CNA · Cna Financial Corp

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$55.17 -0.14 (-0.25%) At close · Jul 29

Market Cap

$14.96B

270.53M

Options Chain

15-min delayed Underlying $55.17 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 32 contracts

Put / call OI

0.06

Call-heavy positioning

Open interest

832

contracts outstanding

Volume

575

traded today

Max pain

$45.00

$10.17 below spot

ATM implied vol

45.6%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Nov 20 113d Feb 19 204d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	206%	0.975	—		—	-0.029	215.9%	—	0
Call · $23 In the money Last — Breakeven — Implied vol 206% Delta 0.975 ≈98% ITM Gamma 0.002 Theta -0.03 Vega 0.008 Open interest 0 Model this call Put · $23 Last — Breakeven — Implied vol 215.9% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.044 Vega 0.009 Open interest 0 Model this put
0	—	163.9%	0.969	—		—	-0.037	173.1%	—	0
Call · $28 In the money Last — Breakeven — Implied vol 163.9% Delta 0.969 ≈97% ITM Gamma 0.003 Theta -0.029 Vega 0.009 Open interest 0 Model this call Put · $28 Last — Breakeven — Implied vol 173.1% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.043 Vega 0.01 Open interest 0 Model this put
0	—	149.3%	0.966	—		—	-0.041	158.2%	—	0
Call · $30 In the money Last — Breakeven — Implied vol 149.3% Delta 0.966 ≈97% ITM Gamma 0.004 Theta -0.029 Vega 0.01 Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol 158.2% Delta -0.041 ≈4% ITM Gamma 0.004 Theta -0.042 Vega 0.01 Open interest 0 Model this put
0	—	129.1%	0.961	—		—	-0.047	137.7%	—	0
Call · $33 In the money Last — Breakeven — Implied vol 129.1% Delta 0.961 ≈96% ITM Gamma 0.005 Theta -0.028 Vega 0.01 Open interest 0 Model this call Put · $33 Last — Breakeven — Implied vol 137.7% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.041 Vega 0.011 Open interest 0 Model this put
0	—	116.7%	0.958	—		—	-0.055	127.3%	—	0
Call · $35 In the money Last — Breakeven — Implied vol 116.7% Delta 0.958 ≈96% ITM Gamma 0.006 Theta -0.027 Vega 0.011 Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol 127.3% Delta -0.055 ≈6% ITM Gamma 0.006 Theta -0.043 Vega 0.019 Open interest 0 Model this put
0	1	103%	0.945	$8.60		$0.20	-0.068	110.1%	1	1
Call · $38 In the money Last $8.60 Breakeven $46.60 Implied vol 103% Delta 0.945 ≈95% ITM Gamma 0.008 Theta -0.03 Vega 0.019 Open interest 0 Model this call Put · $38 Last $0.20 Breakeven $37.80 Implied vol 110.1% Delta -0.068 ≈7% ITM Gamma 0.009 Theta -0.044 Vega 0.02 Open interest 1 Model this put
0	1	75.3%	0.968	$8.24		$0.10	-0.088	104.9%	1	8
Call · $40 In the money Last $8.24 Breakeven $48.24 Implied vol 75.3% Delta 0.968 ≈97% ITM Gamma 0.008 Theta -0.013 Vega 0.011 Open interest 0 Model this call Put · $40 Last $0.10 Breakeven $39.90 Implied vol 104.9% Delta -0.088 ≈9% ITM Gamma 0.011 Theta -0.051 Vega 0.021 Open interest 8 Model this put
10	1	76.1%	0.92	$10.48		$0.45	-0.081	75.7%	1	19
