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Capital One Financial Corporation COF

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-16T00:18:52.359Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:32:56.054302163Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:51.485895+00:00

Share price$198.01
1D+1.4%
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$1.64$7.36$13.08$18.80$24.52$172.44$185.88$199.32$212.76$226.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COF spot · $198.01COF PRICE$2.26$3.10$3.94$4.94$6.14$7.35$8.55$10.05$11.69$13.71$16.01$18.79$22.87$2.50$3.26$4.11$5.08$6.09$7.18$8.28$10.09$11.98$13.87$15.90$18.20$20.51
PutsFair0.98×
CallsExpensive1.29×
SkewBullish-4.74 pp
Implied moveBalanced±$16.83
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ218.5533.4%11.5%182.5234.2%9.1%
25Δ215.2034.0%10.2%186.2233.2%7.6%
30Δ211.8634.6%9.0%189.3032.7%6.5%
35Δ208.7235.2%7.9%192.0632.5%5.6%
40Δ205.8535.8%7.1%194.7232.3%4.7%
45Δ202.9936.3%6.2%197.2431.9%4.0%
50Δ200.1236.9%5.4%199.7431.3%3.3%
55Δ197.2137.2%4.7%202.5031.7%2.8%
60Δ194.2437.6%4.0%205.3132.2%2.4%
65Δ191.0838.4%3.4%208.1132.6%1.9%
70Δ187.7039.2%2.9%211.0032.7%1.5%
75Δ183.9240.3%2.4%214.1031.9%1.1%
80Δ179.0142.9%2.0%217.2031.1%0.7%

20Δ

Calls
Pseudo strike
218.55
IV
33.4%
B/E move
11.5%
Puts
Pseudo strike
182.52
IV
34.2%
B/E move
9.1%

25Δ

Calls
Pseudo strike
215.20
IV
34.0%
B/E move
10.2%
Puts
Pseudo strike
186.22
IV
33.2%
B/E move
7.6%

30Δ

Calls
Pseudo strike
211.86
IV
34.6%
B/E move
9.0%
Puts
Pseudo strike
189.30
IV
32.7%
B/E move
6.5%

35Δ

Calls
Pseudo strike
208.72
IV
35.2%
B/E move
7.9%
Puts
Pseudo strike
192.06
IV
32.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
205.85
IV
35.8%
B/E move
7.1%
Puts
Pseudo strike
194.72
IV
32.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
202.99
IV
36.3%
B/E move
6.2%
Puts
Pseudo strike
197.24
IV
31.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
200.12
IV
36.9%
B/E move
5.4%
Puts
Pseudo strike
199.74
IV
31.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
197.21
IV
37.2%
B/E move
4.7%
Puts
Pseudo strike
202.50
IV
31.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
194.24
IV
37.6%
B/E move
4.0%
Puts
Pseudo strike
205.31
IV
32.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
191.08
IV
38.4%
B/E move
3.4%
Puts
Pseudo strike
208.11
IV
32.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
187.70
IV
39.2%
B/E move
2.9%
Puts
Pseudo strike
211.00
IV
32.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
183.92
IV
40.3%
B/E move
2.4%
Puts
Pseudo strike
214.10
IV
31.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
179.01
IV
42.9%
B/E move
2.0%
Puts
Pseudo strike
217.20
IV
31.1%
B/E move
0.7%