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
$3.77
7-Day Straddle
$2.38
Avg IV
0.4%
IV Rank
17%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $3.77 | $2.38 | 0.4% | 17% |
| 20260831 | $3.40 | $1.60 | 0.4% | 0% |
| 20260828 | $3.08 | $1.55 | 0.4% | 5% |
| 20260827 | $3.52 | $1.25 | 0.4% | 11% |
| 20260826 | $3.27 | $2.02 | 0.4% | 12% |
| 20260825 | $3.47 | $1.88 | 0.4% | 2% |
| 20260824 | $3.42 | $1.10 | 0.4% | 8% |
| 20260821 | $3.60 | $1.85 | 0.7% | 88% |
| 20260820 | $3.40 | $2.00 | 0.7% | 68% |
| 20260819 | $3.17 | $1.70 | 0.8% | 100% |
| 20260818 | $3.42 | $2.02 | 0.7% | 95% |
| 20260817 | $3.47 | $1.08 | 0.6% | 82% |
| 20260814 | $2.98 | $1.48 | 0.4% | 5% |
| 20260813 | $2.95 | $1.45 | 0.4% | 12% |
| 20260812 | $3.45 | $1.60 | 0.4% | 12% |
| 20260811 | $3.40 | $1.48 | 0.4% | 0% |
| 20260810 | $3.73 | $1.75 | 0.4% | 14% |
| 20260806 | $3.62 | $1.85 | 0.4% | 15% |
| 20260805 | $2.90 | $1.93 | 0.4% | 17% |
| 20260804 | $3.88 | $2.05 | 0.4% | 1% |
| 20260803 | $3.80 | $1.83 | 0.4% | 11% |
| 20260731 | $3.50 | $2.08 | 0.5% | 29% |
| 20260730 | $3.92 | $2.22 | 0.4% | 22% |
| 20260729 | $3.80 | $2.40 | 0.4% | 19% |
| 20260728 | $3.57 | $2.35 | 0.5% | 19% |
| 20260727 | $3.65 | $1.40 | 0.5% | 26% |
| 20260724 | $3.40 | $1.62 | 0.5% | 34% |
| 20260723 | $3.50 | $1.82 | 0.5% | 23% |
| 20260722 | $3.53 | $1.85 | 0.4% | 14% |
| 20260721 | $3.50 | $1.88 | 0.4% | 12% |
| 20260720 | $3.60 | $1.33 | 0.4% | 11% |
| 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% |