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Imperial Oil Limited IMO

i

Market datapartial · fetched 2026-11-12T02:43:56.213Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.072781681Z

FundamentalsAlpha Vantage · unavailable

Share price$126.70
1D+2.3%
AH$123.68$124.49$125.30$126.11$126.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMO
Sold putSold callAH

Imperial Oil Limited options

Live interpolated IMO call and put midpoint premiums by absolute delta.Imperial Oil Limited$0.73$2.40$4.08$5.75$7.43$114.30$120.03$125.76$131.49$137.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IMO spot · $126.70IMO PRICE$0.91$1.25$1.59$1.93$2.16$2.33$2.51$2.68$2.85$3.02$1.25$1.61$1.92$2.23$2.54$3.02$3.51$4.00$4.49$4.99$5.64$6.30$6.95
PutsCheap0.81×
Calls——
Skew——
Implied moveBearish±$6.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.6937.6%6.2%118.7751.0%7.2%
25Δ132.5939.1%5.6%120.3152.3%6.3%
30Δ131.4940.5%5.0%121.8649.2%5.3%
35Δ130.3941.9%4.4%123.4046.1%4.4%
40Δ129.4340.4%3.9%124.9443.1%3.4%
45Δ128.5437.4%3.3%125.9842.1%3.0%
50Δ127.6634.3%2.7%127.0041.2%2.5%
55Δ126.7731.3%2.2%128.0240.4%2.1%
60Δ125.8928.2%1.6%129.0439.5%1.7%
65Δ125.0125.2%1.1%130.0638.6%1.3%
70Δ131.0036.7%1.1%
75Δ131.9534.9%0.8%
80Δ132.8933.1%0.6%

20Δ

Calls
Pseudo strike
133.69
IV
37.6%
B/E move
6.2%
Puts
Pseudo strike
118.77
IV
51.0%
B/E move
7.2%

25Δ

Calls
Pseudo strike
132.59
IV
39.1%
B/E move
5.6%
Puts
Pseudo strike
120.31
IV
52.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
131.49
IV
40.5%
B/E move
5.0%
Puts
Pseudo strike
121.86
IV
49.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
130.39
IV
41.9%
B/E move
4.4%
Puts
Pseudo strike
123.40
IV
46.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
129.43
IV
40.4%
B/E move
3.9%
Puts
Pseudo strike
124.94
IV
43.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
128.54
IV
37.4%
B/E move
3.3%
Puts
Pseudo strike
125.98
IV
42.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
127.66
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
127.00
IV
41.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
126.77
IV
31.3%
B/E move
2.2%
Puts
Pseudo strike
128.02
IV
40.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
125.89
IV
28.2%
B/E move
1.6%
Puts
Pseudo strike
129.04
IV
39.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
125.01
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
130.06
IV
38.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
131.00
IV
36.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
131.95
IV
34.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
132.89
IV
33.1%
B/E move
0.6%

Options history

IV · four-Friday blend34.09%
Daily close
IMO28.4%33.2%38.0%2026-08-13: 30.82%2026-08-14: 30.44%2026-08-17: 29.03%2026-08-18: 31.95%2026-08-21: 30.85%2026-08-24: 30.41%2026-08-25: 31.39%2026-08-26: 31.13%2026-08-27: 30.05%2026-08-28: 30.83%2026-08-31: 31.14%2026-09-01: 32.76%2026-09-02: 31.18%2026-09-03: 30.46%2026-09-04: 31.69%2026-09-08: 33.48%2026-09-09: 32.62%2026-09-10: 32.13%2026-09-11: 32.17%2026-09-14: 35.20%2026-09-15: 34.13%2026-09-16: 37.33%2026-09-17: 37.21%2026-09-18: 31.67%2026-09-21: 33.22%2026-09-22: 33.48%2026-09-23: 33.86%2026-09-24: 32.32%2026-09-25: 32.63%2026-09-28: 33.34%2026-09-29: 32.84%2026-09-30: 32.23%2026-10-01: 32.50%2026-10-02: 32.92%2026-10-05: 33.19%2026-10-06: 33.23%2026-10-07: 32.25%2026-10-08: 32.14%2026-10-09: 31.39%2026-10-12: 33.69%2026-10-13: 35.04%2026-10-14: 36.00%2026-10-15: 37.34%2026-10-16: 33.41%2026-10-19: 32.74%2026-10-20: 33.01%2026-10-21: 32.49%2026-10-22: 33.44%2026-10-23: 33.57%2026-10-26: 32.61%2026-10-27: 33.82%2026-10-28: 33.24%2026-10-29: 33.03%2026-10-30: 34.09%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.82%
30.44%
29.03%
31.95%
30.85%
30.41%
31.39%
31.13%
30.05%
30.83%
31.14%
32.76%
31.18%
30.46%
31.69%
33.48%
32.62%
32.13%
32.17%
35.20%
34.13%
37.33%
37.21%
31.67%
33.22%
33.48%
33.86%
32.32%
32.63%
33.34%
32.84%
32.23%
32.50%
32.92%
33.19%
33.23%
32.25%
32.14%
31.39%
33.69%
35.04%
36.00%
37.34%
33.41%
32.74%
33.01%
32.49%
33.44%
33.57%
32.61%
33.82%
33.24%
33.03%
34.09%