CNQ (Canadian Natural Resources Limited)

Expected Move & Straddle Price History

The expected move for CNQ 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 CNQ Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$1.55
Avg IV
0.5%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to CNQ'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.
CNQ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260716 $3.10 $1.55 0.5% 26%
20260715 $3.15 $1.60 0.5% 16%
20260714 $3.50 $1.83 0.4% 13%
20260713 $3.40 $1.35 0.4% 5%
20260710 $2.95 $1.30 0.5% 22%
20260709 $3.17 $1.55 0.5% 17%
20260708 $3.38 $1.77 0.4% 11%
20260707 $3.10 $1.77 0.4% 13%
20260706 $3.23 $1.12 0.4% 0%
20260702 $2.75 $1.35 0.5% 19%
20260701 $2.80 $1.50 0.5% 22%
20260630 $3.02 $1.65 0.4% 11%
20260629 $2.83 $0.93 0.4% 4%
20260626 $2.77 $1.25 0.5% 13%
20260625 $2.85 $1.48 0.5% 19%
20260624 $2.92 $1.67 0.5% 11%
20260623 $3.08 $1.77 0.4% 8%
20260622 $3.17 $1.35 0.5% 23%
20260618 $3.00 $1.68 0.6% 44%
20260617 $3.25 $1.83 0.6% 42%
20260616 $3.12 $1.80 0.6% 43%
20260615 $3.58 $1.32 0.6% 32%
20260613 $3.27 $1.38 0.5% 11%
20260612 $3.02 $1.27 0.4% 5%
20260611 $3.20 $1.90 0.4% 6%
20260610 $3.70 $2.03 0.4% 5%
20260609 $3.75 $2.38 0.5% 10%
20260608 $3.73 $1.50 0.4% 4%
20260605 $3.65 $2.25 0.5% 20%
20260604 $3.70 $1.95 0.4% 10%
20260603 $3.88 $2.33 0.5% 12%
20260602 $4.05 $2.48 0.5% 13%
20260601 $3.65 $1.90 0.4% 9%
20260529 $3.28 $1.68 0.5% 14%
20260528 $3.48 $1.80 0.5% 10%
20260527 $3.58 $2.00 0.4% 8%
20260526 $3.90 $2.30 0.5% 12%
20260522 $3.42 $1.80 0.7% 50%
20260521 $3.93 $2.08 0.7% 50%
20260520 $3.70 $2.15 0.6% 38%
20260519 $3.78 $2.25 0.6% 36%
20260518 $3.83 $1.52 0.5% 25%
20260515 $3.45 $1.88 0.4% 3%
20260514 $3.67 $1.95 0.4% 2%
20260513 $3.20 $2.08 0.4% 3%
20260512 $3.65 $2.08 0.4% 14%
20260511 $3.73 $1.35 0.4% 16%
20260510 $3.52 $1.65 0.4% 18%
20260508 $3.12 $1.65 0.4% 13%
20260507 $3.33 $1.83 0.4% 16%
20260506 $3.60 $1.93 0.4% 16%
20260505 $4.03 $2.45 0.4% 18%
20260504 $4.08 $1.88 0.4% 18%
20260502 $3.52 $2.00 0.5% 28%
20260501 $3.52 $2.00 0.5% 30%
20260430 $3.62 $2.12 0.4% 22%
20260429 $3.85 $2.50 0.5% 28%
20260428 $3.77 $2.28 0.4% 22%
20260427 $3.93 $1.38 0.4% 16%
20260424 $3.52 $1.75 0.5% 31%