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: Nov. 2, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.6
Avg Daily Volume: 496,034    Market Cap: 14.1B
Sector: Financial Services    Short Interest: 1.17
Live Interactive Chart
Days to Next Earnings: 83 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Aug. 3, 2026 BO 1.5 $52.47 @$53.00 $3.95
($52.47)
7.45% 5.29% I 2.13% I $53.59 $4.88
( $53.59 )
23.54%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 BO 1.4 $44.55 @$45.00
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

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