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
$17.35
7-Day Straddle
$12.15
Avg IV
0.5%
IV Rank
33%
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
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%
20260604 $13.20 $7.28 0.5% 28%
20260603 $13.00 $7.20 0.5% 19%
20260602 $14.05 $8.15 0.5% 35%
20260601 $14.30 $5.78 0.5% 23%
20260529 $13.50 $6.60 0.5% 32%
20260528 $13.95 $7.10 0.5% 23%
20260527 $14.45 $8.45 0.5% 24%
20260526 $15.35 $8.55 0.5% 21%
20260522 $13.10 $6.08 0.6% 51%
20260521 $13.10 $6.62 0.6% 47%
20260520 $13.55 $7.58 0.6% 50%
20260519 $13.65 $7.90 0.7% 60%
20260518 $13.95 $6.03 0.6% 53%
20260515 $13.30 $6.42 0.5% 17%
20260514 $14.00 $7.60 0.4% 11%
20260513 $12.95 $7.70 0.4% 0%
20260512 $13.70 $8.45 0.5% 12%
20260511 $15.10 $5.97 0.5% 17%
20260510 $14.65 $6.53 0.4% 15%
20260508 $12.70 $6.53 0.4% 15%
20260507 $13.60 $7.03 0.5% 26%
20260506 $14.25 $8.05 0.4% 10%
20260505 $14.20 $8.70 0.4% 17%
20260504 $14.95 $5.80 0.5% 18%
20260502 $13.15 $6.53 0.5% 32%
20260501 $13.15 $6.53 0.5% 30%
20260430 $13.90 $7.60 0.5% 32%
20260429 $14.30 $9.00 0.4% 9%
20260428 $15.25 $9.30 0.5% 15%
20260427 $15.00 $6.68 0.5% 13%
20260424 $14.25 $6.70 0.5% 17%
20260423 $15.90 $8.40 0.6% 23%