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IMO

Imperial Oil LimitedClose $113.77EOD only

Max Pain

$120.00

Next expiry Jul 17, 2026

Expected Move

±$5.75

5.0% from close

Price Gap

+6.23

Distance to max pain

IV Rank

Low premium

P/C OI

0.42

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 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

Jul 2, 2026 close

IMO Options Chain

Data as of market close Jul 2, 2026

Expiration

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

Control Row

Next expiry (DTE 15)

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

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
105.00	17.40	7.90	9.80	0	3	44.8%	0.836	0.0248	-0.098	0.055	0.033
110.00	4.80	4.20	6.10	1	5	43.5%	0.676	0.0371	-0.133	0.080	0.027
115.00	2.10	0.90	3.30	2	4	42.0%	0.472	0.0425	-0.139	0.089	0.019
120.00	1.70	0.05	2.70	1	348	55.4%	0.337	0.0296	-0.165	0.081	0.014
125.00	1.10	0.10	2.50	50	74	52.3%	0.197	0.0238	-0.118	0.062	0.008
130.00	0.25	0.00	2.25	2	109	61.9%	0.152	0.0171	-0.118	0.053	0.006
135.00	0.10	0.00	2.15	50	919	72.1%	0.129	0.0131	-0.122	0.047	0.005
140.00	1.15	0.00	2.15	1	9	82.3%	0.116	0.0106	-0.129	0.043	0.005
145.00	1.00	0.00	2.15	1	5	91.7%	0.105	0.0089	-0.135	0.041	0.004
150.00	0.55	0.00	1.30	1	6	89.3%	0.069	0.0067	-0.095	0.030	0.003
155.00	2.05	0.00	2.15	1	1	109.1%	0.091	0.0068	-0.144	0.037	0.004
160.00	1.34	0.00	2.10	1	2	116.4%	0.085	0.0060	-0.145	0.035	0.003

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
95.00	0.76	0.00	1.15	0.00	2	6	66.1%	-0.071	0.0092	-0.070	0.030	-0.003
100.00	0.49	0.05	1.60	0.00	1	2	57.2%	-0.111	0.0148	-0.084	0.042	-0.005
105.00	0.72	0.00	1.45	-0.87	1	8	51.5%	-0.194	0.0240	-0.110	0.061	-0.009
110.00	1.95	0.85	1.70	-0.56	3	22	35.8%	-0.295	0.0432	-0.094	0.077	-0.013
115.00	5.50	2.40	4.90	0.00	4	8	46.0%	-0.522	0.0388	-0.138	0.089	-0.025
120.00	9.10	6.10	8.60	-0.15	1	6	51.5%	-0.678	0.0313	-0.137	0.080	-0.033
125.00	14.00	11.20	13.50	0.00	1	60	66.1%	-0.742	0.0219	-0.158	0.072	-0.037
130.00	11.12	15.40	17.70	0.00	10	0	67.8%	-0.823	0.0172	-0.127	0.058	-0.043
135.00	12.75	20.40	23.40	0.00	30	0	63.2%	-0.904	0.0121	-0.071	0.038	-0.048
145.00	17.35	20.90	23.90	0.00	0	6	0.0%	-1.000	0.0000	0.017	0.000	-0.056
150.00	21.50	25.70	28.60	0.00	0	5	0.0%	-1.000	0.0000	0.018	0.000	-0.057
155.00	25.91	30.60	33.50	0.00	0	4	0.0%	-1.000	0.0000	0.018	0.000	-0.059
160.00	41.20	45.60	48.30	0.00	0	0	106.9%	-0.935	0.0053	-0.090	0.028	-0.059

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.