CNA Financial Corporation (CNA)
NYSE: CNA
· Real-Time Price · USD
47.47
-0.42 (-0.88%)
At close: Sep 12, 2025, 3:59 PM
47.51
0.08%
After-hours: Sep 12, 2025, 06:12 PM EDT
CNA Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CNA across all expirations is 9,693.85 shares per 1% move, with 9,876.42 from calls and 182.57 from puts. The put-call GEX ratio of 0.02 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
CNA GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 188.63 | -15.68 | 172.95 | 0.08 |
| Oct 17, 25 | 1,297.49 | 0 | 1,297.49 | 0.00 |
| Nov 21, 25 | 8,308.76 | -105.07 | 8,203.69 | 0.01 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 81.54 | -61.82 | 19.72 | 0.76 |