Canadian National Railway (CNI)
NYSE: CNI
· Real-Time Price · USD
96.58
-0.16 (-0.17%)
At close: Sep 05, 2025, 3:59 PM
96.15
-0.44%
After-hours: Sep 05, 2025, 07:39 PM EDT
CNI Daily Delta Exposure
CNI's current Delta Exposure (DEX) is 309.01K shares, which is 31% larger than the 3M average of 235.72K shares. During this period, DEX ranged from 38.99K on Jul 31, 2025 to 423.78K on Jul 2, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 5, 2025 | 407,352.23 | -98,346.39 | 309,005.84 | 0.24 |
| Sep 4, 2025 | 351,808.66 | -109,491.23 | 242,317.43 | 0.31 |
| Sep 3, 2025 | 381,970.31 | -107,815.08 | 274,155.23 | 0.28 |
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