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CP

Canadian Pacific Kansas City LiClose $87.79EOD only

Max Pain

$90.00

Next expiry Jul 17, 2026

Expected Move

±$3.15

3.6% from close

Price Gap

+2.21

Distance to max pain

IV Rank

Low premium

P/C OI

0.37

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 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

Jul 2, 2026 close

CP Options Chain

Data as of market close Jul 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 15)

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
42.50	42.45	44.00	47.30	0.00	0	0	200.2%	0.980	0.0014	-0.065	0.008	0.015
70.00	20.70	16.50	19.90	0.00	4	4	77.4%	0.943	0.0086	-0.062	0.020	0.025
75.00	11.27	11.60	14.10	0.00	10	11	83.7%	0.854	0.0159	-0.125	0.039	0.023
80.00	5.65	6.70	8.70	0.00	0	21	51.9%	0.837	0.0276	-0.086	0.042	0.025
82.50	3.65	4.50	6.50	0.00	21	20	46.2%	0.774	0.0379	-0.093	0.052	0.024
85.00	3.19	2.80	4.80	0.00	1	239	46.0%	0.663	0.0461	-0.109	0.063	0.021
87.50	1.90	1.55	2.10	0.50	5	100	27.5%	0.547	0.0837	-0.072	0.068	0.018
90.00	1.00	0.55	0.80	0.65	14	507	23.3%	0.314	0.0884	-0.054	0.061	0.010
92.50	0.27	0.15	0.30	0.02	4	795	23.6%	0.142	0.0553	-0.034	0.039	0.005
95.00	0.16	0.05	0.15	0.01	2	708	26.4%	0.071	0.0298	-0.023	0.023	0.002
97.50	0.80	0.00	0.35	0.00	0	1	40.1%	0.101	0.0257	-0.045	0.030	0.003
100.00	0.05	0.00	0.15	0.00	202	209	38.8%	0.049	0.0152	-0.025	0.017	0.002

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
42.50	0.05	0.00	0.05	0.00	0	1	137.5%	-0.002	0.0003	-0.006	0.001	-0.000
70.00	0.32	0.00	2.15	0.00	10	10	100.7%	-0.105	0.0105	-0.111	0.031	-0.004
75.00	0.10	0.00	0.25	0.00	4	17	51.9%	-0.053	0.0121	-0.034	0.019	-0.002
77.50	0.11	0.00	1.25	0.00	2	4	55.5%	-0.112	0.0199	-0.064	0.033	-0.004
80.00	0.52	0.00	2.25	0.00	1	42	56.4%	-0.181	0.0272	-0.089	0.045	-0.006
82.50	1.10	0.00	0.40	0.00	4	111	29.7%	-0.130	0.0414	-0.037	0.036	-0.005
85.00	0.70	0.45	0.70	-0.10	41	420	25.1%	-0.237	0.0716	-0.045	0.053	-0.008
87.50	1.00	1.15	1.50	-0.90	8	29	23.1%	-0.447	0.0994	-0.051	0.068	-0.016
90.00	4.85	2.65	3.50	0.00	2	8	30.9%	-0.638	0.0705	-0.064	0.064	-0.023
92.50	4.50	4.10	5.70	0.00	15	661	37.4%	-0.744	0.0501	-0.065	0.055	-0.027
95.00	5.48	6.50	8.10	0.00	60	37	45.0%	-0.798	0.0365	-0.069	0.048	-0.030

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.