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Canadian Natural Resources Limited CNQ 49.75 0.64 1.3%

Previous-day view · Fri Nov 13 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.315
Put Call Ratio (OI)
0.367
Put Call Ratio (Vol)
0.633
IV Rank
22.5
IV Percentile
36.5
Max pain
50

Gamma exposure (2026-11-13)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
0.0
798.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-34.6
34.6
View values by strike
CNQ · Gamma exposure · 2026-11-13. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 7.67 -394
17.50 0 -586
20.00 34.8 -886
22.50 44.1 -2.32 K
25.00 1.11 K -14.6 K
27.50 775 -6.09 K
30.00 22.6 K -102 K
32.50 48.9 K -54.3 K
35.00 236 K -84.8 K
37.50 24 K -18.8 K
38.00 625 0
40.00 913 K -81.3 K
41.00 400 -5.55 K
42.00 0 -324
42.50 155 K -92.8 K
43.00 996 -11.4 K
44.00 0 -5.52 K
45.00 402 K -711 K
46.00 0 -1.3 K
46.50 366 -493
47.00 347 -11.7 K
47.50 198 K -422 K
48.00 158 K -21.6 K
48.50 3.87 K -14.8 K
49.00 54.1 K -55.8 K
49.50 62 K -6.89 K
50.00 3.57 M -320 K
51.00 177 K -53.9 K
52.00 38 K -13.2 K
52.50 2.34 M -111 K
53.00 13.9 K -10.3 K
54.00 16.2 K -9.19 K
55.00 1.37 M -78.1 K
56.00 10.8 K -3.49 K
57.00 17.6 K -74.7
57.50 354 K -23.4 K
58.00 2.51 K 0
59.00 433 0
60.00 420 K -6.11 K
61.00 28.5 K -33.2
62.00 5.45 K 0
62.50 28.9 K -6.3 K
63.00 500 0
64.00 5.77 K 0
65.00 49.4 K -2.6 K
67.00 38.2 0
70.00 25 K -235
75.00 8.09 K -25.3
80.00 428 -16.8