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COF - Capital One Financial
Implied Volatility Analysis

Implied Volatility:
49.2%
Put/Call-Ratio:
1.88

Capital One Financial has an Implied Volatility (IV) of 49.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for COF is 62 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for COF is 1.06 standard deviations away from its 1 year mean.

Market Cap$34.98B
Dividend Yield2.58% ($2.37)
Next Earnings Date4/27/2023 (29d)
Implied Volatility (IV) 30d
49.19
Implied Volatility Rank (IVR) 1y
61.60
Implied Volatility Percentile (IVP) 1y
83.72
Historical Volatility (HV) 30d
37.70
IV / HV
1.30
Open Interest
155.41K
Option Volume
5.77K
Put/Call Ratio (Volume)
1.88

Data was calculated after the 3/28/2023 closing.

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