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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: Oct. 20, 2026 AC
EVR: 2.0
Avg Daily Volume: 3,445,616    Market Cap: 122.8B
Sector: Financial Services    Short Interest: 1.61
Live Interactive Chart
Days to Next Earnings: 25 Days
Implied Move Weekly: 7.82%       Expires on: Oct. 23, 2026
Implied Move Monthly: 10.04%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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. 20, 2026 AC None $0.00 @$200.00 $20.10
($200.20)
10.04% -None% -None% $0.00 $0.00
( N/A )
None%
July 21, 2026 AC 2.0 $206.22 @$205.00 $18.00
($206.22)
8.78% -3.6% I -2.35% I $201.36 $15.10
( $201.36 )
-16.11%
April 21, 2026 AC 2.1 $202.50 @$202.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 22, 2026 AC 2.2 $235.07 @$235.00
Oct. 21, 2025 AC 2.1 $217.05 @$217.50
July 22, 2025 AC 2.0 $217.42 @$217.50
April 22, 2025 AC 2.0 $170.20 @$170.00
Jan. 21, 2025 AC 2.1 $193.21 @$192.50
Oct. 24, 2024 AC 2.0 $153.26 @$152.50
July 23, 2024 AC 2.1 $145.50 @$145.00

 
 
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