Imperial Oil Limited (IMO)
AMEX: IMO
· Real-Time Price · USD
83.25
-0.20 (-0.24%)
At close: Aug 14, 2025, 3:59 PM
84.00
0.90%
After-hours: Aug 14, 2025, 05:38 PM EDT
IMO Delta Exposure By Expiry
The total Delta Exposure (DEX) for IMO across all expirations shows 20,869.92 net shares that market makers must hedge, with 43,529.59 from calls and 22,659.67 from puts. The put-call delta ratio of 0.52 suggests neutral market maker positioning. The largest delta concentration at Nov 21, 25 with 25,582.48 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
IMO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 2,686.94 | -14,139.68 | -11,452.74 | 5.26 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 27,920.69 | -2,338.21 | 25,582.48 | 0.08 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 12,921.96 | -6,181.78 | 6,740.18 | 0.48 |