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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNA Financial Corporation (CNA) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.7
Avg Daily Volume: 177,414    Market Cap: 12.05B
Sector: Financial    Short Interest: 1.45
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 5.77%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 6, 2024 BO None $0.00 @$43.00 $2.55
($44.19)
5.77% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 BO 1.5 $43.32 @$45.00 $3.27
($43.32)
7.27% 8.19% O 7.15% I $46.42 $1.88
( $46.42 )
-42.51%
Feb. 6, 2023 BO 1.7 $41.72 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2022 BO 1.7 $42.14 @$40.00
Aug. 1, 2022 BO 1.6 $42.42 @$43.00
May 2, 2022 BO 1.5 $47.44 @$48.00
Feb. 7, 2022 BO 1.8 $46.87 @$45.00
Nov. 1, 2021 BO 1.9 $44.86 @$45.00
Aug. 2, 2021 BO 2.0 $44.01 @$44.25
May 3, 2021 BO 2.2 $46.93 @$49.25

 
 
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