CNA (CNA Financial Corporation)

Expected Move & Straddle Price History

The expected move for CNA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current CNA Expected Move
30-Day Straddle
$3.85
7-Day Straddle
$4.62
Avg IV
0.6%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to CNA's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CNA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260811 $3.85 $4.62 0.6% 27%
20260810 $2.80 $4.88 0.5% 25%
20260806 $5.50 $3.62 0.5% 24%
20260805 $4.00 $4.00 1.0% 97%
20260804 $3.90 $3.90 1.0% 100%
20260803 $4.88 $4.88 1.0% 98%
20260731 $3.92 $3.92 1.0% 100%
20260730 $3.77 $3.77 1.0% 100%
20260729 $5.00 $5.00 0.9% 100%
20260728 $4.85 $4.85 0.9% 96%
20260727 $5.00 $5.00 0.9% 100%
20260724 $3.80 $3.80 0.9% 91%
20260723 $5.20 $5.20 0.8% 74%
20260722 $4.95 $4.95 0.7% 67%
20260721 $4.97 $4.97 0.8% 73%
20260720 $5.10 $5.10 0.8% 77%
20260716 $4.88 $9.90 0.7% 59%
20260715 $4.20 $2.23 0.7% 67%
20260714 $4.60 $1.48 0.7% 65%
20260713 $5.05 $4.30 0.7% 54%
20260710 $5.18 $3.22 0.7% 55%
20260709 $5.15 $2.83 0.6% 46%
20260708 $5.35 $2.83 0.6% 47%
20260707 $4.22 $9.88 0.7% 55%
20260706 $4.85 $1.95 0.5% 21%
20260702 $4.80 $4.80 0.7% 55%
20260701 $4.88 $4.88 0.7% 60%
20260630 $3.45 $3.45 0.9% 98%
20260629 $2.95 $2.95 0.8% 75%
20260626 $3.12 $3.12 0.6% 40%
20260625 $3.10 $3.10 0.8% 85%
20260624 $5.10 $5.10 0.8% 88%
20260623 $4.67 $4.67 0.6% 53%
20260622 $3.15 $3.15 0.6% 48%
20260618 $3.35 $0.97 0.7% 70%
20260617 $4.88 $3.17 0.8% 72%
20260616 $4.05 $3.25 0.5% 29%
20260615 $4.80 $3.75 0.7% 68%
20260613 $4.88 $2.88 0.5% 18%
20260612 $4.88 $2.88 0.5% 29%
20260611 $4.85 $2.95 0.8% 73%
20260610 $4.50 $2.90 0.6% 37%
20260609 $4.55 $3.60 0.5% 30%
20260608 $4.40 $3.70 0.5% 19%
20260605 $4.35 $2.23 0.4% 7%
20260604 $4.72 $3.67 0.7% 52%
20260603 $3.62 $5.15 0.6% 38%
20260602 $5.10 $5.10 0.6% 42%
20260601 $2.85 $2.85 0.4% 12%
20260529 $3.12 $3.12 0.7% 62%
20260528 $3.80 $3.80 0.7% 48%
20260527 $3.42 $3.42 0.7% 56%
20260526 $3.67 $3.67 0.7% 60%
20260522 $3.65 $3.65 0.6% 40%
20260521 $3.65 $3.65 0.4% 4%
20260520 $3.70 $3.70 0.5% 27%
20260519 $3.85 $3.85 0.6% 41%
20260518 $1.50 $1.50 0.4% 5%
20260515 $4.70 $2.95 0.6% 33%
20260514 $4.40 $2.95 0.6% 33%