COF Delta Exposure (DEX)

Net delta exposure for Capital One Financial (COF) options was $114.25M per 1% move at the Nov 4, 2026 close. It has been positive on 16 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$46.77M.

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Delta Exposure by Strike

Showing results for COF, 2026-11-06(w), calls & puts

       

Delta Exposure Stats

Showing results for COF, 2026-11-06(w), calls & puts



Net Delta Exposure by Expiration

Showing results for COF, 2026-11-06(w), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

COF Delta Exposure FAQ

What is delta exposure (DEX)?

Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.

Is COF delta exposure positive or negative?

Capital One Financial net delta exposure was positive on Nov 4, 2026, at $114.25M. It has been positive on 16 of the last 20 trading days.

How has COF delta exposure changed recently?

Capital One Financial net delta exposure went from -$46.77M on Oct 7, 2026 to $114.25M on Nov 4, 2026. See the COF delta exposure history for a longer view.

What is Capital One Financial?

Capital One Financial is a diversified financial services holding company headquartered in McLean, Virginia.

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