CNA Financial Corporation (CNA)
NYSE: CNA
· Real-Time Price · USD
47.73
-0.28 (-0.58%)
At close: Sep 08, 2025, 3:59 PM
46.79
-1.96%
After-hours: Sep 08, 2025, 05:57 PM EDT
CNA Delta Exposure By Expiry
The total Delta Exposure (DEX) for CNA across all expirations shows 54,990.97 net shares that market makers must hedge, with 56,145.42 from calls and 1,154.45 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
CNA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,994.26 | -136.68 | 1,857.58 | 0.07 |
| Oct 17, 25 | 11,192.45 | 0 | 11,192.45 | 0.00 |
| Nov 21, 25 | 41,834.9 | -605.51 | 41,229.39 | 0.01 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 1,123.81 | -412.26 | 711.55 | 0.37 |