Snapshot

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$43.87

52-Week Range: $43.09 – $50.72
YTD: -6.40%
IV Rank (30D): 11.58
Straddle Price: $2.77
P/C Vol Ratio: 1.33
Market Cap: $13.0B

Info

Industry (SIC): FIRE, MARINE & CASUALTY INSURANCE (6331)
Exchange: XNYS
Market Cap: $13.0B

CNA Financial Corporation (CNAF) is an insurance holding company that provides commercial property and casualty insurance. The company operates under five segments: Specialty, Commercial and International being its core business, and two segments for its non-core businesses, which are Life and Group and Corporate and Other. CNAF, through its segments, provides professional, financial, specialty property, and casualty products to small businesses and medium-scale organizations. It has its business spread across Continental Europe, United Kingdom, and Canada. The majority of the revenues are gen…

ETF Profile

Asset Allocation

Top Holdings

Symbol	Name	Weight %	Asset Class	Country

Geographic Breakdown

Price History

Seasonality

Month	Avg Return	Years of Data
Jan	+2.53%	6
Feb	+1.70%	6
Mar	-0.37%	6
Apr	-0.25%	6
May	-1.71%	6
Jun	-2.32%	5
Jul	-0.96%	5
Aug	-0.69%	5
Sep	-4.01%	5
Oct	+2.70%	5
Nov	+1.85%	5
Dec	+0.27%	5

Technical Indicators

? Indicator Guide

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators

SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
+DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.

Momentum Oscillators

RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility

Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
ATR / True Range — average daily $ move; sizing and stop-loss reference.
HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Indicator	Value	Signal
RSI (14)	32.3	Neutral
MACD	0.037	Bullish
SMA 50	$47.14	Below
SMA 200	$46.81	Below
Bollinger Bands		Oversold
ADX	25.1	Trend
HV 30	29.4%

AI Analysis

LLM Stock Analysis Report

Executive Summary

Overall Assessment: NEUTRAL (Confidence Level: 6/10)

Key Drivers:

Bullish momentum signals from MACD and RSI
Oversold conditions in Bollinger Bands
Positive sentiment from recent news headlines

Primary Risks:

Low volatility environment may not trigger significant price movements
Options market pricing a relatively low expected move

Investment Thesis: CNA's insurance arm is driving profits, with fewer catastrophe losses contributing to higher earnings. The company's digital transformation strategy is also gaining traction.

Recent News Sentiment Impact: Recent news headlines are mixed, but overall sentiment is neutral. Positive headlines from Q2 earnings and digital transformation strategies balance out negative news on insurance woes.

Technical Analysis

Trend Direction:

Short-term: Uptrend
Medium-term: Neutral
Long-term: Downtrend (but with a bullish momentum signal)

Support/Resistance Levels:

Upper Bollinger Band: $49.51
Middle Line (SMA 20): $47.64
Lower Bollinger Band: $45.77

Momentum Signals:

RSI: Neutral (32.34)
MACD: Bullish (0.04 / Signal: -0.24 / Histogram: 0.28)

Volume Analysis:

Volume SMA 20: 433224.13
On-Balance Volume (OBV): 13139251.63

News & Sentiment Analysis

Recent Headlines Summary:

Earnings splits and digital transformation strategies drove Q2 results
Insurance woes wiped out hotel gains
Positive sentiment from quarterly earnings and digital transformation

Sentiment Assessment: Neutral (aggregate news sentiment)

Catalyst Identification:

Earnings releases
Digital transformation strategy updates
Regulatory changes in the insurance industry

Market Narrative: News headlines generally align with technical signals, but some negative news may create caution among investors.

Risk & Volatility Assessment

Risk Interpretation: Low volatility - stock moves less than market (beta 0.25)

Volatility Regime: Current vs historical volatility levels are low

Options Market Signals:

IV Rank: 11.6% (Low)
Put/Call Volume Ratio: 1.33 (Bearish sentiment)
Market Expectation: Options market pricing $2.77 move by expiration

Downside Protection:

Support levels: $45.77 (Lower Bollinger Band), $47.64 (Middle Line, SMA 20)

Market Context & Positioning

Sector Performance:

Insurance sector performance has been neutral to slightly positive

Institutional Activity:

Volume patterns suggest institutional interest in the stock

Correlation Analysis:

Correlation with market: 0.16 (low correlation)

Relative Valuation:

CNA is positioned within its trading range, with no significant deviations from fair value.

