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CNA - CNA Financial
Implied Volatility Analysis

Implied Volatility:
55.0%

CNA Financial has an Implied Volatility (IV) of 55.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNA is 46 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for CNA is -0.06 standard deviations away from its 1 year mean.

Market Cap$11.67B
Dividend Yield3.58% ($1.54)
Next Earnings Date8/1/2022 (37d)
Implied Volatility (IV) 30d
55.05
Implied Volatility Rank (IVR) 1y
45.81
Implied Volatility Percentile (IVP) 1y
54.45
Historical Volatility (HV) 30d
28.14
IV / HV
1.96
Open Interest
233.00
Option Volume
2.00

Data was calculated after the 6/24/2022 closing.

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