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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: Estimated on April 21, 2026
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 2.1
Avg Daily Volume: 5,614,271    Market Cap: 116.7B
Sector: Financial    Short Interest: 1.3
Live Interactive Chart
Days to Next Earnings: 42 Days

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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 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 $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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