Canadian National Railway CNI 119.49 -2.28 -1.87%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
CNI / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.09
38.45
Mean
36.35
Window
-0.3%
ATM IV
z 0.77
0.26
Mean
0.23
Window
+29.0%
IV Percentile
z 0.76
82.47
Mean
60.65
Window
+20.6%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.69 | 0.88 |
| ATM IV | 0.69 | 1.00 | 0.75 |
| IV Percent... | 0.88 | 0.75 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-16 | 119.49 | 38.45 | 0.26 | 82.47 |
| 2026-09-15 | 121.77 | 15.73 | 0.2 | 14.74 |
| 2026-09-14 | 122.09 | 13.02 | 0.19 | 11.6 |
| 2026-09-11 | 122.25 | 16.98 | 0.2 | 16.33 |
| 2026-09-10 | 121.16 | 29.36 | 0.23 | 56.18 |
| 2026-09-09 | 121.84 | 10.51 | 0.18 | 6.77 |
| 2026-09-08 | 122.76 | 18.88 | 0.21 | 21.12 |
| 2026-09-07 | 123.37 | 32.51 | 0.24 | 66.8 |
| 2026-09-04 | 123.37 | 29.12 | 0.23 | 54.98 |
| 2026-09-03 | 123.17 | 0 | 0.16 | 0 |
| 2026-09-02 | 121.45 | 3.37 | 0.18 | 1.2 |
| 2026-09-01 | 120.42 | 12.05 | 0.2 | 13.6 |
| 2026-08-31 | 124.75 | 15.49 | 0.21 | 21.29 |
| 2026-08-28 | 126.01 | 7.59 | 0.19 | 7.6 |
| 2026-08-27 | 126.48 | 7.1 | 0.19 | 6.8 |
| 2026-08-26 | 127.54 | 12.74 | 0.2 | 15.2 |
| 2026-08-25 | 127.12 | 8.6 | 0.19 | 8.8 |
| 2026-08-24 | 127.4 | 4.9 | 0.18 | 3.21 |
| 2026-08-21 | 129.84 | 11.21 | 0.2 | 12 |
| 2026-08-20 | 128.23 | 6.46 | 0.18 | 4.8 |
| 2026-08-19 | 127.64 | 9.88 | 0.19 | 10.4 |
| 2026-08-18 | 126.55 | 8.13 | 0.19 | 7.2 |
| 2026-08-17 | 126.59 | 3.64 | 0.18 | 1.61 |
| 2026-08-14 | 126.84 | 6.47 | 0.18 | 4.4 |
| 2026-08-13 | 127.7 | 14.94 | 0.21 | 16.8 |
| 2026-08-12 | 126.32 | 10.79 | 0.19 | 9.2 |
| 2026-08-11 | 126.28 | 15.1 | 0.21 | 16.4 |
| 2026-08-10 | 125.14 | 20.46 | 0.22 | 34.54 |
| 2026-08-07 | 126.6 | 13.23 | 0.2 | 12.4 |
| 2026-08-06 | 126.4 | 25.38 | 0.23 | 50.4 |
| 2026-08-05 | 127.54 | 30.1 | 0.24 | 67.2 |
| 2026-08-04 | 127.3 | 23.88 | 0.23 | 44 |
| 2026-08-03 | 125.81 | 25.86 | 0.23 | 52.21 |
| 2026-07-31 | 127.21 | 15.15 | 0.21 | 16 |
| 2026-07-30 | 127.13 | 18.57 | 0.21 | 28 |
| 2026-07-29 | 129.84 | 27.32 | 0.24 | 61.2 |
| 2026-07-28 | 129.52 | 28.22 | 0.24 | 63.6 |
| 2026-07-27 | 128.88 | 23.35 | 0.23 | 43.37 |
| 2026-07-24 | 129.48 | 26.64 | 0.23 | 58.4 |
| 2026-07-23 | 130.58 | 42.29 | 0.27 | 90.8 |
| 2026-07-22 | 127.91 | 32.83 | 0.25 | 75.6 |
| 2026-07-21 | 127.1 | 38.77 | 0.27 | 86.4 |
| 2026-07-20 | 126.69 | 39.71 | 0.27 | 87.95 |
| 2026-07-17 | 129.03 | 25.98 | 0.23 | 54.8 |
| 2026-07-16 | 128.22 | 30.73 | 0.25 | 70.4 |
| 2026-07-15 | 124 | 36.94 | 0.26 | 84.8 |
| 2026-07-14 | 124.79 | 32.52 | 0.25 | 74.4 |
| 2026-07-13 | 125.31 | 35.53 | 0.26 | 82.33 |
| 2026-07-10 | 124.4 | 27.06 | 0.24 | 63.2 |
| 2026-07-09 | 124.34 | 33.39 | 0.25 | 77.2 |