Canadian National Railway (CNI)
CNI Daily Delta Exposure
CNI's current Delta Exposure (DEX) is -53.88K shares, which is 78% smaller than the 3M average of 246.79K shares. During this period, DEX ranged from -70.07K on Jul 31, 2025 to 433.31K on Jul 2, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 1.28 signals heavy put positioning that could accelerate downside moves. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 193,994.71 | -247,870.46 | -53,875.75 | 1.28 |
| Aug 13, 2025 | 245,642.9 | -237,827.78 | 7,815.12 | 0.97 |
| Aug 12, 2025 | 247,651.87 | -231,997.31 | 15,654.56 | 0.94 |
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