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COF - Capital One Financial
Implied Volatility Analysis

Implied Volatility:
37.9%
Put/Call-Ratio:
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 Yield2.33% ($2.37)
Next Earnings Date1/24/2023 (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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