Imperial Oil Limited (IMO)
AMEX: IMO
· Real-Time Price · USD
91.84
0.37 (0.40%)
At close: Sep 11, 2025, 3:59 PM
91.85
0.01%
After-hours: Sep 11, 2025, 04:10 PM EDT
IMO Delta Exposure By Expiry
The total Delta Exposure (DEX) for IMO across all expirations shows 112,563.63 net shares that market makers must hedge, with 171,123.53 from calls and 58,559.9 from puts. The put-call delta ratio of 0.34 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
IMO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 47,898.8 | -18,638.1 | 29,260.7 | 0.39 |
| Oct 17, 25 | 36,327.81 | -22,013.06 | 14,314.75 | 0.61 |
| Nov 21, 25 | 62,951.57 | -12,338.17 | 50,613.4 | 0.20 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 23,945.35 | -5,570.57 | 18,374.78 | 0.23 |