Canadian National Railway (CNI)
NYSE: CNI
· Real-Time Price · USD
96.38
1.91 (2.02%)
At close: Oct 03, 2025, 3:59 PM
96.00
-0.39%
After-hours: Oct 03, 2025, 07:49 PM EDT
CNI Delta Exposure By Expiry
The total Delta Exposure (DEX) for CNI across all expirations shows -43,318.41 net shares that market makers must hedge, with 229,424.79 from calls and 272,743.2 from puts. The put-call delta ratio of 1.19 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
CNI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 118,491.01 | -169,217.82 | -50,726.81 | 1.43 |
| Nov 21, 25 | 25,265.07 | -14,696.45 | 10,568.62 | 0.58 |
| Jan 16, 26 | 70,910.36 | -59,464.06 | 11,446.3 | 0.84 |
| Apr 17, 26 | 14,758.35 | -29,364.87 | -14,606.52 | 1.99 |