← Back to Stock / ETF implied volatility screenerIMO - Imperial Oil
IMO - Imperial Oil
Implied Volatility Analysis
Implied Volatility:
54.2%
54.2%
Put/Call-Ratio:
1.96
1.96
Imperial Oil has an Implied Volatility (IV) of 54.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMO is 28 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for IMO is -0.13 standard deviations away from its 1 year mean.
| Market Cap | $26.89B |
|---|---|
| Dividend Yield | 2.64% ($1.14) |
| Next Earnings Date | 10/28/2022 (24d) |
| Implied Volatility (IV) 30d | 54.21 |
| Implied Volatility Rank (IVR) 1y | 28.11 |
| Implied Volatility Percentile (IVP) 1y | 51.93 |
| Historical Volatility (HV) 30d | 51.32 |
| IV / HV | 1.06 |
| Open Interest | 2.09K |
| Option Volume | 337.00 |
| Put/Call Ratio (Volume) | 1.96 |
Data was calculated after the 10/3/2022 closing.
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