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Canadian Natural Resources Limited CNQ 48.28 -1.36 -2.75%

CNQ Gamma Exposure (GEX)

CNQ (Canadian Natural Resources Limited): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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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

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-33.2
33.2
View values by strike
CNQ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 10.3 -407
17.50 9.91 -611
20.00 83.5 -922
22.50 225 -2.74 K
25.00 2.46 K -15.7 K
27.50 836 -6.62 K
30.00 22 K -119 K
32.50 60.4 K -67.7 K
35.00 284 K -83.4 K
37.00 77.3 0
37.50 33.5 K -25.2 K
38.00 927 0
39.00 0 -440
40.00 1.01 M -84.9 K
42.00 0 -2.37 K
42.50 144 K -54.3 K
43.00 1.67 K -385
44.00 0 -6.61 K
45.00 321 K -218 K
45.50 2.4 K -199
46.00 0 -5.59 K
46.50 0 -1.6 K
47.00 451 -17.8 K
47.50 187 K -214 K
48.00 1.63 K -7.88 K
48.50 0 -3.06 K
49.00 13.1 K -6.24 K
49.50 1.79 K -1.4 K
50.00 1.37 M -335 K
51.00 91.5 K -6.17 K
52.00 111 K -151
52.50 588 K -37.3 K
53.00 29.5 K 0
54.00 1.54 K 0
55.00 248 K -17.6 K
56.00 3.81 K 0
57.00 1.74 K 0
57.50 170 K -55.1
58.00 439 0
59.00 427 0
60.00 357 K -2.43 K
62.00 40.2 0
65.00 34 K 7.63e-8
70.00 19 K 0
75.00 2.34 K 0