IMO · Expected Move
Imperial Oil Limited
The expected move for IMO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
IMO straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current IMO Expected Move
30-Day Straddle
$6.67
7-Day Straddle
$6.67
Avg IV
64.8%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to IMO's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
IMO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $6.67 | $6.67 | 64.8% | 40% |
| 20261001 | $6.40 | $6.40 | 63.4% | 38% |
| 20260930 | $6.57 | $6.57 | 66.3% | 43% |
| 20260929 | $6.78 | $6.78 | 69.0% | 48% |
| 20260928 | $7.33 | $7.33 | 65.4% | 42% |
| 20260925 | $7.40 | $7.40 | 60.4% | 32% |
| 20260924 | $7.60 | $7.60 | 65.2% | 41% |
| 20260923 | $8.60 | $8.60 | 54.6% | 21% |
| 20260922 | $8.55 | $8.55 | 59.8% | 31% |
| 20260921 | $9.88 | $9.88 | 63.8% | 39% |
| 20260918 | $8.50 | $2.38 | 49.3% | 11% |
| 20260917 | $9.20 | $2.70 | 55.8% | 24% |
| 20260916 | $10.35 | $3.58 | 56.0% | 24% |
| 20260915 | $10.45 | $3.90 | 50.0% | 13% |
| 20260914 | $10.40 | $4.60 | 54.0% | 20% |
| 20260911 | $9.55 | $4.95 | 47.9% | 9% |
| 20260910 | $10.35 | $5.05 | 54.5% | 12% |
| 20260909 | $11.05 | $5.42 | 51.0% | 8% |
| 20260908 | $10.57 | $6.35 | 50.8% | 8% |
| 20260904 | $11.45 | $5.78 | 46.5% | 3% |
| 20260903 | $10.35 | $5.93 | 46.3% | 3% |
| 20260902 | $7.05 | $7.05 | 63.7% | 21% |
| 20260901 | $8.38 | $8.38 | 61.6% | 18% |
| 20260831 | $6.92 | $6.92 | 59.3% | 16% |
| 20260828 | $7.55 | $7.55 | 53.1% | 10% |
| 20260827 | $7.08 | $7.08 | 50.5% | 7% |
| 20260826 | $7.75 | $7.75 | 50.1% | 7% |
| 20260825 | $9.18 | $9.18 | 63.7% | 21% |
| 20260824 | $7.85 | $7.85 | 55.8% | 13% |
| 20260821 | $9.10 | $2.70 | 47.2% | 4% |
| 20260820 | $9.50 | $3.70 | 56.3% | 13% |
| 20260819 | $8.97 | $3.10 | 55.5% | 12% |
| 20260818 | $9.30 | $3.85 | 55.0% | 12% |
| 20260817 | $8.70 | $3.40 | 44.5% | 1% |
| 20260814 | $9.25 | $5.05 | 53.2% | 10% |
| 20260813 | $9.85 | $5.32 | 43.3% | 0% |
| 20260812 | $9.45 | $5.00 | 48.4% | 1% |
| 20260811 | $10.20 | $6.38 | 48.9% | 2% |
| 20260810 | $10.10 | $5.60 | 47.0% | 0% |
| 20260806 | $11.65 | $6.57 | 52.9% | 2% |
| 20260805 | $7.10 | $7.10 | 96.6% | 50% |
| 20260804 | $7.28 | $7.28 | 89.5% | 42% |
| 20260803 | $8.00 | $8.00 | 59.8% | 10% |
| 20260731 | $7.25 | $7.25 | 67.1% | 18% |
| 20260730 | $9.65 | $9.65 | 66.0% | 16% |
| 20260729 | $8.95 | $8.95 | 63.6% | 14% |
| 20260728 | $9.50 | $9.50 | 71.0% | 22% |
| 20260727 | $10.40 | $10.40 | 70.6% | 21% |
| 20260724 | $9.28 | $9.28 | 58.6% | 8% |
| 20260723 | $9.62 | $9.62 | 55.9% | 5% |
| 20260722 | $10.35 | $10.35 | 65.2% | 16% |
| 20260721 | $9.10 | $9.10 | 63.1% | 13% |
| 20260720 | $10.75 | $10.75 | 62.1% | 14% |
| 20260716 | $10.50 | $2.47 | 67.4% | 20% |
| 20260715 | $10.95 | $3.27 | 62.4% | 16% |
| 20260714 | $11.75 | $4.23 | 60.7% | 14% |
| 20260713 | $11.55 | $4.55 | 58.0% | 11% |
| 20260710 | $11.80 | $4.65 | 58.3% | 11% |
| 20260709 | $12.05 | $4.80 | 60.2% | 13% |
More on IMO
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.