Pre-earnings options volume in Capital One (COF) is 1.1x normal with calls leading puts 8:7. Implied volatility suggests the market is anticipating a move near 4.9%, or $8.26, after results are released. Median move over the past eight quarters is 2.7%.
Don’t Miss TipRanks’ Half-Year Sale
- Take advantage of TipRanks Premium at 50% off! Unlock powerful investing tools, advanced data, and expert analyst insights to help you invest with confidence.
- Make smarter investment decisions with TipRanks' Smart Investor Picks, delivered to your inbox every week.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on COF:
- Dealmakers struggle to make sense of Trump antitrust policy, WSJ says
- Early notable gainers among liquid option names on April 21st
- Capital One–Discover Merger Will Force Banks to Up Their Game, Says Payments Expert
- Capital One–Discover $35B Merger Rattles Credit Industry After Approval
- COF Upcoming Earnings Report: What to Expect?