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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: April 27, 2023 AC
EVR: 2.4
Avg Daily Volume: 3,523,130    Market Cap: 34.19B
Sector: Financial    Short Interest: 1.7
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 10.09%       Expires on: April 28, 2023
Implied Move Monthly: 12.85%       Expires on: May 19, 2023

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
April 27, 2023 AC None $0.00 @$95.00 $12.10
($94.18)
12.85% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 24, 2023 AC 2.1 $106.51 @$107.00 $8.90
($106.51)
8.32% 9.54% O 8.99% O $116.09 $11.80
( $116.09 )
32.58%
Oct. 27, 2022 AC 2.1 $102.13 @$102.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2022 AC 2.0 $132.23 @$132.00
Jan. 25, 2022 AC 2.0 $152.16 @$152.50
Oct. 26, 2021 AC 1.8 $164.85 @$165.00
July 22, 2021 AC 2.0 $161.43 @$162.50
April 27, 2021 AC 2.0 $138.95 @$139.00
Jan. 26, 2021 AC 1.7 $99.93 @$100.00
Oct. 22, 2020 AC 1.6 $76.75 @$76.50

 
 
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