thetaOwl

CP

Canadian Pacific Kansas City LiClose $86.34EOD only
Max Pain
$85.00
Next expiry Jun 18, 2026
Expected Move
±$5.20
6.0% from close
Price Gap
-1.34
Distance to max pain
IV Rank
16
Low premium
P/C OI
0.37
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 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
May 20, 2026 close
CP Options Chain
Data as of market close May 20, 2026

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

Control Row
Next expiry (DTE 29)

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
40.0035.4932.4036.400.00010.0%1.0000.0000-0.0050.0000.032
50.0022.1922.1025.700.00110.0%1.0000.0000-0.0060.0000.040
60.0027.8524.5028.600.001070.7%0.9740.0035-0.0250.0150.046
65.0018.400.000.000.001000.0%1.0000.0000-0.0080.0000.051
67.5017.100.000.000.00200.0%1.0000.0000-0.0080.0000.053
70.0012.540.000.000.00100.0%1.0000.0000-0.0080.0000.055
72.5014.2512.9016.200.00417952.2%0.9000.0138-0.0460.0430.050
75.0011.4711.0013.000.19128260.8%0.8230.0175-0.0730.0630.046
77.5010.009.0010.301.20520649.0%0.8090.0228-0.0630.0660.047
80.006.946.809.300.0018127158.6%0.7140.0238-0.0900.0830.042
82.505.054.805.300.002634631.1%0.7270.0440-0.0500.0810.046
85.003.853.303.600.35442329.4%0.6070.0537-0.0530.0940.039
87.502.352.002.200.25941,00927.6%0.4650.0592-0.0500.0970.030
90.001.201.051.35-0.042694,00027.9%0.3280.0533-0.0450.0880.021
92.500.500.300.80-0.1022,69128.3%0.2180.0427-0.0370.0720.014
95.001.110.000.600.8657731.3%0.1590.0318-0.0330.0590.010
100.000.230.000.000.001012.5%0.0000.0000-0.0000.0000.000
105.000.700.000.000.005012.5%0.0000.00000.0000.0000.000
110.001.800.002.150.001269.9%0.1330.0126-0.0640.0520.008

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
50.000.500.001.050.0001119.5%-0.0360.0027-0.0390.019-0.003
55.000.060.002.150.00941120.9%-0.0660.0044-0.0650.031-0.005
60.000.080.000.800.0095880.3%-0.0410.0045-0.0290.021-0.003
62.500.100.001.050.0042977.4%-0.0540.0058-0.0350.027-0.004
65.000.050.002.150.00633084.6%-0.0930.0081-0.0580.040-0.007
67.500.350.000.750.00108057.5%-0.0530.0077-0.0250.026-0.004
70.000.400.002.250.00132068.8%-0.1160.0116-0.0550.047-0.009
72.500.400.002.300.00111861.0%-0.1310.0143-0.0530.052-0.010
75.000.200.150.30-0.1528335.2%-0.0660.0150-0.0180.031-0.005
77.500.500.250.450.00411432.2%-0.1020.0226-0.0230.043-0.007
80.000.700.500.850.00157531.8%-0.1750.0333-0.0320.063-0.013
82.500.951.001.25-0.25337728.5%-0.2580.0466-0.0360.079-0.019
85.001.551.752.10-0.45231,42927.7%-0.3890.0568-0.0400.093-0.028
87.502.752.903.30-0.3517927.0%-0.5370.0605-0.0390.097-0.039
90.004.304.404.90-0.95153426.6%-0.6810.0551-0.0320.087-0.050
92.506.304.507.800.0045060639.0%-0.7060.0363-0.0480.084-0.054
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.