CNI Volatility Analysis & Options Data
CNI is CANADIAN NATIONAL RAILWAY, a Industrials company with a $77.9B market cap. CNI options price an implied move of ±$4.06 (3.2%) by 2026-11-20. Implied volatility (IV) is 21.4% and the 1-year IV rank is 33.6. View the latest CNI options implied volatility, realized volatility, volatility skew, volatility of volatility, IV percentiles, skewness, kurtosis, volatility surfaces, IVIX values, and iv rank data on Unusual Whales.
- Implied volatility (2026-11-20)
- 21.4%
- IV rank (1y)
- 33.6
- Implied move
- ±$4.06 (3.2%)
- Name
- CANADIAN NATIONAL RAILWAY
- Type
- Common Stock
- Sector
- Industrials
- Market cap
- $77.9B
- Avg. daily volume (30d)
- 1.1M
Frequently asked questions
- What is CNI implied volatility?
- CNI options for 2026-11-20 have an implied volatility of 21.4%, with a 1-year IV rank of 33.6.
- How to use CNI volatility data for options trading?
- CNI volatility data helps you choose the right options strategy. High IV suggests expensive options and potential mean reversion, while low IV may indicate cheap options.
- What is IV rank for CNI?
- IV rank measures where current implied volatility sits relative to its 52-week range. CNI's current IV rank is 33.6.