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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: Jan. 22, 2026 AC
EVR: 2.2
Avg Daily Volume: 3,610,549    Market Cap: 134.2B
Sector: Financial    Short Interest: 1.11
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Weekly: 6.27%       Expires on: Jan. 23, 2026
Implied Move Monthly: 8.71%       Expires on: Feb. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Jan. 22, 2026 AC None $0.00 @$240.00 $21.25
($243.97)
8.71% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 21, 2025 AC 2.1 $217.05 @$217.50 $19.85
($217.05)
9.13% 5.23% I 1.53% I $220.38 $17.90
( $220.38 )
-9.82%
July 22, 2025 AC 2.0 $217.42 @$217.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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