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COF - Capital One Financial
Implied Volatility Analysis

Implied Volatility:
38.6%
Put/Call-Ratio:
0.88

Capital One Financial has an Implied Volatility (IV) of 38.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for COF is 34 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for COF is -0.05 standard deviations away from its 1 year mean.

Market Cap$41.38B
Dividend Yield2.21% ($2.38)
Next Earnings Date10/25/2022 (76d)
Implied Volatility (IV) 30d
38.63
Implied Volatility Rank (IVR) 1y
34.02
Implied Volatility Percentile (IVP) 1y
52.17
Historical Volatility (HV) 30d
35.92
IV / HV
1.08
Open Interest
133.38K
Option Volume
5.76K
Put/Call Ratio (Volume)
0.88

Data was calculated after the 8/9/2022 closing.

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