Canadian National Railway (CNI) Gamma Exposure by Expiry | GEX Expiration Analysis - 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 Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for CNI across all expirations is 17,866.11 shares per 1% move, with 48,941.15 from calls and 31,075.04 from puts. The put-call GEX ratio of 0.63 reflects balanced positioning between puts and calls.

CNI GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 23,645.72 -5,998.05 17,647.67 0.25
Oct 17, 25 20,940.38 -20,780.63 159.75 0.99
Nov 21, 25 409.21 -477.47 -68.26 1.17
Jan 16, 26 3,461.85 -2,771.43 690.42 0.80
Apr 17, 26 483.99 -1,047.46 -563.47 2.16