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Canadian Natural Resources Limited CNQ

i

Market datapartial · fetched 2026-11-10T22:37:00.092Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:11:34.298457224Z

FundamentalsAlpha Vantage · unavailable

Share price$48.26
1D+1.9%
AH$46.97$47.34$47.72$48.09$48.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNQ
Sold putSold callAH

Canadian Natural Resources Limited options

Live interpolated CNQ call and put midpoint premiums by absolute delta.Canadian Natural Resources Limited$0.16$0.65$1.14$1.63$2.12$46.20$47.27$48.35$49.42$50.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CNQ spot · $48.26CNQ PRICE$0.22$0.28$0.35$0.42$0.50$0.59$0.71$0.83$1.01$1.22$1.31$1.38$1.45$0.21$0.28$0.38$0.50$0.68$0.85$0.85$0.87$1.00$1.12$1.85$1.98
Puts——
CallsExpensive1.17×
Skew——
Implied moveBearish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.0345.5%4.1%46.7542.7%3.6%
25Δ49.6343.7%3.4%47.0842.0%3.0%
30Δ49.3142.5%2.9%47.3243.6%2.7%
35Δ49.0241.6%2.4%47.5646.2%2.5%
40Δ48.7741.0%2.1%47.7951.5%2.4%
45Δ48.5340.5%1.8%48.0255.7%2.2%
50Δ48.3041.0%1.6%48.2948.1%1.7%
55Δ48.0841.7%1.3%48.5441.7%1.2%
60Δ47.8243.5%1.2%48.7640.9%1.0%
65Δ47.5446.0%1.0%48.9940.1%0.8%
70Δ47.3543.2%0.8%49.6657.0%0.9%
75Δ47.1839.4%0.6%49.9252.9%0.7%
80Δ47.0035.7%0.4%

20Δ

Calls
Pseudo strike
50.03
IV
45.5%
B/E move
4.1%
Puts
Pseudo strike
46.75
IV
42.7%
B/E move
3.6%

25Δ

Calls
Pseudo strike
49.63
IV
43.7%
B/E move
3.4%
Puts
Pseudo strike
47.08
IV
42.0%
B/E move
3.0%

30Δ

Calls
Pseudo strike
49.31
IV
42.5%
B/E move
2.9%
Puts
Pseudo strike
47.32
IV
43.6%
B/E move
2.7%

35Δ

Calls
Pseudo strike
49.02
IV
41.6%
B/E move
2.4%
Puts
Pseudo strike
47.56
IV
46.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
48.77
IV
41.0%
B/E move
2.1%
Puts
Pseudo strike
47.79
IV
51.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
48.53
IV
40.5%
B/E move
1.8%
Puts
Pseudo strike
48.02
IV
55.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
48.30
IV
41.0%
B/E move
1.6%
Puts
Pseudo strike
48.29
IV
48.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
48.08
IV
41.7%
B/E move
1.3%
Puts
Pseudo strike
48.54
IV
41.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
47.82
IV
43.5%
B/E move
1.2%
Puts
Pseudo strike
48.76
IV
40.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
47.54
IV
46.0%
B/E move
1.0%
Puts
Pseudo strike
48.99
IV
40.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
47.35
IV
43.2%
B/E move
0.8%
Puts
Pseudo strike
49.66
IV
57.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
47.18
IV
39.4%
B/E move
0.6%
Puts
Pseudo strike
49.92
IV
52.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
47.00
IV
35.7%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.74%
Daily close
CNQ26.0%34.5%43.0%2026-08-12: 29.57%2026-08-13: 32.51%2026-08-14: 27.52%2026-08-17: 28.11%2026-08-18: 32.03%2026-08-19: 28.58%2026-08-20: 35.65%2026-08-21: 29.50%2026-08-24: 28.26%2026-08-25: 29.56%2026-08-26: 35.55%2026-08-27: 35.00%2026-08-28: 27.18%2026-08-31: 33.36%2026-09-01: 33.77%2026-09-02: 29.88%2026-09-03: 33.15%2026-09-04: 28.17%2026-09-08: 30.56%2026-09-09: 35.08%2026-09-10: 37.83%2026-09-11: 33.07%2026-09-14: 33.32%2026-09-15: 36.78%2026-09-16: 33.91%2026-09-17: 34.28%2026-09-18: 30.91%2026-09-21: 35.53%2026-09-22: 35.17%2026-09-23: 37.15%2026-09-24: 41.83%2026-09-25: 32.69%2026-09-28: 35.82%2026-09-29: 32.46%2026-09-30: 33.63%2026-10-01: 37.35%2026-10-02: 32.43%2026-10-05: 35.69%2026-10-06: 32.10%2026-10-07: 28.66%2026-10-08: 33.16%2026-10-09: 30.08%2026-10-12: 29.46%2026-10-13: 36.59%2026-10-14: 32.92%2026-10-15: 31.95%2026-10-16: 32.20%2026-10-19: 32.93%2026-10-20: 35.07%2026-10-21: 38.00%2026-10-22: 36.07%2026-10-23: 33.83%2026-10-26: 37.64%2026-10-28: 40.71%2026-10-29: 39.03%2026-10-30: 36.74%Aug 12Sep 21Oct 30
56 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
29.57%
32.51%
27.52%
28.11%
32.03%
28.58%
35.65%
29.50%
28.26%
29.56%
35.55%
35.00%
27.18%
33.36%
33.77%
29.88%
33.15%
28.17%
30.56%
35.08%
37.83%
33.07%
33.32%
36.78%
33.91%
34.28%
30.91%
35.53%
35.17%
37.15%
41.83%
32.69%
35.82%
32.46%
33.63%
37.35%
32.43%
35.69%
32.10%
28.66%
33.16%
30.08%
29.46%
36.59%
32.92%
31.95%
32.20%
32.93%
35.07%
38.00%
36.07%
33.83%
37.64%
40.71%
39.03%
36.74%