CNI (Canadian National Railway)
Expected Move & Straddle Price History
The expected move for CNI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current CNI Expected Move
30-Day Straddle
$8.25
7-Day Straddle
$4.00
Avg IV
0.4%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to CNI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CNI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $8.25 | $4.00 | 0.4% | 10% |
| 20260903 | $6.47 | $4.35 | 0.4% | 4% |
| 20260902 | $4.50 | $4.50 | 0.6% | 43% |
| 20260901 | $3.80 | $3.80 | 0.5% | 28% |
| 20260831 | $4.35 | $4.35 | 0.6% | 40% |
| 20260828 | $4.18 | $4.18 | 0.4% | 11% |
| 20260827 | $4.88 | $4.88 | 0.5% | 25% |
| 20260826 | $5.43 | $5.43 | 0.5% | 26% |
| 20260825 | $6.05 | $6.05 | 0.5% | 27% |
| 20260824 | $5.60 | $5.60 | 0.5% | 28% |
| 20260821 | $5.00 | $0.10 | 0.5% | 17% |
| 20260820 | $5.35 | $1.38 | 0.5% | 30% |
| 20260819 | $5.62 | $2.48 | 0.5% | 16% |
| 20260818 | $6.40 | $2.65 | 0.5% | 26% |
| 20260817 | $6.47 | $2.70 | 0.5% | 23% |
| 20260814 | $6.10 | $3.42 | 0.4% | 14% |
| 20260813 | $6.40 | $3.35 | 0.4% | 2% |
| 20260812 | $6.65 | $3.25 | 0.4% | 11% |
| 20260811 | $7.15 | $3.53 | 0.4% | 9% |
| 20260810 | $6.75 | $3.72 | 0.4% | 13% |
| 20260806 | $7.85 | $5.08 | 0.4% | 14% |
| 20260805 | $5.42 | $5.42 | 0.7% | 53% |
| 20260804 | $5.30 | $5.30 | 0.5% | 29% |
| 20260803 | $5.33 | $5.33 | 0.5% | 30% |
| 20260731 | $5.25 | $5.25 | 0.6% | 35% |
| 20260730 | $5.75 | $5.75 | 0.6% | 36% |
| 20260729 | $6.18 | $6.18 | 0.6% | 33% |
| 20260728 | $6.28 | $6.28 | 0.6% | 38% |
| 20260727 | $6.18 | $6.18 | 0.6% | 35% |
| 20260724 | $6.88 | $6.88 | 0.6% | 33% |
| 20260723 | $8.10 | $8.10 | 0.5% | 29% |
| 20260722 | $7.55 | $7.55 | 0.5% | 20% |
| 20260721 | $8.45 | $8.45 | 0.5% | 26% |
| 20260720 | $7.45 | $7.45 | 0.6% | 36% |
| 20260716 | $8.07 | $2.52 | 0.4% | 0% |
| 20260715 | $7.80 | $1.82 | 0.4% | 6% |
| 20260714 | $8.15 | $1.88 | 0.5% | 18% |
| 20260713 | $8.40 | $1.98 | 0.5% | 21% |
| 20260710 | $8.15 | $2.62 | 0.5% | 13% |
| 20260709 | $8.15 | $2.88 | 0.4% | 8% |
| 20260708 | $7.98 | $4.38 | 0.4% | 11% |
| 20260707 | $8.65 | $4.30 | 0.4% | 7% |
| 20260706 | $8.30 | $3.80 | 0.4% | 10% |
| 20260702 | $3.88 | $3.88 | 0.8% | 69% |
| 20260701 | $3.92 | $3.92 | 0.9% | 95% |
| 20260630 | $4.45 | $4.45 | 1.0% | 100% |
| 20260629 | $4.35 | $4.35 | 0.8% | 84% |
| 20260626 | $5.10 | $5.10 | 0.7% | 57% |
| 20260625 | $5.12 | $5.12 | 0.8% | 77% |
| 20260624 | $5.15 | $5.15 | 0.8% | 77% |
| 20260623 | $5.00 | $5.00 | 0.7% | 67% |
| 20260622 | $5.35 | $5.35 | 0.7% | 61% |
| 20260618 | $5.45 | $1.90 | 0.6% | 50% |
| 20260617 | $5.47 | $2.17 | 0.6% | 52% |
| 20260616 | $5.90 | $2.85 | 0.7% | 67% |
| 20260615 | $5.95 | $2.75 | 0.6% | 47% |
| 20260613 | $5.80 | $2.88 | 0.6% | 50% |
| 20260612 | $5.85 | $2.80 | 0.6% | 46% |
| 20260611 | $7.42 | $4.33 | 0.9% | 98% |
| 20260610 | $6.65 | $3.33 | 0.6% | 55% |