Imperial Oil Ltd
Imperial Oil Ltd (IMO) Implied Volatility Current
IMO implied volatility is 35%. IV Rank is 46%, placing current premiums in the middle of their 52-week range.
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Tracking IMO implied volatility helps you identify when options premiums on Imperial Oil Ltd are historically cheap or expensive, and where the best trades are hiding. Imperial Oil Ltd implied volatility reflects the market's expectation of future price movement: when IMO IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Imperial Oil Ltd's implied volatility current levels in real time and filter for high-probability trades.
Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For IMO, tracking metrics like IMO IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on IMO signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.
Imperial Oil Limited engages in exploration, production, and sale of crude oil and natural gas in Canada. The company operates through three segments: Upstream, Downstream and Chemical segments. The Upstream segment explores for, and produces crude oil, natural gas, synthetic oil, and bitumen. As of December 31, 2021, this segment had 386 million oil-equivalent barrels of proved undeveloped reserves. The Downstream segment is involved in the transportation and refining of crude oil, blending of refined products and the distribution, and marketing of refined products. It also transports crude oil to refineries by contracted pipelines, common carrier pipelines, and rail; maintains a distribution system to move petroleum products to market by pipeline, tanker, rail, and road transport; and owns and operates fuel terminals, natural gas liquids, and products pipelines in Alberta, Manitoba, and Ontario.
In addition, this segment markets and supplies petroleum products to motoring public through approximately 2,400 Esso and Mobil-branded sites. Further, it sells petroleum products, including fuel, asphalt, and lubricants for industrial and transportation customers, independent marketers, and resellers, as well as other refiners serving the agriculture, residential heating, and commercial markets through branded fuel and lubricant resellers. The Chemical segment manufactures and markets various petrochemicals, benzene, aromatic and aliphatic solvents, plasticizer intermediates, and polyethylene resin. Imperial Oil Limited has a strategic agreement with E3 Metals Corp. to advance a lithium-extraction pilot in Alberta. The company was incorporated in 1880 and is headquartered in Calgary, Canada. Imperial Oil Limited is a subsidiary of Exxon Mobil Corporation.
Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where IMO implied volatility sits today versus where it has been. Our scanner ranks Imperial Oil Ltd implied volatility against its historical range, surfaces extremes in IMO IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Imperial Oil Ltd IV is rich or cheap — measure it, then act on it.
Implied Volatility
IV is below its typical range - premiums look reasonable for buyers.
As of September 16, 2026
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