COF · Expected Move
Capital One Financial
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).
COF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current COF Expected Move
30-Day Straddle
$15.20
7-Day Straddle
$11.05
30-Day ATM IV
33.9%
IV Rank
63%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $15.20 | $11.05 | 33.9% | 63% |
| 20261015 | $14.75 | $10.20 | 33.4% | 60% |
| 20261014 | $16.00 | $11.80 | 36.1% | 78% |
| 20261013 | $17.05 | $12.00 | 36.8% | 83% |
| 20261012 | $16.45 | $5.75 | 35.2% | 72% |
| 20261009 | $16.25 | $6.25 | 36.3% | 80% |
| 20261008 | $16.20 | $7.15 | 36.3% | 80% |
| 20261007 | $16.05 | $7.38 | 35.8% | 76% |
| 20261006 | $16.90 | $7.90 | 37.0% | 85% |
| 20261005 | $16.25 | $5.40 | 35.9% | 77% |
| 20261002 | $15.70 | $6.05 | 36.6% | 82% |
| 20261001 | $16.15 | $7.00 | 36.7% | 83% |
| 20260930 | $16.35 | $7.70 | 36.5% | 81% |
| 20260929 | $16.60 | $8.20 | 36.1% | 78% |
| 20260928 | $17.30 | $5.68 | 36.4% | 81% |
| 20260925 | $15.65 | $6.47 | 35.0% | 71% |
| 20260924 | $15.25 | $7.17 | 34.1% | 65% |
| 20260923 | $15.20 | $7.62 | 33.8% | 63% |
| 20260922 | $15.50 | $8.20 | 32.9% | 56% |
| 20260921 | $16.20 | $5.38 | 32.7% | 55% |
| 20260918 | $12.80 | $7.00 | 29.6% | 34% |
| 20260917 | $13.25 | $7.15 | 29.7% | 35% |
| 20260916 | $14.25 | $8.00 | 29.4% | 32% |
| 20260915 | $14.35 | $8.55 | 29.3% | 32% |
| 20260914 | $14.50 | $6.53 | 29.3% | 32% |
| 20260911 | $13.20 | $6.70 | 28.1% | 24% |
| 20260910 | $13.50 | $7.75 | 28.7% | 28% |
| 20260909 | $14.25 | $8.22 | 29.2% | 31% |
| 20260908 | $14.30 | $9.00 | 28.9% | 29% |
| 20260904 | $12.80 | $5.95 | 27.0% | 16% |
| 20260903 | $14.15 | $6.55 | 28.3% | 25% |
| 20260902 | $13.55 | $7.60 | 27.1% | 17% |
| 20260901 | $13.55 | $7.62 | 27.2% | 18% |
| 20260831 | $13.70 | $5.03 | 27.0% | 16% |
| 20260828 | $12.90 | $6.40 | 26.7% | 14% |
| 20260827 | $13.65 | $6.78 | 26.7% | 14% |
| 20260826 | $13.45 | $7.45 | 26.1% | 10% |
| 20260825 | $14.65 | $8.30 | 28.5% | 26% |
| 20260824 | $13.80 | $5.62 | 26.8% | 15% |
| 20260821 | $12.65 | $6.33 | 26.4% | 11% |
| 20260820 | $13.35 | $6.78 | 27.1% | 15% |
| 20260819 | $13.20 | $7.22 | 26.0% | 8% |
| 20260818 | $14.15 | $7.70 | 26.8% | 12% |
| 20260817 | $13.15 | $5.33 | 24.9% | 2% |
| 20260814 | $13.00 | $6.12 | 24.6% | 0% |
| 20260813 | $13.05 | $6.83 | 26.1% | 6% |
| 20260812 | $12.60 | $7.00 | 24.8% | 0% |
| 20260811 | $13.60 | $7.77 | 26.8% | 0% |
| 20260810 | $15.05 | $5.88 | 28.6% | 9% |
| 20260807 | — | — | 26.9% | 0% |
| 20260806 | $15.10 | $8.65 | 29.8% | 3% |
| 20260805 | $14.75 | $8.45 | 29.1% | 0% |
| 20260804 | $15.50 | $9.05 | 29.7% | 0% |
| 20260803 | $15.50 | $5.70 | 29.6% | 0% |
| 20260731 | $14.10 | $6.82 | 30.1% | 0% |
| 20260730 | $14.55 | $7.60 | 30.9% | 1% |
| 20260729 | $15.15 | $8.90 | 31.5% | 4% |
| 20260728 | $15.75 | $9.55 | 31.5% | 4% |
| 20260727 | $16.00 | $6.20 | 32.2% | 7% |
| 20260724 | $14.35 | $7.40 | 32.2% | 7% |
More on COF
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.