← Back to Stock / ETF implied volatility screenerCOF - Capital One Financial
COF - Capital One Financial
Implied Volatility Analysis
Implied Volatility:
38.6%
38.6%
Put/Call-Ratio:
0.88
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 Yield | 2.21% ($2.38) |
| Next Earnings Date | 10/25/2022 (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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