CNA · Expected Move
CNA Financial Corporation
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).
CNA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CNA Expected Move
30-Day Straddle
$4.88
7-Day Straddle
$3.17
30-Day ATM IV
28.4%
IV Rank
22%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $4.88 | $3.17 | 28.4% | 22% |
| 20261106 | $5.28 | $3.18 | 34.8% | 49% |
| 20261105 | $5.22 | $4.25 | 40.1% | 72% |
| 20261104 | $5.62 | $5.62 | 46.6% | 100% |
| 20261103 | $3.83 | $3.83 | 36.3% | 58% |
| 20261102 | $5.60 | $5.60 | 44.4% | 96% |
| 20261030 | $5.12 | $5.12 | 42.5% | 87% |
| 20261029 | $3.97 | $3.97 | 36.8% | 61% |
| 20261028 | $5.22 | $5.22 | 35.6% | 55% |
| 20261027 | $5.15 | $5.15 | 38.1% | 67% |
| 20261026 | $5.10 | $5.10 | 45.4% | 100% |
| 20261023 | $3.57 | $3.57 | 33.1% | 44% |
| 20261022 | $3.83 | $3.83 | 34.7% | 51% |
| 20261021 | $3.45 | $3.45 | 31.8% | 39% |
| 20261020 | $3.55 | $3.55 | 35.3% | 54% |
| 20261019 | $3.70 | $3.70 | 36.8% | 61% |
| 20261016 | $5.03 | $10.15 | — | — |
| 20261015 | $4.67 | $5.40 | 36.5% | 60% |
| 20261014 | $3.42 | $2.98 | 27.4% | 18% |
| 20261013 | $4.10 | $5.00 | — | — |
| 20261012 | $4.62 | $3.98 | 35.7% | 56% |
| 20261009 | $3.83 | $3.05 | 36.0% | 58% |
| 20261008 | $4.00 | $4.65 | 37.3% | 64% |
| 20261007 | $3.22 | $3.77 | 31.2% | 36% |
| 20261006 | $3.98 | $2.95 | 30.5% | 32% |
| 20261005 | $4.10 | $3.98 | 32.5% | 42% |
| 20261002 | $2.35 | $2.35 | 30.6% | 33% |
| 20261001 | $5.18 | $5.18 | 41.2% | 81% |
| 20260930 | $3.58 | $3.58 | 32.3% | 56% |
| 20260929 | $5.03 | $5.03 | 28.4% | 43% |
| 20260928 | $3.42 | $3.42 | 32.6% | 57% |
| 20260925 | $4.90 | $4.90 | 30.2% | 49% |
| 20260924 | $5.45 | $5.45 | 36.7% | 71% |
| 20260923 | $5.50 | $5.50 | 30.9% | 52% |
| 20260922 | $3.43 | $3.43 | 27.2% | 39% |
| 20260921 | $3.30 | $3.30 | 31.0% | 52% |
| 20260918 | $5.00 | $5.00 | 45.0% | 99% |
| 20260917 | $5.10 | $9.07 | 25.8% | 35% |
| 20260916 | $5.00 | $5.55 | 42.3% | 90% |
| 20260915 | $4.35 | $10.65 | 28.7% | 44% |
| 20260914 | $3.80 | $5.55 | 27.3% | 40% |
| 20260911 | $5.10 | $3.80 | 23.4% | 27% |
| 20260910 | $3.92 | $3.25 | 23.5% | 27% |
| 20260909 | $4.10 | $3.12 | 28.8% | 45% |
| 20260908 | $3.95 | $3.12 | 31.0% | 52% |
| 20260904 | $3.83 | $3.85 | 31.5% | 54% |
| 20260903 | $4.90 | $2.60 | 29.1% | 46% |
| 20260902 | $5.00 | $5.00 | 29.8% | 48% |
| 20260901 | $3.35 | $3.35 | 30.2% | 49% |
| 20260831 | $4.45 | $4.45 | 33.0% | 59% |
| 20260828 | $5.30 | $5.30 | 34.8% | 65% |
| 20260827 | $4.55 | $4.55 | 28.0% | 42% |
| 20260826 | $2.33 | $2.33 | 27.7% | 41% |
| 20260825 | $2.62 | $2.62 | 26.8% | 38% |
| 20260824 | $3.93 | $3.93 | 33.4% | 60% |
| 20260821 | $2.50 | $2.97 | 26.8% | 38% |
| 20260820 | $3.30 | $1.85 | 29.2% | 46% |
| 20260819 | $3.55 | $1.00 | 31.2% | 53% |
| 20260818 | $3.17 | $3.02 | 27.3% | 39% |
| 20260817 | $3.83 | $1.73 | 32.5% | 57% |
More on CNA
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.