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Imperial Oil Limited IMO

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Market datapartial · fetched 2026-10-22T21:53:21.596Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.004813916Z

FundamentalsAlpha Vantage · unavailable

Share price$131.84
1D-3.8%
AH$130$132$134$136$1385:30 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$1.00$4.53$8.06$11.60$15.13$114.91$123.39$131.87$140.36$148.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMO spot · $131.84IMO PRICE$1.38$1.92$2.46$3.15$3.87$4.59$5.20$5.82$6.57$7.80$9.03$11.12$14.11$1.86$1.98$2.58$3.26$3.94$4.77$5.65$6.53$7.55$8.62$9.70$11.62$13.74
PutsExpensive1.12×
CallsExpensive1.12×
SkewBullish-1.77 pp
Implied moveBearish±$10.85
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.6632.9%10.0%120.3642.5%10.1%
25Δ141.9834.6%9.1%124.4034.3%7.1%
30Δ140.2936.3%8.3%126.3833.6%6.1%
35Δ138.5037.3%7.4%128.0034.2%5.4%
40Δ136.7038.1%6.6%129.6234.9%4.7%
45Δ134.9038.8%5.8%131.2735.1%4.1%
50Δ133.1337.3%4.9%132.9335.1%3.5%
55Δ131.3735.8%4.1%134.5835.2%2.9%
60Δ129.5934.9%3.3%136.2734.8%2.4%
65Δ127.7635.5%2.8%137.9834.3%1.9%
70Δ125.9336.2%2.4%139.6833.8%1.4%
75Δ123.3639.0%2.0%142.0734.5%1.1%
80Δ120.0444.1%1.8%144.6235.4%0.7%

20Δ

Calls
Pseudo strike
143.66
IV
32.9%
B/E move
10.0%
Puts
Pseudo strike
120.36
IV
42.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
141.98
IV
34.6%
B/E move
9.1%
Puts
Pseudo strike
124.40
IV
34.3%
B/E move
7.1%

30Δ

Calls
Pseudo strike
140.29
IV
36.3%
B/E move
8.3%
Puts
Pseudo strike
126.38
IV
33.6%
B/E move
6.1%

35Δ

Calls
Pseudo strike
138.50
IV
37.3%
B/E move
7.4%
Puts
Pseudo strike
128.00
IV
34.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
136.70
IV
38.1%
B/E move
6.6%
Puts
Pseudo strike
129.62
IV
34.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
134.90
IV
38.8%
B/E move
5.8%
Puts
Pseudo strike
131.27
IV
35.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
133.13
IV
37.3%
B/E move
4.9%
Puts
Pseudo strike
132.93
IV
35.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
131.37
IV
35.8%
B/E move
4.1%
Puts
Pseudo strike
134.58
IV
35.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
129.59
IV
34.9%
B/E move
3.3%
Puts
Pseudo strike
136.27
IV
34.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
127.76
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
137.98
IV
34.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
125.93
IV
36.2%
B/E move
2.4%
Puts
Pseudo strike
139.68
IV
33.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
123.36
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
142.07
IV
34.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
120.04
IV
44.1%
B/E move
1.8%
Puts
Pseudo strike
144.62
IV
35.4%
B/E move
0.7%

Options history

No recorded observations