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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: 416,028    Market Cap: 13.0B
Sector: Financial    Short Interest: 0.81
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 2.88%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 4, 2026 BO None $0.00 @$48.00 $1.38
($48.00)
2.88% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 BO 1.5 $43.89 @$43.00
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

 
 
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