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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital One Financial Corporation (COF) - NYSE Next Earnings Date: Estimated on Oct. 21, 2021
OS Projected Window: Oct. 22, 2021 to Oct. 25, 2021
EVR: 1.8
Avg Daily Volume: 2,925,906    Market Cap: 71.19B
Sector: Financial    Short Interest: 1.11
Live Interactive Chart
Days to Next Earnings: 31 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
Earnings Date 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 Close Price Straddle @Trade Price Return
July 22, 2021 AC $161.43 @$160.00 $12.15
($160.24)
7.59% -2.99% I $160.08 $10.35
( $158.90 )
-14.81%
April 27, 2021 AC $138.95 @$139.00 $10.43
($138.59)
7.5% 5.82% I $144.36 $10.05
( $143.99 )
-3.64%
Jan. 26, 2021 AC $99.93 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2020 AC $76.75 @$73.50
July 21, 2020 AC $62.87 @$63.00
April 23, 2020 AC $52.61 @$52.50
Jan. 21, 2020 AC $102.19 @$102.00
Oct. 24, 2019 AC $91.98 @$91.50
July 18, 2019 AC $88.76 @$89.00
April 25, 2019 AC $88.05 @$88.00

 
 
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