Canadian National Railway Company (CNI)'s 30-day implied volatility (IV30) was 21.5% at the close on November 2, 2026, down from 22.6% the day before, against a 52-week range of 16.1% to 28.0%. Its 20-day historical volatility was 19.0%.

Key numbers

30-day implied volatility (IV30): 21.5%
IV30 52-week range: 16.1% to 28.0% (median 21.9%)
Historical volatility: 20-day 19.0%, 1-year 20.7%
Implied move by the nearest expiration: ±1.4%

Data as of November 2, 2026.

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

Name: CNI Implied Volatility
Creator: Market Chameleon