Here is a circuit for calcualating $Im(\langle\psi|U |\psi \rangle)$ (circuit composer from IBM):

Initial state:
$$|\Psi_0 \rangle=|0\rangle |\psi\rangle$$
After $S^{\dagger} H$ on the first qubit:
$$|\Psi_1 \rangle=\frac{1}{\sqrt{2}}(|0\rangle - i|1\rangle) |\psi\rangle$$
Controlled $U$
$$|\Psi_2 \rangle=\frac{1}{\sqrt{2}}(|0\rangle |\psi\rangle - i|1\rangle U |\psi\rangle)$$
After final Hadamard on the control qubit:
\begin{align*}
|\Psi_3 \rangle &=\frac{1}{2} \big[(|0\rangle + |1\rangle) |\psi\rangle - i(|0\rangle - |1\rangle) U |\psi\rangle \big] =
\\
&=\frac{1}{2} \big[|0\rangle (|\psi\rangle - i U |\psi\rangle) + |1\rangle(|\psi\rangle + i U |\psi\rangle) \big]
\end{align*}
The probability of measuring $|0\rangle$ and the probability of measuring $|1\rangle$:
$$p_0 = \frac{1}{4}\big[(\langle \psi | + i \langle \psi | U^{\dagger})(|\psi\rangle - i U |\psi\rangle) \big]= \frac{1}{4}\big[2 - i \langle\psi|U|\psi\rangle + i \langle\psi|U^{\dagger}|\psi\rangle \big]
\\
p_1 = \frac{1}{4}\big[(\langle \psi | - i \langle \psi | U^{\dagger})(|\psi\rangle + i U |\psi\rangle) \big]= \frac{1}{4}\big[2 + i \langle\psi|U|\psi\rangle - i \langle\psi|U^{\dagger}|\psi\rangle \big]$$
because $U^\dagger U = I$ and $\langle \psi|\psi \rangle = 1$. Calculating the expectation value of $\sigma_z$:
$$\langle \sigma_z \rangle = p_0 - p_1 = -i \frac{\langle\psi|U |\psi \rangle - \langle\psi| U^{\dagger} |\psi \rangle}{2} = Im(\langle\psi|U |\psi \rangle)$$
So the circuit works as was described in the Wikipedia page about the Hadamard test.