Imperial Oil (IMO)'s 30-day implied volatility (IV30) was 33.9% at the close on October 30, 2026, up from 31.6% the day before, against a 52-week range of 22.4% to 43.1%. Its 20-day historical volatility was 34.3%.
Key numbers
30-day implied volatility (IV30): 33.9%
IV30 52-week range: 22.4% to 43.1% (median 32.6%)
Historical volatility: 20-day 34.3%, 1-year 30.6%
Implied move by the nearest expiration: ±2.0%
Data as of October 30, 2026.
IMO Implied Volatility (IV) vs Historical Volatility (HV)
The IMO IV term structure shows the implied volatility difference between different maturity dates.
