COF
Capital One Financial CorporationPrices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.
LIVE MARKET SNAPSHOT
| Call Wall | 210 |
| Put Wall | 205 |
| GEX Flip | 210 |
| Vol Trigger | 210 |
| Net GEX | -$8.98B |
Cached snapshot as of 2026-09-16 06:05 UTC, live streaming data in the terminal.
COF DEALER GAMMA BY STRIKE
Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.
Net gamma exposure at each strike near COF's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.
Unit: USD of dealer gamma per 1 percent move in spot. A window of the COF option chain, not the whole book: the 30 strikes nearest spot out of 59 seen, 1,072 contract rows spanning 15 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 165 | -$385.4M | -$1.03B | $640.4M | |
| 170 | -$1.16B | -$1.15B | -$1.0M | |
| 175 | -$342.6M | -$598.3M | $255.8M | |
| 180 | -$300.4M | -$469.8M | $169.4M | |
| 185 | -$428.1M | -$854.6M | $426.6M | |
| 187.5 | $0 | $0 | $0 | |
| 190 | $84.0M | -$512.3M | $596.3M | |
| 192.5 | -$3.0K | $0 | -$3.0K | |
| 195 | $1.02B | -$426.5M | $1.45B | |
| 197.5 | -$32.5K | $0 | -$32.5K | |
| 200 | -$7.48B | -$8.63B | $1.15B | |
| 202.5 | -$2.0M | $13.3K | -$2.0M | |
| 205PUT WALL | -$3.0M | $53.5K | -$3.0M | |
| 207.5SPOT | -$1.0M | $278.7K | -$1.3M | |
| 210CALL WALLGEX FLIP | $9.9M | $18.2M | -$8.3M | |
| 212.5 | $163.4K | $424.9K | -$261.6K | |
| 215 | -$24.9K | $368.4K | -$393.3K | |
| 217.5 | $120.7K | $181.5K | -$60.8K | |
| 220 | $1.8M | $3.5M | -$1.7M | |
| 222.5 | $277.9K | $280.6K | -$2.7K | |
| 225 | $534.5K | $584.6K | -$50.1K | |
| 227.5 | $164.4K | $164.4K | $0 | |
| 230 | $2.7M | $2.9M | -$235.7K | |
| 232.5 | $43.6K | $43.6K | $0 | |
| 235 | $116.4K | $116.8K | -$385 | |
| 237.5 | $18.1K | $18.1K | $0 | |
| 240 | $1.7M | $1.7M | -$33.6K | |
| 242.5 | $6.3K | $6.3K | $0 | |
| 245 | $3.3M | $3.3M | -$300 | |
| 250 | $767.5K | $808.6K | -$41.1K |
These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
ABOUT COF
Capital One is a diversified bank holding company specializing in credit cards, auto loans, and consumer banking. The company is known for its data-driven approach to lending. Its pending acquisition of Discover Financial would create the largest U.S. credit card company by loan balances.
WHY TRACK COF ON SQUAWKFLOW
COF options flow tracks consumer credit health and credit card delinquency trends. The Discover acquisition creates merger arbitrage options strategies. Credit loss provisions and charge-off rates make earnings a high-volatility event.
COF DATA ON SQUAWKFLOW
Options Flow
COF options flow, unusual activity, and volume concentrations from the session chain
Latest Snapshot
Last COF price, change, volume, and the current dealer-gamma regime
GEX Dashboard
COF gamma exposure levels, call/put walls, and GEX flip
AI Narration
AI-powered analysis of COF market microstructure in real time
News Sentiment
COF news with AI sentiment scoring and impact analysis
Sector Context
Finance sector rotation and relative strength vs peers
Track COF in the Terminal
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A practical guide to reading dealer positioning data and understanding how market maker flows affect price action.
What is Gamma Exposure (GEX)? A Complete GuideUnderstanding gamma exposure and how dealer hedging creates support and resistance levels in the market.