Canadian National Railway CNI
$124.06 −$2.43 (-1.92%)
Market closed · Nov 7, 9:10 am ET · Last extended-hours $124.06 0.00%
Open$124.28
Prev close$126.49
Day range$123.18 – $125.63
Volume1.16M
Market cap$74.94B
P/E (TTM)21.8
Dividend yield2.06%
Average implied volatility across the listed chain right now: 56%. Implied volatility measures how big a price swing the options market is pricing in — there is no fixed “normal” level, it varies a lot by stock.
Open interest by strike
Nearest listed expiry only. Calls above the line, puts below — clusters mark strikes where the market has built up the most open positions.
Implied volatility by strike
The “volatility smile”: strikes far from the current price often price in richer implied volatility than at-the-money strikes.
Calls
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $125.00 | $2.60 | $1.15/$2.70 | 86 | 578 | 24% |
| 20 Nov 2026 | $120.00 | $7.69 | $4.60/$7.20 | 0 | 29 | 36% |
| 20 Nov 2026 | $130.00 | $0.68 | $0.40/$1.10 | 4 | 318 | 28% |
| 20 Nov 2026 | $115.00 | $12.25 | $8.00/$11.40 | 0 | 51 | 34% |
| 20 Nov 2026 | $135.00 | $0.43 | $0.05/$1.05 | 0 | 4 | 37% |
| 20 Nov 2026 | $110.00 | $17.16 | $13.40/$16.30 | 0 | 0 | 52% |
| 20 Nov 2026 | $140.00 | $0.38 | $0.00/$0.75 | 0 | 348 | 44% |
| 20 Nov 2026 | $105.00 | $22.15 | $18.30/$21.30 | 0 | 0 | 65% |
| 20 Nov 2026 | $145.00 | $0.34 | $0.00/$1.95 | 0 | 0 | 52% |
| 20 Nov 2026 | $100.00 | $27.14 | $23.30/$26.30 | 0 | 0 | 80% |
| 20 Nov 2026 | $150.00 | $0.29 | $0.00/$1.55 | 0 | 40 | 59% |
| 20 Nov 2026 | $95.00 | $32.13 | $28.30/$31.30 | 0 | 0 | 94% |
| 20 Nov 2026 | $155.00 | $0.25 | $0.00/$3.40 | 0 | 40 | 64% |
| 20 Nov 2026 | $90.00 | $37.12 | $33.20/$36.20 | 0 | 0 | 106% |
| 20 Nov 2026 | $160.00 | $0.20 | $0.00/$3.00 | 0 | 0 | 69% |
Puts
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $125.00 | $2.05 | $1.50/$4.50 | 4 | 505 | 27% |
| 20 Nov 2026 | $120.00 | $0.70 | $0.60/$0.95 | 4 | 340 | 25% |
| 20 Nov 2026 | $130.00 | $5.70 | $5.50/$7.00 | 4 | 100 | 24% |
| 20 Nov 2026 | $115.00 | $0.09 | $0.05/$0.30 | 0 | 30 | 27% |
| 20 Nov 2026 | $135.00 | $8.57 | $9.70/$11.60 | 0 | 0 | 0% |
| 20 Nov 2026 | $110.00 | $0.01 | $0.00/$0.75 | 0 | 16 | 25% |
| 20 Nov 2026 | $140.00 | $13.55 | $13.90/$16.90 | 0 | 0 | 0% |
| 20 Nov 2026 | $105.00 | $0.00 | $0.00/$0.50 | 0 | 1 | 25% |
| 20 Nov 2026 | $145.00 | $18.54 | $18.90/$22.60 | 0 | 0 | 0% |
| 20 Nov 2026 | $100.00 | $0.00 | $0.00/$1.00 | 0 | 10 | 29% |
| 20 Nov 2026 | $150.00 | $23.52 | $24.40/$27.50 | 0 | 0 | 50% |
| 20 Nov 2026 | $95.00 | $0.00 | $0.00/$1.20 | 0 | 0 | 36% |
| 20 Nov 2026 | $155.00 | $28.51 | $28.90/$31.90 | 0 | 0 | 0% |
| 20 Nov 2026 | $90.00 | $0.00 | $0.00/$2.15 | 0 | 0 | 43% |
| 20 Nov 2026 | $160.00 | $33.51 | $33.90/$37.90 | 0 | 0 | 0% |
Open interest = contracts currently outstanding (not yet closed out). Higher open interest generally means a strike/expiry is more actively traded and easier to get in and out of.
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