← Back to Stock / ETF implied volatility screenerIMO - Imperial Oil
IMO - Imperial Oil
Implied Volatility Analysis
Implied Volatility:
50.1%
50.1%
Put/Call-Ratio:
8.33
8.33
Imperial Oil has an Implied Volatility (IV) of 50.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMO is 17 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for IMO is -0.51 standard deviations away from its 1 year mean.
| Market Cap | $29.98B |
|---|---|
| Dividend Yield | 2.45% ($1.10) |
| Next Earnings Date | 7/29/2022 (33d) |
| Implied Volatility (IV) 30d | 50.11 |
| Implied Volatility Rank (IVR) 1y | 16.99 |
| Implied Volatility Percentile (IVP) 1y | 29.87 |
| Historical Volatility (HV) 30d | 47.83 |
| IV / HV | 1.05 |
| Open Interest | 5.33K |
| Option Volume | 28.00 |
| Put/Call Ratio (Volume) | 8.33 |
Data was calculated after the 6/24/2022 closing.
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