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IMO - Imperial Oil
Implied Volatility Analysis

Implied Volatility:
50.1%
Put/Call-Ratio:
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 Yield2.45% ($1.10)
Next Earnings Date7/29/2022 (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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