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Canadian Natural Resources Limited CNQ 48.28 -1.36 -2.75%

CNQ Delta Exposure (DEX)

CNQ (Canadian Natural Resources Limited): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.34
Put Call Ratio (OI)
0.446
Put Call Ratio (Vol)
0.151
IV Rank
29.2
IV Percentile
61.6
Max Pain
51

Delta exposure (2026-09-21)

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-33.2
33.2
View values by strike
CNQ · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
15.00 193 -186
17.50 94.6 -235
20.00 759 -295
22.50 1.51 K -1.03 K
25.00 15.2 K -6.08 K
27.50 4.04 K -2.02 K
30.00 87.2 K -32.9 K
32.50 204 K -20.9 K
35.00 736 K -26.5 K
37.00 176 0
37.50 67.4 K -6.17 K
38.00 1.78 K 0
39.00 0 -75.2
40.00 1.41 M -21.6 K
42.00 0 -372
42.50 197 K -17.4 K
43.00 1.46 K -50.2
44.00 0 -538
45.00 248 K -60.1 K
45.50 993 -13.3
46.00 0 -465
46.50 0 -97.6
47.00 179 -1.67 K
47.50 81.6 K -50.8 K
48.00 317 -980
48.50 0 -389
49.00 1.5 K -1.16 K
49.50 197 -292
50.00 554 K -113 K
51.00 5.28 K -2.53 K
52.00 9.25 K -85.9
52.50 138 K -180 K
53.00 2.6 K 0
54.00 188 0
55.00 76.9 K -21.5 K
56.00 506 0
57.00 249 0
57.50 45.9 K -166
58.00 60.6 0
59.00 59.2 0
60.00 95.2 K -4.15 K
62.00 7.31 0
65.00 12.6 K -5.62 K
70.00 7.59 K 0
75.00 1.14 K 0