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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: OS Estimate: Jan. 22, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.1
Avg Daily Volume: 2,452,782    Market Cap: 52.34B
Sector: Financial    Short Interest: 1.64
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 24, 2024 AC 2.0 $153.26 @$152.50 $16.10
($153.26)
10.56% 9.57% I 5.22% I $161.27 $15.18
( $161.27 )
-5.71%
July 23, 2024 AC 2.1 $145.50 @$145.00 $9.15
($145.50)
6.31% -3.43% I 0.62% I $146.41 $8.15
( $146.41 )
-10.93%
April 25, 2024 AC 2.3 $145.97 @$146.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 AC 2.3 $132.55 @$133.00
Oct. 26, 2023 AC 2.1 $89.51 @$90.00
July 20, 2023 AC 2.2 $114.99 @$115.00
April 27, 2023 AC 2.4 $95.99 @$96.00
Jan. 24, 2023 AC 2.2 $106.51 @$107.00
Oct. 27, 2022 AC 2.1 $102.13 @$102.00
April 26, 2022 AC 2.0 $132.23 @$132.00

 
 
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