Share price$54.37
1D+0.5%
Sold putSold call
Canadian Natural Resources Ltd CNQ
ENERGY · OIL & GAS E&Pi
Market dataready · fetched 2026-10-21T17:49:05.560Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:48:59.117183293Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:04.254290+00:00
Canadian Natural Resources Ltd options
PutsExpensive1.12×
CallsExpensive1.13×
SkewBearish+4.80 pp
Implied moveBearish±$1.43
TiltBearish12.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.92 | 43.3% | 3.2% | 52.78 | 47.5% | 3.3% |
| 25Δ | 55.63 | 42.6% | 2.8% | 53.24 | 41.9% | 2.6% |
| 30Δ | 55.35 | 41.9% | 2.4% | 53.50 | 40.9% | 2.2% |
| 35Δ | 55.06 | 41.3% | 2.0% | 53.75 | 39.9% | 1.8% |
| 40Δ | 54.83 | 41.2% | 1.7% | 54.01 | 39.0% | 1.5% |
| 45Δ | 54.62 | 41.3% | 1.5% | 54.23 | 40.7% | 1.4% |
| 50Δ | 54.41 | 41.5% | 1.3% | 54.46 | 42.4% | 1.2% |
| 55Δ | 54.20 | 41.6% | 1.1% | 54.68 | 44.0% | 1.1% |
| 60Δ | 53.98 | 41.8% | 0.9% | 54.90 | 45.7% | 0.9% |
| 65Δ | 53.70 | 43.1% | 0.8% | 55.24 | 49.9% | 0.8% |
| 70Δ | 53.43 | 44.5% | 0.7% | 55.68 | 56.1% | 0.7% |
| 75Δ | 53.15 | 45.8% | 0.5% | 56.22 | 62.4% | 0.6% |
| 80Δ | 52.82 | 46.8% | 0.4% | 57.00 | 68.8% | 0.5% |
20Δ
- Pseudo strike
- 55.92
- IV
- 43.3%
- B/E move
- 3.2%
- Pseudo strike
- 52.78
- IV
- 47.5%
- B/E move
- 3.3%
25Δ
- Pseudo strike
- 55.63
- IV
- 42.6%
- B/E move
- 2.8%
- Pseudo strike
- 53.24
- IV
- 41.9%
- B/E move
- 2.6%
30Δ
- Pseudo strike
- 55.35
- IV
- 41.9%
- B/E move
- 2.4%
- Pseudo strike
- 53.50
- IV
- 40.9%
- B/E move
- 2.2%
35Δ
- Pseudo strike
- 55.06
- IV
- 41.3%
- B/E move
- 2.0%
- Pseudo strike
- 53.75
- IV
- 39.9%
- B/E move
- 1.8%
40Δ
- Pseudo strike
- 54.83
- IV
- 41.2%
- B/E move
- 1.7%
- Pseudo strike
- 54.01
- IV
- 39.0%
- B/E move
- 1.5%
45Δ
- Pseudo strike
- 54.62
- IV
- 41.3%
- B/E move
- 1.5%
- Pseudo strike
- 54.23
- IV
- 40.7%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- 54.41
- IV
- 41.5%
- B/E move
- 1.3%
- Pseudo strike
- 54.46
- IV
- 42.4%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 54.20
- IV
- 41.6%
- B/E move
- 1.1%
- Pseudo strike
- 54.68
- IV
- 44.0%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 53.98
- IV
- 41.8%
- B/E move
- 0.9%
- Pseudo strike
- 54.90
- IV
- 45.7%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 53.70
- IV
- 43.1%
- B/E move
- 0.8%
- Pseudo strike
- 55.24
- IV
- 49.9%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 53.43
- IV
- 44.5%
- B/E move
- 0.7%
- Pseudo strike
- 55.68
- IV
- 56.1%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 53.15
- IV
- 45.8%
- B/E move
- 0.5%
- Pseudo strike
- 56.22
- IV
- 62.4%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 52.82
- IV
- 46.8%
- B/E move
- 0.4%
- Pseudo strike
- 57.00
- IV
- 68.8%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 33.04% | |
| 35.09% |