 100))
+    upper_q_label = str(int(upper_q * 100))
 
     plt.figure(figsize=[14, 7])
     plt.autoscale(enable=True, axis="both", tight=True)