Capital One Financial Corporation (COF) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Capital One Financial Corporation (COF) operates in the Financial Services sector, specifically the Financial - Credit Services industry, with a market capitalization near $112.97B, listed on NYSE, employing roughly 76,300 people, carrying a beta of 1.05 to the broader market. Capital One Financial Corporation operates as the financial services holding company for the Capital One Bank (USA), National Association; and Capital One, National Association, which provides various financial products and services in the United States, Canada, and the United Kingdom. Led by Richard D. Fairbank, public since 1994-11-16.
Snapshot as of May 15, 2026.
- Spot Price
- $187.56
- ATM IV
- 31.4%
- HV 20-Day
- 28.7%
- HV 60-Day
- 37.0%
- IV Rank
- 26.9%
- IV Percentile
- 43.7%
As of May 15, 2026, Capital One Financial Corporation (COF) ATM implied volatility is 31.4%. 20-day realized volatility is 28.7%, producing an IV-HV spread of +2.7 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 26.9%.
How COF iv/hv history Data Feeds Strategy Selection
Strategy selection on Capital One Financial Corporation options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 31.4% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked COF iv/hv history questions
- Is COF options pricing rich or cheap right now?
- As of May 15, 2026, Capital One Financial Corporation (COF) ATM IV is 31.4% against 20-day realized volatility of 28.7%. IV rank is 26.9%. COF options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 2.7 vol points.
- What is the COF variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. COF is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does COF IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. COF's current rank of 26.9% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.