What move does the options market price into CNA Financial's report?

Implied ±8.6%, either direction.

CNANYSEFire, Marine & Casualty Insurance

CNA Financial Corp (CNA) earnings date, market-implied expected move, and options open interest by expiry

48.61

−0.26 · −0.53%

post 48.61 0.00%

Closed16:00 ET

Open48.99Volume494,579Mkt cap$13.2BP/E10.66EPS4.56Div yield3.90%

Day48.61 – 49.120%52-wk40.34 – 55.1956%

CNA

CNA Financial Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.6%implied · report alone

44.5052.86

straddle ±8.9%

spot 48.68exp Nov 20ATM strike 50ATM straddle 5.13IV 53%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 2

before open · in 1 day

confirmedQ3 FY26

Calendar

Next report

Last report

+2.13%

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

19dL · supplierLoews Corporation to Release Third Quarter 2026 Results on November 2, 2026
55dMET · supplierIs MetLife Outperforming the Nasdaq?

News

Largest filed tie

13F top-10 QoQ

−0.28%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

311 managers

Top fund weight

0.03%

CNA weight · SCHD

N-PORTAug 31 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

CNA Financial (CNA) reports on Nov 2 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 3 '26confirmed—▲+2.13%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+2.13%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

3.01OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

4390%Nov 2019d1460%

110%Feb 19110d0.091160%0.09

ExpiryPutsCallsP/C

Nov 2019d4390%1460%3.01

Feb 19110d110%1160%0.09

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±8.9%

Funds 3

SCHD±0.0%

REVS±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

8.46%as filednet margin · revenue +4.17% QoQ · +2.98% YoY

Revenue$3.8B+4.17%

Pre-tax income$405M+51.69%

Net income$321M8.46%+52.13%

Tax$84M+50.00%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.38· ±1.3% vs ±1.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.3%3 of 10×1.38

PCEpersonal income & outlays±1.1%10 of 19×1.13

CPIconsumer prices±1.0%5 of 11×1.08

GDPgross domestic product±1.0%9 of 19×1.02

PPIproducer prices±0.9%7 of 11×0.89

FOMCrate decision±0.9%10 of 24×0.89

CPROFcorporate profits±0.8%6 of 12×0.84

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 1.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	1.18	—
Q1 FY26	—	0.78	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod