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CNA - CNA Financial
Implied Volatility Analysis

Implied Volatility:
49.7%

CNA Financial has an Implied Volatility (IV) of 49.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNA is 23 and the Implied Volatility Percentile (IVP) is 20. The current Implied Volatility Index for CNA is -0.76 standard deviations away from its 1 year mean.

Market Cap$11.43B
Dividend Yield3.74% ($1.58)
Next Earnings Date2/6/2023 (71d)
Implied Volatility (IV) 30d
49.67
Implied Volatility Rank (IVR) 1y
23.33
Implied Volatility Percentile (IVP) 1y
20.38
Historical Volatility (HV) 30d
21.42
IV / HV
2.32
Open Interest
342.00

Data was calculated after the 11/25/2022 closing.

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