CNI · Canadian National Railway Co · Options Chain

Track CNI — free

$117.43 -1.52 (-1.28%)

Rebalance outlook locked

Market Cap

$73.04B

604.90M

Options Chain

Underlying $117.43 · today Options Calculator

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Positioning

Oct 16, 2026 · 25 days to expiry · 44 contracts · mixed daily-bar sessions · Mar 5, 2026–Sep 21, 2026; 12 unknown

Put / call OI

0.21

Call-heavy positioning

Open interest

9,208

as of Sep 17, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$115.00

$2.43 below spot

ATM implied vol

25.6%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

150

155

160

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Oct 16 25d Nov 20 60d Jan 15 116d Feb 19 151d Mar 19 179d Apr 16 207d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$60.90	$64.80	—		—	$0.00	$0.10	—	—	—	—
Call · $55 In the money Daily-bar session Unknown Quote as of 2026-09-21 15:10:41.294 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $55 Daily-bar session Unknown Quote as of 2026-09-21 13:33:24.218 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$55.90	$59.80	—		—	$0.00	$2.15	—	—	—	—
Call · $60 In the money Daily-bar session Unknown Quote as of 2026-09-21 15:10:41.191 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $60 Daily-bar session Unknown Quote as of 2026-09-21 15:09:41.922 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$50.90	$54.80	—		—	$0.00	$2.15	—	—	—	—
Call · $65 In the money Daily-bar session Unknown Quote as of 2026-09-21 15:10:41.889 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $65 Daily-bar session Unknown Quote as of 2026-09-21 15:09:42.699 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$45.90	$49.90	$48.80		—	$0.00	$2.15	—	—	—	—
Call · $70 In the money Daily-bar session May 28, 2026 Quote as of 2026-09-21 15:09:41.956 UTC Last $48.80 Breakeven $118.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $70 Daily-bar session Unknown Quote as of 2026-09-21 15:09:42.175 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$41.20	$44.90	—		$0.58	$0.00	$2.15	—	—	23	23
Call · $75 In the money Daily-bar session Unknown Quote as of 2026-09-21 15:10:41.186 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $75 Daily-bar session Mar 17, 2026 Quote as of 2026-09-21 15:09:42.178 UTC Last $0.58 Breakeven $74.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 OI effective date Sep 17, 2026 Model this put
2	15	89.4%	0.961	$36.10	$39.90	$43.61		$0.25	$0.00	$2.15	—	—	20	40
Call · $80 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-21 15:10:41.186 UTC Last $43.61 Breakeven $123.61 Implied vol 89.4% Delta 0.961 ≈96% ITM Gamma 0.003 Theta -0.054 Vega 0.026 Open interest 2 OI effective date Sep 17, 2026 Model this call Put · $80 Daily-bar session Apr 23, 2026 Quote as of 2026-09-21 15:09:42.179 UTC Last $0.25 Breakeven $79.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 OI effective date Sep 17, 2026 Model this put
—	2	80.4%	0.951	$31.70	$34.50	$24.09		$0.61	$0.00	$2.15	—	—	1	7
Call · $85 In the money Daily-bar session Apr 8, 2026 Quote as of 2026-09-21 15:09:41.960 UTC Last $24.09 Breakeven $109.09 Implied vol 80.4% Delta 0.951 ≈95% ITM Gamma 0.004 Theta -0.059 Vega 0.031 Open interest — OI effective date — Model this call Put · $85 Daily-bar session May 6, 2026 Quote as of 2026-09-21 15:04:36.519 UTC Last $0.61 Breakeven $84.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 OI effective date Sep 17, 2026 Model this put
5	5	68.4%	0.944	$26.30	$29.90	$33.51		$0.21	$0.00	$2.15	—	—	1	108
