Net delta exposure for Imperial Oil Limited (IMO) options was $3.89M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$696.51K.
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Delta Exposure by Strike
Showing results for IMO, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for IMO, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for IMO, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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IMO Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is IMO delta exposure positive or negative?
Imperial Oil net delta exposure was positive on Nov 4, 2026, at $3.89M. It has been positive on 20 of the last 20 trading days.
How has IMO delta exposure changed recently?
Imperial Oil net delta exposure went from -$696.51K on Oct 7, 2026 to $3.89M on Nov 4, 2026. See the IMO delta exposure history for a longer view.
What is Imperial Oil Limited?
Imperial Oil Ltd is an integrated oil company active in all phases of the petroleum industry in Canada, including the exploration for, and production and sale of, crude oil, natural gas, petroleum products, and petrochemicals.