ThetaOwl

CNI

Canadian National Railway CompaIndustrials
$104.18
Bullish
Mkt Cap: $63.78B|Float: 594.4M|SI: 1.1%|DTC: 2.8
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
26.7%
52W Range
$90-$112
ATR(14)
$2.35
Exp. Move
±3.8%
P/C Ratio
0.56
Earnings
Apr 29
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Moderate
Low Put/Call

CNI Key Options Data

IV Rank
100%
Total GEX
$0.00B
Total DEX
$0.3M
Max Pain
$100.00
Expected Move
±3.8%
Put/Call OI
0.56
Net Premium
$0.5M
Spot Price
$104.18

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$4.00±3.8%$100.18$108.18
2026-05-1543±$7.60±7.3%$96.58$111.78
2026-07-17106±$11.20±10.8%$92.98$115.38
2026-10-16197±$14.95±14.3%$89.23$119.13

Explore CNI options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.