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COFCapital One Financial Corporation Common Stock
Next verified earnings Oct 20, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for COF
Observed outcomes from 8 earnings events (Oct 24, 2024 – Jul 21, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-10-24Realized move 5.2265%Implied move 4.1653%Signed actual 5.2265% · Reconstructed · 8 IV checkpointsUpdated Oct 8, 2026
Exact data table
COF · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 5.2265% | 4.1653% | Signed actual 5.2265% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 3.9956% | Unavailable | Signed actual 3.9956% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 3.678% | 6.4786% | Signed actual 3.678% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 0.9383% | 4.3079% | Signed actual 0.9383% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.5342% | 5.1892% | Signed actual 1.5342% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 7.5595% | 4.5453% | Signed actual -7.5595% · Reconstructed · 5 IV checkpoints | Updated Oct 8, 2026 | |
| 1.516% | 5.1772% | Signed actual -1.516% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 2.3567% | 5.2957% | Signed actual -2.3567% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bear Call Spread | 7 | 2 / 7 | -20.7% | 5.3% | -85.3% |
| Long Straddle | 7 | 1 / 7 | -9.9% | 58.1% | -36.8% |
| Bull Put Spread | 6 | 5 / 6 | 5.9% | 18.0% | -13.6% |
| Iron Condor | 6 | 2 / 6 | -17.6% | 11.9% | -113.5% |
| Long Strangle | 6 | 3 / 6 | 3.7% | 155.7% | -82.5% |
| Calendar | 5 | 2 / 5 | -94.8% | 19.7% | -347.2% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $136.25
- Payoff max loss
- -$1,113.75
- Payoff max profit
- $136.25
- Modeled exit P&L
- -$33.85-3.1% on stored risk basis $1,082.50
Entry Jul 7, 2026 → Exit Jul 20, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$101.445Expiration P/L $136.25Update time unavailable
Event / reference markers
- Entry spot: $202.89
- Expiry breakeven $218.8625: $218.8625
- sell call strike $217.50: $217.50
- buy call strike $230.00: $230.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Entry spot reference | Update time unavailable | |
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| $136.25 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| -$25.87 | Update time unavailable | ||
| -$228.76 | Update time unavailable | ||
| -$431.65 | Update time unavailable | ||
| -$634.54 | Update time unavailable | ||
| -$837.43 | Update time unavailable | ||
| -$1,040.32 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
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| -$1,113.75 | Update time unavailable | ||
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| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable | ||
| -$1,113.75 | Update time unavailable |
Exact contracts and modeled fills · dollars per share
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | COF260724C00217500 | $217.50 call · 2026-07-24 | $2.15 | $1.81 |
| BUY × 1 | COF260724C00230000 | $230.00 call · 2026-07-24 | $0.79 | $0.14 |
Breakevens: $218.86. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
11 quote gaps · Record hist_COF_2e63afa1bb2f8799 · Historical methodology