CNI · Expected Move
Canadian National Railway
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).
CNI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CNI Expected Move
30-Day Straddle
$6.75
7-Day Straddle
$6.75
30-Day ATM IV
24.0%
IV Rank
65%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.75 | $6.75 | 24.0% | 65% |
| 20261021 | $6.17 | $6.17 | 20.8% | 31% |
| 20261020 | $6.60 | $6.60 | 22.9% | 53% |
| 20261019 | $6.67 | $6.67 | 23.6% | 61% |
| 20261016 | $7.20 | $2.70 | 24.0% | 65% |
| 20261015 | $7.47 | $1.62 | 24.2% | 68% |
| 20261014 | $7.22 | $1.95 | 23.8% | 64% |
| 20261013 | $6.75 | $2.65 | 21.9% | 43% |
| 20261012 | $6.92 | $2.62 | 21.7% | 41% |
| 20261009 | $7.53 | $3.50 | 23.4% | 59% |
| 20261008 | $7.78 | $4.03 | 24.5% | 70% |
| 20261007 | $7.78 | $3.30 | 23.5% | 60% |
| 20261006 | $7.10 | $3.58 | 22.1% | 45% |
| 20261005 | $7.82 | $2.90 | 22.6% | 50% |
| 20261002 | $3.27 | $3.27 | 20.2% | 26% |
| 20261001 | $4.62 | $4.62 | 21.9% | 43% |
| 20260930 | $4.57 | $4.57 | 21.4% | 38% |
| 20260929 | $5.20 | $5.20 | 23.0% | 55% |
| 20260928 | $5.20 | $5.20 | 22.5% | 50% |
| 20260925 | $4.60 | $4.60 | 20.6% | 30% |
| 20260924 | $5.12 | $5.12 | 22.0% | 45% |
| 20260923 | $4.20 | $4.20 | 19.9% | 23% |
| 20260922 | $4.97 | $4.97 | 20.8% | 31% |
| 20260921 | $5.05 | $5.05 | 21.6% | 40% |
| 20260918 | $5.65 | $2.15 | 21.4% | 38% |
| 20260917 | $5.30 | $2.20 | 19.9% | 22% |
| 20260916 | $5.95 | $2.55 | 21.9% | 43% |
| 20260915 | $6.00 | $3.08 | 20.3% | 26% |
| 20260914 | $6.50 | $3.58 | 20.2% | 26% |
| 20260911 | $6.20 | $3.90 | 20.4% | 27% |
| 20260910 | $5.72 | $3.32 | 18.7% | 10% |
| 20260909 | $6.22 | $4.12 | 19.3% | 16% |
| 20260908 | $6.55 | $3.77 | 20.9% | 33% |
| 20260904 | $8.25 | $4.00 | 21.8% | 38% |
| 20260903 | $6.47 | $4.35 | 19.3% | 14% |
| 20260902 | $4.50 | $4.50 | 20.9% | 29% |
| 20260901 | $3.80 | $3.80 | 19.1% | 13% |
| 20260831 | $4.35 | $4.35 | 20.1% | 22% |
| 20260828 | $4.18 | $4.18 | 17.8% | 0% |
| 20260827 | $4.88 | $4.88 | 19.3% | 14% |
| 20260826 | $5.43 | $5.43 | 20.3% | 24% |
| 20260825 | $6.05 | $6.05 | 20.2% | 22% |
| 20260824 | $5.60 | $5.60 | 20.2% | 22% |
| 20260821 | $5.00 | $0.10 | 17.8% | 0% |
| 20260820 | $5.35 | $1.38 | 19.0% | 6% |
| 20260819 | $5.62 | $2.48 | 19.5% | 11% |
| 20260818 | $6.40 | $2.65 | 20.1% | 17% |
| 20260817 | $6.47 | $2.70 | 20.0% | 16% |
| 20260814 | $6.10 | $3.42 | 18.4% | 0% |
| 20260813 | $6.40 | $3.35 | 19.8% | 1% |
| 20260812 | $6.65 | $3.25 | 19.8% | 0% |
| 20260811 | $7.15 | $3.53 | 21.5% | 17% |
| 20260810 | $6.75 | $3.72 | 21.0% | 11% |
| 20260807 | — | — | 21.4% | 15% |
| 20260806 | $7.85 | $5.08 | 22.0% | 21% |
| 20260805 | $5.42 | $5.42 | 23.2% | 35% |
| 20260804 | $5.30 | $5.30 | 22.0% | 21% |
| 20260803 | $5.33 | $5.33 | 22.5% | 26% |
| 20260731 | $5.25 | $5.25 | 21.2% | 13% |
| 20260730 | $5.75 | $5.75 | 21.8% | 19% |
More on CNI
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.