Canadian National Railway (CNI)
NYSE: CNI
· Real-Time Price · USD
96.38
1.91 (2.02%)
At close: Oct 03, 2025, 3:59 PM
95.84
-0.56%
After-hours: Oct 03, 2025, 07:23 PM EDT
Canadian National Railway Greeks
Delta, Gamma, Theta, and Vega Greek Charts for CNI options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 50.00 | 0.9446 | 0.0028 | -0.1803 | 0.0217 |
| 55.00 | 0.9180 | 0.0051 | -0.2169 | 0.0324 |
| 60.00 | 0.9041 | 0.0067 | -0.215 | 0.0367 |
| 65.00 | 0.8913 | 0.0087 | -0.2017 | 0.0406 |
| 70.00 | 0.8780 | 0.0117 | -0.1827 | 0.0446 |
| 75.00 | 0.8347 | 0.0169 | -0.2004 | 0.0560 |
| 80.00 | 0.7977 | 0.0253 | -0.1823 | 0.0653 |
| 85.00 | 0.7459 | 0.0367 | -0.1708 | 0.0731 |
| 90.00 | 0.6382 | 0.0778 | -0.1367 | 0.0932 |
| 95.00 | 0.0522 | 0.2012 | -0.1437 | 0.1483 |
| 100.00 | -0.836 | 0.0525 | -0.0327 | 0.0461 |
| 105.00 | -0.8909 | 0.0254 | -0.0392 | 0.0348 |
| 110.00 | -0.9381 | 0.0140 | -0.0269 | 0.0227 |
| 115.00 | -0.9022 | 0.0131 | -0.0703 | 0.0322 |
| 120.00 | -0.9474 | 0.0082 | -0.038 | 0.0200 |
| 125.00 | -0.982 | 0.0037 | -0.0059 | 0.0082 |
| 130.00 | -0.9458 | 0.0063 | -0.0555 | 0.0205 |
| 135.00 | -0.8961 | 0.0075 | -0.1415 | 0.0336 |
| 140.00 | -0.9417 | 0.0053 | -0.0765 | 0.0217 |
| 145.00 | -0.9447 | 0.0048 | -0.0782 | 0.0208 |
| 150.00 | -0.9099 | 0.0056 | -0.1533 | 0.0303 |