IMO·Imperial Oil Limited

Realized volatility (21d)

31.4% 64th pct

Below its peak

-11.1%

vs 200-day average

+2.1%

Up days (1y)

57%

Imperial Oil Limited is currently running 31.4% annualised volatility over the last 21 sessions. Measured against IMO's own 13 years of daily returns rather than a market-wide average, that is the 64th percentile — a little above its own norm, against a typical reading of 27.0%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

IMO is trading -11.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -25.1%, and the deepest was -71.4% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +2.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 50th percentile — close to the gap it normally carries. Over the past year IMO closed higher on 57% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, IMO finished the month higher 9 of 13 times, with a median return of +2.5% and an average of +3.1%. Its strongest month historically has been April at +6.8% on average, its weakest December at -2.1%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: IMO has opened more than 2% away from the prior close in 223 of 3,266 sessions (6.8% of the time), with the largest gaps running +18.2% and -10.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against IMO's own 13-year history, not a peer group or index.