Canadian National Railway Co (CNI) Historical Volatility

Tracking CNI historical volatility helps you see how much Canadian National Railway Co's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Canadian National Railway Co's HV tells you what really happened. Use our scanner to monitor CNI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CNI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Canadian National Railway Co's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Canadian National Railway Company, together with its subsidiaries, engages in the rail and related transportation business. The company's portfolio of goods includes petroleum and chemicals, grain and fertilizers, coal, metals and minerals, forest products, intermodal, and automotive products serving exporters, importers, retailers, farmers, and manufacturers. It operates a network of 19,500 route miles of track spanning Canada and the United States. The company also provides vessels and docks, transloading and distribution, automotive logistics, and freight forwarding and transportation management services.

Canadian National Railway Company was incorporated in 1919 and is headquartered in Montreal, Canada.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Canadian National Railway Co's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CNI HV is running hot, cold, or in line. Make the CNI 30 day historical volatility — and every other window — work for your edge instead of against it.