IntraAlpha
Create free account Start free

Capital One Financial Corporation COF

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-10-15T20:35:59.356Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:22:39.14087339Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:58.632941+00:00

Share price$200.99
1D+2.9%
AH$193$195$197$199$2025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOF
Sold putSold callAH

Capital One Financial Corporation options

Live interpolated COF call and put midpoint premiums by absolute delta.Capital One Financial Corporation$0.00$3.84$7.68$11.52$15.36$191.37$195.58$199.79$204.00$208.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $200.99OPTION PRICELive COF spot · $200.99COF PRICE$0.37$0.47$0.57$0.66$0.75$0.83$0.92$1.00$1.09$1.17$1.26$1.34$1.43$0.67$0.87$1.16$1.49$1.81$2.24$2.83$3.42$4.26$5.36$6.86$9.54$14.25
PutsExpensive2.23×
CallsCheap0.43×
SkewBearish+49.94 pp
Implied moveBearish±$3.75
TiltBearish64.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ204.1132.2%1.7%196.1555.2%2.7%
25Δ203.4030.5%1.4%197.2254.5%2.3%
30Δ202.6928.9%1.1%198.0655.4%2.0%
35Δ202.2827.4%1.0%198.8156.8%1.8%
40Δ201.9725.9%0.9%199.5658.2%1.6%
45Δ201.6724.4%0.8%200.3660.5%1.4%
50Δ201.3722.9%0.6%201.2263.8%1.3%
55Δ201.0621.4%0.5%202.0867.1%1.2%
60Δ200.7619.9%0.4%203.1772.1%1.0%
65Δ200.4618.4%0.3%204.4778.6%0.9%
70Δ200.1617.0%0.2%206.1887.1%0.8%
75Δ199.8515.5%0.1%208.96104.8%0.8%
80Δ199.5514.0%0.0%213.75133.4%0.7%

20Δ

Calls
Pseudo strike
204.11
IV
32.2%
B/E move
1.7%
Puts
Pseudo strike
196.15
IV
55.2%
B/E move
2.7%

25Δ

Calls
Pseudo strike
203.40
IV
30.5%
B/E move
1.4%
Puts
Pseudo strike
197.22
IV
54.5%
B/E move
2.3%

30Δ

Calls
Pseudo strike
202.69
IV
28.9%
B/E move
1.1%
Puts
Pseudo strike
198.06
IV
55.4%
B/E move
2.0%

35Δ

Calls
Pseudo strike
202.28
IV
27.4%
B/E move
1.0%
Puts
Pseudo strike
198.81
IV
56.8%
B/E move
1.8%

40Δ

Calls
Pseudo strike
201.97
IV
25.9%
B/E move
0.9%
Puts
Pseudo strike
199.56
IV
58.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
201.67
IV
24.4%
B/E move
0.8%
Puts
Pseudo strike
200.36
IV
60.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
201.37
IV
22.9%
B/E move
0.6%
Puts
Pseudo strike
201.22
IV
63.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
201.06
IV
21.4%
B/E move
0.5%
Puts
Pseudo strike
202.08
IV
67.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
200.76
IV
19.9%
B/E move
0.4%
Puts
Pseudo strike
203.17
IV
72.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
200.46
IV
18.4%
B/E move
0.3%
Puts
Pseudo strike
204.47
IV
78.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
200.16
IV
17.0%
B/E move
0.2%
Puts
Pseudo strike
206.18
IV
87.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
199.85
IV
15.5%
B/E move
0.1%
Puts
Pseudo strike
208.96
IV
104.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
199.55
IV
14.0%
B/E move
0.0%
Puts
Pseudo strike
213.75
IV
133.4%
B/E move
0.7%