IMO · IV Rank History
Imperial Oil Limited
IV Rank measures where IMO's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on IMO are priced rich or cheap relative to its own recent regime.
IMO IV rank history
89 sessionsIV rank = where today's implied volatility sits in its 1-year range (0–100). Above 50 favours selling premium; the shaded band marks 50–100.
IMO IV Rank Summary
Current
40%
Subdued — neutral to long-vol
30-Day Avg
21%
60-Day Avg
17%
90-Day Avg
18%
90-Day Low
0%
90-Day High
50%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in IMO's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
IMO IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20261002 | 40% | 64.8% |
| 20261001 | 38% | 63.4% |
| 20260930 | 43% | 66.3% |
| 20260929 | 48% | 69.0% |
| 20260928 | 42% | 65.4% |
| 20260925 | 32% | 60.4% |
| 20260924 | 41% | 65.2% |
| 20260923 | 21% | 54.6% |
| 20260922 | 31% | 59.8% |
| 20260921 | 39% | 63.8% |
| 20260918 | 11% | 49.3% |
| 20260917 | 24% | 55.8% |
| 20260916 | 24% | 56.0% |
| 20260915 | 13% | 50.0% |
| 20260914 | 20% | 54.0% |
| 20260911 | 9% | 47.9% |
| 20260910 | 12% | 54.5% |
| 20260909 | 8% | 51.0% |
| 20260908 | 8% | 50.8% |
| 20260904 | 3% | 46.5% |
| 20260903 | 3% | 46.3% |
| 20260902 | 21% | 63.7% |
| 20260901 | 18% | 61.6% |
| 20260831 | 16% | 59.3% |
| 20260828 | 10% | 53.1% |
| 20260827 | 7% | 50.5% |
| 20260826 | 7% | 50.1% |
| 20260825 | 21% | 63.7% |
| 20260824 | 13% | 55.8% |
| 20260821 | 4% | 47.2% |
| 20260820 | 13% | 56.3% |
| 20260819 | 12% | 55.5% |
| 20260818 | 12% | 55.0% |
| 20260817 | 1% | 44.5% |
| 20260814 | 10% | 53.2% |
| 20260813 | 0% | 43.3% |
| 20260812 | 1% | 48.4% |
| 20260811 | 2% | 48.9% |
| 20260810 | 0% | 47.0% |
| 20260806 | 2% | 52.9% |
| 20260805 | 50% | 96.6% |
| 20260804 | 42% | 89.5% |
| 20260803 | 10% | 59.8% |
| 20260731 | 18% | 67.1% |
| 20260730 | 16% | 66.0% |
| 20260729 | 14% | 63.6% |
| 20260728 | 22% | 71.0% |
| 20260727 | 21% | 70.6% |
| 20260724 | 8% | 58.6% |
| 20260723 | 5% | 55.9% |
| 20260722 | 16% | 65.2% |
| 20260721 | 13% | 63.1% |
| 20260720 | 14% | 62.1% |
| 20260716 | 20% | 67.4% |
| 20260715 | 16% | 62.4% |
| 20260714 | 14% | 60.7% |
| 20260713 | 11% | 58.0% |
| 20260710 | 11% | 58.3% |
| 20260709 | 13% | 60.2% |
| 20260708 | 27% | 73.3% |
| 20260707 | 34% | 79.4% |
| 20260706 | 29% | 75.5% |
| 20260702 | 35% | 80.7% |
| 20260701 | 33% | 79.1% |
| 20260630 | 30% | 75.6% |
| 20260629 | 26% | 71.8% |
| 20260626 | 15% | 61.6% |
| 20260625 | 16% | 62.4% |
| 20260624 | 13% | 59.5% |
| 20260623 | 14% | 61.2% |
| 20260622 | 12% | 58.8% |
| 20260618 | 10% | 56.7% |
| 20260617 | 13% | 60.0% |
| 20260616 | 10% | 57.0% |
| 20260615 | 6% | 52.8% |
| 20260613 | 11% | 54.7% |
| 20260612 | 10% | 53.8% |
| 20260611 | 10% | 53.2% |
| 20260610 | 12% | 56.1% |
| 20260609 | 10% | 53.7% |
| 20260608 | 11% | 54.9% |
| 20260605 | 10% | 53.8% |
| 20260604 | 8% | 51.3% |
| 20260603 | 7% | 50.9% |
| 20260602 | 33% | 76.2% |
| 20260601 | 31% | 74.5% |
| 20260529 | 30% | 73.5% |
| 20260528 | 25% | 69.0% |
| 20260527 | 26% | 69.7% |
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.