IMO (Imperial Oil Limited)
Expected Move & Straddle Price History
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).
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.
Current IMO Expected Move
30-Day Straddle
$9.70
7-Day Straddle
$4.30
Avg IV
0.4%
IV Rank
0%
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 |
|---|---|---|---|---|
| 20260814 | $9.70 | $4.30 | 0.4% | 0% |
| 20260813 | $9.85 | $5.32 | 0.4% | 0% |
| 20260812 | $9.45 | $5.00 | 0.5% | 1% |
| 20260811 | $10.20 | $6.38 | 0.5% | 2% |
| 20260810 | $10.10 | $5.60 | 0.5% | 0% |
| 20260806 | $11.65 | $6.57 | 0.5% | 2% |
| 20260805 | $7.10 | $7.10 | 1.0% | 50% |
| 20260804 | $7.28 | $7.28 | 0.9% | 42% |
| 20260803 | $8.00 | $8.00 | 0.6% | 10% |
| 20260731 | $7.25 | $7.25 | 0.7% | 18% |
| 20260730 | $9.65 | $9.65 | 0.7% | 16% |
| 20260729 | $8.95 | $8.95 | 0.6% | 14% |
| 20260728 | $9.50 | $9.50 | 0.7% | 22% |
| 20260727 | $10.40 | $10.40 | 0.7% | 21% |
| 20260724 | $9.28 | $9.28 | 0.6% | 8% |
| 20260723 | $9.62 | $9.62 | 0.6% | 5% |
| 20260722 | $10.35 | $10.35 | 0.7% | 16% |
| 20260721 | $9.10 | $9.10 | 0.6% | 13% |
| 20260720 | $10.75 | $10.75 | 0.6% | 14% |
| 20260716 | $10.50 | $2.47 | 0.7% | 20% |
| 20260715 | $10.95 | $3.27 | 0.6% | 16% |
| 20260714 | $11.75 | $4.23 | 0.6% | 14% |
| 20260713 | $11.55 | $4.55 | 0.6% | 11% |
| 20260710 | $11.80 | $4.65 | 0.6% | 11% |
| 20260709 | $12.05 | $4.80 | 0.6% | 13% |
| 20260708 | $12.35 | $6.25 | 0.7% | 27% |
| 20260707 | $11.60 | $5.22 | 0.8% | 34% |
| 20260706 | $11.70 | $5.10 | 0.8% | 29% |
| 20260702 | $5.75 | $5.75 | 0.8% | 35% |
| 20260701 | $6.30 | $6.30 | 0.8% | 33% |
| 20260630 | $6.95 | $6.95 | 0.8% | 30% |
| 20260629 | $6.65 | $6.65 | 0.7% | 26% |
| 20260626 | $7.00 | $7.00 | 0.6% | 15% |
| 20260625 | $7.62 | $7.62 | 0.6% | 16% |
| 20260624 | $7.97 | $7.97 | 0.6% | 13% |
| 20260623 | $8.05 | $8.05 | 0.6% | 14% |
| 20260622 | $8.55 | $8.55 | 0.6% | 12% |
| 20260618 | $8.62 | $4.25 | 0.6% | 10% |
| 20260617 | $9.10 | $2.20 | 0.6% | 13% |
| 20260616 | $9.25 | $3.05 | 0.6% | 10% |
| 20260615 | $10.00 | $3.35 | 0.5% | 6% |
| 20260613 | $10.95 | $4.50 | 0.5% | 11% |
| 20260612 | $10.85 | $4.50 | 0.5% | 10% |
| 20260611 | $10.60 | $4.62 | 0.5% | 10% |
| 20260610 | $10.45 | $5.72 | 0.6% | 12% |
| 20260609 | $11.95 | $5.95 | 0.5% | 10% |
| 20260608 | $12.00 | $6.33 | 0.5% | 11% |
| 20260605 | $12.60 | $7.95 | 0.5% | 10% |
| 20260604 | $13.30 | $7.65 | 0.5% | 8% |
| 20260603 | $12.95 | $7.65 | 0.5% | 7% |
| 20260602 | $7.32 | $7.32 | 0.8% | 33% |
| 20260601 | $8.10 | $8.10 | 0.7% | 31% |
| 20260529 | $8.18 | $8.18 | 0.7% | 30% |
| 20260528 | $8.85 | $8.85 | 0.7% | 25% |
| 20260527 | $9.15 | $9.15 | 0.7% | 26% |
| 20260526 | $9.70 | $9.70 | 0.7% | 25% |
| 20260522 | $10.45 | $10.45 | 0.6% | 18% |
| 20260521 | $11.05 | $11.05 | 0.6% | 19% |
| 20260520 | $11.20 | $11.20 | 0.6% | 21% |
| 20260519 | $11.05 | $11.05 | 0.6% | 16% |