Key Levels & Action Items

Critical Price Levels:

$45.77 (Lower Bollinger Band)
$47.64 (Middle Line, SMA 20)
$49.51 (Upper Bollinger Band)

Breakout/Breakdown Levels:

Breakout: $50.00
Breakdown: $43.00

Time-Sensitive Catalysts:

Earnings releases (Q2 and Q3 results)
Digital transformation strategy updates
Regulatory changes in the insurance industry

Risk Management:

Stop-loss levels: 10% below current price ($39.94)
Position sizing considerations: 5% of portfolio, with a target stop-loss distance of $2.00

Generated 2026-05-04 23:46 UTC

News

Filter Publishers:

Published	Title	Publisher
2026-05-04	Loews Stock Falls: CNA Insurance Woes Wipe Out Hotel Gains	Benzinga
2026-02-09	Earnings Split Emerges as CNA, monday.com, and Universal Report Results	Investing.com
2026-02-09	Loews Smashes 52-Week High After Strong Quarter	Benzinga
2025-11-03	Insurance Arm Steers Loews To Higher Profit With Fewer Catastrophe Losses	Benzinga
2025-09-03	5 High-Yield Dividend Stocks for Reliable Income Amid September Volatility	Investing.com
2025-07-03	CNA Financial Corp Digital Transformation Strategy Analysis Report 2025 \| Accelerators, Incubators, and Innovation Programs	GlobeNewswire Inc.
2025-05-23	Playing With Fire? 4 Huge Dividends up to 16.5% That Pros Say We Should Avoid	Investing.com
2024-09-09	RLI Stock Near 52-Week High: What Investors Should Know?	Benzinga

Earnings History

Options Activity

IV Rank (30D): 11.58
IV Rank (7D): 89.21
Avg IV: 42.5%
Straddle (30D): $2.77
Straddle (7D): $3.80
P/C Volume: 1.33

Options Chain

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Spread Scanner GPU

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? Score Guide Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR25 and BF25 from the live options chain. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)

Group 1 · Directional Bias (±0.25)

RSI <40 bullish / >60 bearish
MACD crossover + histogram trend
Price vs SMA 50 & SMA 200

Group 2 · Momentum (±0.10)

Stochastic %K <20 / >80
Williams %R <−80 / >−20

Group 3 · Volatility (up to −0.25 / +0.15)

Blended ATR + straddle expected-move penalty
Bollinger Band signal (+ counter-trend penalty)
BB width — vol contraction boost for ICs

Group 4 · IV Regime (±0.15)

IV rank ≥ 75 → strong boost for credit spreads
IV rank < 25 → penalty (selling cheap vol)

Group 5 · Liquidity (penalty up to −0.10)

Min open interest across all legs
OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Skew Metrics per Expiry ? Guide

Risk Reversal (RR)

IV(10% OTM call) − IV(10% OTM put)

Measures the direction of skew — which side the market is paying up for. Expressed as a vol difference in percentage points.

−3% to −10% → mild to moderate put skew. Normal for most large-cap stocks — puts always carry some premium from portfolio hedging demand.
−10% to −20% → strong put skew. Elevated fear, heavy hedging, or an upcoming catalyst (earnings, macro event). Worth noting.
Below −20% → extreme put skew. Stress signal — market aggressively buying downside protection.
−3% to 0% → nearly symmetric. Rare for equities; means the market sees roughly equal up/down risk.
Positive → calls more expensive than puts. Unusual — signals strong upside momentum, short squeeze risk, or takeover speculation.

Butterfly (BF)

½ × (IV call + IV put) − IV ATM

Measures curvature — how much the wings are bid up relative to ATM. Always expressed as a positive number (wing premium). Think of it as the cost of a tail hedge above and beyond the ATM vol.

