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IMO - Imperial Oil
Implied Volatility Analysis

Implied Volatility:
48.9%
Put/Call-Ratio:
1.33

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 Yield2.78% ($1.43)
Next Earnings Date4/28/2023 (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.

This stock chart shows IMO Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for IMO Imperial Oil over a one year time horizon.
Tradingview Chart →

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