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Imperial Oil Limited IMO 124.83 -0.85 -0.68%

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ATM IV
0.348
Put Call Ratio (OI)
0.487
Put Call Ratio (Vol)
1.22
IV Rank
18.1
IV Percentile
56.1
Max pain
130

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
196.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-75.2
75.2
View values by strike
IMO · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
70.00 20.7 -19.1
75.00 0 -258
80.00 0 -522
85.00 0 -6.27 K
90.00 510 -8.19 K
95.00 0 -800
100.00 1.07 K -2.37 K
105.00 1.44 K -613
110.00 3.46 K -23.8 K
115.00 1.67 K -6.94 K
120.00 63.5 K -18.1 K
125.00 17.7 K -17.3 K
130.00 127 K -63.9 K
135.00 25.7 K -10.1 K
140.00 69.9 K -2.79 K
145.00 74.9 K -9.73 K
150.00 30.5 K 0
155.00 1.71 K -258
160.00 487 0
165.00 404 0
170.00 695 0
175.00 866 0
180.00 223 0
185.00 342 0
190.00 234 0
195.00 967 0
200.00 53.9 0