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
$7.00
7-Day Straddle
$7.00
Avg IV
0.6%
IV Rank
15%
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 |
|---|---|---|---|---|
| 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% |
| 20260518 | $11.55 | $11.55 | 0.6% | 19% |
| 20260515 | $11.50 | $1.43 | 0.6% | 13% |
| 20260514 | $11.35 | $3.73 | 0.6% | 14% |
| 20260513 | $11.40 | $3.88 | 0.6% | 15% |
| 20260512 | $12.00 | $3.98 | 0.6% | 14% |
| 20260511 | $11.60 | $4.40 | 0.5% | 11% |
| 20260510 | $11.85 | $4.97 | 0.6% | 13% |
| 20260508 | $11.85 | $4.97 | 0.6% | 11% |
| 20260507 | $11.80 | $5.40 | 0.6% | 13% |
| 20260506 | $12.25 | $6.10 | 0.5% | 10% |
| 20260505 | $13.05 | $6.60 | 0.5% | 9% |
| 20260504 | $13.05 | $7.10 | 0.5% | 11% |
| 20260502 | $7.22 | $7.22 | 1.4% | 98% |
| 20260501 | $7.22 | $7.22 | 1.4% | 94% |
| 20260430 | $8.72 | $8.72 | 1.4% | 100% |
| 20260429 | $9.15 | $9.15 | 1.4% | 100% |
| 20260428 | $9.07 | $9.07 | 1.4% | 100% |
| 20260427 | $9.00 | $9.00 | 1.3% | 100% |
| 20260424 | $9.40 | $9.40 | 1.1% | 91% |
| 20260423 | $9.85 | $9.85 | 1.1% | 93% |
| 20260422 | $9.80 | $9.80 | 1.0% | 79% |
| 20260421 | $9.85 | $9.85 | 1.1% | 91% |
| 20260420 | $10.20 | $10.20 | 1.1% | 89% |
| 20260417 | $10.20 | $1.80 | 1.1% | 83% |
| 20260416 | $10.70 | $3.50 | 1.0% | 72% |
| 20260415 | $11.05 | $4.22 | 1.2% | 100% |
| 20260414 | $11.35 | $4.10 | 1.1% | 96% |
| 20260413 | $11.80 | $4.42 | 1.1% | 100% |
| 20260410 | $11.60 | $5.10 | 0.6% | 45% |
| 20260409 | $12.05 | $5.67 | 0.7% | 41% |
| 20260408 | $12.95 | $6.42 | 0.6% | 27% |
| 20260407 | $14.25 | $7.90 | 0.6% | 33% |