Canadian National Railway Company (CNI)'s 30-day implied volatility (IV30) was 23.7% at the close on October 23, 2026, up from 23.4% the day before, against a 52-week range of 16.1% to 28.0%. Its 20-day historical volatility was 18.4%.

Key numbers

30-day implied volatility (IV30): 23.7%
IV30 52-week range: 16.1% to 28.0% (median 21.9%)
Historical volatility: 20-day 18.4%, 1-year 20.5%
Implied move by the nearest expiration: ±1.5%

Data as of October 23, 2026.

CNI Implied Volatility (IV) vs Historical Volatility (HV)

Name: CNI Implied Volatility
Creator: Market Chameleon