Capital One is certainly not the only institution to have eliminated email as a second factor delivery method:
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we are making a change to our single-use Secure Access Codes (temporary codes you use when you log in to your account from an unrecognized computer or mobile device).
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Does Capital One offer the voice call option?
To answer your question, yes. But your voice call number must be registered ahead of time. If you are traveling and you voice number changes, you won't have access to your account to change the voice call number. Catch 22! Also, I don`t know if the voice call number can actually be out of the USA - never asked because I didn't need it as long as email worked.
I quoted the "unrecognized computer or device" line because it is sort of a joke in my experience with Capital One. If I log off and immediately log back on again, or even switch between Cap One accounts while I am logged on, I get that message.