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Canadian National Railway CNI 119.49 -2.28 -1.87%

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ATM IV
0.258
Put Call Ratio (OI)
0.279
Put Call Ratio (Vol)
1.25
IV Rank
38.5
IV Percentile
82.5
Max Pain
120

Delta exposure (2026-09-16)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
2.0
212.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-70.5
70.5