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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNA Financial Corporation (CNA) - NYSE Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.7
Avg Daily Volume: 432,484    Market Cap: 12.7B
Sector: Financial    Short Interest: 0.37
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 3.02%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 5, 2025 BO None $0.00 @$48.00 $1.45
($48.01)
3.02% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 10, 2025 BO 1.7 $49.01 @$50.00 $2.75
($49.01)
5.5% 4.75% I 1.18% I $49.59 $1.43
( $49.59 )
-48.0%
May 6, 2024 BO 1.6 $44.40 @$43.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 1, 2023 BO 1.5 $38.91 @$38.80
Feb. 6, 2023 BO 1.7 $41.72 @$40.00
Oct. 31, 2022 BO 1.7 $42.14 @$40.00
Aug. 1, 2022 BO 1.6 $42.42 @$43.00

 
 
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