Canadian National Railway (CNI)
NYSE: CNI
· Real-Time Price · USD
96.58
-0.16 (-0.17%)
At close: Sep 05, 2025, 3:59 PM
96.80
0.23%
After-hours: Sep 05, 2025, 07:58 PM EDT
CNI Delta Exposure By Expiry
The total Delta Exposure (DEX) for CNI across all expirations shows 309,005.84 net shares that market makers must hedge, with 407,352.23 from calls and 98,346.39 from puts. The put-call delta ratio of 0.24 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
CNI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 175,944.11 | -16,790.8 | 159,153.31 | 0.10 |
| Oct 17, 25 | 170,384.12 | -45,811.37 | 124,572.75 | 0.27 |
| Jan 16, 26 | 51,693.87 | -33,729.14 | 17,964.73 | 0.65 |
| Apr 17, 26 | 9,330.13 | -2,015.08 | 7,315.05 | 0.22 |