Canadian National Railway (CNI) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Canadian National Railway

NYSE: CNI · Real-Time Price · USD
93.43
-0.50 (-0.53%)
At close: Sep 12, 2025, 3:59 PM
94.16
0.78%
After-hours: Sep 12, 2025, 07:55 PM EDT

CNI Option Overview

Overview for all option chains of CNI. As of September 11, 2025, CNI options have an IV of 62.98% and an IV rank of 137.81%. The volume is 416 contracts, which is 77.18% of average daily volume of 539 contracts. The volume put-call ratio is 2.41, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
62.98%
IV Rank
137.81%
Historical Volatility
15.75%
IV Low
27.71% on Feb 21, 2025
IV High
53.3% on Sep 09, 2025

Open Interest (OI)

Today's Open Interest
20,072
Put-Call Ratio
0.42
Put Open Interest
5,904
Call Open Interest
14,168
Open Interest Avg (30-day)
16,902
Today vs Open Interest Avg (30-day)
118.76%

Option Volume

Today's Volume
416
Put-Call Ratio
2.41
Put Volume
294
Call Volume
122
Volume Avg (30-day)
539
Today vs Volume Avg (30-day)
77.18%

Option Chain Statistics

This table provides a comprehensive overview of all CNI options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 19, 2025 26 45 1.73 5,585 906 0.16 62.98% 95
Oct 17, 2025 51 79 1.55 6,571 3,669 0.56 46.48% 95
Jan 16, 2026 41 34 0.83 1,686 1,214 0.72 33.44% 95
Apr 17, 2026 4 136 34 326 115 0.35 25.21% 90