ThetaOwl

CNA

CNA Financial CorporationFinancial Services
$46.24
Bullish
Mkt Cap: $12.52B|Float: 20.6M|SI: 9.6%|DTC: 3.7
Data as of market close Apr 2, 2026
IV Rank
19
IV Pctl
33%
HV 20d
16.4%
52W Range
$40-$50
ATR(14)
$0.79
Exp. Move
±10.4%
P/C Ratio
0.21
Earnings
May 4
GEX Positive
DEX Long
Net Put Premium
IV Low
Max Pain Above
Exp. Move Wide
Low Put/Call

CNA Key Options Data

IV Rank
19%
Total GEX
$0.00B
Total DEX
$0.0M
Max Pain
$48.00
Expected Move
±10.4%
Put/Call OI
0.21
Net Premium
$-0.0M
Spot Price
$46.24

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$4.80±10.4%$41.44$51.04
2026-05-1543±$6.47±14.0%$39.77$52.72
2026-08-21141±$4.47±9.7%$41.77$50.72

Explore CNA options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.