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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2025 AC
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.1
Avg Daily Volume: 3,828,932    Market Cap: 137.8B
Sector: Financial    Short Interest: 1.37
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
July 22, 2025 AC 2.0 $217.42 @$217.50 $15.15
($217.42)
6.97% 6.91% I 0.93% I $219.46 $11.90
( $219.46 )
-21.45%
April 22, 2025 AC 2.0 $170.20 @$170.00 $18.95
($170.20)
11.15% 8.39% I 3.67% I $176.46 $16.30
( $176.46 )
-13.98%
Jan. 21, 2025 AC 2.1 $193.21 @$192.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2024 AC 2.0 $153.26 @$152.50
July 23, 2024 AC 2.1 $145.50 @$145.00
April 25, 2024 AC 2.3 $145.97 @$146.00
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

 
 
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