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CNI - Canadian National Railway
Implied Volatility Analysis

Implied Volatility:
31.7%
Put/Call-Ratio:
51.91

Canadian National Railway has an Implied Volatility (IV) of 31.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNI is 55 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for CNI is 0.79 standard deviations away from its 1 year mean.

Market Cap$77.63B
Dividend Yield1.56% ($1.78)
Next Earnings Date10/25/2022 (30d)
Implied Volatility (IV) 30d
31.70
Implied Volatility Rank (IVR) 1y
55.40
Implied Volatility Percentile (IVP) 1y
76.42
Historical Volatility (HV) 30d
24.47
IV / HV
1.30
Open Interest
10.80K
Option Volume
6.19K
Put/Call Ratio (Volume)
51.91

Data was calculated after the 9/23/2022 closing.

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