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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNA Financial Corporation (CNA) - NYSE Next Earnings Date: Estimated on Aug. 3, 2026
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.5
Avg Daily Volume: 507,846    Market Cap: 11.8B
Sector: Financial    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 48 Days

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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 1.3 $48.04 @$48.00 $1.32
($48.04)
2.75% -10.3% O -7.95% O $44.22 $4.00
( $44.22 )
203.03%
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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