CNI Options Greeks
CNI is CANADIAN NATIONAL RAILWAY, a Industrials company with a $77.9B market cap. CNI max pain for the nearest expiry (2026-11-20) is $125, across 6 expirations. View historical max pain, max pain per expiration, and options greeks including Delta, Gamma, Theta, and Vega.
- Max pain (2026-11-20)
- $125
- Expirations
- 6
- Name
- CANADIAN NATIONAL RAILWAY
- Type
- Common Stock
- Sector
- Industrials
- Market cap
- $77.9B
- Avg. daily volume (30d)
- 1.1M
- Next earnings
- 2027-01-29
Frequently asked questions
- What is CNI max pain?
- CNI max pain for the nearest expiry (2026-11-20) is $125. Max pain is the strike price where the most options contracts expire worthless, causing maximum loss for option holders and minimum payout by option writers.
- How does CNI max pain affect price?
- Max pain theory suggests that CNI stock price tends to gravitate toward the max pain strike as expiration approaches, because market makers hedge their positions. Tracking max pain across expirations helps identify potential price magnets.
- What are CNI options greeks?
- Options greeks measure the sensitivity of CNI option prices to various factors: Delta (price direction), Gamma (delta acceleration), Theta (time decay), and Vega (volatility sensitivity). Combine these with max pain levels to time entries and exits.