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
$8.10
7-Day Straddle
$8.10
Avg IV
0.5%
IV Rank
29%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $6.97 | $3.83 | 0.6% | 56% |
| 20260608 | $6.90 | $3.98 | 0.6% | 41% |
| 20260605 | $7.35 | $4.05 | 0.5% | 22% |
| 20260604 | $8.00 | $4.55 | 0.5% | 33% |
| 20260603 | $7.20 | $4.65 | 0.6% | 42% |
| 20260602 | $4.58 | $4.58 | 0.6% | 37% |
| 20260601 | $4.78 | $4.78 | 0.5% | 28% |
| 20260529 | $5.28 | $5.28 | 0.5% | 27% |
| 20260528 | $5.25 | $5.25 | 0.5% | 32% |
| 20260527 | $5.50 | $5.50 | 0.5% | 30% |
| 20260526 | $5.57 | $5.57 | 0.6% | 41% |
| 20260522 | $5.50 | $5.50 | 0.5% | 27% |
| 20260521 | $5.67 | $5.67 | 0.5% | 30% |
| 20260520 | $6.05 | $6.05 | 0.5% | 23% |
| 20260519 | $6.17 | $6.17 | 0.4% | 12% |
| 20260518 | $6.17 | $6.17 | 0.5% | 26% |
| 20260515 | $6.50 | $1.82 | 0.5% | 16% |
| 20260514 | $6.80 | $3.33 | 0.5% | 16% |
| 20260513 | $6.72 | $2.68 | 0.5% | 18% |
| 20260512 | $6.72 | $2.70 | 0.4% | 15% |
| 20260511 | $6.58 | $2.58 | 0.4% | 15% |
| 20260510 | $6.78 | $3.15 | 0.4% | 2% |
| 20260508 | $6.78 | $3.15 | 0.4% | 1% |
| 20260507 | $7.07 | $3.03 | 0.5% | 19% |
| 20260506 | $7.47 | $4.28 | 0.4% | 12% |
| 20260505 | $7.20 | $3.88 | 0.4% | 10% |
| 20260504 | $7.35 | $4.62 | 0.4% | 11% |
| 20260502 | $4.58 | $4.58 | 0.9% | 100% |
| 20260501 | $4.58 | $4.58 | 0.8% | 100% |
| 20260430 | $4.60 | $4.60 | 0.6% | 50% |