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Capital One Financial COF

i

Market datapartial · fetched 2026-11-06T18:45:17.442Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T18:45:10.345567253Z

FundamentalsAlpha Vantage · unavailable

Share price$201.96
1D
Price history unavailable.

Capital One Financial options

Live interpolated COF call and put midpoint premiums by absolute delta.Capital One Financial$0.00$0.27$0.54$0.81$1.08$-0.20$0.15$0.50$0.85$1.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECOF PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.50%
Daily close
COF23.3%34.5%45.8%2026-08-10: 28.18%2026-08-11: 27.75%2026-08-12: 25.45%2026-08-13: 27.87%2026-08-14: 24.83%2026-08-17: 26.55%2026-08-18: 26.98%2026-08-19: 26.92%2026-08-20: 27.69%2026-08-21: 26.28%2026-08-24: 28.43%2026-08-25: 28.91%2026-08-26: 27.38%2026-08-27: 27.44%2026-08-28: 25.95%2026-08-31: 27.33%2026-09-01: 28.16%2026-09-02: 28.72%2026-09-03: 27.51%2026-09-04: 26.51%2026-09-08: 30.91%2026-09-09: 30.55%2026-09-10: 32.97%2026-09-11: 28.82%2026-09-14: 31.43%2026-09-15: 31.88%2026-09-16: 32.81%2026-09-17: 30.79%2026-09-18: 27.92%2026-09-21: 29.41%2026-09-22: 30.98%2026-09-23: 31.20%2026-09-24: 32.19%2026-09-25: 31.05%2026-09-28: 34.50%2026-09-29: 33.70%2026-09-30: 33.86%2026-10-01: 35.51%2026-10-02: 33.31%2026-10-05: 35.13%2026-10-06: 35.11%2026-10-07: 35.36%2026-10-08: 37.72%2026-10-09: 36.03%2026-10-12: 38.63%2026-10-13: 40.48%2026-10-14: 42.26%2026-10-15: 40.65%2026-10-16: 40.62%2026-10-19: 44.23%2026-10-20: 41.66%2026-10-21: 33.23%2026-10-22: 36.03%2026-10-23: 31.67%2026-10-26: 31.42%2026-10-27: 32.31%2026-10-28: 32.12%2026-10-29: 31.25%2026-10-30: 32.50%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.18%
27.75%
25.45%
27.87%
24.83%
26.55%
26.98%
26.92%
27.69%
26.28%
28.43%
28.91%
27.38%
27.44%
25.95%
27.33%
28.16%
28.72%
27.51%
26.51%
30.91%
30.55%
32.97%
28.82%
31.43%
31.88%
32.81%
30.79%
27.92%
29.41%
30.98%
31.20%
32.19%
31.05%
34.50%
33.70%
33.86%
35.51%
33.31%
35.13%
35.11%
35.36%
37.72%
36.03%
38.63%
40.48%
42.26%
40.65%
40.62%
44.23%
41.66%
33.23%
36.03%
31.67%
31.42%
32.31%
32.12%
31.25%
32.50%