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IMO - Imperial Oil
Implied Volatility Analysis

Implied Volatility:
54.2%
Put/Call-Ratio:
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 Yield2.64% ($1.14)
Next Earnings Date10/28/2022 (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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