Call · $43 In the money Last $10.48 Breakeven $53.48 Implied vol 76.1% Delta 0.92 ≈92% ITM Gamma 0.015 Theta -0.03 Vega 0.021 Open interest 10 Model this call Put · $43 Last $0.45 Breakeven $42.55 Implied vol 75.7% Delta -0.081 ≈8% ITM Gamma 0.014 Theta -0.035 Vega 0.022 Open interest 19 Model this put
550	550	55.7%	0.943	$1.30		$0.50	-0.093	64.9%	1	3
Call · $45 In the money Last $1.30 Breakeven $46.30 Implied vol 55.7% Delta 0.943 ≈94% ITM Gamma 0.017 Theta -0.016 Vega 0.019 Open interest 550 Model this call Put · $45 Last $0.50 Breakeven $44.50 Implied vol 64.9% Delta -0.093 ≈9% ITM Gamma 0.019 Theta -0.033 Vega 0.022 Open interest 3 Model this put
114	1	40.8%	0.926	$7.01		$0.80	-0.188	68.8%	1	12
Call · $48 In the money Last $7.01 Breakeven $55.01 Implied vol 40.8% Delta 0.926 ≈93% ITM Gamma 0.028 Theta -0.014 Vega 0.021 Open interest 114 Model this call Put · $48 Last $0.80 Breakeven $47.20 Implied vol 68.8% Delta -0.188 ≈19% ITM Gamma 0.029 Theta -0.057 Vega 0.034 Open interest 12 Model this put
31	1	38.7%	0.856	$3.23		—	-0.21	52.6%	—	0
Call · $50 In the money Last $3.23 Breakeven $53.23 Implied vol 38.7% Delta 0.856 ≈86% ITM Gamma 0.045 Theta -0.023 Vega 0.034 Open interest 31 Model this call Put · $50 Last — Breakeven — Implied vol 52.6% Delta -0.21 ≈21% ITM Gamma 0.04 Theta -0.048 Vega 0.035 Open interest 0 Model this put
57	4	30.7%	0.705	$1.75		$2.45	-0.34	43%	1	1
Call · $53 In the money Last $1.75 Breakeven $54.75 Implied vol 30.7% Delta 0.705 ≈71% ITM Gamma 0.084 Theta -0.029 Vega 0.047 Open interest 57 Model this call Put · $53 Last $2.45 Breakeven $50.55 Implied vol 43% Delta -0.34 ≈34% ITM Gamma 0.063 Theta -0.05 Vega 0.047 Open interest 1 Model this put
6	4	45.1%	0.526	$0.92		$1.20	-0.472	46.1%	2	2
Call · $55 In the money Last $0.92 Breakeven $55.92 Implied vol 45.1% Delta 0.526 ≈53% ITM Gamma 0.065 Theta -0.052 Vega 0.054 Open interest 6 Model this call Put · $55 Last $1.20 Breakeven $53.80 Implied vol 46.1% Delta -0.472 ≈47% ITM Gamma 0.063 Theta -0.058 Vega 0.054 Open interest 2 Model this put
Underlying $55.17
3	2	55.4%	0.377	$0.68		—	-0.703	35.4%	—	0
Call · $58 Last $0.68 Breakeven $58.68 Implied vol 55.4% Delta 0.377 ≈38% ITM Gamma 0.051 Theta -0.063 Vega 0.056 Open interest 3 Model this call Put · $58 In the money Last — Breakeven — Implied vol 35.4% Delta -0.703 ≈70% ITM Gamma 0.07 Theta -0.04 Vega 0.048 Open interest 0 Model this put
3	2	—	—	$0.15		—	-0.854	48.4%	—	0
Call · $63 Last $0.15 Breakeven $63.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $63 In the money Last — Breakeven — Implied vol 48.4% Delta -0.854 ≈85% ITM Gamma 0.034 Theta -0.037 Vega 0.038 Open interest 0 Model this put
12	—	—	—	—		—	-0.875	67.2%	—	0
Call · $68 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $68 In the money Last — Breakeven — Implied vol 67.2% Delta -0.875 ≈88% ITM Gamma 0.022 Theta -0.044 Vega 0.027 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 21175 CUSIP 126117100 13F (30d) 72 filings 72 filers Visit website Investor relations