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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: Estimated on July 21, 2026
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 2.0
Avg Daily Volume: 4,940,095    Market Cap: 112.4B
Sector: Financial    Short Interest: 1.42
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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 21, 2026 AC 2.1 $202.50 @$202.50 $16.75
($202.50)
8.27% -2.16% I -1.51% I $199.43 $13.90
( $199.43 )
-17.01%
Jan. 22, 2026 AC 2.2 $235.07 @$235.00 $17.80
($235.07)
7.57% -7.76% O -7.55% I $217.30 $20.85
( $217.30 )
17.13%
Oct. 21, 2025 AC 2.1 $217.05 @$217.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2024 AC 2.3 $145.97 @$146.00
Jan. 25, 2024 AC 2.3 $132.55 @$133.00

 
 
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