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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: OS Estimate: Jan. 21, 2026 AC
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 2.2
Avg Daily Volume: 3,883,730    Market Cap: 143.9B
Sector: Financial    Short Interest: 1.12
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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. 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 $15.15
($217.42)
6.97% 6.91% I 0.93% I $219.46 $11.90
( $219.46 )
-21.45%
April 22, 2025 AC 2.0 $170.20 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 20, 2023 AC 2.2 $114.99 @$115.00

 
 
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