Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNA Financial Corporation (CNA) - NYSE Next Earnings Date: OS Estimate: May 4, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 1.3
Avg Daily Volume: 509,247    Market Cap: 12.5B
Sector: Financial    Short Interest: 0.8
Live Interactive Chart
Days to Next Earnings: 55 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Feb. 9, 2026 BO 1.3 $49.83 @$50.00 $4.25
($49.83)
8.5% -2.36% I -1.4% I $49.13 $1.23
( $49.13 )
-71.06%
Nov. 3, 2025 BO 1.4 $44.55 @$45.00 $2.60
($44.55)
5.78% 1.81% I -1.12% I $44.05 $2.68
( $44.05 )
3.08%
Aug. 4, 2025 BO 1.5 $43.89 @$43.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2025 BO 1.7 $48.37 @$48.00
Feb. 10, 2025 BO 1.6 $49.01 @$50.00
Nov. 4, 2024 BO 1.7 $47.51 @$50.00
May 6, 2024 BO 1.6 $44.40 @$43.00
Feb. 5, 2024 BO 1.4 $43.32 @$45.00
Oct. 30, 2023 BO 1.6 $39.53 @$40.00
July 31, 2023 BO 1.6 $39.94 @$40.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US