Imperial Oil (IMO)'s 30-day implied volatility (IV30) was 34.5% at the close on October 27, 2026, up from 32.6% the day before, against a 52-week range of 22.4% to 43.1%. Its 20-day historical volatility was 32.1%.
Key numbers
30-day implied volatility (IV30): 34.5%
IV30 52-week range: 22.4% to 43.1% (median 32.5%)
Historical volatility: 20-day 32.1%, 1-year 30.3%
Implied move by the nearest expiration: ±2.1%
Data as of October 27, 2026.
IMO Implied Volatility (IV) vs Historical Volatility (HV)
The IMO IV term structure shows the implied volatility difference between different maturity dates.
