thetaOwl

IMO

Imperial Oil LimitedClose $135.70EOD only
Max Pain
$115.00
Next expiry Aug 21, 2026
Expected Move
±$2.38
1.8% from close
Price Gap
-20.70
Distance to max pain
IV Rank
43
Middle-high premium
P/C OI
0.56
Slightly call-heavy
Consensus
No reports available
Published snapshot: Aug 18, 2026 close
End-of-day snapshot

This page reflects IMO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Aug 18, 2026 close
IMO Options Chain
Data as of market close Aug 18, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 3)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
45.0083.700.000.000.00000.0%1.0000.0000-0.0050.0000.004
60.0071.2056.6060.600.00000.0%1.0000.0000-0.0070.0000.005
80.0035.010.000.000.00100.0%1.0000.0000-0.0090.0000.007
85.0030.660.000.000.00100.0%1.0000.0000-0.0100.0000.007
90.0044.2444.2046.600.0023262.8%0.9670.0023-0.4030.0090.007
95.0032.400.000.000.00100.0%1.0000.0000-0.0110.0000.008
100.0033.3019.3022.000.00370.0%1.0000.0000-0.0120.0000.008
105.0020.9015.1019.000.00170.0%1.0000.0000-0.0120.0000.009
110.0020.0024.2026.600.003037154.4%0.9420.0061-0.3790.0140.008
115.0013.0419.3021.600.0047129.2%0.9300.0085-0.3680.0170.009
120.008.7514.3016.400.0015496.6%0.9270.0117-0.2880.0170.009
125.009.158.9012.300.0036497.9%0.8350.0206-0.5100.0310.008
130.005.715.207.000.42163261.7%0.7890.0381-0.3780.0360.008
135.001.800.953.800.05159660.8%0.5510.0529-0.5020.0490.006
140.000.850.250.700.00944538.5%0.1930.0579-0.2200.0340.002
145.000.954.005.900.0011150.9%0.3400.0197-1.1380.0450.003
150.000.130.000.200.0011252.0%0.0180.0069-0.0480.0050.000
155.001.950.000.000.000025.0%0.0000.00000.0000.0000.000
160.003.690.000.000.005025.0%0.0000.00000.0000.0000.000
165.003.000.902.900.0014172.1%0.1200.0095-0.7100.0250.001
170.001.550.000.000.001050.0%0.0000.0000-0.0000.0000.000
175.001.000.000.000.008050.0%0.0000.00000.0000.0000.000
185.000.950.000.000.000050.0%0.0000.00000.0000.0000.000
190.000.950.000.000.000050.0%0.0000.00000.0000.0000.000

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
45.000.400.002.150.0012644.1%-0.0150.0005-0.4860.005-0.000
75.000.110.003.300.0058411.4%-0.0380.0016-0.6930.010-0.000
80.000.850.000.000.001050.0%0.0000.00000.0000.0000.000
85.000.650.000.250.001113206.6%-0.0050.0005-0.0590.002-0.000
90.001.350.001.800.0011262.8%-0.0330.0023-0.3920.009-0.000
95.000.750.003.300.0013273.5%-0.0590.0035-0.6580.014-0.001
100.000.450.002.150.001299216.1%-0.0490.0038-0.4460.012-0.001
105.000.900.002.150.001139188.8%-0.0560.0049-0.4380.014-0.001
110.000.250.000.050.00119882.0%-0.0020.0007-0.0110.001-0.000
115.000.760.000.050.00252766.4%-0.0030.0010-0.0110.001-0.000
120.001.000.000.350.0011169.5%-0.0230.0065-0.0790.007-0.000
125.000.050.000.25-0.4714954.5%-0.0450.0142-0.1050.012-0.001
130.004.910.001.700.00101551.1%-0.1690.0401-0.2610.031-0.002
135.0016.000.000.000.00201.6%-0.0000.0010-0.0000.000-0.000
140.0023.2020.7023.200.0001344.5%-0.4770.0094-2.8040.049-0.007
180.0067.2043.4046.100.0000157.2%-0.9720.0033-0.1870.008-0.014
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.