← Back to Stock / ETF implied volatility screenerCOF - Capital One Financial
COF - Capital One Financial
Implied Volatility Analysis
Implied Volatility:
37.9%
37.9%
Put/Call-Ratio:
1.21
1.21
Capital One Financial has an Implied Volatility (IV) of 37.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for COF is 24 and the Implied Volatility Percentile (IVP) is 25. The current Implied Volatility Index for COF is -0.72 standard deviations away from its 1 year mean.
| Market Cap | $38.79B |
|---|---|
| Dividend Yield | 2.33% ($2.37) |
| Next Earnings Date | 1/24/2023 (57d) |
| Implied Volatility (IV) 30d | 37.91 |
| Implied Volatility Rank (IVR) 1y | 24.09 |
| Implied Volatility Percentile (IVP) 1y | 25.40 |
| Historical Volatility (HV) 30d | 61.74 |
| IV / HV | 0.61 |
| Open Interest | 128.30K |
| Option Volume | 2.51K |
| Put/Call Ratio (Volume) | 1.21 |
Data was calculated after the 11/25/2022 closing.
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