CNI · Canadian National Railway Co

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$126.40 -1.14 (-0.89%) At close · Aug 6

Market Cap

$76.46B

604.90M

Options Chain

15-min delayed Underlying $126.40 · at close Aug 6, 2026 Options Calculator

Positioning

Aug 21, 2026 · 14 days to expiry · 48 contracts

Put / call OI

0.80

Balanced positioning

Open interest

3,610

contracts outstanding

Volume

156

traded today

Max pain

$130.00

$3.60 above spot

ATM implied vol

21.2%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

150

155

160

165

170

175

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 14d Sep 18 42d Oct 16 70d Jan 15 161d Feb 19 196d Mar 19 224d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	200.6%	0.981	—		—	—	—	—	0
Call · $60 In the money Last — Breakeven — Implied vol 200.6% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.074 Vega 0.009 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	181.6%	0.98	—		$0.20	-0.009	152.4%	1	2
Call · $65 In the money Last — Breakeven — Implied vol 181.6% Delta 0.98 ≈98% ITM Gamma 0.001 Theta -0.073 Vega 0.016 Open interest 0 Model this call Put · $65 Last $0.20 Breakeven $64.80 Implied vol 152.4% Delta -0.009 ≈1% ITM Gamma 0.001 Theta -0.031 Vega 0.009 Open interest 2 Model this put
0	—	—	—	—		$0.05	-0.01	136.4%	1	1
Call · $70 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $70 Last $0.05 Breakeven $69.95 Implied vol 136.4% Delta -0.01 ≈1% ITM Gamma 0.001 Theta -0.03 Vega 0.01 Open interest 1 Model this put
0	—	—	—	—		$0.05	—	—	2	1
Call · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 Last $0.05 Breakeven $74.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	129%	0.972	—		—	—	—	—	0
Call · $80 In the money Last — Breakeven — Implied vol 129% Delta 0.972 ≈97% ITM Gamma 0.002 Theta -0.067 Vega 0.02 Open interest 0 Model this call Put · $80 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	111.2%	0.972	—		—	—	—	—	0
Call · $85 In the money Last — Breakeven — Implied vol 111.2% Delta 0.972 ≈97% ITM Gamma 0.002 Theta -0.058 Vega 0.021 Open interest 0 Model this call Put · $85 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	96.8%	0.969	—		$0.20	-0.037	101.3%	1	1
Call · $90 In the money Last — Breakeven — Implied vol 96.8% Delta 0.969 ≈97% ITM Gamma 0.003 Theta -0.056 Vega 0.021 Open interest 0 Model this call Put · $90 Last $0.20 Breakeven $89.80 Implied vol 101.3% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.071 Vega 0.022 Open interest 1 Model this put
0	—	83.2%	0.964	—		$0.35	-0.054	95.6%	10	10
Call · $95 In the money Last — Breakeven — Implied vol 83.2% Delta 0.964 ≈96% ITM Gamma 0.004 Theta -0.054 Vega 0.022 Open interest 0 Model this call Put · $95 Last $0.35 Breakeven $94.65 Implied vol 95.6% Delta -0.054 ≈5% ITM Gamma 0.005 Theta -0.092 Vega 0.022 Open interest 10 Model this put
1	1	76.9%	0.946	$21.94		$0.05	-0.05	74.9%	21	37
Call · $100 In the money Last $21.94 Breakeven $121.94 Implied vol 76.9% Delta 0.946 ≈95% ITM Gamma 0.006 Theta -0.071 Vega 0.023 Open interest 1 Model this call Put · $100 Last $0.05 Breakeven $99.95 Implied vol 74.9% Delta -0.05 ≈5% ITM Gamma 0.005 Theta -0.067 Vega 0.023 Open interest 37 Model this put
3	3	64%	0.937	$19.00		$0.05	-0.017	45.1%	1	57
Call · $105 In the money Last $19.00 Breakeven $124.00 Implied vol 64% Delta 0.937 ≈94% ITM Gamma 0.008 Theta -0.068 Vega 0.04 Open interest 3 Model this call Put · $105 Last $0.05 Breakeven $104.95 Implied vol 45.1% Delta -0.017 ≈2% ITM Gamma 0.004 Theta -0.016 Vega 0.012 Open interest 57 Model this put
2	1	46.4%	0.941	$19.29		$0.30	-0.022	35.2%	1	56
