Quantchabot has detected a new Bull Call Spread trade opportunity for CAPITAL ONE FINANCIAL (COF) for the 27-Jun-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
COF was recently trading at $203.00 and has an implied volatility of 29.72% for this period. Based on an analysis of the options available for COF expiring on 27-Jun-2025, there is a 34.18% likelihood that the underlying will close within the analyzed range of $203.55-$226.36 at expiration. In this scenario, the average linear return for the trade would be 10.27%.
Big 8.11% Change: After closing the last trading session at $187.76, CAPITAL ONE FINANCIAL opened today at $198.23 and has reached a high of $203.00.
Trade approach: A movement as big as 8.11% is a significantly bullish indicator, so this trade is designed to be profitable if COF maintains its current direction and does not revert back to pricing on the bearish side of $203.00 on 27-Jun-2025. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bullish strategy, the trade would be profitable if CAPITAL ONE FINANCIAL closes at or above $201.20 on 27-Jun-2025. Based on our risk-neutral analysis, there is a 54.36% 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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