Share price$54.33
1D+0.4%
Sold putSold call
Canadian Natural Resources Ltd CNQ
ENERGY · OIL & GAS E&Pi
Market dataready · fetched 2026-10-21T17:02:25.164Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:02:23.673778102Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:24.672911+00:00
Canadian Natural Resources Ltd options
PutsExpensive1.14×
CallsExpensive1.09×
SkewBearish+6.90 pp
Implied moveBearish±$1.40
TiltBearish16.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.84 | 41.8% | 3.1% | 53.03 | 40.0% | 2.7% |
| 25Δ | 55.57 | 41.9% | 2.8% | 53.25 | 41.0% | 2.5% |
| 30Δ | 55.30 | 42.0% | 2.4% | 53.47 | 41.9% | 2.2% |
| 35Δ | 55.03 | 42.1% | 2.0% | 53.70 | 42.9% | 2.0% |
| 40Δ | 54.81 | 41.4% | 1.8% | 53.92 | 43.9% | 1.7% |
| 45Δ | 54.60 | 40.6% | 1.5% | 54.15 | 44.3% | 1.5% |
| 50Δ | 54.39 | 39.8% | 1.3% | 54.38 | 44.5% | 1.3% |
| 55Δ | 54.18 | 39.1% | 1.1% | 54.61 | 44.6% | 1.1% |
| 60Δ | 53.96 | 38.6% | 0.9% | 54.84 | 44.7% | 0.9% |
| 65Δ | 53.69 | 40.4% | 0.7% | 55.13 | 46.6% | 0.8% |
| 70Δ | 53.42 | 42.2% | 0.6% | 55.56 | 52.4% | 0.7% |
| 75Δ | 53.15 | 43.9% | 0.5% | 56.00 | 58.3% | 0.6% |
| 80Δ | 52.78 | 46.7% | 0.4% | 57.92 | 85.1% | 0.6% |
20Δ
- Pseudo strike
- 55.84
- IV
- 41.8%
- B/E move
- 3.1%
- Pseudo strike
- 53.03
- IV
- 40.0%
- B/E move
- 2.7%
25Δ
- Pseudo strike
- 55.57
- IV
- 41.9%
- B/E move
- 2.8%
- Pseudo strike
- 53.25
- IV
- 41.0%
- B/E move
- 2.5%
30Δ
- Pseudo strike
- 55.30
- IV
- 42.0%
- B/E move
- 2.4%
- Pseudo strike
- 53.47
- IV
- 41.9%
- B/E move
- 2.2%
35Δ
- Pseudo strike
- 55.03
- IV
- 42.1%
- B/E move
- 2.0%
- Pseudo strike
- 53.70
- IV
- 42.9%
- B/E move
- 2.0%
40Δ
- Pseudo strike
- 54.81
- IV
- 41.4%
- B/E move
- 1.8%
- Pseudo strike
- 53.92
- IV
- 43.9%
- B/E move
- 1.7%
45Δ
- Pseudo strike
- 54.60
- IV
- 40.6%
- B/E move
- 1.5%
- Pseudo strike
- 54.15
- IV
- 44.3%
- B/E move
- 1.5%
50Δ
- Pseudo strike
- 54.39
- IV
- 39.8%
- B/E move
- 1.3%
- Pseudo strike
- 54.38
- IV
- 44.5%
- B/E move
- 1.3%
55Δ
- Pseudo strike
- 54.18
- IV
- 39.1%
- B/E move
- 1.1%
- Pseudo strike
- 54.61
- IV
- 44.6%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 53.96
- IV
- 38.6%
- B/E move
- 0.9%
- Pseudo strike
- 54.84
- IV
- 44.7%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 53.69
- IV
- 40.4%
- B/E move
- 0.7%
- Pseudo strike
- 55.13
- IV
- 46.6%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 53.42
- IV
- 42.2%
- B/E move
- 0.6%
- Pseudo strike
- 55.56
- IV
- 52.4%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 53.15
- IV
- 43.9%
- B/E move
- 0.5%
- Pseudo strike
- 56.00
- IV
- 58.3%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 52.78
- IV
- 46.7%
- B/E move
- 0.4%
- Pseudo strike
- 57.92
- IV
- 85.1%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 33.04% | |
| 35.09% |