Call · $110 In the money Last $19.29 Breakeven $129.29 Implied vol 46.4% Delta 0.941 ≈94% ITM Gamma 0.01 Theta -0.047 Vega 0.024 Open interest 2 Model this call Put · $110 Last $0.30 Breakeven $109.70 Implied vol 35.2% Delta -0.022 ≈2% ITM Gamma 0.006 Theta -0.016 Vega 0.012 Open interest 56 Model this put
13	2	31.2%	0.941	$13.75		$0.20	-0.042	27.8%	10	57
Call · $115 In the money Last $13.75 Breakeven $128.75 Implied vol 31.2% Delta 0.941 ≈94% ITM Gamma 0.015 Theta -0.031 Vega 0.025 Open interest 13 Model this call Put · $115 Last $0.20 Breakeven $114.80 Implied vol 27.8% Delta -0.042 ≈4% ITM Gamma 0.013 Theta -0.021 Vega 0.025 Open interest 57 Model this put
51	11	28.5%	0.825	$6.28		$0.20	-0.146	25.4%	1	50
Call · $120 In the money Last $6.28 Breakeven $126.28 Implied vol 28.5% Delta 0.825 ≈83% ITM Gamma 0.036 Theta -0.063 Vega 0.065 Open interest 51 Model this call Put · $120 Last $0.20 Breakeven $119.80 Implied vol 25.4% Delta -0.146 ≈15% ITM Gamma 0.036 Theta -0.05 Vega 0.065 Open interest 50 Model this put
100	2	21.1%	0.612	$3.10		$1.45	-0.388	21.3%	7	104
Call · $125 In the money Last $3.10 Breakeven $128.10 Implied vol 21.1% Delta 0.612 ≈61% ITM Gamma 0.072 Theta -0.07 Vega 0.1 Open interest 100 Model this call Put · $125 Last $1.45 Breakeven $123.55 Implied vol 21.3% Delta -0.388 ≈39% ITM Gamma 0.072 Theta -0.071 Vega 0.1 Open interest 104 Model this put
Underlying $126.40
728	1	21.1%	0.259	$0.80		$2.75	-0.781	17.7%	60	763
Call · $130 Last $0.80 Breakeven $130.80 Implied vol 21.1% Delta 0.259 ≈26% ITM Gamma 0.061 Theta -0.06 Vega 0.089 Open interest 728 Model this call Put · $130 In the money Last $2.75 Breakeven $127.25 Implied vol 17.7% Delta -0.781 ≈78% ITM Gamma 0.067 Theta -0.045 Vega 0.068 Open interest 763 Model this put
726	1	27.3%	0.119	$0.35		$5.10	—	—	1	461
Call · $135 Last $0.35 Breakeven $135.35 Implied vol 27.3% Delta 0.119 ≈12% ITM Gamma 0.029 Theta -0.047 Vega 0.046 Open interest 726 Model this call Put · $135 In the money Last $5.10 Breakeven $129.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 461 Model this put
380	14	31%	0.053	$0.05		—	—	—	—	0
Call · $140 Last $0.05 Breakeven $140.05 Implied vol 31% Delta 0.053 ≈5% ITM Gamma 0.014 Theta -0.029 Vega 0.027 Open interest 380 Model this call Put · $140 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	2	47.7%	0.08	$0.40		—	—	—	—	0
Call · $145 Last $0.40 Breakeven $145.40 Implied vol 47.7% Delta 0.08 ≈8% ITM Gamma 0.012 Theta -0.062 Vega 0.048 Open interest 4 Model this call Put · $145 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	50.1%	0.048	$0.10		—	—	—	—	0
Call · $150 Last $0.10 Breakeven $150.10 Implied vol 50.1% Delta 0.048 ≈5% ITM Gamma 0.008 Theta -0.043 Vega 0.028 Open interest 2 Model this call Put · $150 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.985	47.4%	—	0
Call · $155 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $155 In the money Last — Breakeven — Implied vol 47.4% Delta -0.985 ≈98% ITM Gamma 0.004 Theta -0.014 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $160 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $160 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.979	64.2%	—	0
Call · $165 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $165 In the money Last — Breakeven — Implied vol 64.2% Delta -0.979 ≈98% ITM Gamma 0.003 Theta -0.025 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $170 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $170 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.982	76.6%	—	0
Call · $175 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $175 In the money Last — Breakeven — Implied vol 76.6% Delta -0.982 ≈98% ITM Gamma 0.002 Theta -0.027 Vega 0.014 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

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) 431 filings 404 filers Visit website Investor relations