0% to 2% → flat smile. Market pricing near-normal return distribution, low tail risk.
2% to 5% → moderate wing premium. Some tail risk priced in — typical in earnings cycles or elevated VIX environments.
Above 5% → high curvature. Fat tails aggressively priced — market expects a large move but is uncertain of direction. Very common right before earnings.

Reading them together

RR	BF	Interpretation
-15%	+5%	Strong put skew + fat tails — fear or upcoming catalyst (earnings, FDA)
-5%	+1%	Normal mild put skew, calm market
-20%	+8%	Extreme fear — heavy hedging, major event risk
~0%	+2%	Balanced market, no strong directional bias
+5%	+3%	Call skew — bullish momentum or short squeeze risk

Expiry	DTE	ATM IV	25d Put IV	25d Call IV	Risk Reversal	Butterfly	Interpretation	Strategy Suggestions (hover for rationale)

IV Rank (7 DTE)

IV Rank (30 DTE)

Straddle Price (30 DTE)

Beta Analysis

Beta (1Y vs SPY): 0.25
Correlation (SPY): 15.9%
R²: 0.03
Ann. Volatility: 20.0%
SPY Volatility: 12.4%

Low volatility - stock moves less than market

Beta & Alpha Over Time

Fundamentals

? Fundamentals Guide

Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.

Metrics

Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.

How to read the bars

Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
YoY growth — compare to the same quarter a year earlier to remove seasonality.
Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.

TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.

P/B Ratio	1.1
P/S Ratio	0.9
EV/EBITDA	9.6
ROE	11.0%
Dividend Yield	8.07%
Debt/Equity	0.26

Valuation

? Valuation Guide

Ratios derived from TTM financials and the current market price, sampled daily. History chart shows how expensive the stock is today relative to its own recent past.

Price Multiples

P/E — price / TTM earnings. Rough market rule: 10–15 value, 15–25 market, >30 growth/premium. Negative when earnings are negative.
P/B — price / book value. Useful for financials and asset-heavy names; meaningless for asset-light software.
P/S — price / TTM revenue. Useful when earnings are negative or noisy (early-stage growth).
EV/EBITDA — capital-structure-neutral. <10 cheap, 10–15 reasonable, >20 rich. Good for comparing across leverage profiles.
EV/Sales — like P/S but accounts for debt + cash. Compare within sector.

Profitability & Yields

ROE — return on equity. >15% strong, >25% exceptional. Caution: high leverage inflates ROE.
ROA — return on assets. Leverage-neutral; >5% solid, >10% exceptional.
Div Yield — annual dividend / price. Compare to 10Y Treasury; sustained yield >6% often signals distress.
FCF Yield — free cash flow / market cap. >5% is attractive; negative means burning cash.

Balance Sheet

Debt/Equity — leverage. <1 conservative, >2 aggressive. Sector-dependent (utilities naturally high, tech low).
Current Ratio — short-term liquidity. >1.5 comfortable, <1 raises short-term solvency flags.

Reading the history chart

Compare current level to the 3-year band: near the high end = relatively expensive; near the low = relatively cheap.
Multiples expanding while earnings are flat = sentiment-driven rally.
Multiples compressing while earnings grow = value coming from fundamentals.

Metric:

Short Interest & Float

? Short Interest Guide

Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.

Metric definitions

Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
SI % of Float — short interest / free float. The key crowding metric.
Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
Free Float — shares available for public trading (total shares minus insider / restricted).
Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.

How to read the signals

SI % of Float < 5% — typical, no particular signal.
5–15% — elevated; watch for catalysts (earnings, guidance, macro).
15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
>30% — extreme; borrow is likely expensive and squeeze risk is material.
Days to Cover > 5 combined with high SI% amplifies squeeze potential.

History chart

Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
A sudden drop in SI after a rally may indicate a squeeze in progress.

Short interest is reported mid-month and end-of-month; short volume is daily.

Metric:

Constituent Performance

Select Timeframe:

Click any bar to view the full quote for that stock.

Constituents

Symbol	Price	1 Day	1 Week	1 Month

CNA Financial Corporation (CNA) Stock Quote & Options Analysis | Frenzy Capital

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