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.