Quantchabot has detected a new Bear Call Spread trade opportunity for CAPITAL ONE FINANCIAL (COF) for the 16-Jan-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
COF was recently trading at $231.74 and has an implied volatility of 39.88% for this period. Based on an analysis of the options available for COF expiring on 16-Jan-2026, there is a 34.70% likelihood that the underlying will close within the analyzed range of $221.55-$231.85 at expiration. In this scenario, the average linear return for the trade would be 15.51%.
Big -7.01% Change: After closing the last trading session at $249.20, CAPITAL ONE FINANCIAL opened today at $229.94 and has reached a low of $228.70.
Trade approach: A movement as big as -7.01% is a significantly bearish indicator, so this trade is designed to be profitable if COF maintains its current direction and does not revert back to pricing on the bullish side of $231.74 on 16-Jan-2026. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bearish strategy, the trade would be profitable if CAPITAL ONE FINANCIAL closes at or below $231.90 on 16-Jan-2026. Based on our risk-neutral analysis, there is a 50.20% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
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