Canadian National Railway (CNI)
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, 2025IV High
53.3% on Sep 09, 2025Open Interest (OI)
Today's Open Interest
20,072Put-Call Ratio
0.42Put Open Interest
5,904Call Open Interest
14,168Open Interest Avg (30-day)
16,902Today vs Open Interest Avg (30-day)
118.76%Option Volume
Today's Volume
416Put-Call Ratio
2.41Put Volume
294Call Volume
122Volume Avg (30-day)
539Today 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 |