COF Greeks

Option Greeks measure how Capital One Financial (COF) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. COF implied volatility is in the lower part of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.

COF Option Greeks FAQ

What are option Greeks?

Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

How do I read the COF Greeks charts?

Gamma, theta, and vega are largest for strikes near the Capital One Financial stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

How does implied volatility affect COF's Greeks?

Capital One Financial IV rank is 29, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 22.8% to 51.4%. See the COF implied volatility history for a longer view.

How much gamma and delta do COF options carry in total?

Across all open Capital One Financial options on Nov 4, 2026, net gamma exposure was $6.5M and net delta exposure was $114.25M per 1% move in the stock. The COF gamma exposure chart shows where that gamma sits by strike.

What is Capital One Financial?

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