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Canadian National Railway CNI

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Market datapartial · fetched 2026-10-22T04:40:48.766Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.001561881Z

FundamentalsAlpha Vantage · unavailable

Share price$122.05
1D+0.6%
AH$121.27$121.66$122.05$122.44$122.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNI
Sold putSold callAH

Canadian National Railway options

Live interpolated CNI call and put midpoint premiums by absolute delta.Canadian National Railway$0.63$2.64$4.65$6.66$8.67$112.66$117.37$122.07$126.78$131.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNI spot · $122.05CNI PRICE$0.85$1.13$1.41$1.69$2.05$2.51$2.96$3.41$3.86$4.40$5.42$6.44$7.46$0.94$1.25$1.55$1.86$2.26$2.70$3.13$3.57$4.00$4.70$5.83$6.96$8.09
PutsFair1.00×
CallsFair0.99×
SkewNeutral+0.06 pp
Implied moveBearish±$6.09
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.5522.2%6.8%115.9822.9%5.7%
25Δ128.2521.9%6.0%117.2322.6%5.0%
30Δ126.9521.6%5.2%118.4822.3%4.2%
35Δ125.6521.3%4.3%119.7222.0%3.4%
40Δ124.5321.1%3.7%120.7221.7%2.9%
45Δ123.6021.1%3.3%121.6521.4%2.5%
50Δ122.6621.1%2.9%122.5721.1%2.1%
55Δ121.7321.2%2.5%123.5020.8%1.7%
60Δ120.8021.2%2.1%124.4220.5%1.3%
65Δ119.8121.3%1.8%125.5220.6%1.0%
70Δ118.5021.9%1.5%126.9121.4%0.8%
75Δ117.2022.6%1.3%128.3022.2%0.6%
80Δ115.8923.3%1.1%129.6923.1%0.4%

20Δ

Calls
Pseudo strike
129.55
IV
22.2%
B/E move
6.8%
Puts
Pseudo strike
115.98
IV
22.9%
B/E move
5.7%

25Δ

Calls
Pseudo strike
128.25
IV
21.9%
B/E move
6.0%
Puts
Pseudo strike
117.23
IV
22.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
126.95
IV
21.6%
B/E move
5.2%
Puts
Pseudo strike
118.48
IV
22.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
125.65
IV
21.3%
B/E move
4.3%
Puts
Pseudo strike
119.72
IV
22.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
124.53
IV
21.1%
B/E move
3.7%
Puts
Pseudo strike
120.72
IV
21.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
123.60
IV
21.1%
B/E move
3.3%
Puts
Pseudo strike
121.65
IV
21.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
122.66
IV
21.1%
B/E move
2.9%
Puts
Pseudo strike
122.57
IV
21.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
121.73
IV
21.2%
B/E move
2.5%
Puts
Pseudo strike
123.50
IV
20.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
120.80
IV
21.2%
B/E move
2.1%
Puts
Pseudo strike
124.42
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
119.81
IV
21.3%
B/E move
1.8%
Puts
Pseudo strike
125.52
IV
20.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
118.50
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
126.91
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
117.20
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
128.30
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
115.89
IV
23.3%
B/E move
1.1%
Puts
Pseudo strike
129.69
IV
23.1%
B/E move
0.4%

Options history

No recorded observations