Canadian Natural Resources Limited (CNQ) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Canadian Natural Resource...

NYSE: CNQ · Real-Time Price · USD
31.82
0.38 (1.21%)
At close: Oct 03, 2025, 3:59 PM
31.64
-0.58%
After-hours: Oct 03, 2025, 07:55 PM EDT

Canadian Natural Resources Greeks

Delta, Gamma, Theta, and Vega Greek Charts for CNQ options.

Delta Table

Strike Price Delta Gamma Theta Vega
20.00 0.9904 0.0035 -0.0153 0.0012
21.00 0.9764 0.0071 -0.0331 0.0025
22.00 0.9264 0.0139 -0.1022 0.0063
22.50 0.9232 0.0150 -0.101 0.0065
23.00 0.9197 0.0163 -0.0997 0.0068
24.00 0.9120 0.0192 -0.0968 0.0072
25.00 0.9031 0.0230 -0.0937 0.0078
25.50 0.8980 0.0253 -0.092 0.0081
26.00 0.8886 0.0280 -0.0942 0.0086
26.50 0.8863 0.0309 -0.0882 0.0087
27.00 0.9659 0.0212 -0.0221 0.0034
27.50 0.9322 0.0328 -0.0401 0.0059
28.00 0.8586 0.0434 -0.085 0.0102
28.50 0.8276 0.0485 -0.0984 0.0116
29.00 0.8150 0.0551 -0.0947 0.0121
29.50 0.9304 0.0563 -0.0255 0.0061
30.00 0.9218 0.0704 -0.0246 0.0066
30.50 0.8937 0.0957 -0.0279 0.0083
31.00 0.7267 0.1022 -0.0796 0.0151
31.50 0.7368 0.1538 -0.0518 0.0148
32.00 0.6466 0.1674 -0.0611 0.0169
32.50 0.5552 0.1575 -0.0726 0.0179
33.00 -0.2212 0.8956 -0.0717 0.0341
33.50 -0.3772 0.4538 -0.0987 0.0306
34.00 -0.3763 0.2857 -0.1477 0.0308
34.50 -0.3501 0.2100 -0.1854 0.0322
35.00 -0.5392 0.1789 -0.154 0.0249
35.50 -0.4317 0.1591 -0.2115 0.0303
36.00 -0.4919 0.1500 -0.1937 0.0290
36.50 -0.5079 0.1332 -0.2121 0.0284
37.00 -0.5152 0.1212 -0.2282 0.0283
37.50 -0.5185 0.1064 -0.2614 0.0275
38.00 -0.6352 0.1062 -0.1853 0.0240
38.50 -0.7039 0.0864 -0.1648 0.0197
39.00 -0.6217 0.0903 -0.2282 0.0243
39.50 -0.5307 0.0834 -0.3207 0.0278
40.00 -0.6377 0.0809 -0.2419 0.0238
40.50 -0.6755 0.0757 -0.2234 0.0221
41.00 -0.595 0.0710 -0.3153 0.0252
41.50 -0.5207 0.0672 -0.4075 0.0280
42.00 -0.5278 0.0652 -0.4126 0.0279
42.50 -0.6193 0.0624 -0.332 0.0243
43.00 -0.5959 0.0610 -0.3672 0.0255
43.50 -0.6566 0.0569 -0.3172 0.0226
45.00 -0.6513 0.0524 -0.3535 0.0230