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Capital One Financial COF 206.31 -2.4 -1.15%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $206.31
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$3.38 $202.93 – $209.69 $202.25 – $210.37 $199.07 – $213.55
2 sessions ±2.3% ±$4.70 $201.61 – $211.01 $200.62 – $212.00 $196.18 – $216.44
3 sessions ±2.7% ±$5.65 $200.66 – $211.96 $199.56 – $213.06 $194.28 – $218.34
1 week ±3.4% ±$6.91 $199.40 – $213.22 $197.87 – $214.75 $191.60 – $221.02
2 weeks ±4.6% ±$9.49 $196.82 – $215.80 $194.59 – $218.03 $186.07 – $226.55
3 weeks ±5.5% ±$11.31 $195.00 – $217.62 $192.26 – $220.36 $182.42 – $230.20
1 month ±6.4% ±$13.22 $193.09 – $219.53 $189.81 – $222.81 $178.27 – $234.35
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.97%
Average actual move
3.22%
Beyond the implied move
1 / 7
Median IV change
-23.60%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±4.24% +2.53% 0.60× —
July 22, 2026 ±5.04% -2.36% 0.47× —
April 22, 2026 ±5.38% -1.52% 0.28× —
January 23, 2026 ±4.49% -7.56% 1.68× —
July 23, 2025 ±4.23% +0.94% 0.22× 33.8% → 25.9%
April 23, 2025 ±5.99% +3.68% 0.61× 54.0% → 45.1%
January 22, 2025 ±5.41% +4.00% 0.74× 39.4% → 26.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →