COF (Capital One Financial)

Expected Move & Straddle Price History

The expected move for COF is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current COF Expected Move
30-Day Straddle
$13.55
7-Day Straddle
$7.62
Avg IV
0.4%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to COF's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
COF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260901 $13.55 $7.62 0.4% 27%
20260831 $13.70 $5.03 0.5% 38%
20260828 $12.90 $6.40 0.5% 42%
20260827 $13.65 $6.78 0.5% 38%
20260826 $13.45 $7.45 0.5% 42%
20260825 $14.65 $8.30 0.5% 41%
20260824 $13.80 $5.62 0.5% 33%
20260821 $12.65 $6.33 0.7% 83%
20260820 $13.35 $6.78 0.6% 80%
20260819 $13.20 $7.22 0.6% 76%
20260818 $14.15 $7.70 0.6% 73%
20260817 $13.15 $5.33 0.7% 82%
20260814 $13.00 $6.12 0.3% 0%
20260813 $13.05 $6.83 0.3% 0%
20260812 $12.60 $7.00 0.4% 19%
20260811 $13.60 $7.77 0.4% 5%
20260810 $15.05 $5.88 0.3% 0%
20260806 $15.10 $8.65 0.4% 5%
20260805 $14.75 $8.45 0.5% 22%
20260804 $15.50 $9.05 0.5% 27%
20260803 $15.50 $5.70 0.5% 26%
20260731 $14.10 $6.82 0.4% 9%
20260730 $14.55 $7.60 0.5% 33%
20260729 $15.15 $8.90 0.5% 28%
20260728 $15.75 $9.55 0.4% 1%
20260727 $16.00 $6.20 0.4% 3%
20260724 $14.35 $7.40 0.4% 13%
20260723 $14.85 $8.50 0.5% 31%
20260722 $14.80 $8.85 0.5% 36%
20260721 $17.80 $12.80 0.4% 14%
20260720 $18.30 $10.95 0.5% 37%
20260716 $17.25 $11.55 0.5% 35%
20260715 $17.35 $12.15 0.5% 33%
20260714 $18.50 $13.35 0.5% 36%
20260713 $18.45 $6.60 0.5% 26%
20260710 $17.00 $6.85 0.5% 36%
20260709 $17.50 $7.90 0.5% 25%
20260708 $17.45 $9.05 0.5% 35%
20260707 $18.30 $9.00 0.5% 41%
20260706 $17.95 $6.18 0.4% 12%
20260702 $16.55 $6.90 0.5% 47%
20260701 $16.80 $7.95 0.5% 38%
20260630 $17.65 $8.90 0.5% 43%
20260629 $17.60 $5.35 0.5% 42%
20260626 $16.80 $6.45 0.5% 31%
20260625 $17.30 $7.65 0.6% 49%
20260624 $17.95 $8.50 0.6% 47%
20260623 $17.00 $8.85 0.5% 39%
20260622 $17.65 $6.57 0.5% 42%
20260618 $14.70 $7.32 0.6% 51%
20260617 $15.10 $8.90 0.6% 57%
20260616 $15.35 $8.85 0.5% 27%
20260615 $15.15 $5.40 0.5% 32%
20260613 $12.40 $6.18 0.5% 23%
20260612 $13.95 $6.38 0.5% 20%
20260611 $14.10 $7.18 0.5% 29%
20260610 $13.95 $7.45 0.5% 24%
20260609 $14.85 $9.10 0.6% 50%
20260608 $14.25 $6.28 0.5% 20%
20260605 $12.85 $6.95 0.5% 20%