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
$6.90
7-Day Straddle
$3.98
Avg IV
0.6%
IV Rank
41%
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 |
|---|---|---|---|---|
| 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% |
| 20260429 | $4.62 | $4.62 | 0.5% | 34% |
| 20260428 | $6.70 | $6.70 | 0.6% | 60% |
| 20260427 | $5.65 | $5.65 | 0.7% | 74% |
| 20260424 | $5.85 | $5.85 | 0.5% | 30% |
| 20260423 | $5.95 | $5.95 | 0.4% | 9% |
| 20260422 | $5.92 | $5.92 | 0.6% | 42% |
| 20260421 | $6.12 | $6.12 | 0.6% | 52% |
| 20260420 | $6.05 | $6.05 | 0.5% | 28% |
| 20260417 | $5.88 | $1.48 | 0.5% | 23% |
| 20260416 | $5.82 | $1.43 | 0.5% | 28% |
| 20260415 | $6.30 | $2.08 | 0.6% | 43% |
| 20260414 | $6.48 | $2.72 | 0.5% | 27% |
| 20260413 | $6.28 | $2.08 | 0.4% | 1% |
| 20260410 | $6.55 | $3.45 | 0.5% | 18% |
| 20260409 | $6.55 | $3.33 | 0.4% | 8% |
| 20260408 | $6.62 | $4.15 | 0.4% | 10% |
| 20260407 | $7.47 | $3.98 | 0.4% | 0% |
| 20260406 | $7.38 | $3.83 | 0.4% | 2% |
| 20260402 | $7.60 | $4.00 | 0.4% | 2% |
| 20260401 | $4.25 | $4.25 | 0.8% | 83% |
| 20260331 | $4.80 | $4.80 | 0.7% | 65% |
| 20260330 | $5.25 | $5.25 | 0.8% | 100% |
| 20260327 | $5.68 | $5.68 | 0.6% | 67% |
| 20260326 | $5.72 | $5.72 | 0.7% | 77% |
| 20260325 | $5.75 | $5.75 | 0.6% | 75% |
| 20260324 | $5.72 | $5.72 | 0.7% | 88% |
| 20260323 | $5.57 | $5.57 | 0.7% | 80% |
| 20260320 | $5.82 | $2.35 | 0.6% | 59% |
| 20260319 | $5.65 | $1.95 | 0.6% | 62% |
| 20260318 | $5.80 | $1.95 | 0.5% | 48% |
| 20260317 | $6.85 | $3.17 | 0.6% | 67% |