Call · $90 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-21 15:10:41.192 UTC Last $33.51 Breakeven $123.51 Implied vol 68.4% Delta 0.944 ≈94% ITM Gamma 0.005 Theta -0.056 Vega 0.035 Open interest 5 OI effective date Sep 17, 2026 Model this call Put · $90 Daily-bar session Jul 7, 2026 Quote as of 2026-09-21 15:04:36.521 UTC Last $0.21 Breakeven $89.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 108 OI effective date Sep 17, 2026 Model this put
3	10	58%	0.931	$21.30	$25.00	$28.66		$0.05	$0.00	$0.75	—	—	5	23
Call · $95 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-21 15:10:39.056 UTC Last $28.66 Breakeven $123.66 Implied vol 58% Delta 0.931 ≈93% ITM Gamma 0.008 Theta -0.057 Vega 0.041 Open interest 3 OI effective date Sep 17, 2026 Model this call Put · $95 Daily-bar session Sep 16, 2026 Quote as of 2026-09-21 15:09:41.926 UTC Last $0.05 Breakeven $94.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 OI effective date Sep 17, 2026 Model this put
10	10	49.7%	0.906	$16.60	$20.00	$22.05		$0.05	$0.00	$0.75	—	—	5	311
Call · $100 In the money Daily-bar session Jul 1, 2026 Quote as of 2026-09-21 15:10:41.890 UTC Last $22.05 Breakeven $122.05 Implied vol 49.7% Delta 0.906 ≈91% ITM Gamma 0.011 Theta -0.061 Vega 0.052 Open interest 10 OI effective date Sep 17, 2026 Model this call Put · $100 Daily-bar session Sep 16, 2026 Quote as of 2026-09-21 15:09:42.175 UTC Last $0.05 Breakeven $99.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 311 OI effective date Sep 17, 2026 Model this put
3	1	47.5%	0.835	$12.70	$15.20	$17.30		$0.20	$0.00	$0.75	—	—	1	130
Call · $105 In the money Daily-bar session Jun 26, 2026 Quote as of 2026-09-21 15:10:42.390 UTC Last $17.30 Breakeven $122.30 Implied vol 47.5% Delta 0.835 ≈84% ITM Gamma 0.017 Theta -0.081 Vega 0.076 Open interest 3 OI effective date Sep 17, 2026 Model this call Put · $105 Daily-bar session Sep 17, 2026 Quote as of 2026-09-21 15:09:41.953 UTC Last $0.20 Breakeven $104.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 130 OI effective date Sep 17, 2026 Model this put
237	3	37.5%	0.768	$8.00	$10.50	$14.23		$0.45	$0.35	$0.60	-0.129	23.3%	2	220
Call · $110 In the money Daily-bar session Sep 8, 2026 Quote as of 2026-09-21 15:10:13.327 UTC Last $14.23 Breakeven $124.23 Implied vol 37.5% Delta 0.768 ≈77% ITM Gamma 0.027 Theta -0.079 Vega 0.094 Open interest 237 OI effective date Sep 17, 2026 Model this call Put · $110 Daily-bar session Sep 21, 2026 Quote as of 2026-09-21 15:10:41.304 UTC Last $0.45 Breakeven $109.55 Implied vol 23.3% Delta -0.129 ≈13% ITM Gamma 0.029 Theta -0.029 Vega 0.065 Open interest 220 OI effective date Sep 17, 2026 Model this put
3.2k	1	30.9%	0.626	$3.90	$6.50	$7.75		$1.30	$0.95	$1.80	-0.326	20.4%	2	229
Call · $115 In the money Daily-bar session Sep 17, 2026 Quote as of 2026-09-21 15:09:56.054 UTC Last $7.75 Breakeven $122.75 Implied vol 30.9% Delta 0.626 ≈63% ITM Gamma 0.04 Theta -0.079 Vega 0.116 Open interest 3.2k OI effective date Sep 17, 2026 Model this call Put · $115 Daily-bar session Sep 18, 2026 Quote as of 2026-09-21 15:09:42.699 UTC Last $1.30 Breakeven $113.70 Implied vol 20.4% Delta -0.326 ≈33% ITM Gamma 0.058 Theta -0.041 Vega 0.111 Open interest 229 OI effective date Sep 17, 2026 Model this put
Underlying $117.43
232	6	21.8%	0.374	$1.30	$2.05	$1.68		$3.08	$2.10	$4.00	-0.716	12.9%	3	297
Call · $120 Daily-bar session Sep 21, 2026 Quote as of 2026-09-21 15:10:42.310 UTC Last $1.68 Breakeven $121.68 Implied vol 21.8% Delta 0.374 ≈37% ITM Gamma 0.057 Theta -0.055 Vega 0.116 Open interest 232 OI effective date Sep 17, 2026 Model this call Put · $120 In the money Daily-bar session Sep 18, 2026 Quote as of 2026-09-21 15:10:41.555 UTC Last $3.08 Breakeven $116.92 Implied vol 12.9% Delta -0.716 ≈72% ITM Gamma 0.085 Theta -0.018 Vega 0.104 Open interest 297 OI effective date Sep 17, 2026 Model this put
