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CNA Financial Corporation CNA

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Market datapartial · fetched 2026-10-22T23:28:56.720Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003264748Z

FundamentalsAlpha Vantage · unavailable

Share price$49.39
1D+1.5%
AH$48.41$48.69$48.97$49.26$49.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNA
Sold putSold callAH

CNA Financial Corporation options

Live interpolated CNA call and put midpoint premiums by absolute delta.CNA Financial Corporation$0.98$3.69$6.39$9.10$11.80$39.13$43.99$48.86$53.72$58.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNA spot · $49.39CNA PRICE$1.72$2.43$2.45$2.09$1.68$1.27$1.43$1.76$2.10$2.44$2.77$3.11$3.44$2.16$1.77$1.76$1.98$2.19$2.41$2.63$3.36$4.15$4.94$5.74$6.89$11.02
PutsExpensive1.70×
CallsExpensive1.40×
SkewBearish+7.66 pp
Implied moveBearish±$4.06
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.24104.9%35.6%38.56128.5%26.3%
25Δ69.87140.2%46.4%43.2881.8%15.9%
30Δ60.99108.1%28.4%45.6761.9%11.1%
35Δ57.2182.0%20.1%46.7257.4%9.4%
40Δ53.9956.5%12.7%47.7852.9%7.7%
45Δ50.7831.1%5.4%48.8348.3%6.0%
50Δ49.6124.6%3.3%49.8843.8%4.3%
55Δ49.1024.1%3.0%50.9344.7%3.7%
60Δ48.5923.7%2.6%51.9746.3%3.2%
65Δ48.0823.2%2.3%53.0247.8%2.7%
70Δ47.5622.7%1.9%54.0749.4%2.2%
75Δ47.0522.3%1.6%55.4452.6%1.7%
80Δ46.5421.8%1.2%59.6269.4%1.6%

20Δ

Calls
Pseudo strike
65.24
IV
104.9%
B/E move
35.6%
Puts
Pseudo strike
38.56
IV
128.5%
B/E move
26.3%

25Δ

Calls
Pseudo strike
69.87
IV
140.2%
B/E move
46.4%
Puts
Pseudo strike
43.28
IV
81.8%
B/E move
15.9%

30Δ

Calls
Pseudo strike
60.99
IV
108.1%
B/E move
28.4%
Puts
Pseudo strike
45.67
IV
61.9%
B/E move
11.1%

35Δ

Calls
Pseudo strike
57.21
IV
82.0%
B/E move
20.1%
Puts
Pseudo strike
46.72
IV
57.4%
B/E move
9.4%

40Δ

Calls
Pseudo strike
53.99
IV
56.5%
B/E move
12.7%
Puts
Pseudo strike
47.78
IV
52.9%
B/E move
7.7%

45Δ

Calls
Pseudo strike
50.78
IV
31.1%
B/E move
5.4%
Puts
Pseudo strike
48.83
IV
48.3%
B/E move
6.0%

50Δ

Calls
Pseudo strike
49.61
IV
24.6%
B/E move
3.3%
Puts
Pseudo strike
49.88
IV
43.8%
B/E move
4.3%

55Δ

Calls
Pseudo strike
49.10
IV
24.1%
B/E move
3.0%
Puts
Pseudo strike
50.93
IV
44.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
48.59
IV
23.7%
B/E move
2.6%
Puts
Pseudo strike
51.97
IV
46.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
48.08
IV
23.2%
B/E move
2.3%
Puts
Pseudo strike
53.02
IV
47.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
47.56
IV
22.7%
B/E move
1.9%
Puts
Pseudo strike
54.07
IV
49.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
47.05
IV
22.3%
B/E move
1.6%
Puts
Pseudo strike
55.44
IV
52.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
46.54
IV
21.8%
B/E move
1.2%
Puts
Pseudo strike
59.62
IV
69.4%
B/E move
1.6%

Options history

CNA30.6030.6330.662026-10-20: 30.63%Oct 20Oct 20
Table
DateIV
30.63%