Imperial Oil has an Implied Volatility (IV) of 48.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMO is 9 and the Implied Volatility Percentile (IVP) is 25. The current Implied Volatility Index for IMO is -0.63 standard deviations away from its 1 year mean.
Market Cap | $30.15B |
---|---|
Dividend Yield | 2.78% ($1.43) |
Next Earnings Date | 4/28/2023 (40d) |
Implied Volatility (IV) 30d | 48.91 |
Implied Volatility Rank (IVR) 1y | 8.70 |
Implied Volatility Percentile (IVP) 1y | 25.00 |
Historical Volatility (HV) 30d | 28.26 |
IV / HV | 1.73 |
Open Interest | 2.62K |
Option Volume | 70.00 |
Put/Call Ratio (Volume) | 1.33 |
Data was calculated after the 3/17/2023 closing.