How often does Capital One Financial move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

COFNYSENational Commercial Banks

Capital One Financial Corp (COF) earnings date, market-implied expected move, and options open interest by expiry

203.54

−5.20 · −2.49%

post 204.90 +0.67%

Closed16:12 ET

Open209.48Volume4.6MMkt cap$125.7BP/E11.90EPS17.22Div yield1.56%

Day202.28 – 209.7035%52-wk173.62 – 256.6338%

COF

Capital One Financial Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 21

after close · in 81 days

est.Q4 FY26

Calendar

Next report

Last report

+2.53%

vs ±3.5% implied · ×0.71

shaded = implied · ▲▼ = realized

Oct 20 '26 · confirmed

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+0.86%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

2,137 managers

Top fund weight

1.64%

COF weight · XLF

N-PORTJun 30 '26

10 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Capital One Financial (COF) is expected to report on Jan 21 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±4.2%
avg realized: ±3.0%

Jan 21 '25Jan 21 '25confirmed±4.6%▲+4.00%×0.87

Apr 22 '25Apr 22 '25confirmed±5.4%▲+3.68%×0.68

Jul 22 '25Jul 22 '25confirmed±4.0%▲+0.94%×0.24

Oct 21 '25Oct 21 '25confirmed±4.6%▲+1.53%×0.33

Jan 22 '26Jan 22 '26confirmed±2.7%▼−7.56%×2.77

Q1 FY26Apr 21 '26confirmed±4.5%▼−1.52%×0.34

Q2 FY26Jul 21 '26confirmed±4.3%▼−2.36%×0.55

Oct 20 '26Oct 20 '26confirmed±3.5%▲+2.53%×0.71

quarterimplied−10%0+10%realized×

Oct '26±3.5%▲+2.53%×0.71

Q2 FY26±4.3%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 9 expiries · Oct 29 close

1.52OI · 9 expiries · Oct 29 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

1,693+141%Nov 65d0.871,936+59%0.87

746+1%Nov 1312d1.23606−3%1.23

5,427+1%Nov 2019d0.5410,035+3%0.54

204+53%Nov 2726d0.60342+3%0.60

9—Dec 433d0.08111—0.08

0—Dec 1140d—0——

12,6400%Dec 1847d1.1710,768+1%1.17

21,640+1%Jan 1575d1.0620,3980%1.06

report · Jan 21 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 65d1,693+141%1,936+59%0.87

Nov 1312d746+1%606−3%1.23

Nov 2019d5,427+1%10,035

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

19.05%as filednet margin · revenue +4.06% QoQ · +26.88% YoY

Revenue$15.8B+4.06%

Pre-tax income$3.8B+41.46%

Net income$3.0B19.05%+38.91%

Tax$798M+54.05%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.31· ±1.9% vs ±1.4% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.9%6 of 11×1.31

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 21 '26 · confirmed	4.73	—
Q1 FY26	Apr 21 '26 · confirmed	3.34	—

Capital One Financial Corp (COF) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Capital One Financial Corp (COF) earnings date, market-implied expected move, and options open interest by expiry

Positioning

Revenue flow

Implied vs realized

Event sensitivity

Earnings history

Methodology

Intraday

Linked exposure