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Capital One Financial Corporation COF

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-16T23:56:04.196Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:00:00.00192472Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T23:56:03.584463+00:00

Share price$201.74
1D+0.9%
AH$200$201$202$203$2045:30 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$1.03$4.91$8.79$12.67$16.55$184.50$192.85$201.20$209.55$217.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COF spot · $201.74COF PRICE$1.44$1.87$2.41$3.07$3.63$4.33$5.13$5.97$7.00$8.06$8.83$9.75$10.77$1.64$2.20$2.71$3.36$4.08$4.93$5.94$6.95$8.08$9.36$10.81$12.72$15.43
PutsExpensive1.30×
CallsExpensive1.41×
SkewBearish+3.90 pp
Implied moveBearish±$11.07
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ213.9647.8%6.8%190.7550.7%6.3%
25Δ211.2846.2%5.7%192.9750.9%5.4%
30Δ209.2446.4%4.9%195.2649.1%4.6%
35Δ207.6348.3%4.4%197.1149.1%4.0%
40Δ205.7447.3%3.8%198.8949.1%3.4%
45Δ203.9947.3%3.3%200.6549.6%3.0%
50Δ202.3447.9%2.8%202.4050.9%2.6%
55Δ200.6647.8%2.4%204.2050.9%2.2%
60Δ198.9148.4%2.1%206.0651.0%1.9%
65Δ197.1748.7%1.7%208.0151.1%1.5%
70Δ195.6346.3%1.4%210.0851.3%1.2%
75Δ194.0744.3%1.0%212.5252.1%1.0%
80Δ192.4842.4%0.7%215.7054.2%0.7%

20Δ

Calls
Pseudo strike
213.96
IV
47.8%
B/E move
6.8%
Puts
Pseudo strike
190.75
IV
50.7%
B/E move
6.3%

25Δ

Calls
Pseudo strike
211.28
IV
46.2%
B/E move
5.7%
Puts
Pseudo strike
192.97
IV
50.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
209.24
IV
46.4%
B/E move
4.9%
Puts
Pseudo strike
195.26
IV
49.1%
B/E move
4.6%

35Δ

Calls
Pseudo strike
207.63
IV
48.3%
B/E move
4.4%
Puts
Pseudo strike
197.11
IV
49.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
205.74
IV
47.3%
B/E move
3.8%
Puts
Pseudo strike
198.89
IV
49.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
203.99
IV
47.3%
B/E move
3.3%
Puts
Pseudo strike
200.65
IV
49.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
202.34
IV
47.9%
B/E move
2.8%
Puts
Pseudo strike
202.40
IV
50.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
200.66
IV
47.8%
B/E move
2.4%
Puts
Pseudo strike
204.20
IV
50.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
198.91
IV
48.4%
B/E move
2.1%
Puts
Pseudo strike
206.06
IV
51.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
197.17
IV
48.7%
B/E move
1.7%
Puts
Pseudo strike
208.01
IV
51.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
195.63
IV
46.3%
B/E move
1.4%
Puts
Pseudo strike
210.08
IV
51.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
194.07
IV
44.3%
B/E move
1.0%
Puts
Pseudo strike
212.52
IV
52.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
192.48
IV
42.4%
B/E move
0.7%
Puts
Pseudo strike
215.70
IV
54.2%
B/E move
0.7%