Canadian Pacific Kansas City LiClose $93.68EOD only
Max Pain
$90.00
Next expiry Aug 21, 2026
Expected Move
±$2.42
2.6% from close
Price Gap
-3.68
Distance to max pain
IV Rank
19
Low premium
P/C OI
0.31
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Aug 18, 2026 close
End-of-day snapshot
This page reflects CP options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
CP Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
70.00
19.03
22.20
25.60
0.00
4
4
159.4%
0.982
0.0033
-0.109
0.004
0.006
75.00
18.20
17.20
20.60
0.00
10
10
127.3%
0.977
0.0051
-0.108
0.005
0.006
80.00
8.92
13.30
15.30
0.00
4
8
124.6%
0.927
0.0130
-0.252
0.012
0.006
82.50
5.20
10.00
12.80
0.00
4
2
81.1%
0.962
0.0121
-0.105
0.007
0.006
85.00
6.52
7.50
10.00
0.00
3
63
51.8%
0.982
0.0099
-0.042
0.004
0.007
87.50
6.76
5.00
8.30
0.00
1
25
63.2%
0.890
0.0351
-0.177
0.016
0.006
90.00
3.73
2.10
5.80
-0.52
1
109
95.8%
0.695
0.0431
-0.482
0.030
0.005
92.50
2.14
0.85
3.30
0.20
2
283
68.7%
0.595
0.0665
-0.383
0.033
0.004
95.00
0.44
0.00
0.95
-0.15
3
392
38.6%
0.355
0.1136
-0.207
0.032
0.003
97.50
0.10
0.00
0.35
-0.10
7
87
39.5%
0.138
0.0658
-0.125
0.019
0.001
100.00
0.07
0.00
0.25
0.00
1
76
49.6%
0.078
0.0345
-0.103
0.012
0.001
105.00
0.19
0.00
0.95
0.00
5
6
88.1%
0.083
0.0205
-0.192
0.013
0.001
115.00
1.00
0.00
0.95
0.00
0
1
134.8%
0.053
0.0095
-0.207
0.009
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
47.50
0.09
0.00
0.10
0.00
0
2
270.3%
-0.002
0.0003
-0.023
0.001
-0.000
50.00
0.11
0.00
0.05
0.00
2
4
231.3%
-0.001
0.0002
-0.011
0.000
-0.000
65.00
0.18
0.00
2.15
0.00
0
6
274.4%
-0.055
0.0048
-0.434
0.009
-0.000
70.00
0.36
0.00
2.15
0.00
1
3
230.6%
-0.067
0.0066
-0.422
0.011
-0.001
75.00
0.10
0.00
2.15
0.00
4
8
188.7%
-0.083
0.0095
-0.406
0.013
-0.001
77.50
0.14
0.00
1.75
0.00
2
11
157.7%
-0.081
0.0112
-0.333
0.013
-0.001
80.00
0.20
0.00
0.40
0.00
13
19
94.3%
-0.029
0.0083
-0.089
0.006
-0.000
82.50
0.05
0.00
0.05
0.00
4
25
55.5%
-0.005
0.0032
-0.012
0.001
-0.000
85.00
0.09
0.00
0.95
0.00
2
637
81.2%
-0.086
0.0229
-0.180
0.013
-0.001
87.50
0.10
0.00
0.35
0.00
2
267
57.5%
-0.090
0.0332
-0.131
0.014
-0.001
90.00
0.40
0.00
0.20
0.00
2
92
33.4%
-0.088
0.0565
-0.075
0.014
-0.001
92.50
0.25
0.20
0.50
-0.25
20
164
25.2%
-0.280
0.1574
-0.117
0.029
-0.002
95.00
7.08
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.011
0.000
-0.008
97.50
5.15
1.85
4.80
0.00
10
0
60.8%
-0.755
0.0608
-0.261
0.027
-0.006
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.