CNQ · Expected Move
Canadian Natural Resources Limited
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).
CNQ 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 CNQ Expected Move
30-Day Straddle
$3.95
7-Day Straddle
$2.27
30-Day ATM IV
31.3%
IV Rank
33%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.95 | $2.27 | 31.3% | 33% |
| 20261015 | $3.83 | $1.70 | 32.6% | 44% |
| 20261014 | $3.83 | $2.12 | 32.4% | 42% |
| 20261013 | $4.83 | $2.42 | 38.9% | 100% |
| 20261012 | $3.62 | $1.55 | 29.7% | 20% |
| 20261009 | $3.58 | $1.65 | 31.6% | 37% |
| 20261008 | $3.58 | $1.85 | 32.0% | 41% |
| 20261007 | $3.62 | $1.62 | 29.5% | 17% |
| 20261006 | $3.62 | $2.17 | 32.3% | 43% |
| 20261005 | $3.95 | $1.92 | 34.0% | 59% |
| 20261002 | $3.45 | $1.98 | 34.1% | 60% |
| 20261001 | $3.23 | $1.88 | 31.5% | 36% |
| 20260930 | $3.80 | $2.38 | 35.2% | 70% |
| 20260929 | $3.17 | $1.98 | 30.8% | 30% |
| 20260928 | $3.80 | $1.70 | 32.5% | 45% |
| 20260925 | $3.60 | $1.48 | 32.5% | 45% |
| 20260924 | $3.52 | $1.85 | 33.0% | 50% |
| 20260923 | $3.08 | $2.20 | 30.5% | 27% |
| 20260922 | $3.98 | $2.12 | 34.3% | 62% |
| 20260921 | $3.70 | $1.58 | 32.8% | 48% |
| 20260918 | $3.47 | $1.70 | 30.7% | 28% |
| 20260917 | $3.80 | $1.95 | 32.8% | 48% |
| 20260916 | $3.77 | $2.02 | 33.2% | 51% |
| 20260915 | $3.92 | $2.50 | 33.1% | 50% |
| 20260914 | $4.00 | $1.57 | 33.5% | 55% |
| 20260911 | $3.38 | $1.70 | 31.2% | 33% |
| 20260910 | $3.58 | $2.17 | 31.5% | 36% |
| 20260909 | $3.65 | $1.25 | 29.7% | 19% |
| 20260908 | $3.72 | $2.20 | 31.8% | 39% |
| 20260904 | $3.20 | $1.45 | 27.8% | 1% |
| 20260903 | $3.35 | $1.85 | 29.3% | 16% |
| 20260902 | $3.55 | $2.08 | 29.6% | 18% |
| 20260901 | $3.77 | $2.38 | 31.2% | 34% |
| 20260831 | $3.40 | $1.60 | 30.2% | 24% |
| 20260828 | $3.08 | $1.55 | 27.6% | 0% |
| 20260827 | $3.52 | $1.25 | 30.5% | 24% |
| 20260826 | $3.27 | $2.02 | 29.8% | 17% |
| 20260825 | $3.47 | $1.88 | 29.1% | 10% |
| 20260824 | $3.42 | $1.10 | 28.8% | 7% |
| 20260821 | $3.60 | $1.85 | 29.4% | 13% |
| 20260820 | $3.40 | $2.00 | 30.0% | 18% |
| 20260819 | $3.17 | $1.70 | 28.1% | 0% |
| 20260818 | $3.42 | $2.02 | 29.3% | 10% |
| 20260817 | $3.47 | $1.08 | 29.4% | 10% |
| 20260814 | $2.98 | $1.48 | 28.3% | 0% |
| 20260813 | $2.95 | $1.45 | 30.0% | 15% |
| 20260812 | $3.45 | $1.60 | 30.7% | 21% |
| 20260811 | $3.40 | $1.48 | 30.9% | 24% |
| 20260810 | $3.73 | $1.75 | 32.5% | 40% |
| 20260807 | — | — | 28.8% | 2% |
| 20260806 | $3.62 | $1.85 | 37.1% | 79% |
| 20260805 | $2.90 | $1.93 | 28.6% | 0% |
| 20260804 | $3.88 | $2.05 | 35.7% | 60% |
| 20260803 | $3.80 | $1.83 | 34.6% | 48% |
| 20260731 | $3.50 | $2.08 | 33.2% | 33% |
| 20260730 | $3.92 | $2.22 | 36.4% | 68% |
| 20260729 | $3.80 | $2.40 | 35.9% | 62% |
| 20260728 | $3.57 | $2.35 | 34.6% | 47% |
| 20260727 | $3.65 | $1.40 | 34.6% | 47% |
| 20260724 | $3.40 | $1.62 | 33.4% | 34% |
More on CNQ
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.