2.7k	9	21.7%	0.149	$0.35	$0.65	$1.24		$4.40	$5.60	$8.10	—	—	10	189
Call · $125 Daily-bar session Sep 21, 2026 Quote as of 2026-09-21 15:10:41.820 UTC Last $1.24 Breakeven $126.24 Implied vol 21.7% Delta 0.149 ≈15% ITM Gamma 0.035 Theta -0.033 Vega 0.071 Open interest 2.7k OI effective date Sep 17, 2026 Model this call Put · $125 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-21 15:10:31.722 UTC Last $4.40 Breakeven $120.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 189 OI effective date Sep 17, 2026 Model this put
417	2	—	—	$0.00	$0.50	$0.23		$5.25	$10.50	$13.00	—	—	1	45
Call · $130 Daily-bar session Sep 18, 2026 Quote as of 2026-09-21 15:09:41.923 UTC Last $0.23 Breakeven $130.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 417 OI effective date Sep 17, 2026 Model this call Put · $130 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-21 15:10:41.187 UTC Last $5.25 Breakeven $124.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 45 OI effective date Sep 17, 2026 Model this put
231	5	—	—	$0.00	$1.65	$1.60		$20.48	$15.50	$19.30	-0.974	26.7%	2	—
Call · $135 Daily-bar session Sep 16, 2026 Quote as of 2026-09-21 15:06:11.889 UTC Last $1.60 Breakeven $136.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 231 OI effective date Sep 17, 2026 Model this call Put · $135 In the money Daily-bar session Apr 28, 2026 Quote as of 2026-09-21 15:10:41.191 UTC Last $20.48 Breakeven $114.52 Implied vol 26.7% Delta -0.974 ≈97% ITM Gamma 0.007 Theta 0.004 Vega 0.019 Open interest — OI effective date — Model this put
507	2	—	—	$0.00	$1.00	$0.23		$21.50	$20.40	$23.90	—	—	129	—
Call · $140 Daily-bar session Sep 8, 2026 Quote as of 2026-09-21 15:09:42.178 UTC Last $0.23 Breakeven $140.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 507 OI effective date Sep 17, 2026 Model this call Put · $140 In the money Daily-bar session Sep 17, 2026 Quote as of 2026-09-21 15:09:42.178 UTC Last $21.50 Breakeven $118.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
51	1	—	—	$0.00	$0.75	$0.38		$17.69	$25.40	$28.20	—	—	50	—
Call · $145 Daily-bar session Aug 26, 2026 Quote as of 2026-09-21 15:09:42.405 UTC Last $0.38 Breakeven $145.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 51 OI effective date Sep 17, 2026 Model this call Put · $145 In the money Daily-bar session Aug 7, 2026 Quote as of 2026-09-21 14:57:18.402 UTC Last $17.69 Breakeven $127.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		—	$30.50	$34.30	-0.976	45.5%	—	—
Call · $150 Daily-bar session Unknown Quote as of 2026-09-21 15:09:41.954 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $150 In the money Daily-bar session Unknown Quote as of 2026-09-21 15:10:41.186 UTC Last — Breakeven — Implied vol 45.5% Delta -0.976 ≈98% ITM Gamma 0.004 Theta 0 Vega 0.017 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$35.50	$38.00	—	—	—	—
Call · $155 Daily-bar session Unknown Quote as of 2026-09-21 15:09:42.178 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $155 In the money Daily-bar session Unknown Quote as of 2026-09-21 15:10:11.508 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
4	1	—	—	$0.00	$2.15	$0.10		$51.22	$40.50	$43.00	—	—	1	—
Call · $160 Daily-bar session May 18, 2026 Quote as of 2026-09-21 15:09:41.953 UTC Last $0.10 Breakeven $160.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 17, 2026 Model this call Put · $160 In the money Daily-bar session Mar 5, 2026 Quote as of 2026-09-21 15:10:11.506 UTC Last $51.22 Breakeven $108.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Mar 5, 2026–Sep 21, 2026; 12 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 16868 CUSIP 136375102 13F (30d) 18 filings 16 filers Visit website Investor relations